Research classified by Journal of Economic Literature (JEL) codes

2021

• Bali, Turan G. & Weigert, Florian, 2021, "Hedge funds and the positive idiosyncratic volatility effect," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-01.
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2021, "Multivariate crash risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-07.
• Mengoli, Stefano & Pagano, Marco & Pattitoni, Pierpaolo, 2021, "The geography of investor attention," CFS Working Paper Series, Center for Financial Studies (CFS), number 671.
• Pagano, Marco & Wagner, Christian & Zechner, Josef, 2021, "Disaster resilience and asset prices," CFS Working Paper Series, Center for Financial Studies (CFS), number 673.
• Christopoulos, Dimitris & Köppl, Stefan & Köppl-Turyna, Monika, 2021, "Syndication networks and company survival: Evidence from European venture-capital deals," Research Papers, EcoAustria – Institute for Economic Research, number 16.
• Breunig, Christoph & Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2021, "The Standard Portfolio Choice Problem in Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 131, issue 638, pages 2413-2446.
• Regele, Fabian & Gründl, Helmut, 2021, "Asset concentration risk and insurance solvency regulation," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 40/21.
• Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2021, "FRM Financial Risk Meter for Emerging Markets," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-002.
• Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021, "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-004.
• Packham, Natalie & Woebbeking, Fabian, 2021, "Correlation scenarios and correlation stress testing," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-012.
• Matic, Jovanka & Packham, Natalie & Härdle, Wolfgang, 2021, "Hedging cryptocurrency options," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-021.
• Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021, "A financial risk meter for China," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-022.
• Hu, Junjie & Härdle, Wolfgang, 2021, "Networks of news and cross-sectional returns," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-023.
• Liu, Francis & Packham, Natalie & Lu, Meng-Jou & Härdle, Wolfgang, 2021, "Hedging cryptos with Bitcoin futures," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2022-001.
• Prado, Tiago S., 2021, "Kill Zones? Effects of Big Tech Start-up Acquisitions on Innovation," 23rd ITS Biennial Conference, Online Conference / Gothenburg 2021. Digital societies and industrial transformations: Policies, markets, and technologies in a post-Covid world, International Telecommunications Society (ITS), number 238049.
• Gardenier, Julius & Lac, Visieu & Ashfaq, Muhammad, 2021, "Risk-adjusted return in sustainable finance: A comparative analysis of European positively screened and best-in-class ESG investment portfolios and the Euro Stoxx 50 index using the Sharpe Ratio," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 7/2021.
• Friedrich, Peter & Wendland, Finn, 2021, "Ökologisch nachhaltig oder nicht? Die Einführung der EU Taxonomy for Sustainable Activities: Ein verbindliches Klassifikationssystem nachhaltiger Wirtschaftsaktivitäten in der EU," IW policy papers, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 14/2021.
• Britto, Anthony & Dehler-Holland, Joris & Fichtner, Wolf, 2021, "Optimal investment in energy efficiency as a problem of growth rate maximisation," Working Paper Series in Production and Energy, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP), number 56, DOI: 10.5445/IR/1000130464.
• Hoang, Daniel & Silbereis, Fabian & Stengel, Raphael, 2021, "Do nonfinancial firms hold risky financial assets? Evidence from Germany," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 149, DOI: 10.5445/IR/1000130762.
• D'Acunto, Francesco & Malmendier, Ulrike & Weber, Michael, 2021, "Gender Roles and the Gender Expectations Gap," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 16, DOI: 10.2139/ssrn.3797091.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2021, "Do Required Minimum Distribution 401(k) Rules Matter, and for Whom? Insights from a Lifecylce Model," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 17, DOI: 10.2139/ssrn.3811594.
• Gibson, Rajna & Sohn, Matthias & Tanner, Carmen & Wagner, Alexander F., 2021, "Earnings Management and Managerial Honesty: The Investors' Perspectives," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 7, DOI: 10.2139/ssrn.2912795.
• Kim, Chi Hyun, 2021, "Optimism gone bad? The persistent effects of traumatic experiences on investment decisions," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 32, DOI: 10.18452/23242.
• Bu, Di & Hanspal, Tobin & Liao, Yin & Liu, Yong, 2021, "Risk taking, preferences, and beliefs: Evidence from Wuhan," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 301, DOI: 10.2139/ssrn.3559870.
• Bernard, Sabine & Loos, Benjamin & Weber, Martin, 2021, "The disposition effect in boom and bust markets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 305, DOI: 10.2139/ssrn.3779254.
