Research classified by Journal of Economic Literature (JEL) codes

2021

• Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021, "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102164.
• Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea, 2021, "Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102217.
• Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021, "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102238.
• Reboredo, Juan Carlos & Ugolini, Andrea & Hernandez, Jose Arreola, 2021, "Dynamic spillovers and network structure among commodity, currency, and stock markets," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102266.
• Niu, Hongli & Hu, Ziang, 2021, "Information transmission and entropy-based network between Chinese stock market and commodity futures market," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102294.
• Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Mensi, Walid & Matar, Ali & Saidat, Zaid, 2021, "Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102311.
• Elgammal, Mohammed M. & Ahmed, Walid M.A. & Alshami, Abdullah, 2021, "Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102334.
• Ji, Xiangfeng & Chen, Xueqi & Mirza, Nawazish & Umar, Muhammad, 2021, "Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102387.
• Chkili, Walid & Ben Rejeb, Aymen & Arfaoui, Mongi, 2021, "Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102407.
• Naeem, Muhammad Abubakr & Bouri, Elie & Costa, Mabel D. & Naifar, Nader & Shahzad, Syed Jawad Hussain, 2021, "Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102418.
• Torinelli, Viviane Helena & Silva Júnior, Antônio Francisco de Almeida da, 2021, "Environmental risk analysis (ERA) in the strategic asset allocation (SAA) of the international reserves (IRs) managed by central banks (CBs)," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 1, DOI: 10.1016/j.latcb.2021.100021.
• Romero, José Vicente & Vargas, Hernando & Cardozo, Pamela & Murcia, Andrés, 2021, "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 4, DOI: 10.1016/j.latcb.2021.100043.
• Fuchs-Schündeln, Nicola & Haliassos, Michael, 2021, "Participation following sudden access," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 671-688, DOI: 10.1016/j.jmoneco.2020.04.003.
• Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021, "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, volume 120, issue C, pages 53-69, DOI: 10.1016/j.jmoneco.2021.03.003.
• Jiang, Zhengyang, 2021, "US Fiscal cycle and the dollar," Journal of Monetary Economics, Elsevier, volume 124, issue C, pages 91-106, DOI: 10.1016/j.jmoneco.2021.10.002.
• Butt, Hilal Anwar & Högholm, Kenneth & Sadaqat, Mohsin, 2021, "Reversal returns and expected returns from liquidity provision: Evidence from emerging markets," Journal of Multinational Financial Management, Elsevier, volume 59, issue C, DOI: 10.1016/j.mulfin.2020.100664.
• Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed, 2021, "Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management," Journal of Multinational Financial Management, Elsevier, volume 59, issue C, DOI: 10.1016/j.mulfin.2020.100666.
• Fletcher, Jonathan, 2021, "Evaluating the performance of U.S. international equity closed-end funds," Journal of Multinational Financial Management, Elsevier, volume 60, issue C, DOI: 10.1016/j.mulfin.2021.100692.
• Le, Anh-Tuan & Tran, Thao Phuong, 2021, "Does geopolitical risk matter for corporate investment? Evidence from emerging countries in Asia," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100703.
• Loban, Lidia & Sarto, José Luis & Vicente, Luis, 2021, "Determinants of non-compliant equity funds with EU portfolio concentration limits," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100707.
• Akyildirim, Erdinc & Sensoy, Ahmet & Gulay, Guzhan & Corbet, Shaen & Salari, Hajar Novin, 2021, "Big data analytics, order imbalance and the predictability of stock returns," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100717.
• Fong, Joelle H. & Koh, Benedict S.K. & Mitchell, Olivia S. & Rohwedder, Susann, 2021, "Financial literacy and financial decision-making at older ages," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101481.
• Darby, Julia & Zhang, Hai & Zhang, Jinkai, 2021, "Institutional trading in volatile markets: Evidence from Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101484.
• Wu, Meng-Wen & Xu, Li & Shen, Chung-hua & Zhang, Ke-Kun, 2021, "Overconfident CEOs and shadow banking in China," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101488.
• Hsieh, Wen-liang Gideon & Lee, Chin-Shen, 2021, "Who reacts to what information in securities analyst reports? Direct evidence from the investor trade imbalance," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101492.
• Ho, Tu & Lv, Jin Roc & Schultz, Emma, 2021, "Market intraday momentum in Australia," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2021.101499.
• Gui, Pingshu & Zhu, Yifeng, 2021, "Value at risk and the cross-section of expected returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.pacfin.2021.101498.
• Chang, Meng-Shiuh & Kung, Chih-Chun & Chen, Meng-Wei & Tian, Yuan, 2021, "Volatility regime, inverted asymmetry, contagion, and flights in the gold market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101522.
• Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2021, "The effect of language on investing: Evidence from searches in Chinese versus English," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101553.
• Kim, Saejoon, 2021, "Enhanced factor investing in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101558.
• Li, Lu & Li, Yang & Wang, Xueding & He, Yuqian, 2021, "Limited attention, managerial multitasking, and hedge fund performance in China," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101568.
• Umar, Zaghum & Gubareva, Mariya, 2021, "Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101571.
• Zhang, Han, 2021, "An inflation-based ICAPM in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101601.
• Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021, "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101607.
• Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021, "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101611.
• Jun, Xiao & Ren, He & Sun, Ping-Wen, 2021, "Deriving managerial skills by dissecting holding changes of mutual funds: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101612.
• Zhang, Jinhua & Mao, Rui & Wang, Jieyu & Xing, Mengying, 2021, "The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101618.
• Chen, Kuan-Hau & Su, Xuan-Qi & Lin, Li-Feng & Shih, Yi-Cheng, 2021, "Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101633.
• Ardila-Alvarez, Diego & Forro, Zalan & Sornette, Didier, 2021, "The acceleration effect and Gamma factor in asset pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 569, issue C, DOI: 10.1016/j.physa.2020.125367.
• Ursprung, Heinrich W., 2021, "Financial returns to collecting rare political economy books," European Journal of Political Economy, Elsevier, volume 70, issue C, DOI: 10.1016/j.ejpoleco.2021.102139.
• Achou, Bertrand, 2021, "Housing liquidity and long-term care insurance demand: A quantitative evaluation," Journal of Public Economics, Elsevier, volume 194, issue C, DOI: 10.1016/j.jpubeco.2020.104353.
• Le Quang, Gaëtan, 2021, "“Taking Diversity Into Account”: Real effects of accounting measurement on asset allocation," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 135-143, DOI: 10.1016/j.qref.2021.02.008.
• Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2021, "Tail dependence risk and spillovers between oil and food prices," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 195-209, DOI: 10.1016/j.qref.2021.01.019.
• Teplova, Tamara & Tomtosov, Aleksandr, 2021, "Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? The economic relationship in factor investing in emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 210-223, DOI: 10.1016/j.qref.2021.01.018.
• D’Hondt, Catherine & McGowan, Richard & Roger, Patrick, 2021, "Trading leveraged Exchange-Traded products is hazardous to your wealth," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 287-302, DOI: 10.1016/j.qref.2021.02.012.
• Ding, Liang, 2021, "Conditional correlation between exchange rates and stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 452-463, DOI: 10.1016/j.qref.2021.02.004.
• Kenourgios, Dimitris & Samios, Yiannis, 2021, "Halloween effect and active fund management," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 534-544, DOI: 10.1016/j.qref.2021.04.006.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Hernandez, Jose Areola & Roubaud, David, 2021, "Causal nexus between crude oil and US corporate bonds," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 577-589, DOI: 10.1016/j.qref.2021.04.012.
• do Nascimento Junior, Arnaldo João & Klotzle, Marcelo Cabus & Brandão, Luiz Eduardo T. & Pinto, Antonio Carlos Figueiredo, 2021, "Prospect theory and narrow framing bias: Evidence from emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 90-101, DOI: 10.1016/j.qref.2021.01.016.
• Walkshäusl, Christian, 2021, "Predicting stock returns from the pricing and mispricing of accounting fundamentals," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 253-260, DOI: 10.1016/j.qref.2021.06.011.
• Yang, Chunpeng & Zhang, Zhanpei, 2021, "Realization utility with stop-loss strategy," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 261-275, DOI: 10.1016/j.qref.2021.06.017.
• du Sart, Colin F. & van Vuuren, Gary W., 2021, "Comparing the performance and composition of tracking error constrained and unconstrained portfolios," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 276-287, DOI: 10.1016/j.qref.2021.06.019.
• Killins, Robert N. & Egly, Peter V. & Batabyal, Sourav, 2021, "The impact of the yield curve on bank equity returns: Evidence from Canada," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 319-329, DOI: 10.1016/j.qref.2021.06.016.
• Kumah, Seyram Pearl & Odei-Mensah, Jones, 2021, "Are Cryptocurrencies and African stock markets integrated?," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 330-341, DOI: 10.1016/j.qref.2021.06.022.
• Barthel, Anne-Christine & Lei, Shan, 2021, "Investment in financial literacy and financial advice-seeking: Substitutes or complements?," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 385-396, DOI: 10.1016/j.qref.2021.06.020.
