Research classified by Journal of Economic Literature (JEL) codes

2021

• Pagano, Marco & Wagner, Christian & Zechner, Josef, 2021, "Disaster resilience and asset prices," CFS Working Paper Series, Center for Financial Studies (CFS), number 673.
• Christopoulos, Dimitris & Köppl, Stefan & Köppl-Turyna, Monika, 2021, "Syndication networks and company survival: Evidence from European venture-capital deals," Research Papers, EcoAustria – Institute for Economic Research, number 16.
• Breunig, Christoph & Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2021, "The Standard Portfolio Choice Problem in Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 131, issue 638, pages 2413-2446.
• Regele, Fabian & Gründl, Helmut, 2021, "Asset concentration risk and insurance solvency regulation," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 40/21.
• Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2021, "FRM Financial Risk Meter for Emerging Markets," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-002.
• Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021, "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-004.
• Packham, Natalie & Woebbeking, Fabian, 2021, "Correlation scenarios and correlation stress testing," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-012.
• Matic, Jovanka & Packham, Natalie & Härdle, Wolfgang, 2021, "Hedging cryptocurrency options," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-021.
• Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021, "A financial risk meter for China," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-022.
• Hu, Junjie & Härdle, Wolfgang, 2021, "Networks of news and cross-sectional returns," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-023.
• Liu, Francis & Packham, Natalie & Lu, Meng-Jou & Härdle, Wolfgang, 2021, "Hedging cryptos with Bitcoin futures," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2022-001.
• Prado, Tiago S., 2021, "Kill Zones? Effects of Big Tech Start-up Acquisitions on Innovation," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world, International Telecommunications Society (ITS), number 238049.
• Gardenier, Julius & Lac, Visieu & Ashfaq, Muhammad, 2021, "Risk-adjusted return in sustainable finance: A comparative analysis of European positively screened and best-in-class ESG investment portfolios and the Euro Stoxx 50 index using the Sharpe Ratio," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 7/2021.
• Friedrich, Peter & Wendland, Finn, 2021, "Ökologisch nachhaltig oder nicht? Die Einführung der EU Taxonomy for Sustainable Activities: Ein verbindliches Klassifikationssystem nachhaltiger Wirtschaftsaktivitäten in der EU," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 14/2021.
• Britto, Anthony & Dehler-Holland, Joris & Fichtner, Wolf, 2021, "Optimal investment in energy efficiency as a problem of growth rate maximisation," Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP), number 56, DOI: 10.5445/IR/1000130464.
• Hoang, Daniel & Silbereis, Fabian & Stengel, Raphael, 2021, "Do nonfinancial firms hold risky financial assets? Evidence from Germany," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 149, DOI: 10.5445/IR/1000130762.
• D'Acunto, Francesco & Malmendier, Ulrike & Weber, Michael, 2021, "Gender Roles and the Gender Expectations Gap," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 16, DOI: 10.2139/ssrn.3797091.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2021, "Do Required Minimum Distribution 401(k) Rules Matter, and for Whom? Insights from a Lifecylce Model," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 17, DOI: 10.2139/ssrn.3811594.
• Gibson, Rajna & Sohn, Matthias & Tanner, Carmen & Wagner, Alexander F., 2021, "Earnings Management and Managerial Honesty: The Investors' Perspectives," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 7, DOI: 10.2139/ssrn.2912795.
• Kim, Chi Hyun, 2021, "Optimism gone bad? The persistent effects of traumatic experiences on investment decisions," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 32, DOI: 10.18452/23242.
• Bu, Di & Hanspal, Tobin & Liao, Yin & Liu, Yong, 2021, "Risk taking, preferences, and beliefs: Evidence from Wuhan," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 301, DOI: 10.2139/ssrn.3559870.
• Bernard, Sabine & Loos, Benjamin & Weber, Martin, 2021, "The disposition effect in boom and bust markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 305, DOI: 10.2139/ssrn.3779254.
• Rzeźnik, Aleksandra & Hanley, Kathleen Weiss & Pelizzon, Loriana, 2021, "The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 310, revised 2021, DOI: 10.2139/ssrn.3801703.