• Rzeźnik, Aleksandra & Hanley, Kathleen Weiss & Pelizzon, Loriana, 2021, "The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 310, revised 2021, DOI: 10.2139/ssrn.3801703.
• Dilger, Alexander, 2021, "Kapitalwert bei Null- und Negativzinsen," Discussion Papers of the Institute for Organisational Economics, University of Münster, Institute for Organisational Economics, number 4/2021.
• Kaldorf, Matthias & Wicknig, Florian, 2021, "Risky Financial Collateral, Firm Heterogeneity, and the Impact of Eligibility Requirements," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242413.
• Petry, Markus & Ulutaş, Soner, 2021, "Das Crowdinvesting-Modell für Startups - keine Assetklasse für schwache Nerven," wifin Working Paper Series, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin), number 8/2021.
• Riedler, Jesper & Koziol, Tina, 2021, "Scaling, unwinding and greening QE in a calibrated portfolio balance model," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 21-086.
• Aida Karmous & Heni Boubaker & Lotfi Belkacem, 2021, "Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 461-482, August, DOI: 10.1007/s10614-020-10041-1.
• Milena Dinkova & Adriaan Kalwij & Rob Alessie, 2021, "Know More, Spend More? The Impact of Financial Literacy on Household Consumption," De Economist, Springer, volume 169, issue 4, pages 469-498, November, DOI: 10.1007/s10645-021-09391-4.
• Laurentiu-Cristian Ciobotaru & Sul Kim & Arthur Soest, 2021, "Household Preferences for Investing in Crowdfunding," De Economist, Springer, volume 169, issue 4, pages 499-522, November, DOI: 10.1007/s10645-021-09395-0.
• Helmut Stix, 2021, "Ownership and purchase intention of crypto-assets: survey results," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 1, pages 65-99, February, DOI: 10.1007/s10663-020-09499-x.
• Gabriella Chiesa & José Manuel Mansilla-Fernández, 2021, "The dynamic effects of non-performing loans on banks’ cost of capital and lending supply in the Eurozone," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 48, issue 2, pages 397-427, May, DOI: 10.1007/s10663-020-09475-5.
• Chen Su, 2021, "A comprehensive investigation into style momentum strategies in China," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 1, pages 101-144, March, DOI: 10.1007/s11408-020-00375-z.
• Scott Li, 2021, "Product market competition and intermediate-term momentum," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 2, pages 255-267, June, DOI: 10.1007/s11408-020-00371-3.
• Daniel Hofmann & Karl Ludwig Keiber, 2021, "Seasonalities in the German stock market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 2, pages 151-192, June, DOI: 10.1007/s11408-020-00373-1.
• Sven Husmann & Antoniya Shivarova & Rick Steinert, 2021, "Cross-validated covariance estimators for high-dimensional minimum-variance portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 309-352, September, DOI: 10.1007/s11408-020-00376-y.
• Eduard Baitinger & Samuel Flegel, 2021, "The better turbulence index? Forecasting adverse financial markets regimes with persistent homology," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 277-308, September, DOI: 10.1007/s11408-020-00377-x.
• Giovanni Campisi & Silvia Muzzioli, 2021, "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 369-455, September, DOI: 10.1007/s11408-021-00381-9.
• Francesco Menoncin & Sergio Vergalli, 2021, "Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme," Journal of Economics, Springer, volume 132, issue 1, pages 67-98, January, DOI: 10.1007/s00712-020-00710-y.
• Yingjie Niu & Jinqiang Yang & Zhentao Zou, 2021, "Investment decisions under incomplete markets in the presence of wealth effects," Journal of Economics, Springer, volume 133, issue 2, pages 167-189, July, DOI: 10.1007/s00712-021-00731-1.
• Tong-yob Nam, 2021, "Geographic Heterogeneity in Housing Market Risk and Portfolio Choice," The Journal of Real Estate Finance and Economics, Springer, volume 62, issue 4, pages 508-547, May, DOI: 10.1007/s11146-020-09762-9.
• Chongyu Wang & Tingyu Zhou, 2021, "Trade-offs between Asset Location and Proximity to Home: Evidence from REIT Property Sell-offs," The Journal of Real Estate Finance and Economics, Springer, volume 63, issue 1, pages 82-121, July, DOI: 10.1007/s11146-020-09770-9.
• Liqun Liu & Jack Meyer, 2021, "Stochastic superiority," Journal of Risk and Uncertainty, Springer, volume 62, issue 3, pages 225-246, June, DOI: 10.1007/s11166-021-09362-9.
