Research classified by Journal of Economic Literature (JEL) codes

2021

• Laudenbach, Christine & Loos, Benjamin & Pirschel, Jenny & Wohlfart, Johannes, 2021, "The trading response of individual investors to local bankruptcies," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 928-953, DOI: 10.1016/j.jfineco.2021.06.033.
• Bai, Jennie & Bali, Turan G. & Wen, Quan, 2021, "Is there a risk-return tradeoff in the corporate bond market? Time-series and cross-sectional evidence," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1017-1037, DOI: 10.1016/j.jfineco.2021.05.003.
• Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021, "Global factor premiums," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1128-1154, DOI: 10.1016/j.jfineco.2021.06.030.
• Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L., 2021, "Capital inflows, equity issuance activity, and corporate investment," Journal of Financial Intermediation, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfi.2019.100845.
• Fabozzi, Frank J. & Klingler, Sven & Mølgaard, Pia & Nielsen, Mads Stenbo, 2021, "Active loan trading," Journal of Financial Intermediation, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfi.2020.100868.
• Czech, Robert, 2021, "Credit default swaps and corporate bond trading," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2021.100932.
• Zhou, Tingyu & Clapp, John M & Lu-Andrews, Ran, 2021, "Is the behavior of sellers with expected gains and losses relevant to cycles in house prices?," Journal of Housing Economics, Elsevier, volume 52, issue C, DOI: 10.1016/j.jhe.2021.101750.
• Raddant, Matthias & Kenett, Dror Y., 2021, "Interconnectedness in the global financial market," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102280.
• Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T., 2021, "Can risk explain the profitability of technical trading in currency markets?," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102285.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2021, "The maturity of sovereign debt issuance in the euro area," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102293.
• Kristjanpoller, Werner D. & Olson, Josephine E., 2021, "The effect of market returns and volatility on investment choices in Chile’s defined contribution retirement plan," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102321.
• Dong, Feng & Doukas, John A., 2021, "Managerial ability premium factor and fund performance," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102353.
• Cheng, Xin & Chen, Hongyi & Zhou, Yinggang, 2021, "Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102359.
• Fischer, Andreas M. & Greminger, Rafael P. & Grisse, Christian & Kaufmann, Sylvia, 2021, "Portfolio rebalancing in times of stress," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102360.
• Cenedese, Gino & Elard, Ilaf, 2021, "Unconventional monetary policy and the portfolio choice of international mutual funds," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102357.
• Mondria, Jordi & Wang, Xin & Wu, Thomas, 2021, "Familiarity and Surprises in International Financial Markets: Bad news travels like wildfire; good news travels slow," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102390.
• de Haan, Leo & Vermeulen, Robert, 2021, "Sovereign debt ratings and the country composition of cross-border holdings of euro area sovereign debt," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102473.
• Littke, Helge C.N. & Ossandon Busch, Matias, 2021, "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102474.
• Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2021, "Regulation of bank proprietary trading post 2007–09 crisis: An examination of the Basel framework and Volcker rule," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102490.
• Krebbers, Arthur & Marshall, Andrew & McColgan, Patrick & Neupane, Biwesh, 2021, "Bookrunner syndicate geography and the quality of service: The benefits of a local team," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102500.
• Carter, Colin A. & Schaefer, K. Aleks & Scheitrum, Daniel, 2021, "Raising cane: Hedging calamity in Australian sugar," Journal of Commodity Markets, Elsevier, volume 21, issue C, DOI: 10.1016/j.jcomm.2020.100126.
• Carpantier, Jean-François, 2021, "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100170.
• Hollstein, Fabian & Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2021, "Predictability in commodity markets: Evidence from more than a century," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100171.
• Koh, Benedict S.K. & Mitchell, Olivia S. & Fong, Joelle H., 2021, "Trust and retirement preparedness: Evidence from Singapore," The Journal of the Economics of Ageing, Elsevier, volume 18, issue C, DOI: 10.1016/j.jeoa.2020.100283.
