Research classified by Journal of Economic Literature (JEL) codes

2020

• Olivier de Bandt & George Overton, 2020, "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database
  [Les déterminants des défaillances en assurance : comparaison entre les secteurs de l’assurance à partir d’une nouvelle base de données interna," Débats Economiques et financiers, Banque de France, number 36.
• Ge Gao & Mustafa Caglayan & Yuelei Li & Oleksandr Talavera, 2020, "Expert Imitation in P2P Markets," Discussion Papers, Department of Economics, University of Birmingham, number 20-10, May.
• José Vicente Romero & Hernando Vargas & Pamela Cardozo & Andrés Murcia, 2020, "How foreign participation in the Colombian local public debt market has influenced domestic financial conditions," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Financial market development, monetary policy and financial stability in emerging market economies".
• Ingo Fender & Mike McMorrow & Vahe Sahakyan & Omar Zulaica, 2020, "Reserve management and sustainability: the case for green bonds?," BIS Working Papers, Bank for International Settlements, number 849, Mar.
• Francesca Carapella & Cyril Monnet, 2020, "Dealers' insurance, market structure, and liquidity," BIS Working Papers, Bank for International Settlements, number 861, May.
• Jannic Cutura & Gianpaolo Parise & Andreas Schrimpf, 2020, "Debt De-risking," BIS Working Papers, Bank for International Settlements, number 868, Jun.
• Omar Zulaica, 2020, "What share for gold? On the interaction of gold and foreign exchange reserve returns," BIS Working Papers, Bank for International Settlements, number 906, Nov.
• Kresta Aleš & Wang Anlan, 2020, "Portfolio Optimization Efficiency Test Considering Data Snooping Bias," Business Systems Research, Sciendo, volume 11, issue 2, pages 73-85, October, DOI: 10.2478/bsrj-2020-0016.
• Kirsten L. MacDonald & Robert J. Bianchi & Michael E. Drew, 2020, "Equity risk versus retirement adequacy: asset allocation solutions for KiwiSaver," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, volume 60, issue 4, pages 3851-3873, December, DOI: 10.1111/acfi.12481.
• Anna Pirogova & Antonio Roma, 2020, "Performance of value‐ and size‐based strategies in the Italian stock market," Economic Notes, Banca Monte dei Paschi di Siena SpA, volume 49, issue 1, February, DOI: 10.1111/ecno.12160.
• Alexander Ljungqvist & Matthew Richardson & Daniel Wolfenzon, 2020, "The investment behavior of buyout funds: Theory and evidence," Financial Management, Financial Management Association International, volume 49, issue 1, pages 3-32, March, DOI: 10.1111/fima.12264.
• George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020, "Mispriced index option portfolios," Financial Management, Financial Management Association International, volume 49, issue 2, pages 297-330, June, DOI: 10.1111/fima.12288.
• Clemens Sialm & Hanjiang Zhang, 2020, "Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds," Journal of Finance, American Finance Association, volume 75, issue 2, pages 735-777, April, DOI: 10.1111/jofi.12843.
• Jaroslav Borovička & John Stachurski, 2020, "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Journal of Finance, American Finance Association, volume 75, issue 3, pages 1457-1493, June, DOI: 10.1111/jofi.12877.
• James J. Choi & Adriana Z. Robertson, 2020, "What Matters to Individual Investors? Evidence from the Horse's Mouth," Journal of Finance, American Finance Association, volume 75, issue 4, pages 1965-2020, August, DOI: 10.1111/jofi.12895.
• Martijn A. Boermans & Robert Vermeulen, 2020, "International investment positions revisited: Investor heterogeneity and individual security characteristics," Review of International Economics, Wiley Blackwell, volume 28, issue 2, pages 466-496, May, DOI: 10.1111/roie.12460.
• Ferdinand Dreher & Johannes Gräb & Thomas Kostka, 2020, "From carry trades to curvy trades," The World Economy, Wiley Blackwell, volume 43, issue 3, pages 758-780, March, DOI: 10.1111/twec.12877.
• Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2020, "Informed trading in government bond markets," Bank of England working papers, Bank of England, number 871, Jun.
• Jaewon Choi & Jieun Lee, 2020, "Network-Based Measures of Systemic Risk in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2020-8, Mar.
• P. Manasse & G. Moramarco & G. Trigilia, 2020, "Exchange Rates and Political Uncertainty: The Brexit Case," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1141, Feb.
• Yuliyan Mitkov, 2020, "Debt Maturity and Innovation," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2020_191, Jul.
• Raymond Fisman & April Knill & Sergey Mityakov & Margarita Portnykh, 2020, "Political Beta," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-342, Mar.
• Feng Lingbing & Shi Yanlin, 2020, "Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 1, pages 1-27, February, DOI: 10.1515/snde-2018-0008.
• Zhu Fumin & Bianchi Michele Leonardo & Kim Young Shin & Fabozzi Frank J. & Wu Hengyu, 2020, "Learning for infinitely divisible GARCH models in option pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 3, pages 35-62, June, DOI: 10.1515/snde-2019-0088.
• Sophie Béreau & Jean-Yves Gnabo & Henri Vanhomwegen, 2020, "Making a Difference: European Mutual Funds Distinctiveness and Peers’ Performance," Finance, Presses universitaires de Grenoble, volume 41, issue 2, pages 7-51.
• Christina Terra & Enrico Vasconcelos, 2020, "Credit Market Quality, Innovation and Trade," Revue économique, Presses de Sciences-Po, volume 71, issue 5, pages 773-814.
• Sébastien Galanti & Françoise Le Quéré, 2020, "Industrie de la gestion d'actifs : de l'émergence à l'apparition de nouveaux risques," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 109-128.
• André Babeau, 2020, "Dans les pays avancés, la « libéralisation financière » n'a guère rapproché les comportements des ménages," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 141-158.
• Julie Raynaud & Peter Tankov & Stéphane Voisin, 2020, "Alignement des portefeuilles sur une trajectoire de 2 °C : science ou art ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 69-88.
• Marie Brière & Sébastien Pouget & Loredana Ureche-Rangau, 2020, "Les votes des investisseurs institutionnels sur les externalités produites par les entreprises : le cas de deux investisseurs emblématiques," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 119-138.
• Valentin Jouvenot & Philipp Krueger, 2020, "Divulgation des émissions carbone au sein des marchés boursiers européens," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 157-176.
• Jean-Guillaume Péladan & Julie Raynaud & Peter Tankov & Olivier David Zerbib, 2020, "Indicateurs environnementaux : caractéristiques d'une mesure agrégée pertinente," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 177-192.
• Patricia Crifo & Rodolphe Durand & Jean-Pascal Gond, 2020, "Le rôle des labels dans la finance verte : construction et régulation d'un marché des labels en France," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 209-223.
• Bart Goosens & Sébastien Jallet & David Czupryna, 2020, "Stratégies d'investissement bas-carbone," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 263-273.
• Jean-Philippe Desmartin & Johnny El Hachem, 2020, "Une approche pionnière pour lutter contre le changement climatique," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 275-286.
• Nathalie Rodes & Olivier Vietti & Stéphane Déo, 2020, "Green bonds : il est urgent de ne plus attendre," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 287-296.
• Connor, G. & Li, S. & Linton, O., 2020, "A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20103, Nov.
• Ge, S. & Li, S. & Linton, O., 2020, "A Dynamic Network of Arbitrage Characteristics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2060, Jun.
• Geraci, M. V. & Gnabo, J-Y. & Veredas, D., 2020, "Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2066, Jul.
• Elliott, M. & Georg, C-P. & Hazell, J., 2020, "Systemic Risk-Shifting in Financial Networks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2068, Jul.
• Chyong, C K. & Li, C. & Reiner, D. & Roques, F., 2020, "A Portfolio approach to wind and solar deployment in Australia," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2077, Aug.