• Valerio Nispi Landi & Alessandro Schiavone, 2021, "The Effectiveness of Capital Controls," Open Economies Review, Springer, volume 32, issue 1, pages 183-211, February, DOI: 10.1007/s11079-020-09591-6.
• Shuonan Yuan & Marc Oliver Rieger, 2021, "Diversification with options and structured products," Review of Derivatives Research, Springer, volume 24, issue 1, pages 55-77, April, DOI: 10.1007/s11147-020-09169-x.
• Nusret Cakici & Sris Chatterjee & Yi Tang & Lin Tong, 2021, "Alternative profitability measures and cross-section of expected stock returns: international evidence," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 1, pages 369-391, January, DOI: 10.1007/s11156-020-00897-7.
• Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021, "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 849-889, April, DOI: 10.1007/s11156-020-00911-y.
• Mohamed S. Ahmed & John A. Doukas, 2021, "Revisiting disposition effect and momentum: a quantile regression perspective," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 1087-1128, April, DOI: 10.1007/s11156-020-00919-4.
• Juwon Jang & Eunju Lee, 2021, "Do record earnings affect market reactions to earnings news?," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1259-1287, May, DOI: 10.1007/s11156-020-00927-4.
• Jeffrey Hobbs & Vivek Singh & Madhumita Chakraborty, 2021, "Institutional underperformance: Should managers listen to the sell-side before trading?," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 389-410, July, DOI: 10.1007/s11156-020-00948-z.
• Gil Cohen, 2021, "Optimizing candlesticks patterns for Bitcoin's trading systems," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 1155-1167, October, DOI: 10.1007/s11156-021-00973-6.
• Prodosh Simlai, 2021, "Accrual mispricing, value-at-risk, and expected stock returns," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 4, pages 1487-1517, November, DOI: 10.1007/s11156-021-00985-2.
• Albert N. Link & Martijn Hasselt & Silvio Vismara, 2021, "Going public with public money," Small Business Economics, Springer, volume 57, issue 3, pages 1419-1426, October, DOI: 10.1007/s11187-020-00355-7.
• Meg Adachi-Sato, 2021, "Contract Duration and Socially Responsible Investment," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2021-14, May.
• Meg Adachi-Sato, 2021, "Socially Responsible Investment: Ex-ante Contracting or Ex-post Bargaining?," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2021-20, Sep, revised Feb 2023.
• Cem Cakmakli & Verda Ozturk, 2021, "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum, number 2110, Jul.
• Neszveda, Gábor & Vágó, Ákos, 2021, "A likviditásnyújtás kereskedési stratégiájának hozamvizsgálata a magyar részvénypiacon
  [Examining trade-strategy results of liquidity provision on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 794-814, DOI: 10.18414/KSZ.2021.7-8.794.
• Till, Gábor, 2021, "Az árfolyam-nyereség arány szerepe a német tőzsdei kereskedésben
  [The role of the P/E ratio in trading on the German stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 815-846, DOI: 10.18414/KSZ.2021.7-8.815.
• Mirko Wiederholt & Christopher Roth & Johannes Wohlfart, 2021, "The Effects of Forward Guidance: Theory with Measured Expectations," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 21-16, Nov.
• Rüdiger Weber & Annika Weber & Christine Laudenbach & Johannes Wohlfart, 2021, "Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 21-17, Nov.
• Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2021, "Uncertainty and Information Acquisition: Evidence from Firms and Households," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 21-20, Dec.
• Takeo Hori & Ryonghun Im, 2021, "Asset Bubbles, Entrepreneurial Risks, and Economic Growth," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1052, Jan.
• Marie-Hélène BROIHANNE, 2021, "Testing the gender gap in subjective financial literacy of spouses," Working Papers of LaRGE Research Center, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg, number 2021-08.
• Isabelle RABAUD & Askandarou Cheik DIALLO & Luc JACOLIN, 2021, "Foreign direct investment and domestic private investment in Sub-Saharan African countries: crowding-in or out?," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2879.
• Muhammad Zubair Mumtaz, 2021, "Predicting Stock Indices Trends using Neuro-fuzzy Systems in COVID-19," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 26, issue 2, pages 1-18, July-Dec.
• Luik Marc-André & Salland Jan, 2021, "Inheritance and Stockholding: The Role of Expectations," Review of Economics, De Gruyter, volume 72, issue 1, pages 1-28, April, DOI: 10.1515/roe-2021-0009.
• Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021, "The political reception of innovations," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 2107.
• Isil Erol & Umut Unal & Yener Coskun, 2021, "ESG Investing and the Financial Performance: A Panel Data Analysis of Developed REIT Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202123.
• Tehrani, Reza & Veisizadeh, Vahid, 2021, "Dynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 1, pages 43-70, March.
• Feghhi Kashani, Mohammad & Mohebimajd, Ahmadreza, 2021, "Outperformance Testing of a Dynamic Assets Portfolio Selection Supplemented with a Continuous Paths Levy Process," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 2, pages 253-282, June.
• Ariannejad, Aghil & Tehrani, Reza, 2021, "Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 3, pages 377-398, September.
• Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2021, "Split Personalities? Behavioral Effects of Temperature on Financial Decision-making," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_16, Nov, revised Nov 2021.
• Beate Monika Philipps, 2021, "Commercial Real Estate Loans - Categorization of an Investment Segment," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 7, issue 1, pages 5-26, DOI: 10.11118/ejobsat.2021.001.
• Ritesh Patel, 2021, "ASEAN-5 and Indian Financial Market Linkages: Evidence from Cointegration and Factor Analysis," Capital Markets Review, Malaysian Finance Association, volume 29, issue 1, pages 41-58.
• Balazs Stempler, 2021, "ESG Investing: The Use of ESG Ratings in a Smart Beta Strategy," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 2, pages 91-116.
• Klaudia Radoczy & Akos Toth-Pajor, 2021, "Investors' Reactions to Extreme Events in the Hungarian Stock Market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 3, pages 5-30.
• Zhengqing Gui & Yangguang Huang & Xiaojian Zhao, 2021, "Financial Fraud and Investor Awareness," Monash Economics Working Papers, Monash University, Department of Economics, number 2021-06, Sep.
• Christophe Chorro & Emmanuelle Jay & Philippe De Peretti & Thibault Soler, 2021, "Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21013, Apr.
• Didier Nibbering & Coos van Buuren & Wei Wei, 2021, "Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 19/21.
• Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus R. Schenk-Hoppé, 2021, "Evolution in pecunia," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, volume 118, issue 26, pages 2016514118-, June.
• Jędrzej Białkowski & Anna Sławik, 2021, "Do investors respond to changes in the composition of sustainability indices?," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 4, pages 319-338.
• Ankit Kalda & Benjamin Loos & Alessandro Previtero & Andreas Hackethal, 2021, "Smart(Phone) Investing? A within Investor-time Analysis of New Technologies and Trading Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 28363, Jan.
• Alp Simsek, 2021, "The Macroeconomics of Financial Speculation," NBER Working Papers, National Bureau of Economic Research, Inc, number 28426, Feb.
• Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021, "Is There A Replication Crisis In Finance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28432, Feb.
• Gaetano Gaballo & Guillermo Ordoñez, 2021, "The Two Faces of Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 28489, Feb.
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2021, "Do Required Minimum Distribution 401(k) Rules Matter, and For Whom? Insights from a Lifecycle Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 28490, Feb.
• John H. Cochrane, 2021, "Portfolios for Long-Term Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 28513, Feb.
• Daniel L. Greenwald & Matteo Leombroni & Hanno Lustig & Stijn Van Nieuwerburgh, 2021, "Financial and Total Wealth Inequality with Declining Interest Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 28613, Mar.
• Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song, 2021, "Discontinued Positive Feedback Trading and the Decline of Return Predictability," NBER Working Papers, National Bureau of Economic Research, Inc, number 28624, Mar.
• Brian Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2021, "Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28691, Apr.
• Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2021, "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28697, Apr.
• Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021, "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers, National Bureau of Economic Research, Inc, number 28800, May.
• Nicolae B. Gârleanu & Stavros Panageas & Geoffery X. Zheng, 2021, "A Long and a Short Leg Make For a Wobbly Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 28824, May.
• John Y. Campbell & Ian Martin, 2021, "Sustainability in a Risky World," NBER Working Papers, National Bureau of Economic Research, Inc, number 28899, Jun.
• Haoyang Liu & Christopher Palmer, 2021, "Are Stated Expectations Actual Beliefs? New Evidence for the Beliefs Channel of Investment Demand," NBER Working Papers, National Bureau of Economic Research, Inc, number 28926, Jun.
• Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2021, "Who Owns What? A Factor Model for Direct Stock Holding," NBER Working Papers, National Bureau of Economic Research, Inc, number 29065, Jul.