• Bernal, Oscar & Hudon, Marek & Ledru, François-Xavier, 2021, "Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 93-112, DOI: 10.1016/j.qref.2021.04.010.
• Masset, Philippe & Weisskopf, Jean-Philippe & Cardebat, Jean-Marie & Faye, Benoît & Le Fur, Eric, 2021, "Analyzing the risks of an illiquid and global asset: The case of fine wine," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 1-25, DOI: 10.1016/j.qref.2021.06.023.
• Zainudin, Ahmad Danial & Mohamad, Azhar, 2021, "Cross hedging with stock index futures," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 128-144, DOI: 10.1016/j.qref.2021.08.005.
• Zheng, Yao & Osmer, Eric & Bai, Yidan, 2021, "Timing market confidence in the Chinese domestic security market," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 298-311, DOI: 10.1016/j.qref.2021.09.002.
• Romaniuk, Katarzyna, 2021, "Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 37-43, DOI: 10.1016/j.qref.2021.06.015.
• Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed & Tayachi, Tahar, 2021, "Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 71-85, DOI: 10.1016/j.qref.2021.07.006.
• Reiter-Gavish, Liron & Qadan, Mahmoud & Yagil, Joseph, 2021, "Financial advice: Who Exactly Follows It?," Research in Economics, Elsevier, volume 75, issue 3, pages 244-258, DOI: 10.1016/j.rie.2021.06.003.
• Mehmood, Usman, 2021, "Contribution of renewable energy towards environmental quality: The role of education to achieve sustainable development goals in G11 countries," Renewable Energy, Elsevier, volume 178, issue C, pages 600-607, DOI: 10.1016/j.renene.2021.06.118.
• Balliauw, Matteo, 2021, "From theoretical real options models to pragmatic decision making: Required steps, opportunities and threats," Research in Transportation Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.retrec.2021.101063.
• Dai, Zhifeng & Zhu, Huan & Kang, Jie, 2021, "New technical indicators and stock returns predictability," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 127-142, DOI: 10.1016/j.iref.2020.09.006.
• Sim, Min Kyu & Deng, Shijie & Huo, Xiaoming, 2021, "What can cluster analysis offer in investing? - Measuring structural changes in the investment universe," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 299-315, DOI: 10.1016/j.iref.2020.09.004.
• López, Raquel & Esparcia, Carlos, 2021, "Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 32-54, DOI: 10.1016/j.iref.2020.08.019.
• Sui, Meng & Rengifo, Erick W. & Court, Eduardo, 2021, "Gold, inflation and exchange rate in dollarized economies – A comparative study of Turkey, Peru and the United States," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 82-99, DOI: 10.1016/j.iref.2020.08.014.
• Ma, Yong & Jiang, Hao & Xiao, Weilin, 2021, "Tax evasion, audits with memory, and portfolio choice," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 896-909, DOI: 10.1016/j.iref.2020.10.010.
• Chen, Shun & Ge, Lei, 2021, "A learning-based strategy for portfolio selection," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 936-942, DOI: 10.1016/j.iref.2020.07.010.
• Racicot, François-Éric & Théoret, Raymond & Gregoriou, Greg N., 2021, "The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 289-318, DOI: 10.1016/j.iref.2020.12.004.
• Bouri, Elie & Lucey, Brian & Saeed, Tareq & Vo, Xuan Vinh, 2021, "The realized volatility of commodity futures: Interconnectedness and determinants#," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 139-151, DOI: 10.1016/j.iref.2021.01.006.
• Thakurata, Indrajit, 2021, "Optimal portfolio choice with stock market entry costs and human capital investments: A developing country model," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 175-195, DOI: 10.1016/j.iref.2020.11.005.
• Kim, Kyounghun & Kim, Sunghyun Henry, 2021, "Explaining equity home bias using hedging motives against real exchange rate and wage risks," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 30-43, DOI: 10.1016/j.iref.2020.12.030.
• Hu, Cui & Li, Ben G., 2021, "Chinese lexicography and stock trading," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 44-59, DOI: 10.1016/j.iref.2020.12.032.
• Salisu, Afees A. & Akanni, Lateef O. & Vo, Xuan Vinh, 2021, "Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 150-159, DOI: 10.1016/j.iref.2021.02.005.
• Pham, Quynh Thi Thuy & Rudolf, Markus, 2021, "Gold, platinum, and industry stock returns," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 252-266, DOI: 10.1016/j.iref.2021.04.002.