• Ahmed, M. F. & Gao, Y. & Satchell, S., 2020, "Modelling Demand for ESG," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2093, Oct.
• Arampatzis Marios & Daskalou Kalliopi & Papaioannou Evangelia & Prassa Paraskevi, 2020, "Performance Evaluation of Global High-rated ETFs During the Taper Tantrum," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 1, pages 23-44.
• Anastasiadis Panagiotis & Katsaros Efthymios & Koutsioukis Anastasios-Taxiarchis & Pandazis Athanasios, 2020, "GARCH Modelling of High-Capitalization Cryptocurrencies' Impacts During Bearish Markets," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 3, pages 87-106.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2020, "Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 616.
• Hu, Chenyue, 2020, "Industrial specialization matters: A new angle on equity home Bias," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt5g52d8db, Sep.
• José P. Dapena & Ricardo Schefer, 2020, "Common myths on yield to maturity in bonds or IRR in corporate finance," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 764, Nov.
• Ivo Bakota, 2020, "Firm Leverage and Wealth Inequality," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp667, Sep.
• Ivo Bakota, 2020, "Capital Income Taxation with Portfolio Choice," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp668, Sep.
• Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp677, Dec.
• Lars Hornuf & Matthias Schmitt & Eliza Stenzhorn, 2020, "Does a Local Bias Exist in Equity Crowdfunding?," CESifo Working Paper Series, CESifo, number 8154.
• Francesco D'Acunto & Ulrike M. Malmendier & Michael Weber & Michael Weber, 2020, "Gender Roles and the Gender Expectations Gap," CESifo Working Paper Series, CESifo, number 8158.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market," CESifo Working Paper Series, CESifo, number 8171.
• Christine Laudenbach & Benjamin Loos & Jenny Pirschel & Johannes Wohlfart, 2020, "The Trading Response of Individual Investors to Local Bankruptcies," CESifo Working Paper Series, CESifo, number 8191.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series, CESifo, number 8211.
• Heinrich Ursprung, 2020, "Jane Beats Them All: Price Formation and Financial Returns to Investing in Rare Books," CESifo Working Paper Series, CESifo, number 8302.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," CESifo Working Paper Series, CESifo, number 8334.
• Lars Hornuf & Eliza Stenzhorn & Tim Vintis, 2020, "Are Sustainability-Oriented Investors Different? Evidence from Equity Crowdfunding," CESifo Working Paper Series, CESifo, number 8339.
• Christian Fieberg & Lars Hornuf & Gerrit Liedtke & Thorsten Poddig, 2020, "Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis," CESifo Working Paper Series, CESifo, number 8377.
• Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020, "Financial Frictions and the Wealth Distribution," CESifo Working Paper Series, CESifo, number 8482.
• Paymon Khorrami & Alexander K. Zentefis, 2020, "Arbitrage and Beliefs," CESifo Working Paper Series, CESifo, number 8490.
• Christopher Roth & Sonja Settele & Johannes Wohlfart, 2020, "Risk Exposure and Acquisition of Macroeconomic Information," CESifo Working Paper Series, CESifo, number 8634.
• Alexis Louaas & Pierre Picard, 2020, "A Pandemic Business Interruption Insurance," CESifo Working Paper Series, CESifo, number 8758.
• Mirela Sandulescu, 2020, "How Integrated Are Corporate Bond and Stock Markets?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-09, Mar.
• Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen, 2020, "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-110, Sep.
• Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020, "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-114, Oct.
• Walter Distaso & Antonio Mele & Grigory Vilkov, 2020, "Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-119, Sep.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-18, Apr.
• Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020, "Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-19, Apr.
• Chenxu Li & O. Scaillet & Yiwen Shen, 2020, "Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-22, Apr.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian Melzer, 2020, "Do Household Finances Constrain Unconventional Fiscal Policy?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-32, Apr.
• Lorenz Kueng, 2020, "Excess Sensitivity of High-Income Consumers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-33, Apr.
• Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020, "Evolution in Pecunia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-44, May.
• Philippe Bacchetta & Simon Tièche & Eric van Wincoop, 2020, "International Portfolio Choice with Frictions: Evidence from Mutual Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-46, Jun.
• Didier Sornette & Moris Simon Strub, 2020, "Portfolio Selection With Exploration of New Investment Opportunities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-57, Aug.
• Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen, 2020, "Principal Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-67, Aug.
• Andrey Pankratov, 2020, "Securities lending and information transmission: a model of endogenous short-sale constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-69, Aug.
• Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020, "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-70, Aug.
• Urban Ulrych & Nikola Vasiljevic, 2020, "Ambiguity and the Home Currency Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-73, Aug.
• Andrey Pankratov, 2020, "Information Leakages, Distribution of Profits from Informed Trading, and Last Mover Advantage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-76, Aug.
• David Ardia & Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2020, "Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-82, Sep, revised May 2023.
• Khamis Hamed Al-Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi, 2020, "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, CEPII research center, issue 161, pages 66-82.
• Refk Selmi & Jamal Bouoiyour, 2020, "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," International Economics, CEPII research center, issue 161, pages 100-119.
• Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2020, "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," International Economics, CEPII research center, issue 164, pages 18-35.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," CIRANO Working Papers, CIRANO, number 2020s-30, May.
• De Pace, Pierangelo & Rao, Jayant, 2020, "Comovement and Instability in Cryptocurrency Markets," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1012, Jan, revised 14 Jan 2020.
• C Canon & J.H FlÔøΩrez & K GÔøΩmez, 2020, "Reciprocal Lending Relationships Between Financial Conglomerates: Evidence from the Mexican Repo Market," Documentos de Trabajo, Universidad del Rosario, number 17801, Feb.
• Martha López & Camilo Bohorquez-Penuela & Juan Esteban Carranza & Stefany Moreno-Burbano & Anderson Grajales-Olarte & Mauricio Pinz�n Latorre & Jose Pulido, 2020, "Crédito y efectos reales en Colombia 2000-2017: evidencia con microdatos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 94, pages 1-55.
• Oscar Valdemar de la Torre-Torres & Luis Guadalupe Mac�as-Trejo & Francisco L�pez-Herrera, 2020, "La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos," Estudios Gerenciales, Universidad Icesi, volume 36, issue 154, pages 91-99.
• Juan Manuel Gómez Romero & Jos� Alfredo Jim�nez Moscoso, 2020, "Selección óptima de portafolios basada en cadenas de Markov de primer y segundo orden," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 92, pages 33-66.
• Juan Gabriel Vanegas & Mar�a Alexandra Arango Mesa & Leidy G�mez-Betancur & Daniel Cort�s-Cardona, 2020, "Educación financiera en mujeres: un estudio en el barrio López de Mesa de Medellín," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 28, issue 2, pages 121-141, DOI: 10.18359/rfce.4929.
• Rogelio Ladrón de Guevara Cortés & Alina G�mez Mej�a & V�ctor Pe�a Vargas & Rosa Marina Madrid Paredones, 2020, "Influencia del nivel de avance educativo y el género en la toma de decisiones financieras: una aproximación desde la Prospect Theory," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 12, issue 1, pages 19-54.
• José Mauricio Gil-León & Julián Santiago Toca-Toca, 2020, "Política monetaria no convencional en EE.UU y comportamiento de los mercados emergentes en América Latina," Revista Tendencias, Universidad de Narino, volume 21, issue 1, pages 24-51, DOI: 10.22267/rtend.202101.126.
• Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin, 2020, "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14274, Jan.
• Prado, Melissa & Evans, Richard B. & Zambrana, Rafael, 2020, "Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14305, Jan.
• Chambers, David & , & Spaenjers, Christophe, 2020, "Art as an Asset: Evidence from Keynes the Collector," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14357, Jan.
• ÅžimÅŸek, Alp & Iachan, Felipe Saraiva & Nenov, Plamen T., 2020, "The Choice Channel of Financial Innovation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14361, Jan.