• Clemens Sialm & Qifei Zhu, 2021, "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29082, Jul.
• Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021, "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 29195, Aug.
• Itzhak Ben-David & Mark J. Johnson & René M. Stulz, 2021, "Models Behaving Badly: The Limits of Data-Driven Lending," NBER Working Papers, National Bureau of Economic Research, Inc, number 29205, Sep.
• Elisabeth Kempf & Mancy Luo & Larissa Schäfer & Margarita Tsoutsoura, 2021, "Political Ideology and International Capital Allocation," NBER Working Papers, National Bureau of Economic Research, Inc, number 29280, Sep.
• Jacquelyn Humphrey & Shimon Kogan & Jacob Sagi & Laura Starks, 2021, "The Asymmetry in Responsible Investing Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 29288, Sep.
• Alexandra M. Tabova & Francis E. Warnock, 2021, "Foreign Investors and US Treasuries," NBER Working Papers, National Bureau of Economic Research, Inc, number 29313, Sep.
• Ulrike Malmendier, 2021, "Exposure, Experience, and Expertise: Why Personal Histories Matter in Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 29336, Oct.
• Nicholas Z. Muller, 2021, "Measuring Firm Environmental Performance to Inform ESG Investing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29454, Nov.
• Victor Duarte & Julia Fonseca & Aaron S. Goodman & Jonathan A. Parker, 2021, "Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle," NBER Working Papers, National Bureau of Economic Research, Inc, number 29559, Dec.
• Mark L. Egan & Alexander MacKay & Hanbin Yang, 2021, "What Drives Variation in Investor Portfolios? Estimating the Roles of Beliefs and Risk Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 29604, Dec.
• Anna Hlazova, 2021, "Researching the problems of digital economy development as an indicator of the information society: potential threats and prospects," Technology audit and production reserves, Socionet;Technology audit and production reserves, volume 6, issue 4(62), pages 37-39.
• Constantinides, George M. & Lian, Lei, 2021, "The Supply and Demand of S&P 500 Put Options," Critical Finance Review, now publishers, volume 10, issue 1, pages 1-20, April, DOI: 10.1561/104.00000064.
• Wallmeier, Martin, 2021, "Mispricing of Index Options with Respect to Stochastic Dominance Bounds?," Critical Finance Review, now publishers, volume 10, issue 1, pages 21-55, April, DOI: 10.1561/104.00000089.
• Constantinides, George M. & Czerwonko, Michal & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2021, "Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply," Critical Finance Review, now publishers, volume 10, issue 1, pages 57-63, April, DOI: 10.1561/104.00000090.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Maio, Paulo & Philip, Dennis, 2021, "Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns," Critical Finance Review, now publishers, volume 10, issue 1, pages 65-81, April, DOI: 10.1561/104.00000091.
• Samuel Kruger, 2021, "High Aversion to Stochastic Time Preference Shocks and Counterfactual Long-Run Risk in the Albuquerque et al., Valuation Risk Model," Critical Finance Review, now publishers, volume 10, issue 3, pages 383-408, August, DOI: 10.1561/104.00000093.
• Chaehyun Pyun, 2021, "Documenting the Post-2000 Decline in the Idiosyncratic Volatility Effect," Critical Finance Review, now publishers, volume 10, issue 3, pages 419-427, August, DOI: 10.1561/104.00000095.
• Philip Gray & Thanh Huynh, 2021, "Treasury Rates No Longer Predict Returns: A Reappraisal of Breen, Glosten and Jagannathan (1989)," Critical Finance Review, now publishers, volume 10, issue 3, pages 429-444, August, DOI: 10.1561/104.00000096.
• Stephan Philippi & Monika C. Schuhmacher & Nicolai Bastian, 2021, "Attracting Investors in Initial Coin Offerings: The Relevance of Specific Technological Capabilities for Fundraising Success," Review of Corporate Finance, now publishers, volume 1, issue 3-4, pages 455-485, July, DOI: 10.1561/114.00000010.
• Knut Anton Mork & Vegard Skonseng Bjerketvedt, 2021, "Soft habits," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 18921, Jun.
• Vasil Marchev, 2021, "Self-Perfecting Model for Managing Individualized Investment Portfolios," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 86-97, December.
• Dimiter Nenkov, 2021, "The S&P 500 Index and the “Super 6†Technology Stocks in the Pandemic Crisis," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 169-187, April.
• Jeko Milev, 2021, "The Pandemic Crisis and the Resulted Risks for the Fully Funded Pension Funds in Central and Eastern Europe," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 203-216, April.
