Research classified by Journal of Economic Literature (JEL) codes

2021

• Vivien Csapi & Alexandra Posza, 2021, "Power Generation Investment Timing in a Post Covid-Era," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 279-288.
• Supriyanto Supriyanto & Mohammad Benny Alexandri & Nenden Kostini & Ratna Meisa Dai, 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 6, pages 471-478.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Mathew Thomas Gil & Deebom Zorle Dum, 2021, "Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 489-502.
• Tairi Room & Orsolya Soosaar, 2021, "The gender gap in pension wealth in Europe: Evidence from twenty countries," Bank of Estonia Working Papers, Bank of Estonia, number wp2020-8, Apr, revised 08 Apr 2021, DOI: 10.23656/25045520/082020/0182.
• Hope, Ole-Kristian & Li, Congcong & Lin, An-Ping & Rabier, MaryJane, 2021, "Happy analysts," Accounting, Organizations and Society, Elsevier, volume 90, issue C, DOI: 10.1016/j.aos.2020.101199.
• Guo, Shijun & Jiao, Yang & Xu, Zhiwei, 2021, "Trump’s Effect on the Chinese Stock Market," Journal of Asian Economics, Elsevier, volume 72, issue C, DOI: 10.1016/j.asieco.2020.101267.
• Nguyen, James & Parsons, Richard & Argyle, Bronson, 2021, "An examination of diversification on bank profitability and insolvency risk in 28 financially liberalized markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100416.
• Nguyen, Hung T. & Pham, Mia Hang, 2021, "Does investor attention matter for market anomalies?," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100451.
• Desagre, Christophe & D’Hondt, Catherine, 2021, "Googlization and retail trading activity," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100453.
• da Silva, Paulo Pereira & Mendes, Victor, 2021, "Exchange-traded certificates, education and the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100456.
• De Winne, Rudy, 2021, "Measuring the disposition effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2021.100468.
• Zhu, Dan & Hodgkinson, Lynn & Wang, Qingwei, 2021, "Interaction and decomposition of gender difference in financial risk perception," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100464.
• Gutsche, Gunnar & Nakai, Miwa & Arimura, Toshi H., 2021, "Revisiting the determinants of individual sustainable investment—The case of Japan," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100497.
• Ashtiani, Amin Zokaei & Rieger, Marc Oliver & Stutz, David, 2021, "Nudging against panic selling: Making use of the IKEA effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100502.
• Dalla Costa, Aldo Fortunato & Mollica, Vito & Singh, Abhay, 2021, "Payment methods and the disposition effect: Evidence from Indonesian mutual fund trading," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100503.
• Ferretti, Riccardo & Venturelli, Valeria & Pedrazzoli, Alessia, 2021, "Do multiple competing offerings on a crowdfunding platform influence investment behavior?," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100506.
• Hiraki, Takato & Liu, Ming, 2021, "Do global equity mutual funds exhibit home bias?," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100508.
• Max, Raphael & Uhl, Matthias, 2021, "The downside of moralizing financial markets: Anti-Semitic stereotypes in German MTurkers," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100512.
• Djalilov, Abdulaziz & Ülkü, Numan, 2021, "Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100549.
• Onishchenko, Olena & Zhao, Jing & Kuruppuarachchi, Duminda & Roberts, Helen, 2021, "Intraday time-series momentum and investor trading behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100557.
• Baur, Dirk G. & Hoang, Lai, 2021, "The Bitcoin gold correlation puzzle," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100561.
• Böckerman, Petri & Conlin, Andrew & Svento, Rauli, 2021, "Early health, risk aversion and stock market participation," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100568.
• Talpsepp, Tõnn & Tänav, Anne-Liis, 2021, "Do gender, age and education affect herding in the real estate market?," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100571.
• Eichel, Ron, 2021, "Momentum in real economy and industry stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100576.
• Roszkowska, Paulina & Langer, Lukasz K. & Langer, Piotr B., 2021, "Pension funds and IPO pricing. Evidence from a quasi-experiment," The British Accounting Review, Elsevier, volume 53, issue 4, DOI: 10.1016/j.bar.2020.100943.
