Research classified by Journal of Economic Literature (JEL) codes

2021

• 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.
• Yue Xu, 2021, "Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-03, Jan.
• Rojo-Ramírez, Alfonso A., 2021, "Rendimiento mínimo del inversor-propietario. El caso de la empresa pyme familiar," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, volume 5, issue 1, pages 287-287, January, DOI: 10.26784/sbir.v5i1.287.
• Ahmed Mohamed Hassan Alnagar & Anwar Hasan Abdullah Othman & Azman Mohd. Noor & Habeebullah Zakariyah, 2021, "Pricing Mechanism and Yield Curve for Sukuk Issuances in Saudi Arabia آلية التسعير ومنحنى العائد لإصدارات الصكوك في المملكة العربية السعودية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 34, issue 3, pages 3-28, October, DOI: 10.4197/Islec.34-3.1.
• Tufan Sarıtaş & Erdi Bayram, 2021, "The Effects of Foreign Trade on Participation Index: ARDL Bounds Testing Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue 115, pages 59-76, April, DOI: https://doi.org/10.33203/mfy.792982.
• Aslı Aybars & Mehtap Öner & Emre Zehir, 2021, "Corporate Governance and Portfolio Performance: Evidence From BRICS Countries," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue 116, pages 57-72, October, DOI: https://doi.org/10.33203/mfy.829883.
• Şener İlter & Remzi Gök, 2021, "The Impact of Credit Default Swaps (CDS) on Foreign Direct and Portfolio Investment: The Case of Turkey," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue Special2, pages 233-252, January, DOI: https://doi.org/10.33203/mfy.844208.
• Hidayet Beyhan & Burç Ülengin, 2021, "Modelling an Artificial Financial Market: Agent Based Approach," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue Special2, pages 71-96, January, DOI: https://doi.org/10.33203/mfy.849275.
• Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2021, "Incentive Constrained Risk Sharing, Segmentation, and Asset Pricing," American Economic Review, American Economic Association, volume 111, issue 11, pages 3575-3610, November, DOI: 10.1257/aer.20181707.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2021, "Five Facts about Beliefs and Portfolios," American Economic Review, American Economic Association, volume 111, issue 5, pages 1481-1522, May, DOI: 10.1257/aer.20200243.
• Ralph Luetticke, 2021, "Transmission of Monetary Policy with Heterogeneity in Household Portfolios," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 2, pages 1-25, April, DOI: 10.1257/mac.20190064.
• Felipe S. Iachan & Plamen T. Nenov & Alp Simsek, 2021, "The Choice Channel of Financial Innovation," American Economic Journal: Macroeconomics, American Economic Association, volume 13, issue 2, pages 333-372, April, DOI: 10.1257/mac.20180429.
• Hanan Morsy & Eman Moustafa & Tiguene Nabassaga & Mustafa Yenice, 2021, "Investor Herding and Spillovers in African Debt Markets," AEA Papers and Proceedings, American Economic Association, volume 111, pages 607-610, May, DOI: 10.1257/pandp.20211118.
• Gabriel Montes Rojas & Luciano De Castro & Antonio Galvao & José Olmo & Kim Jeong Yeol, 2021, "Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4494, Nov.
• Agus Syarip Hidayat & Wee Ching Pok, 2021, "The Effect of Credit Rationing on the Probability of SMEs Investing," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 11, issue 2, pages 18-38.
• Chris van Heerden, 2021, "Selecting the Ideal Risk-Free Rate Proxy for the South African Market," The African Finance Journal, Africagrowth Institute, volume 23, issue 2, pages 1-21.
• Charles Raoul Tchuinkam Djemo & John Weirstrass Muteba Mwamba & Mathias Mandla Manguzvane, 2021, "Exchange Rate Risk and International Equity Portfolio Diversification: A South African Investor’s Perspective," The African Finance Journal, Africagrowth Institute, volume 23, issue 2, pages 36-49.
• Ahmadi, Maryam & Manera, Matteo, , "Oil Price Shocks and Economic Growth in Oil-Exporting Countries," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 311052, DOI: 10.22004/ag.econ.311052.