• Madeira, Carlos, 2021, "The long term impact of Chilean policy reforms on savings and pensions," The Journal of the Economics of Ageing, Elsevier, volume 19, issue C, DOI: 10.1016/j.jeoa.2021.100326.
• Batabyal, Sourav & Killins, Robert, 2021, "Economic policy uncertainty and stock market returns: Evidence from Canada," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00215.
• Åšwiecka, Beata & Terefenko, PaweÅ‚ & Paprotny, Dominik, 2021, "Transaction factors’ influence on the choice of payment by Polish consumers," Journal of Retailing and Consumer Services, Elsevier, volume 58, issue C, DOI: 10.1016/j.jretconser.2020.102264.
• Samadi, Ali Hussein & Owjimehr, Sakine & Nezhad Halafi, Zohoor, 2021, "The cross-impact between financial markets, Covid-19 pandemic, and economic sanctions: The case of Iran," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 34-55, DOI: 10.1016/j.jpolmod.2020.08.001.
• Adediran, Idris A. & Yinusa, Olalekan D. & Lakhani, Kanwal Hammad, 2021, "Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101932.
• Bigerna, Simona & Bollino, Carlo Andrea & Polinori, Paolo, 2021, "Oil import portfolio risk and spillover volatility," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101976.
• Qadan, Mahmoud & Idilbi-Bayaa, Yasmeen, 2021, "The day-of-the-week-effect on the volatility of commodities," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101980.
• Asl, Mahdi Ghaemi & Canarella, Giorgio & Miller, Stephen M., 2021, "Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101982.
• Kumar, Satish & Tiwari, Aviral Kumar & Raheem, Ibrahim Dolapo & Hille, Erik, 2021, "Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102049.
• Naeem, Muhammad Abubakr & Qureshi, Fiza & Arif, Muhammad & Balli, Faruk, 2021, "Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102067.
• Ahmad, Wasim & Hernandez, Jose Arreola & Saini, Seema & Mishra, Ritesh Kumar, 2021, "The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102102.
• Yousaf, Imran, 2021, "Risk transmission from the COVID-19 to metals and energy markets," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102156.
• Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021, "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102164.
• Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea, 2021, "Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102217.
• Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021, "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102238.
• Reboredo, Juan Carlos & Ugolini, Andrea & Hernandez, Jose Arreola, 2021, "Dynamic spillovers and network structure among commodity, currency, and stock markets," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102266.
• Niu, Hongli & Hu, Ziang, 2021, "Information transmission and entropy-based network between Chinese stock market and commodity futures market," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102294.
• Al Rababa'a, Abdel Razzaq & Alomari, Mohammad & Mensi, Walid & Matar, Ali & Saidat, Zaid, 2021, "Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102311.
• Elgammal, Mohammed M. & Ahmed, Walid M.A. & Alshami, Abdullah, 2021, "Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102334.
• Ji, Xiangfeng & Chen, Xueqi & Mirza, Nawazish & Umar, Muhammad, 2021, "Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102387.
• Chkili, Walid & Ben Rejeb, Aymen & Arfaoui, Mongi, 2021, "Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102407.
• Naeem, Muhammad Abubakr & Bouri, Elie & Costa, Mabel D. & Naifar, Nader & Shahzad, Syed Jawad Hussain, 2021, "Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102418.
• Torinelli, Viviane Helena & Silva Júnior, Antônio Francisco de Almeida da, 2021, "Environmental risk analysis (ERA) in the strategic asset allocation (SAA) of the international reserves (IRs) managed by central banks (CBs)," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 1, DOI: 10.1016/j.latcb.2021.100021.
• Romero, José Vicente & Vargas, Hernando & Cardozo, Pamela & Murcia, Andrés, 2021, "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 4, DOI: 10.1016/j.latcb.2021.100043.
• Fuchs-Schündeln, Nicola & Haliassos, Michael, 2021, "Participation following sudden access," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 671-688, DOI: 10.1016/j.jmoneco.2020.04.003.
• Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021, "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, volume 120, issue C, pages 53-69, DOI: 10.1016/j.jmoneco.2021.03.003.
• Jiang, Zhengyang, 2021, "US Fiscal cycle and the dollar," Journal of Monetary Economics, Elsevier, volume 124, issue C, pages 91-106, DOI: 10.1016/j.jmoneco.2021.10.002.