• Newton, David & Platanakis, Emmanouil & Stafylas, Dimitrios & Sutcliffe, Charles & Ye, Xiaoxia, 2021, "Hedge fund strategies, performance &diversification: A portfolio theory & stochastic discount factor approach," The British Accounting Review, Elsevier, volume 53, issue 5, DOI: 10.1016/j.bar.2021.101000.
• Gui, Zhengqing & Huang, Yangguang & Zhao, Xiaojian, 2021, "Whom to educate? Financial literacy and investor awareness," China Economic Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.chieco.2021.101608.
• Fuchs, Florian & Füss, Roland & Jenkinson, Tim & Morkoetter, Stefan, 2021, "Winning a deal in private equity: Do educational ties matter?," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101740.
• Block, Joern H. & Hirschmann, Mirko & Fisch, Christian, 2021, "Which criteria matter when impact investors screen social enterprises?," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101813.
• Brisley, Neil & Cai, Jay & Nguyen, Tu, 2021, "Required CEO stock ownership: Consequences for risk-taking and compensation," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101850.
• Alexandridis, George & Chen, Zhong & Zeng, Yeqin, 2021, "Financial hedging and corporate investment," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101887.
• Zhang, Chi & Kandilov, Ivan T. & Walker, Mark D., 2021, "Direct flights and cross-border mergers & acquisitions," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102063.
• Lindner, Florian & Kirchler, Michael & Rosenkranz, Stephanie & Weitzel, Utz, 2021, "Social Motives and Risk-Taking in Investment Decisions," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104116.
• Lou, Youcheng & Strub, Moris S. & Li, Duan & Wang, Shouyang, 2021, "The impact of a reference point determined by social comparison on wealth growth and inequality," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104120.
• Dong, Feng & Liu, Jianfeng & Xu, Zhiwei & Zhao, Bo, 2021, "Flight to housing in China," Journal of Economic Dynamics and Control, Elsevier, volume 130, issue C, DOI: 10.1016/j.jedc.2021.104189.
• Chen, Zilin & Guo, Li & Tu, Jun, 2021, "Media connection and return comovement," Journal of Economic Dynamics and Control, Elsevier, volume 130, issue C, DOI: 10.1016/j.jedc.2021.104191.
• Bing, Tao & Ma, Hongkun, 2021, "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 384-396, DOI: 10.1016/j.eap.2021.05.012.
• Belhassine, Olfa & Karamti, Chiraz, 2021, "Contagion and portfolio management in times of COVID-19," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 73-86, DOI: 10.1016/j.eap.2021.07.010.
• Huang, Helen & Wang, Yanjie & Zhang, Shunming, 2021, "Prudence attitude and limited participation," Economic Modelling, Elsevier, volume 101, issue C, DOI: 10.1016/j.econmod.2021.105534.
• Masset, Philippe & Maurer, Frantz, 2021, "Mitigating downside risk of portfolio diversification: Wine versus other tangible assets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105579.
• Akhtaruzzaman, Md & Boubaker, Sabri & Lucey, Brian M. & Sensoy, Ahmet, 2021, "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105588.
• Zhang, Wenlong & Wang, Haijun, 2021, "Entrepreneurial decisions with idiosyncratic risk and unknown profitability," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105611.
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2021, "Realized skewness and the short-term predictability for aggregate stock market volatility," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105614.
• Hübner, Georges & Lejeune, Thomas, 2021, "Mental accounts with horizon and asymmetry preferences," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105615.
• Guo, Ming & Ou-Yang, Hui, 2021, "Alpha decay and Sharpe ratio: Two measures of investor performance," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105558.
• Li, Kaifeng & Xia, Bobo & Guo, Zhaoxuan, 2021, "A consumption-based asset pricing model with disappointment aversion and uncertainty shocks," Economic Modelling, Elsevier, volume 94, issue C, pages 235-243, DOI: 10.1016/j.econmod.2020.09.016.
• Gao, Xiang & Sun, Li, 2021, "Modeling retirees’ investment behaviors in the presence of health expenditure risk and financial crisis risk," Economic Modelling, Elsevier, volume 94, issue C, pages 442-454, DOI: 10.1016/j.econmod.2020.10.013.