• Delia Andreea FLOREA & Diana Iulia OPRIȘ, 2021, "Stock Valuation Methods," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 1, pages 32-38, January, DOI: 10.37945/cbr.2021.01.04.
• Bogdan Cosmin GOMOI, 2021, "Study Regarding the Development of an Investment Project. (I) – Identifying the Main Suppliers and Customers," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 5, pages 35-43, May, DOI: 10.37945/cbr.2021.05.04.
• Bogdan Cosmin GOMOI, 2021, "Study Regarding the Development of an Investment Project. (II) – Estimating the Cost of Project and Identifying the Main Income and Expense Flows," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 6, pages 26-37, June, DOI: 10.37945/cbr.2021.06.04.
• Bogdan Cosmin GOMOI, 2021, "Study Regarding the Development of an Investment Project. (III) – Project Evaluation," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 7, pages 25-34, July, DOI: 10.37945/cbr.2021.07.03.
• Nuriye Yetgin & Ersan Ersoy, 2021, "Firmaların BIST Kurumsal Yönetim Endeksine Alınmasının Hisse Senedi Getirisine Etkisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 1, pages 181-200, DOI: 10.30784/epfad.893382.
• Sureyya Burcu Avcı, 2021, "IPO Valuation and IPO Inter-Industry Effects," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 2, pages 418-438, DOI: 10.30784/epfad.831246.
• Tuğberk Çitilci, 2021, "Finansta Makinelerin Yükselişi: Koşul Bazlı Algoritma İle TCMB Faiz Kararına Bağlı Forex Piyasalarında Otomatik İşlem Açma," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue SI, pages 18-32, DOI: 10.30784/epfad.1025253.
• Stanislav PERMINOV, 2021, "Trends in the development of regional trust management markets," Access Journal, Access Press Publishing House, volume 2, issue 3, pages 261-273, September, DOI: 10.46656/access.2021.2.3(5).
• D.G. Artemyev & N.A. Kuznetsov & D.V. Gergert, 2021, "The Influence of Media Coverage of Corporate Social Responsibility Projects on the Market Value of Shares of Russian Companies," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 20, issue 4, pages 750-774, DOI: http://dx.doi.org/10.15826/vestnik..
• Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021, "Diversification Potential in Real Estate Portfolios," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021001, Feb.
• D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021, "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021003, Mar.
• Lassance, Nathan & Vrins, Frédéric, 2021, "Portfolio Selection: A Target-Distribution Approach," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021005, Jul.
• D’Hondt, Catherine & Elhichou Elmaya, Younes & Petitjean, Mikael, 2021, "Blaming or praising passive ETFs?," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021008, Aug.
• D’Hondt, Catherine & De Winne, Rudy & Todorovic, Aleksandar, 2021, "Target Returns and Negative Interest Rates," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021011, Nov.
• Desagre, Christophe & D’Hondt, Catherine, 2021, "Googlization and retail trading activity," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021001, Jan, DOI: https://doi.org/10.1016/j.jbef.2020.
• De Winne, Rudy, 2021, "Measuring the disposition effect," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021002, Jan, DOI: https://doi.org/10.1016/j.jbef.2021.
• D’Hondt, Catherine & McGowan, Richard & Roger, Patrick, 2021, "Trading leveraged Exchange-Traded products is hazardous to your wealth," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021004, Jan, DOI: https://doi.org/10.1016/j.qref.2021.
• Candelon, Bertrand & Fuerst, Franz & Hasse, Jean-Baptiste, 2021, "Diversification potential in real estate portfolios," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021009, Apr, DOI: https://doi.org/10.1016/j.inteco.20.
• Corneille, O. & D’Hondt, Catherine & De Winne, Rudy & Efendic, E. & Todorovic, Aleksandar, 2021, "What leads people to tolerate negative interest rates on their savings?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021011, May, DOI: https://doi.org/10.1016/j.socec.202.