• Efremidze, Levan & Stanley, Darrol J. & Kownatzki, Clemens, 2021, "Entropy trading strategies reveal inefficiencies in Japanese stock market," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 464-477, DOI: 10.1016/j.iref.2021.04.021.
• Oehler, Andreas & Schmitz, Jonas Tobias, 2021, "Does intensified communication of hedge funds with letters affect abnormal returns?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 127-142, DOI: 10.1016/j.iref.2021.05.004.
• Fletcher, Jonathan, 2021, "International equity U.S. mutual funds and diversification benefits," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 246-257, DOI: 10.1016/j.iref.2021.06.010.
• Fujii, Yoichiro & Nakamura, Yutaka, 2021, "Regret-sensitive equity premium," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 302-307, DOI: 10.1016/j.iref.2021.06.011.
• Kim, Eung-Bin & Byun, Suk-Joon, 2021, "Risk, ambiguity, and equity premium: International evidence," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 321-335, DOI: 10.1016/j.iref.2021.06.002.
• Zhou, Xuemei & Liu, Qiang & Guo, Shuxin, 2021, "Do overnight returns explain firm-specific investor sentiment in China?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 451-477, DOI: 10.1016/j.iref.2021.06.003.
• Huang, Ying Sophie & Liang, Bing & Wu, Kai, 2021, "Are mutual fund manager skills transferable to private funds?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 614-638, DOI: 10.1016/j.iref.2021.06.016.
• 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.
• Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021, "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers, University of Pretoria, Department of Economics, number 202106, Jan.
• Geoffrey M. Ngene & Rangan Gupta, 2021, "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 202115, Feb.
• Vojtěch Menzl, 2021, "Alternative Views on the Link between Risk Aversion and Diminishing Marginal Utility of Wealth," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2021, issue 2, pages 51-72, DOI: 10.18267/j.efaj.255.
• Jiří Šindelář & Michal Erben, 2021, "Does Distribution Growth Affect the Insurers' Asset Allocation in Life Insurance? The Case of Central Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 1, pages 20-36, DOI: 10.18267/j.pep.752.
• Karel Janda & Ladislav Kristoufek & Binyi Zhang, 2021, "Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations," FFA Working Papers, Prague University of Economics and Business, number 4.001, Nov, revised 17 Jan 2022.
• Charles Boissel & Adrien Matray, 2021, "Dividend Taxes and the Allocation of Capital," Working Papers, Princeton University. Economics Department., number 2021-39, Jul.
• N'Golo Kone, 2021, "Efficient mean-variance portfolio selection by double regularization," Working Paper, Economics Department, Queen's University, number 1453, Feb.
• Jeremy Celse & Alexandros Karakostas & Daniel John Zizzo, 2021, "Relative Risk Taking and Social Curiosity," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 648, Aug.
• Douadia Bougherara & Lana Friesen & Céline Nauges, 2021, "Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 650, Nov.
• Maier, Johannes K. & Fischer, Dominik S., 2021, "Decomposing the Disposition Effect," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 288, Oct.
• Kartik Athreya & Felicia Ionescu & Urvi Neelakantan, 2021, "Online Appendix to "Stock Market Participation: The Role of Human Capital"," Online Appendices, Review of Economic Dynamics, number 18-378.
• Karthik Athreya & Felicia Ionescu & Urvi Neelakantan, 2021, "Code and data files for "Stock Market Participation: The Role of Human Capital"," Computer Codes, Review of Economic Dynamics, number 18-378, revised .
• Isaiah Hull & Conny Olovsson & Karl Walentin & Andreas Westermark, 2021, "Code and data files for "Manufacturing Decline and House Price Volatility"," Computer Codes, Review of Economic Dynamics, number 19-28, revised .
• Min Dai & Yipeng Jiang & Hong Liu & Jing Xu, 2021, "Code and data files for "A Rational Theory for Disposition Effects"," Computer Codes, Review of Economic Dynamics, number 20-172, revised .
• Marcin Kolasa, 2021, "Code and data files for "Equilibrium foreign currency mortgages"," Computer Codes, Review of Economic Dynamics, number 20-233, revised .
• Janesh Sami, 2021, "Stock Market Investment and Inflation: Evidence from the United States and Canada," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 3, pages 339-365, October, DOI: https://doi.org/10.15353/rea.v13i3..
• Waqas Shair & Sundas Naeem & Farhat Rasul, 2021, "Nexus Of Covid-19 News With Stock Market Returns And Volatility In Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 10, issue 2, pages 92-99, June.
• Ahmed Baig & Hassan Anjum Butt & Abrar Fitwi & Joey Smith, 2021, "Does Innovation Explain the Skewness of Stock Returns?," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 2, pages 12-31.
