Research classified by Journal of Economic Literature (JEL) codes

2020

• Yaron Lahav & Shireen Meer, 2020, "The effect of induced mood on traders’ preferences in asset markets – experimental evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 1, pages 16-34, October, DOI: 10.1108/RBF-02-2020-0026.
• Hanxiong Zhang & Andrew Urquhart, 2020, "Do momentum and reversal strategies work in commodity futures? A comprehensive study," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 4, pages 375-409, April, DOI: 10.1108/RBF-05-2019-0067.
• Spyros Spyrou, 2020, "Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 4, pages 411-433, April, DOI: 10.1108/RBF-09-2019-0133.
• Oscar Stålnacke, 2020, "Come together: trust, sociability and individual investors' stock-portfolio returns," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 5, pages 647-662, July, DOI: 10.1108/RBF-11-2019-0160.
• Fawzi Hyder & Mahsa Khoshnoud, 2020, "Informed short selling: evidence from economically linked firms," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 5, pages 522-542, September, DOI: 10.1108/RBF-12-2019-0186.
• Tim Alexander Herberger & Felix Reinle, 2020, "A framework for screening and portfolio selection in corporate venture capital," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 3, pages 475-495, April, DOI: 10.1108/SEF-06-2019-0224.
• Florin Aliu & Artor Nuhiu & Besnik A. Krasniqi & Gent Jusufi, 2020, "Modeling the optimal diversification opportunities: the case of crypto portfolios and equity portfolios," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 50-66, November, DOI: 10.1108/SEF-07-2020-0282.
• Corey A. Shank & Brice Dupoyet & Robert Durand & Fernando Patterson, 2020, "The relationship between psychopathy and financial risk and time preferences," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 32-49, June, DOI: 10.1108/SEF-11-2019-0435.
• Chi Kong Chyong & Carmen Li & David Reiner & Fabien Roques, 2020, "A Portfolio approach to wind and solar deployment in Australia," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2022, Aug.
• Godfrey Marozva, 2020, "Stock Market Liquidity and Monetary Policy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 265-275.
• Halil Kukaj & Fisnik Morina & Valdrin Misiri, 2020, "Profitability Analysis of Banks: Comparative Study of Domestic and Foreign Banks in Kosovo," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 87-99.
• Jamaluddin Ahmad & Nurjannah Nonci & Achmad Nurmandi & Eko Priyo Purnomo & Agustiyara, 2020, "What Factors Affect Financial Transparency Reports? A Study of Regional Government Financial Reports in South Sulawesi Province, Indonesia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 525-544.
• Godfrey Marozva, 2020, "Liquidity Mismatch Index and Banks’ Stock Returns," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 930-945.
• Beata Zofia Filipiak & Marek Dylewski & Marcin Kalinowski & Grzegorz Krzykowski, 2020, "Do European Union Funds Have an Impact on the Volume of Corporate Lending? The Case of the Czech Republic, Slovakia and Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 3-22.
• Ioannis N. Kallianiotis & Karen Bianchi & Augustine C. Arize & John Malindretos & Ikechukwu Ndu, 2020, "Financial Assets, Expected Return and Risk, Speculation, Uncertainty, and Exchange Rate Determination," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 3-30.
• Katarzyna Kubiszewska & Marcin Potrykus, 2020, "Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1047-1067.
• Blazej Prusak & Marcin Potrykus, 2020, "Short-term Price Reaction to Involuntary Bankruptcies Filed in Bad Faith: Empirical Evidence from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 873-889.
• Bartlomiej H. Toszek, 2020, "Innovative Arrangements of Waste Management Environment Strategy: The Case of London," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 1024-1032.
• Grzegorz Przekota, 2020, "Application of the Surface Division Method to Segregate Investments in Capital Markets for Shares‘ Portfolio," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 883-896.
• Anna Warchlewska & Krzysztof Waliszewski, 2020, "Who uses Robo-Advisors? The Polish Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 97-114.
• Katarzyna Witczynska, 2020, "The Impact of the Electronic Commerce Market in the Supply Chain during COVID-19 Pandemic in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 648-658.