• Dilger, Alexander, 2021, "Kapitalwert bei Null- und Negativzinsen," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 4/2021.
• Kaldorf, Matthias & Wicknig, Florian, 2021, "Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242413.
• Petry, Markus & Ulutaş, Soner, 2021, "Das Crowdinvesting-Modell für Startups - keine Assetklasse für schwache Nerven," wifin Working Paper Series, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin), number 8/2021.
• Riedler, Jesper & Koziol, Tina, 2021, "Scaling, unwinding and greening QE in a calibrated portfolio balance model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 21-086.
• 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 decisione," 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 Ass," 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.," 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 th," 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.
• Faruk Balli & Hassan Ghassan & Essam H. Jeefri, 2021, "Sukuk and bond spreads," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 529-543, July, DOI: 10.1007/s12197-021-09545-9.
• Laleh Samarbakhsh & Meet Shah, 2021, "Fixed income mutual fund performance during and after a crisis: a Canadian case," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 4, pages 654-676, October, DOI: 10.1007/s12197-021-09541-z.
• Stefani Milovanska-Farrington & Stephen Farrington, 2021, "Discipline, risk, and the endogeneity between financial decisionmaking and health," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 4, pages 596-636, October, DOI: 10.1007/s12197-021-09542-y.
• David Lagziel & Ehud Lehrer, 2021, "Transferable deposits as a screening mechanism," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 71, issue 2, pages 483-504, March, DOI: 10.1007/s00199-020-01264-2.
• Arthur Beddock & Elyès Jouini, 2021, "Live fast, die young: equilibrium and survival in large economies," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 71, issue 3, pages 961-996, April, DOI: 10.1007/s00199-020-01268-y.
• Qian Lin & Frank Riedel, 2021, "Optimal consumption and portfolio choice with ambiguous interest rates and volatility," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 71, issue 3, pages 1189-1202, April, DOI: 10.1007/s00199-020-01306-9.
• Daniele Giachini, 2021, "Rationality and asset prices under belief heterogeneity," Journal of Evolutionary Economics, Springer, volume 31, issue 1, pages 207-233, January, DOI: 10.1007/s00191-020-00708-1.
• Hari Venkatesh & Jyoti Kumari & Gourishankar S. Hiremath & Hiranmoy Roy, 2021, "Foreign Institutional Investors: Fair-Weather Friends or Smart Traders?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 2, pages 291-316, June, DOI: 10.1007/s40953-021-00233-3.
• Shromona Ganguly, 2021, "Financialization of the Real Economy: New Empirical Evidence from the Non-financial Firms in India Using Conditional Logistic Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 3, pages 493-523, September, DOI: 10.1007/s40953-021-00242-2.
• Farina Weiss, 2021, "A numerical approach to solve consumption-portfolio problems with predictability in income, stock prices, and house prices," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 93, issue 1, pages 33-81, February, DOI: 10.1007/s00186-020-00727-5.
• Marco Bade & Martin Walther, 2021, "Local preferences and the allocation of attention in equity-based crowdfunding," Review of Managerial Science, Springer, volume 15, issue 8, pages 2501-2533, November, DOI: 10.1007/s11846-020-00429-6.
• Fredrik Armerin & Han-Suck Song, 2021, "A framework for modelling cash flow lags," SN Business & Economics, Springer, volume 1, issue 10, pages 1-13, October, DOI: 10.1007/s43546-021-00137-7.
• Emmanuel Uche & Lionel Effiom, 2021, "Fighting capital flight in Nigeria: have we considered global uncertainties and exchange rate volatilities? Fresh insights via quantile ARDL model," SN Business & Economics, Springer, volume 1, issue 6, pages 1-22, June, DOI: 10.1007/s43546-021-00082-5.
• Pablo López Sarabia & Silvia Rojas Padilla & Ricardo González Díaz, 2021, "How Covid-19 Has Accelerated the Garment and Financial Investment Industries’ Adoption of Environmental, Social and Corporate Governance (ESG) Standards," Springer Books, Springer, in: Griselda Dávila-Aragón & Salvador Rivas-Aceves, "The Future of Companies in the Face of a New Reality", DOI: 10.1007/978-981-16-2613-5_3.