• Butt, Hilal Anwar & Högholm, Kenneth & Sadaqat, Mohsin, 2021, "Reversal returns and expected returns from liquidity provision: Evidence from emerging markets," Journal of Multinational Financial Management, Elsevier, volume 59, issue C, DOI: 10.1016/j.mulfin.2020.100664.
• Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed, 2021, "Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management," Journal of Multinational Financial Management, Elsevier, volume 59, issue C, DOI: 10.1016/j.mulfin.2020.100666.
• Fletcher, Jonathan, 2021, "Evaluating the performance of U.S. international equity closed-end funds," Journal of Multinational Financial Management, Elsevier, volume 60, issue C, DOI: 10.1016/j.mulfin.2021.100692.
• Le, Anh-Tuan & Tran, Thao Phuong, 2021, "Does geopolitical risk matter for corporate investment? Evidence from emerging countries in Asia," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100703.
• Loban, Lidia & Sarto, José Luis & Vicente, Luis, 2021, "Determinants of non-compliant equity funds with EU portfolio concentration limits," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100707.
• Akyildirim, Erdinc & Sensoy, Ahmet & Gulay, Guzhan & Corbet, Shaen & Salari, Hajar Novin, 2021, "Big data analytics, order imbalance and the predictability of stock returns," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100717.
• Fong, Joelle H. & Koh, Benedict S.K. & Mitchell, Olivia S. & Rohwedder, Susann, 2021, "Financial literacy and financial decision-making at older ages," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101481.
• Darby, Julia & Zhang, Hai & Zhang, Jinkai, 2021, "Institutional trading in volatile markets: Evidence from Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101484.
• Wu, Meng-Wen & Xu, Li & Shen, Chung-hua & Zhang, Ke-Kun, 2021, "Overconfident CEOs and shadow banking in China," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101488.
• Hsieh, Wen-liang Gideon & Lee, Chin-Shen, 2021, "Who reacts to what information in securities analyst reports? Direct evidence from the investor trade imbalance," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101492.
• Ho, Tu & Lv, Jin Roc & Schultz, Emma, 2021, "Market intraday momentum in Australia," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2021.101499.
• Gui, Pingshu & Zhu, Yifeng, 2021, "Value at risk and the cross-section of expected returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.pacfin.2021.101498.
• Chang, Meng-Shiuh & Kung, Chih-Chun & Chen, Meng-Wei & Tian, Yuan, 2021, "Volatility regime, inverted asymmetry, contagion, and flights in the gold market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101522.
• Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2021, "The effect of language on investing: Evidence from searches in Chinese versus English," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101553.
• Kim, Saejoon, 2021, "Enhanced factor investing in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101558.
• Li, Lu & Li, Yang & Wang, Xueding & He, Yuqian, 2021, "Limited attention, managerial multitasking, and hedge fund performance in China," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101568.
• Umar, Zaghum & Gubareva, Mariya, 2021, "Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101571.
• Zhang, Han, 2021, "An inflation-based ICAPM in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101601.
• Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021, "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101607.
• Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021, "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101611.
• Jun, Xiao & Ren, He & Sun, Ping-Wen, 2021, "Deriving managerial skills by dissecting holding changes of mutual funds: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101612.
• Zhang, Jinhua & Mao, Rui & Wang, Jieyu & Xing, Mengying, 2021, "The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101618.
• Chen, Kuan-Hau & Su, Xuan-Qi & Lin, Li-Feng & Shih, Yi-Cheng, 2021, "Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101633.
• Ardila-Alvarez, Diego & Forro, Zalan & Sornette, Didier, 2021, "The acceleration effect and Gamma factor in asset pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 569, issue C, DOI: 10.1016/j.physa.2020.125367.
• Ursprung, Heinrich W., 2021, "Financial returns to collecting rare political economy books," European Journal of Political Economy, Elsevier, volume 70, issue C, DOI: 10.1016/j.ejpoleco.2021.102139.