• Laurentiu DROJ & Goran KARANOVIC & Ioan Gheorghe TARA, 2021, "The Impact Of The Covid-19 Pandemics Over The Financial Performance At The Level Of The Main Pharmaceutical Operating In Central And Eastern Europe," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 30, issue 2, pages 283-290, December.
• Iulian-Cornel LOLEA & Ioan-Radu PETRARIU & Adriana GIURGIU, 2021, "ARIMA vs. MACHINE LEARNING IN TERMS OF EQUITY MARKET FORECASTING," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 30, issue 2, pages 299-308, December.
• Huber, Christoph & Huber, Juergen & Kirchler, Michael, 2021, "Volatility shocks and investment behavior," OSF Preprints, Center for Open Science, number jr4eb, Mar, DOI: 10.31219/osf.io/jr4eb.
• Divakaruni, Anantha & Zimmerman, Peter, 2021, "Uncovering Retail Trading in Bitcoin: The Impact of COVID-19 Stimulus Checks," SocArXiv, Center for Open Science, number khw8a, Jul, DOI: 10.31219/osf.io/khw8a.
• Takuro Hidaka & Jun Sakamoto, 2021, "Predictability of market returns for the UK's former colonies, protectorates, and mandates," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-08, Jun.
• Takuro Hidaka & Yuta Saito & Jun Sakamoto, 2021, "Historical Relationships and International Market Return Predictability: The Role of the UK in the Former British Colonies, Protectorates and Mandates," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-08-Rev., Jun, revised Oct 2023.
• Han Jiang & Aggey Simons, 2021, "Charitable Giving and NPOs Investment Decision in a Stochastic Dynamic Economy," Working Papers, University of Ottawa, Department of Economics, number 2113E Classification-H41..
• Martin Flodén & Matilda Kilström & Jósef Sigurdsson & Roine Vestman, 2021, "Household Debt and Monetary Policy: Revealing the Cash-Flow Channel," The Economic Journal, Royal Economic Society, volume 131, issue 636, pages 1742-1771.
• Christoph Breunig & Steffen Huck & Tobias Schmidt & Georg Weizsäcker, 2021, "The Standard Portfolio Choice Problem in Germany," The Economic Journal, Royal Economic Society, volume 131, issue 638, pages 2413-2446.
• Bent Jesper Christensen & Rasmus Tangsgaard Varneskov, 2021, "Dynamic Global Currency Hedging
  [Arbitrage in the Foreign Exchange Market: Turning on the Microscope]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 97-127.
• Gianluca De Nard & Olivier Ledoit & Michael Wolf, 2021, "Factor Models for Portfolio Selection in Large Dimensions: The Good, the Better and the Ugly
  [Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High-frequency Data]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 2, pages 236-257.
• Humoud Alsabah & Agostino Capponi & Octavio Ruiz Lacedelli & Matt Stern, 2021, "Robo-Advising: Learning Investors’ Risk Preferences via Portfolio Choices
  [Mean-variance versus Full-scale Optimisation: In and out of Sample]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 2, pages 369-392.
• P Gagliardini & C Gourieroux & M Rubin, 2021, "Positional Portfolio Management," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 650-706.
• Eugene F Fama & Kenneth R French, 2021, "The Value Premium
  [Fundamentals and stock returns in Japan]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 1, pages 105-121.
• Jeffrey A Busse & Lei Jiang & Yuehua Tang, 2021, "Double-Adjusted Mutual Fund Performance
  [Mutual fund’s R2 as predictor of performance]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 1, pages 169-208.
• Robert A Connolly & David Dubofsky & Chris Stivers, 2021, "Economic-State Variation in Uncertainty-Yield Dynamics
  [Do macro variables, asset markets, or surveys forecast inflation better?]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 1, pages 60-104.
• Christopher C Geczy & Robert F Stambaugh & David Levin, 2021, "Investing in Socially Responsible Mutual Funds
  [Should investors avoid all actively managed mutual funds? A study in Bayesian performance evaluation]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 2, pages 309-351.
• Joshua D Coval & David Hirshleifer & Tyler Shumway, 2021, "Can Individual Investors Beat the Market?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 3, pages 552-579.
• Steven Malliaris & Hongjun Yan, 2021, "Reputation Concerns and Slow-Moving Capital," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 3, pages 580-609.
• Wayne Ferson & Junbo L Wang, 2021, "A Panel Regression Approach to Holdings-Based Fund Performance Measures
  [Multiperiod performance persistence analysis of hedge funds]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 695-734.