• D’Hondt, Catherine & De Winne, Rudy & Merli, Maxime, 2021, "Do retail investors bite off more than they can chew? A close look at their return objectives," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021015, Jun, DOI: https://doi.org/10.1016/j.jebo.2021.
• D’Hondt, Catherine & Merli, Maxime & Roger, Tristan, 2021, "What drives retail portfolio exposure to ESG factors?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021020, Jan, DOI: https://doi.org/10.1016/j.frl.2021..
• Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2021, "The Effects of Forward Guidance: Theory with Measured Expectations," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 126, Nov.
• Heiner Mikosch & Christopher Roth & Samad Sarferaz & Johannes Wohlfart, 2021, "Uncertainty and Information Acquisition: Evidence from Firms and Households," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 129, Dec.
• Gabriel Montes-Rojas & Luciano de Castro & Antonio F. Galvao & Jeong Yeol Kim & José Olmo, 2021, "Experiments on portfolio selection: a comparison between quantile preferences and expected utility decision models," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET), number 2021-68, Dec.
• Shiqi Chen & Bart M. Lambrecht, 2021, "Do Capital Structure Models Square with the Dynamics of Payout?," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 271-299, November, DOI: 10.1146/annurev-financial-010421-08.
• Jing-Zhi Huang & Zhan Shi, 2021, "What Do We Know About Corporate Bond Returns?," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 363-399, November, DOI: 10.1146/annurev-financial-110118-12.
• Theresa Kuchler & Johannes Stroebel, 2021, "Social Finance," Annual Review of Financial Economics, Annual Reviews, volume 13, issue 1, pages 37-55, November, DOI: 10.1146/annurev-financial-101320-06.
• Alp Simsek, 2021, "The Macroeconomics of Financial Speculation," Annual Review of Economics, Annual Reviews, volume 13, issue 1, pages 335-369, August, DOI: 10.1146/annurev-economics-092120-05.
• Алимбетова И.С. // Alimbetova I.S. & Кадырбеков Т.Ж. // Kadyrbekov Т.Zh. & Мустафин Е.Т. // Mustafin Ye.Т. & Ыбраев Ж.Ж. // Ybrayev Zh.Zh., 2021, "Ликвидность рынка ГЦБ: проблемы и перспективы решений // Liquidity of the government securities market: problems and prospects for solutions," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2, pages 27-45.
• Алимбетова Индира // Alimbetova Indira & Кадырбеков Темирлан // Kadyrbekov Temirlan & Мустафин Ерулан // Mustafin Yerulan & Ыбраев Жандос // Ybrayev Zhandos, 2021, "Ликвидность рынка государственных ценных бумаг: проблемы и перспективы решений // Liquidity of the government securities market– issues and prospects of solutions," Working Papers, National Bank of Kazakhstan, number #2021-5.
• Gilles Boevi KOUMOU & Georges DIONNE, 2021, "Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation," Working Papers, Africa Institute for Research in Economics and Social Sciences, number 7, Jun.
• Fatmir Besimi & Ana Bisheva, 2021, "A Comparative analysis of the explanatory power of the CAPM and the Fama-French three-factor model on cross-sectional variation of returns on stocks trading on the Official market of the Macedonian Stock exchange," Economy, Business & Development: An International Journal, Ss. Cyril and Methodius University in Skopje, Faculty of Economics-Skopje, volume 2, issue 1, pages 1-11, May, DOI: 10.47063/ebd.00002.
• Pawel Kliber & Anna Rutkowska-Ziarko, 2021, "Portfolio choice with a fundamental criterion – an algorithm and practical applicationon – a computation methods and empirical analysis," International Journal of Economic Sciences, European Research Center, volume 10, issue 1, pages 39-52, June.
• Nathan Converse & Eduardo Levy Yeyati & Tomas Williams, 2021, "How ETFs amplify the global financial cycle in emerging markets," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 57, Apr.
• Victor Olkhov, 2021, "To VaR, or Not to VaR, That is the Question," Papers, arXiv.org, number 2101.08559, Jan, revised Apr 2024.
• Souhir Ben Amor & Michael Althof & Wolfgang Karl Hardle, 2021, "FRM Financial Risk Meter for Emerging Markets," Papers, arXiv.org, number 2102.05398, Feb.