• Achou, Bertrand, 2021, "Housing liquidity and long-term care insurance demand: A quantitative evaluation," Journal of Public Economics, Elsevier, volume 194, issue C, DOI: 10.1016/j.jpubeco.2020.104353.
• Le Quang, Gaëtan, 2021, "“Taking Diversity Into Account”: Real effects of accounting measurement on asset allocation," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 135-143, DOI: 10.1016/j.qref.2021.02.008.
• Hanif, Waqas & Areola Hernandez, Jose & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2021, "Tail dependence risk and spillovers between oil and food prices," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 195-209, DOI: 10.1016/j.qref.2021.01.019.
• Teplova, Tamara & Tomtosov, Aleksandr, 2021, "Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? The economic relationship in factor investing in emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 210-223, DOI: 10.1016/j.qref.2021.01.018.
• D’Hondt, Catherine & McGowan, Richard & Roger, Patrick, 2021, "Trading leveraged Exchange-Traded products is hazardous to your wealth," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 287-302, DOI: 10.1016/j.qref.2021.02.012.
• Ding, Liang, 2021, "Conditional correlation between exchange rates and stock prices," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 452-463, DOI: 10.1016/j.qref.2021.02.004.
• Kenourgios, Dimitris & Samios, Yiannis, 2021, "Halloween effect and active fund management," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 534-544, DOI: 10.1016/j.qref.2021.04.006.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Hernandez, Jose Areola & Roubaud, David, 2021, "Causal nexus between crude oil and US corporate bonds," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 577-589, DOI: 10.1016/j.qref.2021.04.012.
• do Nascimento Junior, Arnaldo João & Klotzle, Marcelo Cabus & Brandão, Luiz Eduardo T. & Pinto, Antonio Carlos Figueiredo, 2021, "Prospect theory and narrow framing bias: Evidence from emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 90-101, DOI: 10.1016/j.qref.2021.01.016.
• Walkshäusl, Christian, 2021, "Predicting stock returns from the pricing and mispricing of accounting fundamentals," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 253-260, DOI: 10.1016/j.qref.2021.06.011.
• Yang, Chunpeng & Zhang, Zhanpei, 2021, "Realization utility with stop-loss strategy," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 261-275, DOI: 10.1016/j.qref.2021.06.017.
• du Sart, Colin F. & van Vuuren, Gary W., 2021, "Comparing the performance and composition of tracking error constrained and unconstrained portfolios," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 276-287, DOI: 10.1016/j.qref.2021.06.019.
• Killins, Robert N. & Egly, Peter V. & Batabyal, Sourav, 2021, "The impact of the yield curve on bank equity returns: Evidence from Canada," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 319-329, DOI: 10.1016/j.qref.2021.06.016.
• Kumah, Seyram Pearl & Odei-Mensah, Jones, 2021, "Are Cryptocurrencies and African stock markets integrated?," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 330-341, DOI: 10.1016/j.qref.2021.06.022.
• Barthel, Anne-Christine & Lei, Shan, 2021, "Investment in financial literacy and financial advice-seeking: Substitutes or complements?," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 385-396, DOI: 10.1016/j.qref.2021.06.020.
• Bernal, Oscar & Hudon, Marek & Ledru, François-Xavier, 2021, "Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 93-112, DOI: 10.1016/j.qref.2021.04.010.
• Masset, Philippe & Weisskopf, Jean-Philippe & Cardebat, Jean-Marie & Faye, Benoît & Le Fur, Eric, 2021, "Analyzing the risks of an illiquid and global asset: The case of fine wine," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 1-25, DOI: 10.1016/j.qref.2021.06.023.
• Zainudin, Ahmad Danial & Mohamad, Azhar, 2021, "Cross hedging with stock index futures," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 128-144, DOI: 10.1016/j.qref.2021.08.005.
• Zheng, Yao & Osmer, Eric & Bai, Yidan, 2021, "Timing market confidence in the Chinese domestic security market," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 298-311, DOI: 10.1016/j.qref.2021.09.002.