• Favero, Carlo A. & Melone, Alessandro, 2020, "Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14417, Feb.
• Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad, 2020, "Artificial Intelligence in Asset Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14525, Mar.
• van Wijnbergen, Sweder & Fatouh, Mahmoud & Neamtu, Ioana, 2020, "Risk-Taking, Competition and Uncertainty: Do CoCo Bonds Increase the Risk Appetite of Banks?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14530, Mar.
• Taylor, Alan M. & Kopecky, Joseph V., 2020, "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14576, Apr.
• ÅžimÅŸek, Alp & Caballero, Ricardo, 2020, "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14627, Apr.
• Weber, Martin & Kieren, Pascal & Mueller-Dethard, Jan, 2020, "Why so Negative? Belief Formation and Risk Taking in Boom and Bust Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14647, Apr.
• Ljungqvist, Alexander & Bircan, Cagatay & Biesinger, Markus, 2020, "Value Creation in Private Equity," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14676, Apr.
• Piguillem, Facundo & Grasso, Adriana & Passadore, Juan, 2020, "The Macroeconomics of Hedging Income Shares," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14732, May.
• Zechner, Josef & Pagano, Marco & Wagner, Christian, 2020, "Disaster Resilience and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14773, May.
• Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Utkus, Stephen P., 2020, "Inside the Mind of a Stock Market Crash," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14813, May.
• Parise, Gianpaolo & Cutura, Jannic & Schrimpf, Paul, 2020, "Debt De-risking," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14817, May.
• Caballero, Ricardo & Simsek, Alp, 2022, "Monetary Policy with Opinionated Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14830, Jun.
• Arrondel, Luc & Calvo Pardo, Héctor & Giannitsarou, Chryssi & Haliassos, Michael, 2022, "Informative Social Interactions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14840, Mar.
• Buss, Adrian & Sundaresan, Savitar, 2020, "More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14843, Jun.
• Weill, Pierre-Olivier, 2020, "The search theory of OTC markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14847, Jun.
• Kuzmina, Olga & Kelly, Patrick & Gorovyy, Sergiy, 2020, "Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14873, Jun.
• Bacchetta, Philippe & Tièche, Simon & van Wincoop, Eric, 2020, "International Portfolio Choice with Frictions: Evidence from Mutual Funds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14898, Jun.
• Malmendier, Ulrike M., 2020, "Exposure to Grocery Prices and Inflation Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14930, Jun.
• Malmendier, Ulrike M. & D'Acunto, Francesco & Weber, Michael, 2020, "Gender Roles and the Gender Expectations Gap," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14932, Jun.
• Malmendier, Ulrike M. & Steiny Wellsjo, Alex, 2020, "Rent or Buy? The Role of Lifetime Experiences on Homeownership within and across Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14935, Jun.
• Malmendier, Ulrike M. & Laudenbach, Christine & Niessen-Ruenzi, Alexandra, 2020, "The Long-lasting Effects of Experiencing Communism on Attitudes towards Financial Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14939, Jun.
• Weber, Martin & Mueller-Dethard, Jan, 2020, "The Portfolio Composition Effect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15012, Jul.
• Lou, Dong, 2020, "Wealth Redistribution in Bubbles and Crashes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15029, Jul.
• Pástor, LuboÅ¡ & Vorsatz, Blair, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15033, Jul.
• Taylor, Mark & Filippou, Ilias & Gozluklu, Arie & Nguyen, My, 2020, "U.S. Populist Rhetoric and Currency Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15054, Jul.
• Pagano, Marco & Kovbasyuk, Sergei, 2020, "Advertising Arbitrage," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15064, Jul.
• Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2020, "Investor Sophistication and Portfolio Dynamics," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15116, Jul.
• Barbu, Alexandru & Fricke, Christoph & ,, 2020, "Procyclical Asset Management and Bond Risk Premia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15123, Aug.