• Elizaveta Zinovyeva & Raphael C. G. Reule & Wolfgang Karl Hardle, 2021, "Understanding Smart Contracts: Hype or Hope?," Papers, arXiv.org, number 2103.08447, Mar.
• Jozef Barunik & Josef Kurka, 2021, "Risks of heterogeneously persistent higher moments," Papers, arXiv.org, number 2104.04264, Apr, revised Mar 2024.
• Thomas Conlon & John Cotter & Iason Kynigakis, 2021, "Machine Learning and Factor-Based Portfolio Optimization," Papers, arXiv.org, number 2107.13866, Jul.
• Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021, "Closed-form portfolio optimization under GARCH models," Papers, arXiv.org, number 2109.00433, Sep.
• Carol Alexander & Jun Deng & Jianfen Feng & Huning Wan, 2021, "Net Buying Pressure and the Information in Bitcoin Option Trades," Papers, arXiv.org, number 2109.02776, Sep, revised Mar 2022.
• Carol Alexander & Xi Chen & Charles Ward, 2021, "Risk-Adjusted Valuation for Real Option Decisions," Papers, arXiv.org, number 2109.04793, Sep.
• Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Bohme, 2021, "Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform," Papers, arXiv.org, number 2109.10958, Sep.
• Marcelo Brutti Righi, 2021, "Star-shaped acceptability indexes," Papers, arXiv.org, number 2110.08630, Oct, revised May 2024.
• Alev{s} v{C}ern'y & Christoph Czichowsky & Jan Kallsen, 2021, "Numeraire-invariant quadratic hedging and mean--variance portfolio allocation," Papers, arXiv.org, number 2110.09416, Oct, revised Jul 2025.
• Marcos Escobar-Anel & Yevhen Havrylenko & Michel Kschonnek & Rudi Zagst, 2021, "Decrease of capital guarantees in life insurance products: can reinsurance stop it?," Papers, arXiv.org, number 2111.03603, Nov.
• Sebastiano Michele Zema & Giorgio Fagiolo & Tiziano Squartini & Diego Garlaschelli, 2021, "Mesoscopic Structure of the Stock Market and Portfolio Optimization," Papers, arXiv.org, number 2112.06544, Dec.
• Jovanka Lili Matic & Natalie Packham & Wolfgang Karl Hardle, 2021, "Hedging Cryptocurrency Options," Papers, arXiv.org, number 2112.06807, Nov, revised Dec 2022.
• Daniel Fehrle, 2021, "Hedging Against Inflation: Housing vs. Equity," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 342, Jun.
• Pavlo Dziuba & Olena Pryiatelchuk & Denys Rusak, 2021, "Equity Markets Risks And Returns: Implications For Global Portfolio Capital Flows During Pandemic And Crisis Periods," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 7, issue 3, DOI: 10.30525/2256-0742/2021-7-3-97-108.
• Petar Peshev, 2021, "Analyzing CFD Retail Investors' Performance in a Post MiFID II Environment," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 53-73.
• Andrey Kudryavtsev, 2021, "Stock Price Dynamics Surrounding Company-Specific Shocks," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 32-45.
• Dimiter Nenkov, 2021, "The S&P 500 Current Record-High Levels against Fundamental PE and PBV Ratios," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 93-113.
• Sébastien Betermier & Nicholas Byrne & Jean-Sébastien Fontaine & Hayden Ford & Jason Ho & Chelsea Mitchell, 2021, "Reaching for yield or resiliency? Explaining the shift in Canadian pension plan portfolios," Staff Analytical Notes, Bank of Canada, number 2021-20, Aug, DOI: 10.34989/san-2021-20.
• Julien Ciccone & Luca Marchiori & Romuald Morhs, 2021, "The flow-performance relationship of global investment Funds," BCL working papers, Central Bank of Luxembourg, number 151, Jan.
• Eduardo Ariel Corso, 2021, "Financial Dollarization in Argentina: A Historical Analysis of a Current Restriction," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 77, pages 72-101, August.