• Krzysztof Waliszewski & Anna Warchlewska, 2020, "Socio-Demographic Factors Determining Expectation Experienced while Using Modern Technologies in Personal Financial Management (PFM and robo-advice): A Polish Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 893-904.
• Eduardo Sánchez Ruenes & José Antonio Núñez Mora & Martha Beatriz Mota Aragón, 2020, "VaR and CVaR estimates in BRIC’s Oil Sector: A Normal Inverse Gaussian Distribution Approach," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 52, issue 1, pages 207-236, Enero-Jun, DOI: 10.24275/etypuam/ne/522020/Sanchez.
• Roberto J. Santillán-Salgado & Luis Jacob Escobar & Francisco López-Herrera, 2020, "Optimal Hedge Ratios for the Mexican Stock Market Index Futures Contract: A Multivariate GARCH Approach," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 53, issue 2, pages 201-238, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/532020/Santilla.
• Jose Soares Da Fonseca, 2020, "Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 1, pages 26-41, February.
• José Luis Miralles-Quiros & María Mar Miralles-Quiros & Jose Manuel Nogueira, 2020, "Two-Stage Asset Allocation with Data Envelopment Analysis: The Case of Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 5, pages 386-406, November.
• Blanka Let & Karolina Siemaszkiewicz, 2020, "Looking for Alternatives in Times of Market Stress: A Tail Dependence between the European Stock Markets and Bitcoin, Gold and Fine Wine Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 5, pages 407-430, November.
• Silvo Dajcman, 2020, "Households Expectations and Investing in Safe and Risky Financial Assets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 5, pages 431-460, November.
• Periklis Brakatsoulas & Jiri Kukacka, 2020, "Credit Rating Downgrade Risk on Equity Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/13, May, revised May 2020.
• Yifan Liu & Shi-Dong Liang, 2020, "A Global-Optimal Portfolio Theory beyond the R-s Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 1, pages 124-139, March.
• Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara, 2020, "Attention and biases: evidence from tax-inattentive investors," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 523, Feb.
• Andrej Cupák & Pirmin Fessler & Joanne W. Hsu & Piotr R. Paradowski, 2020, "Confidence, Financial Literacy and Investment in Risky Assets: Evidence from the Survey of Consumer Finances," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-004, Jan, DOI: 10.17016/FEDS.2020.004.
• Andrew Y. Chen & Mihail Velikov, 2020, "Zeroing in on the Expected Returns of Anomalies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-039, May, DOI: 10.17016/FEDS.2020.039.
• Mathias Kronlund & Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2020, "Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-078, Sep, DOI: 10.17016/FEDS.2020.078.
• Wayne Passmore & Judit Temesvary, 2020, "Investor Demands for Safety, Bank Capital, and Liquidity Measurement," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-079, Sep, DOI: 10.17016/FEDS.2020.079.
• Gordon Y. Liao & Tony Zhang, 2020, "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1283, May, DOI: 10.17016/IFDP.2020.1283.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2020, "The Effects of Macroeconomic Shocks: Household Financial Distress Matters," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-13, Oct, revised 04 Jan 2024, DOI: 10.18651/RWP2020-13.
• Matthew Famiglietti & Carlos Garriga & Aaron Hedlund, 2020, "The Geography of Housing Market Liquidity During the Great Recession," Review, Federal Reserve Bank of St. Louis, volume 102, issue 1, pages 51-77, DOI: 10.20955/r.102.51-77.
• Linda S. Goldberg & April Meehl, 2020, "Complexity in Large U.S. Banks," Economic Policy Review, Federal Reserve Bank of New York, volume 26, issue 2, pages 1-29, March.
• Marco Cipriani & Roberta De Filippis & Antonio Guarino & Ryan Kendall, 2020, "Trading by Professional Traders: An Experiment," Staff Reports, Federal Reserve Bank of New York, number 939, Aug.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2020, "Who Values Access to College?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue 20-03, pages 1-5, March.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Jessie Romero & Ivan Vidangos, 2020, "Who Values Access to College?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 20, issue 03, March.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2020, "Household Financial Distress and the Burden of 'Aggregate' Shocks," Working Paper, Federal Reserve Bank of Richmond, number 20-12, Sep, DOI: 10.21144/wp20-12.