• Gregoriou, Greg N. & Racicot, François-Éric & Théoret, Raymond, 2021, "The response of hedge fund tail risk to macroeconomic shocks: A nonlinear VAR approach," Economic Modelling, Elsevier, volume 94, issue C, pages 843-872, DOI: 10.1016/j.econmod.2020.02.025.
• Shi, Huihong & Mu, Congming & Yang, Jinqiang & Huang, Wenli, 2021, "A Sino-US comparative analysis of the hi-tech entrepreneurial model," Economic Modelling, Elsevier, volume 94, issue C, pages 953-966, DOI: 10.1016/j.econmod.2020.02.036.
• Jiang, Yonghong & Lie, Jiayi & Wang, Jieru & Mu, Jinqi, 2021, "Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective," Economic Modelling, Elsevier, volume 95, issue C, pages 21-34, DOI: 10.1016/j.econmod.2020.12.002.
• Deng, Yang & Zhang, Ziqing & Zhu, Li, 2021, "A model-based index for systemic risk contribution measurement in financial networks," Economic Modelling, Elsevier, volume 95, issue C, pages 35-48, DOI: 10.1016/j.econmod.2020.11.011.
• Narayan, Seema & Rehman, Mobeen Ur, 2021, "Can home-biased investors diversify interregionally in the long run?," Economic Modelling, Elsevier, volume 97, issue C, pages 167-181, DOI: 10.1016/j.econmod.2021.01.016.
• Zaremba, Adam & Szyszka, Adam & Karathanasopoulos, Andreas & Mikutowski, Mateusz, 2021, "Herding for profits: Market breadth and the cross-section of global equity returns," Economic Modelling, Elsevier, volume 97, issue C, pages 348-364, DOI: 10.1016/j.econmod.2020.04.006.
• Singh, Amanjot, 2021, "Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia," Economic Modelling, Elsevier, volume 97, issue C, pages 45-57, DOI: 10.1016/j.econmod.2021.01.007.
• Chen, Xingjiang & Ruan, Xinfeng & Zhang, Wenjun, 2021, "Dynamic portfolio choice and information trading with recursive utility," Economic Modelling, Elsevier, volume 98, issue C, pages 154-167, DOI: 10.1016/j.econmod.2021.02.020.
• Li, Tongtong & Wang, Shibo & Yang, Jinqiang, 2021, "Robust consumption and portfolio choices with habit formation," Economic Modelling, Elsevier, volume 98, issue C, pages 227-246, DOI: 10.1016/j.econmod.2021.03.001.
• Su, Xiaoshan & Bai, Manying & Han, Yingwei, 2021, "Robust portfolio selection with regime switching and asymmetric dependence," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.011.
• Hsieh, Hui-Ching & Nguyen, Van Quoc Thinh, 2021, "Economic policy uncertainty and illiquidity return premium," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101291.
• Yang, Bo & Gan, Liu, 2021, "Contingent capital, Tobin’s q and corporate capital structure," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101305.
• Papadamou, Stephanos & Kyriazis, Nikolaos A. & Tzeremes, Panayiotis G., 2021, "Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101343.
• Eom, Cheoljun & Kaizoji, Taisei & Livan, Giacomo & Scalas, Enrico, 2021, "Limitations of portfolio diversification through fat tails of the return Distributions: Some empirical evidence," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101358.
• Będowska-Sójka, Barbara & Kliber, Agata, 2021, "Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101390.
• Wang, Qiyu & Chong, Terence Tai-Leung, 2021, "Factor pricing of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2020.101348.
• Zhao, Zhiming & Li, Shasha & Tang, Huiling, 2021, "Write-down bonds, credit risk and imperfect information," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101378.
• Dai, Zhifeng & Zhu, Huan, 2021, "Indicator selection and stock return predictability," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101394.
• Yang, Haijun & Qi, Shu & Zhang, Zhou & Koslowsky, David, 2021, "A model of information diffusion with asymmetry and confidence effects in financial markets," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101404.
• Wang, Hu & Li, Shouwei & Ma, Yuyin, 2021, "Herding in Open-end Funds: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101417.