• Jussi Keppo & Tyler Shumway & Daniel Weagley, 2021, "Are Monthly Market Returns Predictable?
  [Conditional market timing with benchmark investors]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 806-836.
• Lei Shi & Yajun Xiao, 2021, "Dynamic Asset Pricing with Interactions between Short-Sale and Borrowing Constraints
  [Multiplicity in general financial equilibrium with portfolio constraints]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 886-923.
• Kathleen Weiss Hanley & Stanislava Nikolova, 2021, "Rethinking the Use of Credit Ratings in Capital Regulations: Evidence From the Insurance Industry
  [Causes of the financial crisis]," The Review of Corporate Finance Studies, Society for Financial Studies, volume 10, issue 2, pages 347-401.
• Juha Joenväärä & Robert Kosowski, 2021, "The Effect of Regulatory Constraints on Fund Performance: New Evidence from UCITS Hedge Funds
  [Large sample properties of matching estimators for average treatment effects]," Review of Finance, European Finance Association, volume 25, issue 1, pages 189-233.
• Michael J Cooper & Michael Halling & Wenhao Yang, 2021, "The Persistence of Fee Dispersion among Mutual Funds
  [The emerging landscape of retail e-commerce]," Review of Finance, European Finance Association, volume 25, issue 2, pages 365-402.
• Fahiz Baba Yara & Martijn Boons & Andrea Tamoni, 2021, "Value Return Predictability across Asset Classes and Commonalities in Risk Premia
  [Financial intermediaries and the cross-section of asset returns]," Review of Finance, European Finance Association, volume 25, issue 2, pages 449-484.
• George Andrew Karolyi & Ying Wu, 2021, "Is Currency Risk Priced in Global Equity Markets?
  [Exposure to currency risk: definition and measurement]," Review of Finance, European Finance Association, volume 25, issue 3, pages 863-902.
• Matthias M M Buehlmaier & Josef Zechner, 2021, "Financial Media, Price Discovery, and Merger Arbitrage
  [Who writes the news? Corporate press releases during merger negotiations]," Review of Finance, European Finance Association, volume 25, issue 4, pages 997-1046.
• Ulrike Malmendier, 2021, "Experience Effects in Finance: Foundations, Applications, and Future Directions
  [X-capm: an extrapolative capital asset pricing model]," Review of Finance, European Finance Association, volume 25, issue 5, pages 1339-1363.
• David Easley & David Michayluk & Maureen O’Hara and Tālis & J Putniņš, 2021, "The Active World of Passive Investing
  [Mutual fund’s R2 as predictor of performance]," Review of Finance, European Finance Association, volume 25, issue 5, pages 1433-1471.
• Lifang Li & Valentina Galvani, 2021, "Informed Trading and Momentum in the Corporate Bond Market
  [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, volume 25, issue 6, pages 1773-1816.
• Narasimhan Jegadeesh & Chandra Sekhar Mangipudi, 2021, "What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication?
  [Alpha or beta in the eye of the beholder: What drives hedge fund flows?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 108-148.
• Christopher S Jones & Haitao Mo, 2021, "Out-of-Sample Performance of Mutual Fund Predictors
  [Has U.S. corporate bond market liquidity deteriorated?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 149-193.
• Andres Donangelo, 2021, "Untangling the Value Premium with Labor Shares
  [A unified model of investment under uncertainty]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 451-508.
• Richard B Evans & Yang Sun, 2021, "Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment
  [Which factors matter to investors? evidence from mutual fund flows]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 67-107.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang, 2021, "Do Foreign Institutional Investors Improve Price Efficiency?
  [Does governance travel around the world? Evidence from institutional investors]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1317-1367.
• Anthony Neuberger & Richard Payne & Stijn Van Nieuwerburgh, 2021, "The Skewness of the Stock Market over Long Horizons
  [Does realized skewness predict the cross-section of equity returns?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1572-1616.
• Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang, 2021, "Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
  [The cross-section of volatility and expected returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1907-1951.
• Massimo Massa & David Schumacher & Yan Wang, 2021, "Who Is Afraid of BlackRock?
  [Connected stocks]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1987-2044.
• Yakov Amihud & Joonki Noh & Andrew Karolyi, 2021, "Illiquidity and Stock Returns II: Cross-section and Time-series Effects
  [A simple estimation of bid-ask spreads from daily close, high and low prices]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 2101-2123.
• Nikolai Roussanov & Hongxun Ruan & Yanhao Wei & Stijn Van Nieuwerburgh, 2021, "Marketing Mutual Funds," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 3045-3094.