• Prabir Kumar Das, 2021, "Risk Modeling by Coherent Measure Using Family of Generalized Hyperbolic Distributions," Springer Books, Springer, chapter 0, in: Pooja Lakhanpal & Jaydeep Mukherjee & Biswajit Nag & Divya Tuteja, "Trade, Investment and Economic Growth", DOI: 10.1007/978-981-33-6973-3_11.
• Han-Ching Huang & Chien-Sheng Wen, 2021, "The Performance of Trading Strategies Based on Deviations from Put-Call Parity of Stock Options," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 11, issue 2, pages 1-3.
• Hong-Wen Tsai & Hui-Chung Che & Bo Bai, 2021, "Innovation Continuity as Indicator for Observing Stock Return Rate in China Stock Market," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 11, issue 5, pages 1-2.
• Hsiang-Hsi Liu & Pi-Hsia Hung & Po-Hung Luo Cho, 2021, "Nonlinear Interactions and Volatility Spillovers between Stock and Foreign Exchange Markets: The STVEC-STGARCH-DCC Approach," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 4, pages 1-3.
• Frieder Meyer-Bullerdiek, 2021, "Out-of-sample performance of the Black-Litterman model," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 10, issue 2, pages 1-2.
• Guido Abate & Tommaso Bonafini & Pierpaolo Ferrari, 2021, "Fundamentals-weighting vs. Capitalization-weighting: An Empirical Comparison," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 10, issue 2, pages 1-3.
• Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel, 2021, "Procyclical asset management and bond risk premia," ESRB Working Paper Series, European Systemic Risk Board, number 116, Mar.
• Kaufmann, Christoph, 2021, "Investment funds, monetary policy, and the global financial cycle," ESRB Working Paper Series, European Systemic Risk Board, number 119, May.
• Fricke, Daniel, 2021, "Synthetic Leverage and Fund Risk-Taking," ESRB Working Paper Series, European Systemic Risk Board, number 126, Sep.
• Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2021, "Life-cycle risk-taking with personal disaster risk," ESRB Working Paper Series, European Systemic Risk Board, number 132, Dec.
• Sebastiano Michele Zema & Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2021, "Mesoscopic Structure of the Stock Market and Portfolio Optimization," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2021/45, Dec.
• Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2021, "Broadband internet and the stock market investments of individual investors," Discussion Papers, Statistics Norway, Research Department, number 946, Jan.
• Maxime Merli & Antoine Parent & Cécile Edlinger, 2021, "Portfolio advice before modern portfolio theory: The Belle Epoque of French analyst Alfred Neymarck," Business History, Taylor & Francis Journals, volume 63, issue 7, pages 1197-1221, September, DOI: 10.1080/00076791.2019.1676231.
• Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021, "Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 1-2, pages 8-30, January, DOI: 10.1080/1351847X.2020.1789684.
• Marian W. Moszoro, 2021, "Political Cognitive Biases Effects on Fund Managers’ Performance," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 3, pages 235-253, July, DOI: 10.1080/15427560.2020.1772259.
• Gonçalo Faria & Fabio Verona, 2021, "Time-frequency forecast of the equity premium," Quantitative Finance, Taylor & Francis Journals, volume 21, issue 12, pages 2119-2135, December, DOI: 10.1080/14697688.2020.1820071.
• Junko Koeda & Yosuke Kimura, 2021, "Government Debt Maturity in Japan: 1965 to the Present," Working Papers, Tokyo Center for Economic Research, number e163, Sep.
• Terri van der Zwan & Erik Hennink & Patrick Tuijp, 2021, "Equity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-062/III, Jul.
• David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021, "Art in Times of Crisis," Discussion Paper, Tilburg University, Center for Economic Research, number 2021-026.
• David, Géraldine & Li, Yuexin & Oosterlinck, Kim & Renneboog, Luc, 2021, "Art in Times of Crisis," Other publications TiSEM, Tilburg University, School of Economics and Management, number 34925083-7378-4691-ba63-6.