• Romaniuk, Katarzyna, 2021, "Pension insurance schemes and moral hazard: The Pension Benefit Guaranty Corporation should restrict the insured pension plans’ portfolio policy," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 37-43, DOI: 10.1016/j.qref.2021.06.015.
• Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed & Tayachi, Tahar, 2021, "Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 71-85, DOI: 10.1016/j.qref.2021.07.006.
• Reiter-Gavish, Liron & Qadan, Mahmoud & Yagil, Joseph, 2021, "Financial advice: Who Exactly Follows It?," Research in Economics, Elsevier, volume 75, issue 3, pages 244-258, DOI: 10.1016/j.rie.2021.06.003.
• Mehmood, Usman, 2021, "Contribution of renewable energy towards environmental quality: The role of education to achieve sustainable development goals in G11 countries," Renewable Energy, Elsevier, volume 178, issue C, pages 600-607, DOI: 10.1016/j.renene.2021.06.118.
• Balliauw, Matteo, 2021, "From theoretical real options models to pragmatic decision making: Required steps, opportunities and threats," Research in Transportation Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.retrec.2021.101063.
• Dai, Zhifeng & Zhu, Huan & Kang, Jie, 2021, "New technical indicators and stock returns predictability," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 127-142, DOI: 10.1016/j.iref.2020.09.006.
• Sim, Min Kyu & Deng, Shijie & Huo, Xiaoming, 2021, "What can cluster analysis offer in investing? - Measuring structural changes in the investment universe," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 299-315, DOI: 10.1016/j.iref.2020.09.004.
• López, Raquel & Esparcia, Carlos, 2021, "Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 32-54, DOI: 10.1016/j.iref.2020.08.019.
• Sui, Meng & Rengifo, Erick W. & Court, Eduardo, 2021, "Gold, inflation and exchange rate in dollarized economies – A comparative study of Turkey, Peru and the United States," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 82-99, DOI: 10.1016/j.iref.2020.08.014.
• Ma, Yong & Jiang, Hao & Xiao, Weilin, 2021, "Tax evasion, audits with memory, and portfolio choice," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 896-909, DOI: 10.1016/j.iref.2020.10.010.
• Chen, Shun & Ge, Lei, 2021, "A learning-based strategy for portfolio selection," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 936-942, DOI: 10.1016/j.iref.2020.07.010.
• Racicot, François-Éric & Théoret, Raymond & Gregoriou, Greg N., 2021, "The response of hedge fund higher moment risk to macroeconomic and illiquidity shocks," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 289-318, DOI: 10.1016/j.iref.2020.12.004.
• Bouri, Elie & Lucey, Brian & Saeed, Tareq & Vo, Xuan Vinh, 2021, "The realized volatility of commodity futures: Interconnectedness and determinants#," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 139-151, DOI: 10.1016/j.iref.2021.01.006.
• Thakurata, Indrajit, 2021, "Optimal portfolio choice with stock market entry costs and human capital investments: A developing country model," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 175-195, DOI: 10.1016/j.iref.2020.11.005.
• Kim, Kyounghun & Kim, Sunghyun Henry, 2021, "Explaining equity home bias using hedging motives against real exchange rate and wage risks," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 30-43, DOI: 10.1016/j.iref.2020.12.030.
• Hu, Cui & Li, Ben G., 2021, "Chinese lexicography and stock trading," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 44-59, DOI: 10.1016/j.iref.2020.12.032.
• Salisu, Afees A. & Akanni, Lateef O. & Vo, Xuan Vinh, 2021, "Volatility spillovers and hedging effectiveness between health and tourism stocks: Empirical evidence from the US," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 150-159, DOI: 10.1016/j.iref.2021.02.005.
• Pham, Quynh Thi Thuy & Rudolf, Markus, 2021, "Gold, platinum, and industry stock returns," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 252-266, DOI: 10.1016/j.iref.2021.04.002.
• Efremidze, Levan & Stanley, Darrol J. & Kownatzki, Clemens, 2021, "Entropy trading strategies reveal inefficiencies in Japanese stock market," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 464-477, DOI: 10.1016/j.iref.2021.04.021.