• Eduardo Corso, 2021, "Financial Dollarization in Argentina: A Historical Analysis of a Current Restriction," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 202195, Jul.
• Ali CELÝK, 2021, "Volatility of BIST 100 Returns After 2020, Calendar Anomalies and COVID-19 Effect," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 15, issue 1, pages 61-81.
• Matías Lamas & David Martínez-Miera, 2021, "Sectorial holdings and stock prices: the household-bank nexus," Working Papers, Banco de España, number 2130, Aug.
• Julio A. Crego & Julio Gálvez, 2021, "Brexit: Cyclical dependence in market neutral hedge funds," Working Papers, Banco de España, number 2141, Nov.
• Carmela Aurora Attinà & Pierluigi Bologna, 2021, "TLAC-eligible debt: who holds it? A view from the euro area," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 604, Feb.
• Stefano Antonelli & Flavia Corneli & Fabrizio Ferriani & Andrea Gazzani, 2021, "Benchmark Effects from the Inclusion of Chinese A-shares in the MSCI EM index," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 657, Dec.
• Davide Di Zio & Marco Fanari & Simone Letta & Tommaso Perez & Giovanni Secondin, 2021, "The strategic allocation and sustainability of central banks' investment," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 14, Dec.
• Enrico Bernardini & Johnny Di Giampaolo & Ivan Faiella & Marco Fruzzetti & Simone Letta & Raffaele Loffredo & Davide Nasti, 2021, "Climate and environmental risks: measuring the exposure of investments," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 15, Dec.
• Valentina Michelangeli & Eliana Viviano, 2021, "Can internet banking affect households' participation in financial markets and financial awareness?," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1329, Apr.
• Claudia Maurini & Alessandro Schiavone, 2021, "The catalytic role of IMF programs," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1331, Apr.
• Dal Borgo Mariela, 2021, "Do Bankruptcy Protection Levels Affect Households' Demand for Stocks?," Working Papers, Banco de México, number 2021-03, May.
• Bush Georgia & Cañón Salazar Carlos Iván & Gray Daniel, 2021, "Emerging market capital flows the role of fund manager portfolio allocation," Working Papers, Banco de México, number 2021-13, Sep.
• Andrey Kudryavtsev, 2021, "The Correlation Between Stock Returns Before And After Analyst Recommendation Revisions," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 66, issue 228, pages 69-100, January –.
• Stevan Luković & Stefan Vržina & Milka Grbić & Miloš Pjanić, 2021, "The Neutrality Of Taxation Of Investment Projects In Serbia," Economic Annals, Faculty of Economics and Business, University of Belgrade, volume 66, issue 230, pages 101-134, July – Se.
• Jean-Stéphane Mésonnier & Benoit Nguyen, 2021, "Showing off cleaner hands: mandatory climate-related disclosure by financial institutions and the financing of fossil energy," Working papers, Banque de France, number 800.
• Askandarou Diallo & Luc Jacolin & Isabelle Rabaud, 2021, "Foreign Direct Investment and Domestic Private Investment in Sub-Saharan African Countries: Crowding-In or Out ?," Working papers, Banque de France, number 816.
• Emilie Da Silva & Vincent Grossmann-Wirth & Benoit Nguyen & Miklos Vari, 2021, "Paying Banks to Lend? Evidence from the Eurosystem's TLTRO and the Euro Area Credit Registry," Working papers, Banque de France, number 848.
• Neslihan Fidan Kececi, 2021, "Kriptopara Getirilerinin Piyasa Risklerinin Karsilastirilmasi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 1, pages 55-86, August, DOI: https://doi.org/10.33399/biibfad.81.
• Zehra Abdioglu & Sefanur Aaydın, 2021, "Türkiye için Kredi Temerrüt Takasları ve Pay Senedi Fiyatları Arasındaki Asimetrik Nedensellik Iliskisi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 427-454, December, DOI: https://doi.org/10.33399/biibfad.91.
• Melisso Boschi & Stefano d'Addona & Aditya Goenka, 2021, "Testing external habits in an asset pricing model," Discussion Papers, Department of Economics, University of Birmingham, number 21-11, Jun.