• Baris Aksoy, 2021, "Predicting Direction of Stock Price Using Machine Learning Techniques: The Sample of Borsa Istanbul (Pay Senedi Fiyat Yönünün Makine Öğrenmesi Yöntemleri ile Tahmini: Borsa İstanbul Örneği)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 89-110.
• S. Burcu Avci, 2021, "Long-Run Price and Operating Performance of Initial Public Offerings in Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 2, pages 339-358.
• Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2021, "International High-Frequency Arbitrage for Cross-Listed Stocks," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 21-4, Jul.
• Dong-Jin Pyo, 2021, "The COVID-19 and Stock Return Volatility: Evidence from South Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 25, issue 2, pages 205-230, DOI: 10.11644/KIEP.EAER.2021.25.2.396.
• Roselyn Dimingo & John W. Muteba Mwamba & Lumengo Bonga-Bonga, 2021, "Prediction of Stock Market Direction: Application of Machine Learning Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 4, pages 499-536.
• Fachmi Pachlevi Yandra & Dwi Marlina Wijayanti, 2021, "DoSocial & Psychological FactorsAffect Investment Intention in Islamic Capital Markets?," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 6, issue 1, pages 1-15.
• Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2021, "Higher Realized Moments and Stock Return Predictability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 48-70, December.
• Fiza QURESHI & Saba QURESHI & Sobia Shafaq SHAH, 2021, "Do Mutual Fund Flows Influence Stock Market Volatility? Further Evidence from Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 35-51, June.
• contact_cb@yahoo.com. & Simona STAMULE & Iulian Cornel LOLEA, 2021, "The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 155-170, December.
• Rafiqul Bhuyan & Mohammad Robbani & Bakhtear Talukder, 2021, "Oil Volatility Spillover into Oil Dependent Equity-Sector Stock Returns: Evidence from Major Oil Producing Countries," Bulletin of Applied Economics, Risk Market Journals, volume 8, issue 1, pages 149-165.
• Rafiqul Bhuyan & Mohammad Sogir Hossain Khandoker & Mahjuja Taznin & Md. Shanur Rahman & Lamia Akter, 2021, "Determining Stock Return movements of Banking Sector during Global Financial Crisis: An Examination on Emerging Markets of Bangladesh," Bulletin of Applied Economics, Risk Market Journals, volume 8, issue 2, pages 111-123.
• Alexandros Koulis & Constantinos Kyriakopoulos, 2021, "Hedge ratio estimation: A note on the Bitcoin future contract," Bulletin of Applied Economics, Risk Market Journals, volume 8, issue 2, pages 125-131.
• Damien KUNJAL & Jameson NYASHA & Author-Name: Amir GHISYAN & Author-Name: Prinushlee J.GOVENDER & Sameshen MURUGASEN & Priyen NAIDOO & Dhruva S. PATEL & Paul-Francois MUZINDUTSI, 2021, "The Effect of Managerial Overconfidence on Firm Value: Evidence from the Johannesburg Stock Exchange," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 6, issue 1, pages 1-14, June.
• Rocco Ciciretti & Ambrogio Dalò & Giovanni Ferri, 2021, "Herding and Anti-Herding Across ESG Funds," CEIS Research Paper, Tor Vergata University, CEIS, number 524, Nov, revised 05 Nov 2021.
• David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2021, "Climate change concerns and the performance of green versus brown stocks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1011, Mar.
• Saad Azmat & Haiqa Ali & Kym Brown & Michael Skully, 2021, "Persuasion in Islamic finance," Australian Journal of Management, Australian School of Business, volume 46, issue 2, pages 272-286, May, DOI: 10.1177/0312896220926556.
• Rui Xue & Adrian Gepp & Terry J O’Neill & Steven Stern & Bruce J Vanstone, 2021, "Financial literacy and financial strategies: The mediating role of financial concerns," Australian Journal of Management, Australian School of Business, volume 46, issue 3, pages 437-465, August, DOI: 10.1177/0312896220940762.
• Nilesh Gupta & Joshy Jacob, 2021, "The Interplay Between Sentiment and MAX: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 2, pages 192-217, August, DOI: 10.1177/0972652720969511.
• Christophe Schinckus & Dang Pham Thien Duy & Nguyen Phuc Canh, 2021, "Interdependences Between Cryptocurrencies: A Network Analysis from 2013 to 2018," Journal of Interdisciplinary Economics, , volume 33, issue 2, pages 190-199, July, DOI: 10.1177/0260107920938559.