• Fabrizio Cipollini & Giampiero Gallo & Alessandro Palandri, 2020, "A Dynamic Conditional Approach to Portfolio Weights Forecasting," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_06, May.
• Ekaterina O. Vostrikova & Anna P. Meshkova, 2020, "ESG Criteria in Investment: Foreign and Russian Experience," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 117-129, August, DOI: 10.31107/2075-1990-2020-4-117-129.
• Mircea BAHNA, 2020, "Studiu privind Programarea cu Obiectiv Multiplu pentru optimizarea gestiunii portofoliului," Journal of Financial Studies, Institute of Financial Studies, volume 8, issue 5, pages 154-166, June.
• Iulian Stan, 2020, "Coordonate ale unui model euristic de generare a deciziei de investiţii," Journal of Financial Studies, Institute of Financial Studies, volume 8, issue 5, pages 172-178, June.
• João F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Mathematics, MDPI, volume 8, issue 11, pages 1-16, November.
• Daehyeon Park & Jiyeon Park & Doojin Ryu, 2020, "Volatility Spillovers between Equity and Green Bond Markets," Sustainability, MDPI, volume 12, issue 9, pages 1-12, May.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020, "Are the liquidity and collateral roles of asset bubbles different?," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon, number 2013.
• Mario Cerrato & Danyang Li & Zhekai Zhang, 2020, "Factor Investing and forex Portfolio Management," Working Papers, Business School - Economics, University of Glasgow, number 2020_01, Aug.
• Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2020, "Sharing of longevity basis risk in pension schemes with income-drawdown guarantees," Working Papers, Business School - Economics, University of Glasgow, number 2020_18, Feb.
• Georgios A. Panos & Tatja Karkkainen & Adele Atkinson, 2020, "Financial Literacy and Attitudes to Cryptocurrencies," Working Papers, Business School - Economics, University of Glasgow, number 2020_26, Nov.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli, 2020, "Financial Risk-taking and Differential Bargaining Power within Households," Working Papers, Business School - Economics, University of Glasgow, number 2020_32, Dec.
• Rui Pedro Brito & Pedro Alarcão Judice, 2020, "Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2020-06, May.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning analysis of stock market anomalies under prospect stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:134101.
• Li, Chenxu & Scaillet, Olivier & Shen, Yiwen, 2020, "Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:138414.
• Miroslav Gabrovski & Ioannis Kospentaris, 2020, "Intermediation in Over-the-Counter Markets with Price Transparency," Working Papers, University of Hawaii at Manoa, Department of Economics, number 202017, Jul.
• Gazi Salah Uddin & Jose Arreola Hernandez & Syed Jawad Hussain Shahzad & Sang Hoon Kang, 2020, "Characteristics of spillovers between the US stock market and precious metals and oil," Post-Print, HAL, number hal-02489889, Jun, DOI: 10.1016/j.resourpol.2020.101601.
• Mohamed Amine Boutabba & Yves Rannou, 2020, "Investor strategies and Liquidity Premia in the European Green Bond market," Post-Print, HAL, number hal-02544451, Oct.
• Waqas Hanif & Jose Arreola Hernandez & Perry Sadorsky & Seong-Min Yoon, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," Post-Print, HAL, number hal-02567429, Jan, DOI: 10.1016/j.najef.2019.101065.
• 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," Post-Print, HAL, number hal-02933536, Dec, DOI: 10.1016/j.inteco.2020.06.004.
• Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print, HAL, number hal-02966894, Nov, DOI: 10.1016/j.najef.2020.101219.
• Marianne Andries & Valentin Haddad, 2020, "Information Aversion," Post-Print, HAL, number hal-03052577.
• Sébastien Galanti & Françoise Le Quéré, 2020, "Industrie de la gestion d'actifs : de l'émergence à l'apparition de nouveaux risques," Post-Print, HAL, number hal-03529738, DOI: 10.3917/ecofi.137.0109.