• Karamfil Todorov, 2021, "The anatomy of bond ETF arbitrage," BIS Quarterly Review, Bank for International Settlements, March.
• Raphael Auer & David Tercero-Lucas, 2021, "Distrust or speculation? the socioeconomic drivers of U.S. cryptocurrency investments," BIS Working Papers, Bank for International Settlements, number 951, Jul.
• Karamfil Todorov, 2021, "Passive funds affect prices: evidence from the most ETF-dominated asset classes," BIS Working Papers, Bank for International Settlements, number 952, Jul.
• John J Shim & Karamfil Todorov, 2021, "ETFs, illiquid assets, and fire sales," BIS Working Papers, Bank for International Settlements, number 975, Nov.
• Eric Jondeau & Benoit Mojon & Luiz Awazu Pereira da Silva, 2021, "Building benchmarks portfolios with decreasing carbon footprints," BIS Working Papers, Bank for International Settlements, number 985, Dec.
• Bošnjak Mile & Novak Ivan & Bašić Maja, 2021, "Capital Market Returns and Inflation Nexus in Croatia: Wavelet Coherence Analysis," Business Systems Research, Paradigm, volume 12, issue 2, pages 253-267, December, DOI: 10.2478/bsrj-2021-0031.
• Bevanda Lea-Marija & Zaimović Azra & Arnaut-Berilo Almira, 2021, "Performance of Value and Growth Stocks in the Aftermath of the Global Financial Crisis," Business Systems Research, Paradigm, volume 12, issue 2, pages 268-283, December, DOI: 10.2478/bsrj-2021-0032.
• Axel Möhlmann, 2021, "Interest rate risk of life insurers: Evidence from accounting data," Financial Management, Financial Management Association International, volume 50, issue 2, pages 587-612, June, DOI: 10.1111/fima.12305.
• Michael Ungeheuer & Martin Weber, 2021, "The Perception of Dependence, Investment Decisions, and Stock Prices," Journal of Finance, American Finance Association, volume 76, issue 2, pages 797-844, April, DOI: 10.1111/jofi.12993.
• Shaojun Zhang, 2021, "Limited Risk Sharing and International Equity Returns," Journal of Finance, American Finance Association, volume 76, issue 2, pages 893-933, April, DOI: 10.1111/jofi.12994.
• Kent Daniel & Lorenzo Garlappi & Kairong Xiao, 2021, "Monetary Policy and Reaching for Income," Journal of Finance, American Finance Association, volume 76, issue 3, pages 1145-1193, June, DOI: 10.1111/jofi.13004.
• Jack Favilukis & Stijn Van Nieuwerburgh, 2021, "Out‐of‐Town Home Buyers and City Welfare," Journal of Finance, American Finance Association, volume 76, issue 5, pages 2577-2638, October, DOI: 10.1111/jofi.13057.
• Ľuboš Pástor & Pietro Veronesi, 2021, "Inequality Aversion, Populism, and the Backlash against Globalization," Journal of Finance, American Finance Association, volume 76, issue 6, pages 2857-2906, December, DOI: 10.1111/jofi.13081.
• Marie Brière & Ariane Szafarz, 2021, "When it rains, it pours: Multifactor asset management in good and bad times," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, volume 44, issue 3, pages 641-669, September, DOI: 10.1111/jfir.12257.
• Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Tatjana Schimetschek, 2021, "Optimal social security claiming behavior under lump sum incentives: Theory and evidence," Journal of Risk & Insurance, The American Risk and Insurance Association, volume 88, issue 1, pages 5-27, March, DOI: 10.1111/jori.12302.
• Ge Gao & Mustafa Caglayan & Yuelei Li & Oleksandr Talavera, 2021, "Expert imitation in P2P markets," Manchester School, University of Manchester, volume 89, issue 5, pages 470-485, September, DOI: 10.1111/manc.12321.