• Prabhdeep Kaur & Jaspal Singh, 2021, "Impact of ETF Listing on the Returns Generated by Underlying Stocks: Indian Evidence," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, volume 46, issue 3, pages 263-288, August, DOI: 10.1177/0258042X21991015.
• O. Efimova V. & M. Volkov A. & D. Koroleva A. & О. Ефимова B. & М. Волков А. & Д. Королёва А., 2021, "Анализ влияния принципов ESG на доходность активов: эмпирическое исследование // The Impact of ESG Factors on Asset Returns: Empirical Research," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 4, pages 82-97.
• Berna Dogan Basar, 2021, "Corporate Governance, Cost of Capital and Tobin Q: Empirical Evidence from Turkey Listed Companies," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 19, issue 1, pages 51-78.
• Mariana Escobar & Lorenzo Pandolfi & Alvaro Pedraza & Tomas Williams, 2021, "The Anatomy of Index Rebalancings: Evidence from Transaction Data," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 621, Aug, revised 12 2021.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 630, Nov, revised 27 Mar 2024.
• De la Torre Torres, Oscar Valdemar & Santillán Salgado, Roberto Joaquín & López Herrera, Francisco, 2021, "How the use of Markov-Switching Sharpe Ratio can improve Mexican Pension Funds Investment Decisions / Cómo el uso de Razones de Sharpe cambiantes según un proceso de Markov puede mejorar las decisiones de inversión de los portafolios de pensiones mex," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 59-80, enero-jun.
• Reyes Zárate, Francisco J & León López, Iván, 2021, "Estimaciones de riesgo ajustadas por distribución: una aplicación para portafolios de inversión integrados por activos nacionales / Distribution-Adjusted Risk Estimates: An Application to Domestic Assets Investment Portfolios," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 117-146, julio-dic.
• Mendez Molina, Maivelin & Olivares Aguayo, Héctor Alonso & Andrade Rosas, Luis Antonio, 2021, "Portafolios de volatilidad con opciones financieras. Un análisis por series de tiempo para las empresas BIMBO y HERDEZ del sector de alimentos de la BMV / Volatility Portfolios with Financial Options. An Analysis Using Time Series for the Mexican Sto," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 173-208, julio-dic.
• Vite de la Cruz, Jovita & López-Herrera, Francisco & Morales Castro, José Antonio, 2021, "Volatilidad de los rendimientos de los sectores bursátiles mexicanos durante las crisis ocurridas entre 1998 y 2021 / Volatility of the Returns of the Mexican Stock Market Sectors during the Crises that Ocurred between 1998 and 2021," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 209-234, julio-dic.
• Katarzyna Niewiñska, 2021, "The Impact of External Factors on Stock Return Volatility in the European Banking Sector (Wplyw determinant na zmiennosc stop zwrotow z akcji w sektorze bankowym w Europie)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 19, issue 94, pages 185-199.
• Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2021, "Portfolio Allocation and Borrowing Constraints," Working Papers, The University of Sheffield, Department of Economics, number 2021009, Dec.
• Andrey Kudryavtsev, 2021, "Effect of Market-Wide Herding on the Next Day's Stock Return," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2021-04, Mar, revised Mar 2021.
• Marie Briere & Ariane Szafarz, 2021, "When it Rains, it Pours: Multifactor Asset Management in Good and Bad Times," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 21-002, Feb.
• Xuan Vinh Vo & Thi Tuan Anh Tran, 2021, "Higher-order comoments and asset returns: evidence from emerging equity markets," Annals of Operations Research, Springer, volume 297, issue 1, pages 323-340, February, DOI: 10.1007/s10479-020-03549-0.
• Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2021, "Asset allocation: new evidence through network approaches," Annals of Operations Research, Springer, volume 299, issue 1, pages 61-80, April, DOI: 10.1007/s10479-019-03136-y.
• Alessia Naccarato & Andrea Pierini & Giovanna Ferraro, 2021, "Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment," Annals of Operations Research, Springer, volume 299, issue 1, pages 81-99, April, DOI: 10.1007/s10479-019-03225-y.
• Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021, "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Annals of Operations Research, Springer, volume 299, issue 1, pages 177-213, April, DOI: 10.1007/s10479-019-03277-0.
• Chinnadurai Kathiravan & Murugesan Selvam & Sankaran Venkateswar & S. Balakrishnan, 2021, "Investor behavior and weather factors: evidences from Asian region," Annals of Operations Research, Springer, volume 299, issue 1, pages 349-373, April, DOI: 10.1007/s10479-019-03335-7.
• Emilio Barucci & Daniele Marazzina & Elisa Mastrogiacomo, 2021, "Optimal investment strategies with a minimum performance constraint," Annals of Operations Research, Springer, volume 299, issue 1, pages 215-239, April, DOI: 10.1007/s10479-019-03348-2.