• Oehler, Andreas & Schmitz, Jonas Tobias, 2021, "Does intensified communication of hedge funds with letters affect abnormal returns?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 127-142, DOI: 10.1016/j.iref.2021.05.004.
• Fletcher, Jonathan, 2021, "International equity U.S. mutual funds and diversification benefits," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 246-257, DOI: 10.1016/j.iref.2021.06.010.
• Fujii, Yoichiro & Nakamura, Yutaka, 2021, "Regret-sensitive equity premium," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 302-307, DOI: 10.1016/j.iref.2021.06.011.
• Kim, Eung-Bin & Byun, Suk-Joon, 2021, "Risk, ambiguity, and equity premium: International evidence," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 321-335, DOI: 10.1016/j.iref.2021.06.002.
• Zhou, Xuemei & Liu, Qiang & Guo, Shuxin, 2021, "Do overnight returns explain firm-specific investor sentiment in China?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 451-477, DOI: 10.1016/j.iref.2021.06.003.
• Huang, Ying Sophie & Liang, Bing & Wu, Kai, 2021, "Are mutual fund manager skills transferable to private funds?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 614-638, DOI: 10.1016/j.iref.2021.06.016.
• Rama K. Malladi & Joshua D. Mean, 2021, "Is it a gender representation issue or a gender pay gap issue? A study of the replaced executives in the USA," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 56, issue 2, pages 67-80, April, DOI: 10.1057/s11369-021-00208-5.
• Zhihui Lv & Amanda M. Y. Chu & Wing Keung Wong & Thomas C. Chiang, 2021, "The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio," Risk Management, Palgrave Macmillan, volume 23, issue 1, pages 97-122, June, DOI: 10.1057/s41283-021-00069-4.
• Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Diego Víctor Mingo-López, 2021, "On management risk and price in the mutual fund industry: style and performance distribution analysis," Risk Management, Palgrave Macmillan, volume 23, issue 1, pages 150-171, June, DOI: 10.1057/s41283-021-00072-9.
• Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof, 2021, "Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 213-242, September, DOI: 10.1057/s41283-021-00075-6.
• Edina Berlinger & Barbara Dömötör & Balázs Árpád Szűcs, 2021, "Irrational risk-taking of professionals? The relationship between risk exposures and previous profits," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 243-259, September, DOI: 10.1057/s41283-021-00076-5.
• Thomas Gries & Alexandra Mitschke, 2021, "Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 75, Apr.
• Minh-Lý Liêu, 2021, "Peer attention and the disposition effect," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 81, Jul.
• Alexia Gaudeul & Caterina Giannetti, 2021, "Fostering the adoption of robo-advisors: A 3-weeks online stock-trading experiment," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2021/275, Jul.
• Zhang, Jing & Zhang, Wei & Li, Youwei & Feng, Xu, 2021, "The Role of Hedge Funds in the Asset Pricing: Evidence from China," MPRA Paper, University Library of Munich, Germany, number 105377, Jan.
• Olkhov, Victor, 2021, "To VaR, or Not to VaR, That is the Question," MPRA Paper, University Library of Munich, Germany, number 105458, Jan.
• Nagano, Mamoru & Uchida, Yuki, 2021, "Online Banking Users vs. Branch Visitors: Why Are Their Portfolio Returns Different?," MPRA Paper, University Library of Munich, Germany, number 105531, Apr.
• Flores Sánchez, Edgar Mauricio & Rodríguez Batres, Axel & Varela Espidio, Joaquín Bernardo, 2021, "Risk assessment for micro companies belonging to selected economic branches of the professional, scientific and technical services sector in Mexico through the Beta coefficient," MPRA Paper, University Library of Munich, Germany, number 105727.
• Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021, "Statistical arbitrage: Factor investing approach," MPRA Paper, University Library of Munich, Germany, number 105766, Feb.
• Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021, "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 106248, Feb.
• Sapre, Nikhil, 2021, "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper, University Library of Munich, Germany, number 106668, Feb.
• Kumar, Satish & Tiwari, Aviral & Raheem, Ibrahim & Hille, Erik, 2021, "Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach," MPRA Paper, University Library of Munich, Germany, number 106684, Mar.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021, "Value of Life and Annuity Demand," MPRA Paper, University Library of Munich, Germany, number 107378, Apr.