• Damian S. Damianov & Diego Escobari, 2021, "Getting on and Moving Up the Property Ladder: Real Hedging in the U.S. Housing Market Before and After the Crisis," Real Estate Economics, American Real Estate and Urban Economics Association, volume 49, issue 4, pages 1201-1237, December, DOI: 10.1111/1540-6229.12276.
• MOROSAN Adrian, 2021, "Trading Stock Market Indices. A Simple Approach," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 73, issue 1, pages 64-73, March.
• IACOB (PIRSCOVEANU) Laura-Madalina & PIRSCOVEANU Cornelia-Cristina, 2021, "The Forecasting Ability Of A Market Model For Shares Issued By Petrom S.A," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 73, issue Special, pages 230-242, December.
• Mahmoud Fatouh & Ioana Neamțu & Sweder van Wijnbergen, 2021, "Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?," Bank of England Staff Working Paper series, Bank of England, number 938, Aug.
• Julia Giese & Michael Joyce & Jack Meaning & Jack Worlidge, 2021, "Preferred habitat investors in the UK government bond market," Bank of England Staff Working Paper series, Bank of England, number 939, Sep.
• Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2021, "An unintended consequence of holding dollar assets," Bank of England Staff Working Paper series, Bank of England, number 953, Dec.
• Eddie Gerba & Petros Katsoulis, 2021, "The repo market under Basel III," Bank of England Staff Working Paper series, Bank of England, number 954, Dec.
• A. Akhileshwari & B. Kishore Babu & Rachana Saxena, 2021, "Forecasting of Net Asset Value of selected Environmental, Social and Governance (ESG) Mutual Funds in India using ARIMA Model," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 24, issue 3, pages 95-106, DOI: 10.32725/acta.2021.014.
• Christian Zimpelmann, 2021, "Stock Market Beliefs and Portfolio Choice in the General Population," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_258, Jan.
• Yuliyan Mitkov & Ulrich Schüwer, 2021, "Unequal and Unstable: Income Inequality and Bank Risk," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2021_261, Jan.
• Staveley-O’Carroll James & Staveley-O’Carroll Olena M., 2021, "International Welfare Spillovers of National Pension Schemes," The B.E. Journal of Macroeconomics, De Gruyter, volume 21, issue 1, pages 363-397, January, DOI: 10.1515/bejm-2019-0207.
• Feng Felix Zhiyu & Lu Will Jianyu & Zhu Caroline H., 2021, "Financial Integration, Savings Gluts, and Asset Price Booms," The B.E. Journal of Theoretical Economics, De Gruyter, volume 21, issue 1, pages 205-238, January, DOI: 10.1515/bejte-2018-0050.
• Wischnewsky Arina & Neuenkirch Matthias, 2021, "Shadow banks and the risk-taking channel of monetary policy transmission in the euro area," German Economic Review, De Gruyter, volume 22, issue 1, pages 97-128, February, DOI: 10.1515/ger-2019-0097.
• Dhaoui Abderrazak & Chevallier Julien & Ma Feng, 2021, "Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 2, pages 1-19, April, DOI: 10.1515/snde-2019-0066.
• Christophe Boucher & Patrick Kouontchou, 2021, "Quête de rendements et crise de la Covid-19 : la crise systémique fantôme," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 229-252.
• Christian Pfister & Natacha Valla, 2021, "Une banque centrale pour le changement climatique ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 241-267.
• Gu, R. & Peng, C. & Zhang, W., 2021, "The Gender Gap in Household Bargaining Power: A Portfolio-Choice Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2130, Apr.
• Helen Mussell, 2021, "Reclaiming the Relational Ontology of the Fiduciary and Exploring Relational Ethics," Working Papers, Centre for Business Research, University of Cambridge, number wp534, Dec.
• Guo, Dong & Zhou, Peng, 2021, "Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/28, Nov.
• Daniele Bianchi & Mykola Babiak, 2021, "A Factor Model for Cryptocurrency Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp710, Nov.
• Felix Haase & Matthias Neuenkirch, 2021, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series, CESifo, number 8828.
• Heinrich Ursprung, 2021, "Financial Returns to Collecting Rare Political Economy Books," CESifo Working Paper Series, CESifo, number 8910.