• Küng, Lorenz & Baker, Scott & Johnson, Stephanie, 2020, "Financial Returns to Household Inventory Management," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15191, Aug.
• Corum, Adrian Aycan & Malenko, Andrey & Malenko, Nadya, 2022, "Corporate governance in the presence of active and passive delegated investment," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15230, Jan.
• Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020, "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15305, Sep.
• Ehrmann, Michael & Christelis, Dimitris & Georgarakos, Dimitris, 2020, "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15368, Oct.
• Korniotis, George & Bonaparte, Yosef & Kumar, Alok, 2020, "Income Risk and Stock Market Entry/Exit Decisions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15370, Oct.
• Dahlquist, Magnus & Ibert, Markus & Wilke, Felix, 2020, "Expectations of Active Mutual Fund Performance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15548, Dec.
• Vayanos, Dimitri & Jiang, Hao & Zheng, Lu, 2020, "Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15563, Dec.
• Rey, Hélène & Camanho, Nelson & Hau, Harald, 2020, "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15617, Dec.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020, "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def090, Oct.
• Daniel J. Benjamin & Mark Alan Fontana & Miles Kimball, 2020, "Reconsidering Risk Aversion," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_026, Oct.
• Jean-François Carpantier, 2020, "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2020036, Oct.
• Pablo Perelló-Fons & Salvador Climent-Serrano, 2020, "Gestión eficiente de carteras: Modelo de Markowitz y el Ibex-35," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 121, pages 91-103, Enero.
• Johannes K. Dreyer & Johannes Schneider & William T. Smith, 2020, "Saving-Based Asset Pricing and Leisure," Annals of Economics and Finance, Society for AEF, volume 21, issue 2, pages 507-526, November.
• Junyong He & Helen Hui Huang & Shunming Zhang, 2020, "Ambiguity Aversion, Information Acquisition, and Market Opacity," Annals of Economics and Finance, Society for AEF, volume 21, issue 2, pages 263-329, November.
• Bekaert, Geert & Panayotov, George, 2020, "Good Carry, Bad Carry," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 4, pages 1063-1094, June.
• Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar S., 2020, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 4, pages 1369-1414, June.
• Hastings, Justine & Mitchell, Olivia S., 2020, "How financial literacy and impatience shape retirement wealth and investment behaviors," Journal of Pension Economics and Finance, Cambridge University Press, volume 19, issue 1, pages 1-20, January.
• Broeders, Dirk & de Haan, Leo, 2020, "Benchmark selection and performance," Journal of Pension Economics and Finance, Cambridge University Press, volume 19, issue 4, pages 511-531, October.
• Marotta, Giuseppe, 2020, "Behind the success of dominated personal pension plans: sales force and financial literacy factors," Journal of Pension Economics and Finance, Cambridge University Press, volume 19, issue 4, pages 532-547, October.
• Masset, Philippe & Weisskopf, Jean-Philippe & Fauchery, Clémentine, 2020, "Last Frontier Investments: The Case of Alpine Wines," Journal of Wine Economics, Cambridge University Press, volume 15, issue 2, pages 181-206, May.
• Moulay Driss ELBOUSTY & Lahsen OUBDI, 2020, "Volatility stylized facts in the Moroccan stock market: Evidence from both aggregate and disaggregate data," Turkish Economic Review, EconSciences Journals, volume 7, issue 2, pages 111-138, July.
• Nassiba El HAROUS & Taacha El HASSAN, 2020, "Intangible capital: A strategic lever for value creation," Turkish Economic Review, EconSciences Journals, volume 7, issue 3, pages 139-150, October.
• Siméon Maxime BIKOUE, 2020, "The allocation of time in public administrations subject to bribery in developing countries: The basic model of labour supplu revisited," Turkish Economic Review, EconSciences Journals, volume 7, issue 3, pages 151-163, October.
• Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020, "Recursive Preferences, the Value of Life, and Household Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2231, May.
• Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020, "Recursive Preferences, the Value of Life, and Household Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2231R, May, revised Dec 2020.