• Hachmi Ben Ameur & Mouna Boujelbène & Jean-Luc Prigent & Emna Triki, 2020, "Optimal Portfolio Positioning on Multiple Assets Under Ambiguity," Post-Print, HAL, number hal-03679693, Jun, DOI: 10.1007/s10614-019-09894-y.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Post-Print, HAL, number halshs-03046219, Feb, DOI: 10.1016/j.jfs.2020.100811.
• Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Qiang Ji, 2020, "Copula-based local dependence among energy, agriculture and metal commodities markets," Working Papers, HAL, number hal-02501815, Apr.
• Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2020, "Testing Sharpe ratio: luck or skill?," Working Papers, HAL, number hal-02886500, Jul.
• David Chambers & Christophe Spaenjers & Eva Maria Steiner, 2020, "The Rate of Return on Real Estate: Long-Run Micro-Level Evidence," Working Papers, HAL, number hal-02896386, Jul, DOI: 10.2139/ssrn.3407236.
• Alexis Louaas & Pierre Picard, 2020, "A pandemic business interruption insurance," Working Papers, HAL, number hal-02941948, Sep.
• George Overton & Olivier de Bandt, 2020, "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database," Working Papers, HAL, number hal-04159696.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020, "Are the liquidity and collateral roles of asset bubbles different?," Working Papers, HAL, number halshs-02536396, Apr.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020, "Are the liquidity and collateral roles of asset bubbles different?," Working Papers, HAL, number halshs-02538704, Apr.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020, "Bet against the trend and cash in profits," Working Papers, HAL, number halshs-02956879, Oct.
• Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2020, "Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19," Working Papers, Copenhagen Business School, Department of Economics, number 1-2021, Oct.
• Armerin, Fredrik, 2020, "Investments with declining cost following a Lévy process," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 20/14, Dec.
• Armerin, Fredrik & Song, Han-Suck, 2020, "A framework for modelling cash flow lags," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 20/17, Dec.
• Holzmeister, Felix & Holmén, Martin & Kirchler, Michael & Stefan, Matthias & Wengström, Erik, 2020, "Delegation Decisions in Finance," Working Papers, Lund University, Department of Economics, number 2020:24, Nov.
• Karlsson, Sune & Mazur, Stepan & Muhinyuza, Stanislas, 2020, "Statistical Inference for the Tangency Portfolio in High Dimension," Working Papers, Örebro University, School of Business, number 2020:10, Oct.
• Schwaab, Bernd & Zhang, Xin & Lucas, André & D’Innocenzo, Enzo, 2020, "Modeling extreme events:time-varying extreme tail shape," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 399, Dec, revised 01 Jun 2023.
• de Oliveira Souza, Thiago, 2020, "The X-value factor," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2020, Feb.
• Souza, Thiago de Oliveira, 2020, "Dollar carry timing," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 10/2020, Oct.
• de Oliveira Souza, Thiago, 2020, "Two out-of-sample forecasting models of the equity premium," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 11/2020, Oct.
• de Oliveira Souza, Thiago, 2020, "Observable implications of the conditional CAPM," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 13/2020, Nov.
• Vega, Alejandro & Velli, Evangelia, 2020, "Health and the share of wealth held in risky assets," Umeå Economic Studies, Umeå University, Department of Economics, number 972, Mar.
• Lundström, Christian, 2020, "On the Profitability of Momentum Strategies and Optimal Leverage Rules," Umeå Economic Studies, Umeå University, Department of Economics, number 974, May.
• Bask, Mikael & Forsberg, Lars & Östling, Andreas, 2020, "Language Tone in Financial News Media and the Cross-Section of Stock Returns," Working Paper Series, Uppsala University, Department of Economics, number 2020:3, Apr.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2020, "Value of Life and Annuity Demand," Working Papers, Human Capital and Economic Opportunity Working Group, number 2020-042, Jun.
• Hong Rim & Robert Setaputra, 2020, "Equity Market Integration And Diversification: Evidence From Emerging And Developed Countries," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 51-59.
• H. W. Wayne Yang & Po-Wei Shen & An-Sing Chen, 2020, "Trimming Effects And Momentum Investing," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 73-87.