• Imran, Zulfiqar Ali & Ahad, Muhammad, 2021, "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper, University Library of Munich, Germany, number 107613, Apr, revised 02 May 2021.
• Sakemoto, Ryuta, 2021, "Economic Evaluation of Cryptocurrency Investment," MPRA Paper, University Library of Munich, Germany, number 108283, Jun.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021, "Value of Life and Annuity Demand," MPRA Paper, University Library of Munich, Germany, number 108886, Apr.
• Kekelidze, Lia, 2021, "Инвестиционната Среда И Проблемите На Придобиването На Собственост Върху Недвижими Имоти В Грузия От Инвеститори
  [The investment environment and the problems of origination of Investors’ ownership over real estate in Georgia]," MPRA Paper, University Library of Munich, Germany, number 109051.
• Borsboom, Charlotte & Füllbrunn, Sascha, 2021, "Stock Price Level Effect," MPRA Paper, University Library of Munich, Germany, number 109286, Aug.
• R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021, "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper, University Library of Munich, Germany, number 109549, Aug.
• Al-Ansari, Khalid Ahmed & Aysan, Ahmet Faruk, 2021, "More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?," MPRA Paper, University Library of Munich, Germany, number 109720, Aug.
• Stoian, Andreea & Vintila, Nicoleta & Iorgulescu, Filip & Cepoi, Cosmin Octavian & Dina Manolache, Aurora, 2021, "How Risk Aversion and Financial Literacy Shape Young Adults’ Investment Preferences," MPRA Paper, University Library of Munich, Germany, number 109755, Aug.
• Le, Tuan Anh & Dao, Thi Thanh Binh, 2021, "Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange," MPRA Paper, University Library of Munich, Germany, number 111105.
• Hammer, Thomas & Siegfried, Patrick, 2021, "Financial Management. Green Bonds – Success or Failure?," MPRA Paper, University Library of Munich, Germany, number 111394, Dec.
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• Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021, "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper, University Library of Munich, Germany, number 113139, Jan.
• Bradrania, Reza & Pirayesh Neghab, Davood, 2021, "State-dependent asset allocation using neural networks," MPRA Paper, University Library of Munich, Germany, number 115254, Feb.
• 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.
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• 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 .
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• 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, "Who Trades Index Rebalancings? Evidence on Benchmarking and Inelastic Demand," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 621, Aug, revised 05 May 2026.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 630, Nov, revised 27 Mar 2024.
• De la Torre Torres, Oscar Valdemar & Santillán Salgado, Roberto Joaquín & López Herrera, Francisco, 2021, "How the use of Markov-Switching Sharpe Ratio can improve Mexican Pension Funds Investment Decisions / Cómo el uso de Razones de Sharpe cambiantes según un proceso de Markov puede mejorar las decisiones de inversión de los portafolios de pensiones mex," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 59-80, enero-jun.
• Reyes Zárate, Francisco J & León López, Iván, 2021, "Estimaciones de riesgo ajustadas por distribución: una aplicación para portafolios de inversión integrados por activos nacionales / Distribution-Adjusted Risk Estimates: An Application to Domestic Assets Investment Portfolios," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 117-146, julio-dic.
• Mendez Molina, Maivelin & Olivares Aguayo, Héctor Alonso & Andrade Rosas, Luis Antonio, 2021, "Portafolios de volatilidad con opciones financieras. Un análisis por series de tiempo para las empresas BIMBO y HERDEZ del sector de alimentos de la BMV / Volatility Portfolios with Financial Options. An Analysis Using Time Series for the Mexican Sto," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 173-208, julio-dic.
• Vite de la Cruz, Jovita & López-Herrera, Francisco & Morales Castro, José Antonio, 2021, "Volatilidad de los rendimientos de los sectores bursátiles mexicanos durante las crisis ocurridas entre 1998 y 2021 / Volatility of the Returns of the Mexican Stock Market Sectors during the Crises that Ocurred between 1998 and 2021," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 209-234, julio-dic.