• Mario Maggi & Pierpaolo Uberti, 2021, "Google search volumes for portfolio management: performances and asset concentration," Annals of Operations Research, Springer, volume 299, issue 1, pages 163-175, April, DOI: 10.1007/s10479-019-03424-7.
• An Chen & Thai Nguyen & Manuel Rach, 2021, "A collective investment problem in a stochastic volatility environment: The impact of sharing rules," Annals of Operations Research, Springer, volume 302, issue 1, pages 85-109, July, DOI: 10.1007/s10479-021-03983-8.
• Giovanni Bonaccolto, 2021, "Quantile– based portfolios: post– model– selection estimation with alternative specifications," Computational Management Science, Springer, volume 18, issue 3, pages 355-383, July, DOI: 10.1007/s10287-021-00396-7.
• Margareta Gardijan Kedžo & Boško Šego, 2021, "The relative efficiency of option hedging strategies using the third-order stochastic dominance," Computational Management Science, Springer, volume 18, issue 4, pages 477-504, October, DOI: 10.1007/s10287-021-00401-z.
• Tahereh Khodamoradi & Maziar Salahi & Ali Reza Najafi, 2021, "Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 197-214, June, DOI: 10.1007/s10203-020-00293-9.
• Giuseppe Buccheri & Davide Pirino & Luca Trapin, 2021, "Managing liquidity with portfolio staleness," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 215-239, June, DOI: 10.1007/s10203-020-00300-z.
• Jihed Majdoub & Salim Ben Sassi & Azza Bejaoui, 2021, "Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 789-816, December, DOI: 10.1007/s10203-020-00314-7.
• Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021, "Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 707-726, December, DOI: 10.1007/s10203-021-00346-7.
• Roberto Dieci & Xue-Zhong He, 2021, "Cross-section instability in financial markets: impatience, extrapolation, and switching," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 727-754, December, DOI: 10.1007/s10203-021-00348-5.
• Nikolaos A. Kyriazis, 2021, "Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 845-861, December, DOI: 10.1007/s10203-021-00356-5.
• Alla Petukhina & Erin Sprünken, 2021, "Evaluation of multi-asset investment strategies with digital assets," Digital Finance, Springer, volume 3, issue 1, pages 45-79, March, DOI: 10.1007/s42521-021-00031-9.
• Min Dai & Hanqing Jin & Steven Kou & Yuhong Xu, 2021, "Robo-advising: a dynamic mean-variance approach," Digital Finance, Springer, volume 3, issue 2, pages 81-97, June, DOI: 10.1007/s42521-021-00028-4.
• Yingying Xu & Chi-Wei Su & Jaime Ortiz, 2021, "Is gold a useful hedge against inflation across multiple time horizons?," Empirical Economics, Springer, volume 60, issue 3, pages 1175-1189, March, DOI: 10.1007/s00181-019-01807-0.
• Jiro Hodoshima, 2021, "Evaluation of performance of stock and real estate investment trust markets in Japan," Empirical Economics, Springer, volume 61, issue 1, pages 101-120, July, DOI: 10.1007/s00181-020-01869-5.
• Jens J. Krüger, 2021, "Nonparametric portfolio efficiency measurement with higher moments," Empirical Economics, Springer, volume 61, issue 3, pages 1435-1459, September, DOI: 10.1007/s00181-020-01917-0.
• Doron Nisani & Amit Shelef, 2021, "A statistical analysis of investor preferences for portfolio selection," Empirical Economics, Springer, volume 61, issue 4, pages 1883-1915, October, DOI: 10.1007/s00181-020-01947-8.
• Walid Chkili, 2021, "Modeling Bitcoin price volatility: long memory vs Markov switching," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 3, pages 433-448, September, DOI: 10.1007/s40822-021-00180-7.
• Carmen López-Martín & Sonia Benito Muela & Raquel Arguedas, 2021, "Efficiency in cryptocurrency markets: new evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 3, pages 403-431, September, DOI: 10.1007/s40822-021-00182-5.
• Helder Sebastião & Pedro Godinho, 2021, "Forecasting and trading cryptocurrencies with machine learning under changing market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-30, December, DOI: 10.1186/s40854-020-00217-x.
• Roman Mestre, 2021, "A wavelet approach of investing behaviors and their effects on risk exposures," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-37, December, DOI: 10.1186/s40854-021-00239-z.
• Afees A. Salisu & Kingsley Obiora, 2021, "COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-19, December, DOI: 10.1186/s40854-021-00253-1.