• Anas Ahmad Bani Atta & Ainulashikin Marzuki, 2020, "Islamic Vs Conventional Funds Within The Family: Selectivity Skills And Market Timing Ability," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 2, pages 439-462, May, DOI: https://doi.org/10.21098/jimf.v6i2..
• Afifatun Ni’mah & Nisful Laila & Sylva Alif Rusmita & Eko Fajar Cahyono, 2020, "Determinants Of Corporate Bond And Sukuk Ratings In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 3, pages 689-712, August, DOI: https://doi.org/10.21098/jimf.v6i3..
• Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Tien-Ming Yip, 2020, "Do Islamic Equity Style Indices Contain Economic Information?," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 4, pages 895-918, November, DOI: https://doi.org/10.21098/jimf.v6i4..
• Agnes Kovacs & Hamish Low & Patrick Moran, 2020, "Estimating temptation and commitment over the life-cycle," IFS Working Papers, Institute for Fiscal Studies, number W20/24, Jul.
• Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2020, "Capital income taxation under full loss offset provisions of a prospect theory investor," IHS Working Paper Series, Institute for Advanced Studies, number 11, Jan.
• Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2020, "A behavioral economic approach to multiple job holdings with leisure," IHS Working Paper Series, Institute for Advanced Studies, number 23, Sep.
• Ganesh R & Naresh G & Thiyagarajan S, 2020, "Manifesting Overconfidence Bias and Disposition Effect in the Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 19, issue 3, pages 257-284, December.
• Spyros Alogoskoufis & Sam Langfield, 2020, "Regulating the Doom Loop," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 4, pages 251-292, September.
• Sirio Aramonte & Chiara Scotti & Ilknur Zer, 2020, "Measuring the Liquidity Profile of Mutual Funds," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 5, pages 143-178, October.
• Nadyra Rodriguez Arias & Julia Hirsch & Humberto Banda Ortiz, 2020, "Inversión en educación en México: Rendimientos y riesgo," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 35, issue 1, pages 1-25, April.
• Júlio Lobão & Natércia Fortuna & Franklin Silva, 2020, "Do psychological barriers exist in Latin American stock markets?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 35, issue 2, pages 29-56, October.
• Minsuk Kim & Rui Mano & Mr. Mico Mrkaic, 2020, "Do FX Interventions Lead to Higher FX Debt? Evidence from Firm-Level Data," IMF Working Papers, International Monetary Fund, number 2020/197, Sep.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020, "Bet against the trend and cash in profits," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 60-2020.
• Roberto Gallardo Del Ángel, 2020, "Financial time series forecasting using Artificial Neural Networks," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 1, pages 105-122, Enero - M.
• Zenón Hernández Álvarez & María De Jesús Ramos Álvarez, 2020, "El momento óptimo para invertir en una empresa de la agroindustria del café (Una Aplicación de la Teoría de las Opciones Reales)," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 1, pages 123-134, Enero - M.
• Ricardo Jacob Mendoza-Rivera & Luis Enrique García-Pérez & Ana Lorena Jiménez Preciado, 2020, "Bull vs. Bear Oil & Gas Leveraged Exchange Traded Fund: A Rolling Risk-Performance," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 4, pages 647-664, Octubre -.
• Christoph Huber & Jürgen Huber & Michael Kirchler, 2020, "Market shocks and professionals' investment behavior - Evidence from the COVID-19 crash," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2020-11, Nov.
• Rene Schwaiger & Jürgen Huber & Michael Kirchler & Daniel Kleinlercher & Utz Weitzel, 2020, "Unequal Opportunities, Social Groups, and Redistribution: Evidence from the General Population," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2020-26.
• Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen, 2020, "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," Working Papers, Department of Research, Ipag Business School, number 2020-006, Jan.
• Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020, "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," Working Papers, Department of Research, Ipag Business School, number 2020-009, Jan.
• Paulo Silva & Victor Mendes & Margarida Abreu, 2020, "The Disposition Effect Among Mutual Fund Participants: A Re-Examination," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0126, Apr.