• Kshatriya, Saranya & Prasanna, Krishna, 2021, "Jump Interdependencies: Stochastic linkages among international stock markets," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101418.
• Yuan, Ying & Huang, Yizhao & Chen, Haoran, 2021, "Monthly-rebalanced leveraged exchange-traded products: Performance and mandatory rebalancing needs," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101431.
• Wang, Hailong & Hu, Duni, 2021, "Heterogeneous beliefs with herding behaviors and asset pricing in two goods world," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101434.
• Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel, 2021, "TrAffic LIght system for systemic Stress: TALIS3," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101449.
• Lin, Qi & Lin, Xi, 2021, "Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101460.
• Zheng, Chengli & Su, Kuangxi & Yao, Yinhong, 2021, "Hedging futures performance with denoising and noise-assisted strategies," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101466.
• Choi, Jin Ho & Suh, Sangwon, 2021, "A filtered currency carry trade," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101472.
• Shi, Huai-Long & Zhou, Wei-Xing, 2021, "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101478.
• Wu, Xu & Zhang, Linlin & Li, Jia & Yan, Ruzhen, 2021, "Fractal statistical measure and portfolio model optimization under power-law distribution," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101496.
• Sun, Wei & Dedahanov, Alisher Tohirovich & Shin, Ho Young & Li, Wei Ping, 2021, "Factors affecting institutional investors to add crypto-currency to asset portfolios," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101499.
• Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2021, "How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101500.
• Xu, Qifa & Li, Mengting & Jiang, Cuixia, 2021, "Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101503.
• Hasan, Md. Bokhtiar & Mahi, Masnun & Hassan, M. Kabir & Bhuiyan, Abul Bashar, 2021, "Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101504.
• Rodríguez, Yeny E. & Gómez, Juan M. & Contreras, Javier, 2021, "Diversified behavioral portfolio as an alternative to Modern Portfolio Theory," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101508.
• Go, You-How & Lau, Wee-Yeap, 2021, "Extreme risk spillovers between crude palm oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101513.
• Wang, Ruina & Li, Jinfang, 2021, "The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101522.
• Giofré, Maela, 2021, "COVID-19 stringency measures and foreign investment: An early assessment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101536.
• Reboredo, Juan C. & Otero, Luis A., 2021, "Are investors aware of climate-related transition risks? Evidence from mutual fund flows," Ecological Economics, Elsevier, volume 189, issue C, DOI: 10.1016/j.ecolecon.2021.107148.
• Bagliano, Fabio C. & Fugazza, Carolina & Nicodano, Giovanna, 2021, "Life-cycle welfare losses from rules-of-thumb asset allocation," Economics Letters, Elsevier, volume 198, issue C, DOI: 10.1016/j.econlet.2020.109655.
• Gu, Ariel & Yoo, Hong Il, 2021, "Prospect Theory and Mutual Fund Flows," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109776.
• Kouaissah, Noureddine, 2021, "Robust conditional expectation reward–risk performance measures," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109827.
• Luo, Pengfei & Lu, Ting & Song, DanDan, 2021, "Real options for an entrepreneur with preferences for liquidity," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109889.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Darendeli, S. Pinar Ceyhan, 2021, "Do investor sentiments drive cryptocurrency prices?," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109980.
• Kim, Taejin, 2021, "Trust and trading volume," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110003.
• Jang, Bong-Gyu & Kim, Taeyoon & Lee, Seungkyu & Park, Seyoung, 2021, "Ambiguity premium and transaction costs," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110007.
• Zhang, Xiaoke & Zhao, Xuankai & Qu, Linshan, 2021, "Do green policies catalyze green investment? Evidence from ESG investing developments in China," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110028.
• Senel, Gonca & Wright, Mark L.J., 2021, "With age comes immaturity: Do countries with older populations issue shorter maturity debt?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110100.
• Schwaiger, Rene & Hueber, Laura, 2021, "Do MTurkers exhibit myopic loss aversion?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110137.
• Ding, Yi & Li, Yingying & Zheng, Xinghua, 2021, "High dimensional minimum variance portfolio estimation under statistical factor models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 502-515, DOI: 10.1016/j.jeconom.2020.07.013.
• Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei, 2021, "Nonparametric estimation of large covariance matrices with conditional sparsity," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 53-72, DOI: 10.1016/j.jeconom.2020.09.002.
• Kamil, Nazrol K.M. & Bacha, Obiyathulla I. & Masih, Mansur, 2021, "Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100817.
• Geromichalos, Athanasios & Jung, Kuk Mo & Lee, Seungduck & Carlos, Dillon, 2021, "A model of endogenous direct and indirect asset liquidity," European Economic Review, Elsevier, volume 132, issue C, DOI: 10.1016/j.euroecorev.2020.103627.
• Demiralp, Selva & Eisenschmidt, Jens & Vlassopoulos, Thomas, 2021, "Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area," European Economic Review, Elsevier, volume 136, issue C, DOI: 10.1016/j.euroecorev.2021.103745.
• Platanakis, Emmanouil & Sutcliffe, Charles & Ye, Xiaoxia, 2021, "Horses for courses: Mean-variance for asset allocation and 1/N for stock selection," European Journal of Operational Research, Elsevier, volume 288, issue 1, pages 302-317, DOI: 10.1016/j.ejor.2020.05.043.
• Labidi, Chiraz & Laribi, Dorra & Ureche-Rangau, Loredana, 2021, "National culture and socially responsible fund flows," Emerging Markets Review, Elsevier, volume 46, issue C, DOI: 10.1016/j.ememar.2020.100751.
• Liu, Weiyi & Liu, Yangyi & Luo, Ronghua & Ding, Yue, 2021, "Ability parity model for optimal fund allocation: Evidence from China's mutual fund markets," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2021.100804.
• Zhu, Hong-bing & Zhang, Bing & Yang, Li-hua, 2021, "The gambling preference and stock price: Evidence from China's stock market," Emerging Markets Review, Elsevier, volume 49, issue C, DOI: 10.1016/j.ememar.2021.100803.
• Li, Rui & Wang, Tianyu & Zhou, Mingshan, 2021, "Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey," Journal of Empirical Finance, Elsevier, volume 60, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2020.10.005.
• Cheng, Tingting & Yan, Cheng & Yan, Yayi, 2021, "Improved inference for fund alphas using high-dimensional cross-sectional tests," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 57-81, DOI: 10.1016/j.jempfin.2020.12.002.
• Liu, Xin, 2021, "Diversification in lottery-like features and portfolio pricing discount: Evidence from closed-end funds," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 1-11, DOI: 10.1016/j.jempfin.2021.02.001.
• Merkle, Christoph & Sextroh, Christoph J., 2021, "Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 159-178, DOI: 10.1016/j.jempfin.2021.03.004.
• Kong, Dongmin & Lin, Chen & Liu, Shasha & Tan, Weiqiang, 2021, "Whose money is smart? Individual and institutional investors’ trades based on analyst recommendations," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 234-251, DOI: 10.1016/j.jempfin.2021.04.001.
• Osinga, Albert Jakob & Schauten, Marc B.J. & Zwinkels, Remco C.J., 2021, "Timing is money: The factor timing ability of hedge fund managers," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 266-281, DOI: 10.1016/j.jempfin.2021.04.007.
• Farkas, Miklós & Váradi, Kata, 2021, "Do leveraged warrants prompt individuals to speculate on stock price reversals?," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 164-176, DOI: 10.1016/j.jempfin.2021.07.001.
• Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021, "Forecasting stock returns with large dimensional factor models," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 252-269, DOI: 10.1016/j.jempfin.2021.07.009.
• Calice, Giovanni & Lin, Ming-Tsung, 2021, "Exploring risk premium factors for country equity returns," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 294-322, DOI: 10.1016/j.jempfin.2021.07.003.
• Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei, 2021, "Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 42-56, DOI: 10.1016/j.jempfin.2021.05.003.
• Uhr, Charline & Meyer, Steffen & Hackethal, Andreas, 2021, "Smoking hot portfolios? Trading behavior, investment biases, and self-control failure," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 73-95, DOI: 10.1016/j.jempfin.2021.05.006.
• Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2021, "Household portfolio allocation, uncertainty, and risk," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 96-117, DOI: 10.1016/j.jempfin.2021.05.004.
• Song, Reo & Jang, Sungha & Wang, Yingdi & Hanssens, Dominique M. & Suh, Jaebeom, 2021, "Reinforcement learning and risk preference in equity linked notes markets," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 224-246, DOI: 10.1016/j.jempfin.2021.09.004.
• Lin, Chaonan & Chen, Hong-Yi & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2021, "Time-dependent lottery preference and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 272-294, DOI: 10.1016/j.jempfin.2021.09.005.
• Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael, 2021, "Gender and herding," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 379-400, DOI: 10.1016/j.jempfin.2021.10.005.
• Makkonen, Adam & Vallström, Daniel & Uddin, Gazi Salah & Rahman, Md Lutfur & Haddad, Michel Ferreira Cardia, 2021, "The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105377.
• Gu, Yan & Ho, Kung-Cheng & Yan, Cheng & Gozgor, Giray, 2021, "Public environmental concern, CEO turnover, and green investment: Evidence from a quasi-natural experiment in China," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105379.
• Chincarini, Ludwig B. & Moneta, Fabio, 2021, "The challenges of oil investing: Contango and the financialization of commodities," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105443.
• Guo, Dong & Zhou, Peng, 2021, "Green bonds as hedging assets before and after COVID: A comparative study between the US and China," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105696.
• Ahmed, Abdullahi D. & Huo, Rui, 2021, "Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2020.104741.
• Dai, Zhifeng & Zhou, Huiting & Kang, Jie & Wen, Fenghua, 2021, "The skewness of oil price returns and equity premium predictability," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105069.
• Díaz, Antonio & Escribano, Ana, 2021, "Sustainability premium in energy bonds," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105113.
• Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021, "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105175.
• Kang, Sanghoon & Hernandez, Jose Arreola & Sadorsky, Perry & McIver, Ronald, 2021, "Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105278.
• Chandra Setiawan, Indra & Indarto, & Deendarlianto,, 2021, "Quantitative analysis of automobile sector in Indonesian automotive roadmap for achieving national oil and CO2 emission reduction targets by 2030," Energy Policy, Elsevier, volume 150, issue C, DOI: 10.1016/j.enpol.2021.112135.
• Nunes, Luis Eduardo & Lima, Marcus Vinicius Andrade de & Davison, Matthew & Leite, André Luis da Silva, 2021, "Switch and defer option in renewable energy projects: Evidences from Brazil," Energy, Elsevier, volume 231, issue C, DOI: 10.1016/j.energy.2021.120972.
• Annaert, Jan & Verdickt, Gertjan, 2021, "Go active or stay passive: Investment trust, financial innovation and diversification in Belgium's early days," Explorations in Economic History, Elsevier, volume 79, issue C, DOI: 10.1016/j.eeh.2020.101378.
• Khemka, Gaurav & Steffensen, Mogens & Warren, Geoffrey J., 2021, "How sub-optimal are age-based life-cycle investment products?," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101619.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2021, "Investor heterogeneity and momentum-based trading strategies in China," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101654.
• Kizys, Renatas & Tzouvanas, Panagiotis & Donadelli, Michael, 2021, "From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101663.
• Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101666.
• Pho, Kim Hung & Ly, Sel & Lu, Richard & Hoang, Thi Hong Van & Wong, Wing-Keung, 2021, "Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101674.
• Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
• Rendall, Stella & Brooks, Chris & Hillenbrand, Carola, 2021, "The impacts of emotions and personality on borrowers’ abilities to manage their debts," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101703.
• Gong, Pu & Wen, Zhuzhu & Xiong, Xiong & Gong, Cynthia M., 2021, "When do investors gamble in the stock market?," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101712.
• Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Tsionas, Mike G., 2021, "Trading off accuracy for speed: Hedge funds' decision-making under uncertainty," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101728.
• Liu, Hao & Zhang, Qun, 2021, "Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101745.
• González, Maria de la O. & Jareño, Francisco & Skinner, Frank S., 2021, "Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101773.