• Стоян Проданов, 2020, "Инвестиции И Инвестиционни Решения: Методико-Приложни Аспекти," "Economic World" Library, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 142 Year , pages 9-165.
• Dimitar Blagoev & Radostin Boyadzhiev, 2020, "Methodological Aspects of Management of Portfolios of Investment Projects for Real Assets of Business Organizations," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 71-90.
• Димитър Благоев & Радостин Бояджиев, 2020, "Методически Аспекти На Управлението На Портфейл От Инвестиционни Проекти За Реални Активи В Бизнес Организациите," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 79-102.
• Kedar-Levy, Haim, 2020, "Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.08.001.
• Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2020, "Google search volume and individual investor trading," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2020.100544.
• Ding, Rong & Zhou, Hang & Li, Yifan, 2020, "Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100511.
• Faria, Gonçalo & Verona, Fabio, 2020, "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100508.
• Pham, Mia Hang, 2020, "In law we trust: Lawyer CEOs and stock liquidity," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100548.
• Pedraza, Alvaro & Pulga, Fredy & Vasquez, Jose, 2020, "Costly index investing in foreign markets," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100509.
• Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R., 2020, "ETF use among actively managed mutual fund portfolios," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100529.
• Cao, Charles & Simin, Timothy & Xiao, Han, 2020, "Predicting the equity premium with the implied volatility spread," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100531.
• McAdam, Chris, 2020, "Are investors compensated for their sophistication and informedness for company takeovers – An Australian study," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.08.002.
• Forte, Gianfranco & Gianfrate, Gianfranco & Rossi, Emanuele, 2020, "Does relative valuation work for banks?," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.09.002.
• Nikkinen, Jussi & Piljak, Vanja & Rothovius, Timo, 2020, "Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100481.
• Hincapié-Salazar, Juliana & Agudelo, Diego A., 2020, "Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100508.
• Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020, "Investor experiences and international capital flows," Journal of International Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.jinteco.2020.103302.
• Mihalache, Gabriel, 2020, "Sovereign default resolution through maturity extension," Journal of International Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.jinteco.2020.103326.
• Hu, Chenyue, 2020, "Industrial specialization matters: A new angle on equity home Bias," Journal of International Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.jinteco.2020.103354.
• Chen, D.H.J. & Beetsma, R.M.W.J. & van Wijnbergen, S.J.G., 2020, "Unhedgeable inflation risk within pension schemes," Insurance: Mathematics and Economics, Elsevier, volume 90, issue C, pages 7-24, DOI: 10.1016/j.insmatheco.2019.10.009.
• Hambel, Christoph, 2020, "Health shock risk, critical illness insurance, and housing services," Insurance: Mathematics and Economics, Elsevier, volume 91, issue C, pages 111-128, DOI: 10.1016/j.insmatheco.2020.01.008.
• van Bilsen, Servaas & Laeven, Roger J.A., 2020, "Dynamic consumption and portfolio choice under prospect theory," Insurance: Mathematics and Economics, Elsevier, volume 91, issue C, pages 224-237, DOI: 10.1016/j.insmatheco.2020.02.004.
• Chen, Zhiping & Yang, Peng, 2020, "Robust optimal reinsurance–investment strategy with price jumps and correlated claims," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 27-46, DOI: 10.1016/j.insmatheco.2020.03.001.
• Gerrard, Russell & Hiabu, Munir & Nielsen, Jens Perch & Vodička, Peter, 2020, "Long-term real dynamic investment planning," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 90-103, DOI: 10.1016/j.insmatheco.2020.03.002.
• Glazyrina, Anna & Melnikov, Alexander, 2020, "Bachelier model with stopping time and its insurance application," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 156-167, DOI: 10.1016/j.insmatheco.2020.04.012.
• Forsyth, Peter A., 2020, "Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 230-245, DOI: 10.1016/j.insmatheco.2020.05.005.