• Karl Schulz, 2021, "Redistribution of Return Inequality," CESifo Working Paper Series, CESifo, number 8996.
• Raphael A. Auer & David Tercero-Lucas, 2021, "Distrust or Speculation? The Socioeconomic Drivers of U.S. Cryptocurrency Investments," CESifo Working Paper Series, CESifo, number 9287.
• Johannes Maier & Dominik S. Fischer, 2021, "Decomposing the Disposition Effect," CESifo Working Paper Series, CESifo, number 9334.
• Joan Costa-i-Font & Cristina Vilaplana-Prieto, 2021, "Biased Survival Expectations and Behaviours: Does Domain Specific Information Matter?," CESifo Working Paper Series, CESifo, number 9424.
• Christine Laudenbach & Annika Weber & Rüdiger Weber & Johannes Wohlfart, 2021, "Beliefs about the Stock Market and Investment Choices: Evidence from a Survey and a Field Experiment," CESifo Working Paper Series, CESifo, number 9427.
• Heiner Mikosch & Christoher Roth & Samad Sarferaz & Johannes Wohlfart & Christopher Roth, 2021, "Uncertainty and Information Acquisition: Evidence from Firms and Households," CESifo Working Paper Series, CESifo, number 9462.
• Ciril Bosch-Rosa & Daniel Gietl & Frank Heinemann, 2021, "Risk-Taking under Limited Liability: Quantifying the Role of Motivated Beliefs," CESifo Working Paper Series, CESifo, number 9477.
• Markus K. Brunnermeier & Sebastian Merkel & Yuliy Sannikov, 2021, "Debt as Safe Asset," CESifo Working Paper Series, CESifo, number 9500.
• Uluc Aysun & Michael Tseng, 2021, "Regulatory arbitrage and global push factors," Working Papers, University of Central Florida, Department of Economics, number 2021-01, Nov.
• Dal Borgo, Mariela, 2021, "Do bankruptcy protection levels affect households' demand for stocks?," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 564.
• Roxana Mihet, 2021, "Financial Technology and the Inequality Gap," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-04, Jan.
• Lorenzo Bretscher & Lukas Schmid & Ishita Sen & Varun Sharma, 2021, "Institutional Corporate Bond Demand," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-07, Jan.
• Philippe van der Beck & Coralie Jaunin, 2021, "The Equity Market Implications of the Retail Investment Boom," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-12, Feb.
• Mirela Sandulescu & Paul Schneider, 2021, "Mispricing and Uncertainty in International Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-14, Feb.
• Tony Berrada, 2021, "Can the variance after-effect distort stock returns?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-16, Feb.
• Philipp Krueger & Daniel Metzger & Jiaxin Wu, 2021, "The Sustainability Wage Gap," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-17, Mar.
• David Solo & Didier Sornette & Florian Ulmann, 2021, "Dynamical Internal Cost of Capital Driven by Cash Flow Growth," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-24, Mar.
• Marc-Aurèle Divernois & Damir Filipović, 2021, "Event studies on investor sentiment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-33, Apr.
• Rüdiger Fahlenbrach & Eric Jondeau, 2021, "Greening the Swiss National Bank's Portfolio," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-59, Aug.
• Pawel Polak & Urban Ulrych, 2021, "Dynamic Currency Hedging with Ambiguity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-60, Aug.
• Philippe van der Beck, 2021, "Flow-Driven ESG Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-71, Oct.
• Fabio Alessandrini & David Baptista Balula & Eric Jondeau, 2021, "ESG Screening in the Fixed-Income Universe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-77, Nov.
• Michail Anthropelos & Paul Schneider, 2021, "Optimal Investment and Equilibrium Pricing under Ambiguity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-78, Nov.
• Amit Goyal & Ivo Welch & Athanasse Zafirov, 2021, "A Comprehensive Look at the Empirical Performance of Equity Premium Prediction II," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-85, Sep.
• Amit Goyal & Sunil Wahal & M. Deniz Yavuz, 2021, "Picking Partners: Manager Selection in Private Equity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-86, Aug.