• William N Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021, "Real and Private-Value Assets
  [Gendered prices]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3497-3526.
• Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021, "Climate Change and Long-Run Discount Rates: Evidence from Real Estate
  [Abrupt climate change]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3527-3571.
• David Chambers & Christophe Spaenjers & Eva Steiner & Stijn Van Nieuwerburgh, 2021, "The Rate of Return on Real Estate: Long-Run Micro-Level Evidence
  [Inflation protection from homeownership: Long-run evidence, 1814–2008]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3572-3607.
• Piet Eichholtz & Matthijs Korevaar & Thies Lindenthal & Ronan Tallec & Stijn Van Nieuwerburgh, 2021, "The Total Return and Risk to Residential Real Estate
  [House prices and fundamentals: 355 years of evidence]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3608-3646.
• Aleksandar Andonov & Roman Kräussl & Joshua Rauh & Stijn Van Nieuwerburgh, 2021, "Institutional Investors and Infrastructure Investing
  [Pension fund asset allocation and liability discount rates]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3880-3934.
• Rob Bauer & Tobias Ruof & Paul Smeets & Stijn Van Nieuwerburgh, 2021, "Get Real! Individuals Prefer More Sustainable Investments
  [Explaining the discrepancy between intentions and actions: The case of hypothetical gap in contingent valuation]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3976-4043.
• Stephen G Dimmock & Roy Kouwenberg & Olivia S Mitchell & Kim Peijnenburg, 2021, "Household Portfolio Underdiversification and Probability Weighting: Evidence from the Field," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4524-4563.
• Cristi Spulbar & Ramona Birau & Jatin Trivedi, 2021, "Is There a Necessary Prerequisite to Follow Ethical Issues in Entrepreneurship and Business ?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 426-428, August.
• Ramona Birau & Jatin Trivedi & Cristi Spulbar, 2021, "Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 691-696, August.
• Martínez Patiño, Manuel Andrés & Ariza Garzón, Miller Janny & Cadena Lozano, Javier Bernardo, 2021, "Relevancia del patrón de persistencia de Hurst en la gestión de portafolios de renta variable|| Relevance of Hurst's pattern in equity portfolio management," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 66-82, December, DOI: https://doi.org/10.46661/revmetodos.
• Martin Zurek & Lars Heinrich, 2021, "Bottom-up versus top-down factor investing: an alpha forecasting perspective," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 11-29, February, DOI: 10.1057/s41260-020-00188-9.
• Alexander Swade & Gerrit Köchling & Peter N. Posch, 2021, "Managerial behavior in fund tournaments—the impact of TrueSkill," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 62-75, February, DOI: 10.1057/s41260-020-00198-7.
• Matthew Muntifering, 2021, "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 2, pages 110-119, March, DOI: 10.1057/s41260-021-00206-4.
• Edouard Nouvellon & Hugues Pirotte, 2021, "Can an equity structure dominate the risk-return profile of corporate bonds?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 4, pages 277-290, July, DOI: 10.1057/s41260-021-00213-5.
• David Blitz & Matthias X. Hanauer & Pim Vliet, 2021, "The Volatility Effect in China," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 338-349, September, DOI: 10.1057/s41260-021-00218-0.
• David Blitz & Laurens Swinkels, 2021, "Who owns tobacco stocks?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 311-325, September, DOI: 10.1057/s41260-021-00224-2.
• Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2021, "The performance of South African exchange traded funds under changing market conditions," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 350-359, September, DOI: 10.1057/s41260-021-00227-z.
• Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021, "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 360-375, September, DOI: 10.1057/s41260-021-00228-y.
• Wolfgang Bessler & Georgi Taushanov & Dominik Wolff, 2021, "Factor investing and asset allocation strategies: a comparison of factor versus sector optimization," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 488-506, October, DOI: 10.1057/s41260-021-00225-1.
• Lars Heinrich & Antoniya Shivarova & Martin Zurek, 2021, "Factor investing: alpha concentration versus diversification," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 464-487, October, DOI: 10.1057/s41260-021-00226-0.
• Wolfgang Drobetz & Tizian Otto, 2021, "Empirical asset pricing via machine learning: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 507-538, December, DOI: 10.1057/s41260-021-00237-x.
• Manish Bansal & Asgar Ali, 2021, "Differential impact of earnings management on the accrual anomaly," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 559-572, December, DOI: 10.1057/s41260-021-00243-z.
• 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.