• Jeffrey R. Brown & Arie Kapteyn & Erzo F. P. Luttmer & Olivia S. Mitchell & Anya Samek, 2021, "Behavioral Impediments to Valuing Annuities: Complexity and Choice Bracketing," The Review of Economics and Statistics, MIT Press, volume 103, issue 3, pages 533-546, July, DOI: 10.1162/rest_a_00892.
• Sonia Di TOMASO & Denis Marco MONTAGNA & Antonio AMENDOLA, 2021, "Stock Returns and Cash Flows: A New Asset Pricing Approach," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 5, issue 2, pages 85-120, DOI: 10.1991/jefa.v5i2.a47.
• Pouget, Sébastien & Brière, Marie & Ureche-Rangau, Loredana, 2021, "Les votes des investisseurs institutionnels sur les externalités produites par les entreprises : Le cas de deux investisseurs emblématiques," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1178, Jan.
• Bianchi, Milo & Brière, Marie, 2021, "Human-Robot Interactions in Investment Decisions," TSE Working Papers, Toulouse School of Economics (TSE), number 21-1251, Sep, revised Mar 2024.
• Thomas Conlon & John Cotter & Iason Kynigakis, 2021, "Machine Learning and Factor-Based Portfolio Optimization," Working Papers, Geary Institute, University College Dublin, number 202111, Mar.
• Remy Levin & Daniela Vidart, 2021, "Risk-Taking Adaptation to Macroeconomic Experiences," Working papers, University of Connecticut, Department of Economics, number 2021-09, May, revised Nov 2023.
• Chi Hyun Kim, 2021, "Optimism Gone Bad? The Persistent Effects of Traumatic Experiences on Investment Decisions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1952.
• Dirk Broeders & Kristy Jansen, 2021, "Pension Funds and Drivers of Heterogeneous Investment Strategies," Working Papers, DNB, number 712, May.
• Matteo Bonetti, 2021, "Pension Fund Equity Performance: Herding Does Not Pay Off," Working Papers, DNB, number 729, Nov.
• Ying Fan & Charles Ka Yui Leung & Zan Yang, 2021, "Financial Conditions, Local Competition, and Local Market Leaders: The Case of Real Estate Developers," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1130, Apr.
• Nobuyuki Hanaki, 2021, "Risk misperceptions of structured financial products with worst-of payout characteristics revisited," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1143r, Nov.
• Remzi Uctum & Georges Prat, 2021, "Modeling ex-ante risk premia in the oil market," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-31.
• Samira Hellou, 2021, "Les effets de l’interaction entre les marchés financiers et la réglementation bancaire sur la structure des flux bancaires internationaux vers les pays émergents," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2021-5.
• Goetzmann, William N. & Spaenjers, Christophe & Van Nieuwerburgh, Stijn, 2021, "Real and Private-Value Assets," HEC Research Papers Series, HEC Paris, number 1421, Mar, DOI: 10.2139/ssrn.3803091.
• Bonelli, Maxime & Buyalskaya, Anastasia & Yao, Tianhao, 2021, "Quality and Product Differentiation: Theory and Evidence from the Mutual Fund Industry," HEC Research Papers Series, HEC Paris, number 1428, Oct, DOI: 10.2139/ssrn.3939239.
• Knill, April M. & Kindelsperger, Joseph Fred & Ovtchinnikov, Alexei V., 2021, "Stock Ownership of Federal Judges and its Impact on Corporations," HEC Research Papers Series, HEC Paris, number 1443, Oct, DOI: 10.2139/ssrn.3951325.
• Giuzio, Margherita & Grill, Michael & Kryczka, Dominika & Weistroffer, Christian, 2021, "A theoretical model analysing investment funds’ liquidity management and policy measures," Macroprudential Bulletin, European Central Bank, volume 12.
• Paz-Pardo, Gonzalo, 2021, "Homeownership and portfolio choice over the generations," Working Paper Series, European Central Bank, number 2522, Feb.
• Schwaab, Bernd & Zhang, Xin & Lucas, André, 2021, "Modeling extreme events: time-varying extreme tail shape," Working Paper Series, European Central Bank, number 2524, Feb.
• Baron, Matthew & Laeven, Luc & Pénasse, Julien & Usenko, Yevhenii, 2021, "Investing in crises," Working Paper Series, European Central Bank, number 2548, May.
• Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2021, "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Working Paper Series, European Central Bank, number 2551, May.
• Corradin, Stefano & Grimm, Niklas & Schwaab, Bernd, 2021, "Euro area sovereign bond risk premia during the Covid-19 pandemic," Working Paper Series, European Central Bank, number 2561, May.
• Giuzio, Margherita & Kaufmann, Christoph & Ryan, Ellen & Cappiello, Lorenzo, 2021, "Investment funds, risk-taking, and monetary policy in the euro area," Working Paper Series, European Central Bank, number 2605, Oct.
• Carbone, Sante & Giuzio, Margherita & Kapadia, Sujit & Krämer, Johannes Sebastian & Nyholm, Ken & Vozian, Katia, 2021, "The low-carbon transition, climate commitments and firm credit risk," Working Paper Series, European Central Bank, number 2631, Dec.
• Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2021, "Discontinued Positive Feedback Trading and the Decline of Momentum Profitability," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-03, Jun.
• Boyer, Brian & Nadauld, Taylor D. & Vorkink, Keith P. & Weisbach, Michael S., 2021, "Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-04, Apr.
• Bennett, Benjamin & Stulz, Rene M. & Wang, Zexi, 2021, "Keeping Up with the Joneses and the Real Effects of S&P 500 Inclusion," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-07, May.
• Ben-David, Itzhak & Johnson, Mark J. & Stulz, Rene M., 2021, "Why Did Small Business Fintech Lending Dry Up during March 2020?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-14, Aug, DOI: 10.2139/ssrn.3910549.
• Md. Tahidur Rahman & Syed Zabid Hossain & Md. Anwarul Haque, 2021, "Timing, Recurrence, and Effects of Fixed Asset Revaluation: Evidence from Bangladesh," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 67-75.
• Francesco Carlier, 2021, "A Simple Options Trading Strategy based on Technical Indicators," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 2, pages 88-91.
• Innocent Asuquo & Arigor John Arigor & Emmanuel Okon Eyo, 2021, "Cost of Funds Deregulation on Agricultural Investments in Nigeria: An Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 3, pages 134-141.
• Onur Gozbasi & Buket Altinoz & Eyup Ensar Sahin, 2021, "Is Bitcoin a Safe Haven? A Study on the Factors that Affect Bitcoin Prices," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 35-40.
• Sune Ferreira-Schenk & Zandri Dickason-Koekemoer & Naveed Hussain Shah, 2021, "Factors Influencing Individuals Short-term Investment Intentions," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 73-81.
• Jambotkar Mrunali Manohar & Guntur Anjana Raju, 2021, "Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 233-240.
• Endri Endri & Muhamad Rinaldi & Dini Arifian & Bungaran Saing & Aminudin Aminudin, 2021, "Oil Price and Stock Return: Evidence of Mining Companies in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 2, pages 110-114.
• Khairulla Massadikov, 2021, "Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 121-126.
• Naomi Pandiangan & Sukono Sukono & Endang Soeryana Hasbullah, 2021, "Quadratic Investment Portfolio Based on Value-at-risk with Risk-Free Assets: For Stocks of the Mining and Energy Sector," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 175-184.
• Sanjeeta Shirodkar & Guntur Anjana Raju, 2021, "Futures Trading, Spot Price Volatility and Structural Breaks: Evidence from Energy Sector," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 230-239.
• Supriyanto Supriyanto & Suripto Suripto & Arif Sugiono & Putri Irmala Sari, 2021, "Impact of Oil Prices and Stock Returns: Evidence of Oil and Gas Mining Companies in Indonesia during the COVID-19 Period," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 4, pages 312-318.
• Endri Endri & Andyan Pradipta Utama & Aminudin Aminudin & Maya Syafriana Effendi & Bambang Santoso & Achmad Bahiramsyah, 2021, "Coal Price and Profitability: Evidence of Coal Mining Companies in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 363-368.
• Mohammad Benny Alexandri & Supriyanto, 2021, "The Influence of Oil Price Volatility and Price Limit in Indonesia Energy Sub-Sector for the Period Before and After Covid-19," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 538-544.