• Wang, Jianli & Liu, Liqun & Neilson, William S., 2020, "The participation puzzle with reference-dependent expected utility preferences," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 278-287, DOI: 10.1016/j.insmatheco.2020.05.008.
• He, Lin & Liang, Zongxia & Yuan, Fengyi, 2020, "Optimal DB-PAYGO pension management towards a habitual contribution rate," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 125-141, DOI: 10.1016/j.insmatheco.2020.07.005.
• Josa-Fombellida, Ricardo & Navas, Jorge, 2020, "Time consistent pension funding in a defined benefit pension plan with non-constant discounting," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 142-153, DOI: 10.1016/j.insmatheco.2020.07.007.
• Jang, Bong-Gyu & Park, Seyoung & Zhao, Huainan, 2020, "Optimal retirement with borrowing constraints and forced unemployment risk," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 25-39, DOI: 10.1016/j.insmatheco.2020.06.002.
• Chen, Lv & Shen, Yang & Su, Jianxi, 2020, "A continuous-time theory of reinsurance chains," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 129-146, DOI: 10.1016/j.insmatheco.2020.09.005.
• Selmi, Refk & Bouoiyour, Jamal, 2020, "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," International Economics, Elsevier, volume 161, issue C, pages 100-119, DOI: 10.1016/j.inteco.2019.11.007.
• Al-Yahyaee, Khamis Hamed & Shahzad, Syed Jawad Hussain & Mensi, Walid, 2020, "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, Elsevier, volume 161, issue C, pages 66-82, DOI: 10.1016/j.inteco.2019.11.004.
• Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2020, "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," International Economics, Elsevier, volume 164, issue C, pages 18-35, DOI: 10.1016/j.inteco.2020.06.004.
• Chamizo, Álvaro & Novales, Alfonso, 2020, "Looking through systemic credit risk: Determinants, stress testing and market value," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101167.
• Kobinger, Sonja & Bornholt, Graham & Malin, Mirela, 2020, "Long-term time series reversal: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101185.
• Philippas, Dionisis & Philippas, Nikolaos & Tziogkidis, Panagiotis & Rjiba, Hatem, 2020, "Signal-herding in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101191.
• Xu, Yingying & Lien, Donald, 2020, "Dynamic exchange rate dependences: The effect of the U.S.-China trade war," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101238.
• Bushee, Brian & Cedergren, Matthew & Michels, Jeremy, 2020, "Does the media help or hurt retail investors during the IPO quiet period?," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101261.
• Honjo, Yuji & Nakamura, Hiroki, 2020, "The link between entrepreneurship and informal investment: An international comparison," Japan and the World Economy, Elsevier, volume 54, issue C, DOI: 10.1016/j.japwor.2020.101012.
• Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2020, "Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion," Journal of Banking & Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jbankfin.2019.07.019.
• Nguyen, Linh Xuan Diep & Mateut, Simona & Chevapatrakul, Thanaset, 2020, "Business-linkage volatility spillovers between US industries," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105699.
• Cox, Ruben & Kamolsareeratana, Atcha & Kouwenberg, Roy, 2020, "Compulsive gambling in the financial markets: Evidence from two investor surveys," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105709.
• Moutzouris, Ioannis C. & Nomikos, Nikos K., 2020, "Asset pricing with mean reversion: The case of ships," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105708.
• Bassett, William & Demiralp, Selva & Lloyd, Nathan, 2020, "Government support of banks and bank lending," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2017.07.010.
• Belkhir, Mohamed & Saad, Mohsen & Samet, Anis, 2020, "Stock extreme illiquidity and the cost of capital," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.01.005.
• Fricke, Daniel & Roukny, Tarik, 2020, "Generalists and specialists in the credit market," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.04.014.
• Harasztosi, Péter & Kátay, Gábor, 2020, "Currency matching by non-financial corporations," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105739.
• Chan, Kam Fong & Gray, Philip & Gray, Stephen & Zhong, Angel, 2020, "Political uncertainty, market anomalies and Presidential honeymoons," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105749.