• Kim, Donghyun & Li, Chengcheng & Wang, Xiaoqiong, 2021, "Risk-taking and performance of government bond mutual funds," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101780.
• Tosun, Onur Kemal, 2021, "Cyber-attacks and stock market activity," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101795.
• Vigo Pereira, Caio, 2021, "Portfolio efficiency with high-dimensional data as conditioning information," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101811.
• Nonejad, Nima, 2021, "Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101818.
• Fang, Dawei & Holmen, Martin & Mavruk, Taylan, 2021, "Meeting new peers: The effects of Morningstar category reassignment on fund flows and star ratings," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101842.
• Fang, Hao & Chung, Chien-Ping & Lu, Yang-Cheng & Lee, Yen-Hsien & Wang, Wen-Hao, 2021, "The impacts of investors' sentiments on stock returns using fintech approaches," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101858.
• Fei, Tianlun & Liu, Xiaoquan, 2021, "Herding and market volatility," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101880.
• Schneider, Julian & Oehler, Andreas, 2021, "Competition for visibility: When do (FX) signal providers employ lotteries?," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101892.
• Ma, Feng & Wang, Ruoxin & Lu, Xinjie & Wahab, M.I.M., 2021, "A comprehensive look at stock return predictability by oil prices using economic constraint approaches," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101899.
• Moraes, Fernando & Cavalcante-Filho, Elias & De-Losso, Rodrigo, 2021, "Unskilled fund managers: Replicating active fund performance with few ETFs," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101900.
• Ndayisaba, Gilbert A. & Ahmed, Abdullahi D., 2021, "Demystifying the paradoxical popularity of stock buybacks in a market environment characterised by high stock prices," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101907.
• Zaremba, Adam & Bilgin, Mehmet Huseyin & Long, Huaigang & Mercik, Aleksander & Szczygielski, Jan J., 2021, "Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101908.
• Miguel, António F. & Chen, Yihao, 2021, "Do machines beat humans? Evidence from mutual fund performance persistence," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101913.
• Kassimatis, Konstantinos, 2021, "Mean-variance versus utility maximization revisited: The case of constant relative risk aversion," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101932.
• Apergis, Nicholas & Chasiotis, Ioannis & Georgantopoulos, Andreas G. & Konstantios, Dimitrios, 2021, "The integration of share repurchases into investment decision-making: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101950.
• Giannikos, Christos I. & Koimisis, Georgios, 2021, "Habits, Wealth and Equity Risk Premium," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101518.
• Mu, Congming & Yan, Jingzhou & Liang, Zhian, 2021, "Optimal risk taking under high-water mark contract with jump risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101460.
• Kellner, Ralf & Rösch, Daniel, 2021, "A Bayesian Re-Interpretation of “significant” empirical financial research," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101402.
• Bazley, William J. & Bonaparte, Yosef & Korniotis, George M., 2021, "Financial Self-awareness: Who Knows What They Don’t Know?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101445.
• Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2021, "Investor sentiment and the pre-FOMC announcement drift," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101443.
• Kinateder, Harald & Papavassiliou, Vassilios G., 2021, "Calendar effects in Bitcoin returns and volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101420.
• Silahli, Baykar & Dingec, Kemal Dincer & Cifter, Atilla & Aydin, Nezir, 2021, "Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101425.
• Huang, Jia & Chen, Zheng, 2021, "Optimal risk asset allocation of a loss-averse bank with partial information under inflation risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101513.
• Pardo, Ángel, 2021, "Carbon and inflation," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101519.
• Pham, Quynh Thi Thuy, 2021, "Stock Return Predictability: Evidence Across US Industries," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101531.
• Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2021, "Exploration of safe havens for Africa's stock markets: A test case under COVID-19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101877.
• Gan, Liu & Lv, Wujun & Chen, Yifei, 2021, "Capital structure adjustment speed over the business cycle," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101574.
• Galvani, Valentina, 2021, "The value premium during flights," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101606.
• Hodoshima, Jiro, 2021, "The computational property of the Aumann–Serrano performance index under risk-averse and risk-loving preference," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101588.
• Han, Bingyan & Wong, Hoi Ying, 2021, "Merton’s portfolio problem under Volterra Heston model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101580.