• Boubekeur Baba & Güven Sevil, 2021, "Bayesian analysis of time-varying interactions between stock returns and foreign equity flows," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00267-9.
• Xun Zhang & Fengbin Lu & Rui Tao & Shouyang Wang, 2021, "The time-varying causal relationship between the Bitcoin market and internet attention," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-19, December, DOI: 10.1186/s40854-021-00275-9.
• Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy, 2021, "Lottery-like preferences and the MAX effect in the cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-27, December, DOI: 10.1186/s40854-021-00291-9.
• Daehan Kim & Mehmet Huseyin Bilgin & Doojin Ryu, 2021, "Are suspicious activity reporting requirements for cryptocurrency exchanges effective?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-17, December, DOI: 10.1186/s40854-021-00294-6.
• Emmanuel Lépinette & Ilya Molchanov, 2021, "Risk arbitrage and hedging to acceptability under transaction costs," Finance and Stochastics, Springer, volume 25, issue 1, pages 101-132, January, DOI: 10.1007/s00780-020-00434-3.
• Cosimo Munari, 2021, "Multi-utility representations of incomplete preferences induced by set-valued risk measures," Finance and Stochastics, Springer, volume 25, issue 1, pages 77-99, January, DOI: 10.1007/s00780-020-00440-5.
• Julien Grépat & Yuri Kabanov, 2021, "On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs," Finance and Stochastics, Springer, volume 25, issue 1, pages 167-187, January, DOI: 10.1007/s00780-020-00441-4.
• Paolo Guasoni & Yuliya Mishura & Miklós Rásonyi, 2021, "High-frequency trading with fractional Brownian motion," Finance and Stochastics, Springer, volume 25, issue 2, pages 277-310, April, DOI: 10.1007/s00780-020-00439-y.
• Anna Jaśkiewicz & Andrzej S. Nowak, 2021, "Markov decision processes with quasi-hyperbolic discounting," Finance and Stochastics, Springer, volume 25, issue 2, pages 189-229, April, DOI: 10.1007/s00780-020-00443-2.
• Moris S. Strub & Xun Yu Zhou, 2021, "Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes," Finance and Stochastics, Springer, volume 25, issue 2, pages 331-358, April, DOI: 10.1007/s00780-020-00444-1.
• Martin Herdegen & Johannes Muhle-Karbe & Dylan Possamaï, 2021, "Equilibrium asset pricing with transaction costs," Finance and Stochastics, Springer, volume 25, issue 2, pages 231-275, April, DOI: 10.1007/s00780-021-00449-4.
• Daniel Bartl & Michael Kupper & Ariel Neufeld, 2021, "Duality theory for robust utility maximisation," Finance and Stochastics, Springer, volume 25, issue 3, pages 469-503, July, DOI: 10.1007/s00780-021-00455-6.
• Bingyan Han & Chi Seng Pun & Hoi Ying Wong, 2021, "Robust state-dependent mean–variance portfolio selection: a closed-loop approach," Finance and Stochastics, Springer, volume 25, issue 3, pages 529-561, July, DOI: 10.1007/s00780-021-00457-4.
• Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2021, "Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models," Finance and Stochastics, Springer, volume 25, issue 4, pages 757-810, October, DOI: 10.1007/s00780-021-00464-5.
• Kazuyuki Sasakura, 2021, "Calculating a Giffen Good," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 7, issue 3, pages 349-369, November, DOI: 10.1007/s40797-020-00140-1.
• Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021, "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, volume 91, issue 5, pages 655-703, July, DOI: 10.1007/s11573-021-01035-y.
• Rama K. Malladi & Prakash L. Dheeriya, 2021, "Time series analysis of Cryptocurrency returns and volatilities," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 75-94, January, DOI: 10.1007/s12197-020-09526-4.
• Jose I. Alvarado & Lindsay C. Clark & Jose A. Gutierrez, 2021, "Stock performance subsequent to combinations in quarterly revenue surprise, earnings surprise, guidance, valuation, and report time," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 95-117, January, DOI: 10.1007/s12197-020-09531-7.
• Imhotep Paul Alagidede & Gideon Boako & Bo Sjo, 2021, "African equity markets’ exposure to oil and other commodities - implications for global portfolio diversification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 2, pages 288-315, April, DOI: 10.1007/s12197-020-09527-3.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2021, "Persistence in the market risk premium: evidence across countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 413-427, July, DOI: 10.1007/s12197-020-09519-3.
• Bing Zhu & René-Ojas Woltering, 2021, "Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 544-571, July, DOI: 10.1007/s12197-021-09539-7.