• Ghoul, Sadok El & Karoui, Aymen, 2021, "What's in a (Green) Name? The Consequences of Greening Fund Names on Fund Flows, Turnover, and Performance," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101620.
• Gupta-Mukherjee, Swasti, 2021, "When is money smart? Mutual fund flows and disposable income," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101609.
• Li, Helong & Huang, Qin & Wu, Baiyi, 2021, "Improving the naive diversification: An enhanced indexation approach," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101661.
• Beyene, Nardos & Huang, Peng & Hueng, C. James, 2021, "Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101571.
• ANGHEL, Dan-Gabriel, 2021, "A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101655.
• Chen, Wen & Minney, Aaron & Toscas, Peter & Koo, Bonsoo & Zhu, Zili & Pantelous, Athanasios A., 2021, "Personalised drawdown strategies and partial annuitisation to mitigate longevity risk," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101644.
• Wu, Yu & Zhang, Tong, 2021, "Can credit ratings predict defaults in peer-to-peer online lending? Evidence from a Chinese platform," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101724.
• Fang, Jiali & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021, "Do stocks outperform treasury bills in international markets?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101710.
• Ghabri, Yosra & Guesmi, Khaled & Zantour, Ahlem, 2021, "Bitcoin and liquidity risk diversification," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101679.
• Xia, Chuanxin & Yang, Nien-Tzu & Lin, Chaonan & Ko, Kuan-Cheng, 2021, "Multi-market trading, price delay, and return predictability," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101730.
• AlKhazali, Osamah M. & Lean, Hooi Hooi & Mirzaei, Ali & Zoubi, Taisier, 2021, "A comparison of the gold-oil portfolio and oil portfolio: A stochastic dominance approach," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101670.
• Nguyen, Thi Thu Ha & Naeem, Muhammad Abubakr & Balli, Faruk & Balli, Hatice Ozer & Vo, Xuan Vinh, 2021, "Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101739.
• Lee, Dongyeol & Kim, Woo Chang, 2021, "Cost of shareholder engagement by institutional investors under short-swing profit rule," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101700.
• Yan, Youliang & Xu, Xixiong & Lai, Jieji, 2021, "Does Confucian culture influence corporate R&D investment? Evidence from Chinese private firms," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101719.
• Wu, Chunying & Xiong, Xiong & Gao, Ya, 2021, "Performance comparisons between ETFs and traditional index funds: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101740.
• Angerer, Martin & Hoffmann, Christian Hugo & Neitzert, Florian & Kraus, Sascha, 2021, "Objective and subjective risks of investing into cryptocurrencies," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101737.
• Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth, 2021, "Cokurtosis and the Ability of Mutual Fund Managers," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101777.
• Zhang, Yongjie & Wang, Meng & Xiong, Xiong & Zou, Gaofeng, 2021, "Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101786.
• Wen, Fenghua & Zou, Qian & Wang, Xiong, 2021, "The contrarian strategy of institutional investors in Chinese stock market," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101845.
• Horváth, Dominik & Wang, Yung-Lin, 2021, "The examination of Fama-French Model during the Covid-19," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101848.
• Nazaire, Gregory & Pacurar, Maria & Sy, Oumar, 2021, "Factor Investing and Risk Management: Is Smart-Beta Diversification Smart?," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101854.
• Taussig, Roi D., 2021, "Competition risk and expected stock returns," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101860.
• Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2021, "Gender differences in risky asset behavior: The importance of self-confidence and financial literacy," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101880.
• Guo, Rui & Jiang, Ying & Li, Ao & Qiu, Zhigang & Wang, Hefei, 2021, "A model of delegation with a VaR constraint," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101895.
• Bank, Matthias & Insam, Franz, 2021, "Corporate aging and changes in the pricing of stock characteristics," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101908.
• Omura, Akihiro & Roca, Eduardo & Nakai, Miwa, 2021, "Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101914.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Schabek, Tomasz, 2021, "How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101939.
• Maheu, John M. & McCurdy, Thomas H. & Song, Yong, 2021, "Bull and bear markets during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102091.