• Wu, Ziting & Chen, Xi & Li, Guoxing & Tian, Lin & Wang, Zhan & Xiong, Xiuqin & Yang, Chuan & Zhou, Zijun & Pan, Xiaochuan, 2020, "The Impact of Air Pollution on Attributable Risks and Economic Costs of Hospitalization for Mental Disorders," IZA Discussion Papers, Institute of Labor Economics (IZA), number 12986, Feb.
• Jetter, Michael & Magnusson, Leandro & Roth, Sebastian, 2020, "Becoming Sensitive: Males' Risk and Time Preferences after the 2008 Financial Crisis," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13054, Mar.
• Bjørneby, Marie & Markussen, Simen & Røed, Knut, 2020, "Does the Wealth Tax Kill Jobs?," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13766, Oct.
• Amparo Soler-Domínguez & Juan Carlos Matallín-Sáez & Diego Víctor de Mingo-López & Emili Tortosa-Ausina, 2020, "Social responsible mutual funds and lowcarbon economy," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/15.
• Söhnke M. Bartram & Jürgen Branke & Mehrshad Motahari, 2020, "Artificial intelligence in asset management," Working Papers, Cambridge Judge Business School, University of Cambridge, number 20202001, Mar.
• Jochen Güntner & Benjamin Karner, 2020, "Hedging with commodity futures and the end of normal Backwardation," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2020-21, Nov.
• Tengfei Zhang, 2020, "Manager Uncertainty and Cross-Sectional Stock Returns," 2020 Papers, Job Market Papers, number pzh934, Sep.
• Caio Vigo Pereira & Marcio Laurini, 2020, "Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202014, Sep, revised Sep 2020.
• Caio Vigo Pereira, 2020, "Portfolio Efficiency with High-Dimensional Data as Conditioning Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202015, Sep, revised Sep 2020.
• Dongchen Li & Virginia R. Young, 2020, "Maximizing expected exponential utility of consumption with a constraint on expected time in poverty," Annals of Finance, Springer, volume 16, issue 1, pages 63-99, March, DOI: 10.1007/s10436-019-00354-z.
• Bahman Angoshtari & Tim Leung, 2020, "Optimal trading of a basket of futures contracts," Annals of Finance, Springer, volume 16, issue 2, pages 253-280, June, DOI: 10.1007/s10436-019-00357-w.
• Yaroslav Drokin & Mikhail Zhitlukhin, 2020, "Relative growth optimal strategies in an asset market game," Annals of Finance, Springer, volume 16, issue 4, pages 529-546, December, DOI: 10.1007/s10436-020-00360-6.
• Kangjianan Xie, 2020, "Leakage of rank-dependent functionally generated trading strategies," Annals of Finance, Springer, volume 16, issue 4, pages 573-591, December, DOI: 10.1007/s10436-020-00364-2.
• Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2020, "An evolutionary finance model with a risk-free asset," Annals of Finance, Springer, volume 16, issue 4, pages 593-607, December, DOI: 10.1007/s10436-020-00370-4.
• Jiro Hodoshima & Tetsuya Misawa & Yoshio Miyahara, 2020, "Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 2, pages 155-174, June, DOI: 10.1007/s10690-019-09287-z.
• Octave Jokung & Sovan Mitra, 2020, "Health Care Investment: The Case of Multiple Sources of Risk," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 2, pages 231-255, June, DOI: 10.1007/s10690-019-09291-3.
• Maurice Omane-Adjepong & Imhotep Paul Alagidede, 2020, "Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 4, pages 537-585, December, DOI: 10.1007/s10690-020-09306-4.
• Johan Knif & Dimitrios Koutmos & Gregory Koutmos, 2020, "Higher Co-Moment CAPM and Hedge Fund Returns," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 48, issue 1, pages 99-113, March, DOI: 10.1007/s11293-020-09659-1.
• Niels Wesselhöfft & Wolfgang K. Härdle, 2020, "Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 3, pages 801-826, March, DOI: 10.1007/s10614-019-09913-y.
• Yanlin Shi & Lingbing Feng & Tong Fu, 2020, "Markov Regime-Switching in-Mean Model with Tempered Stable Distribution," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 4, pages 1275-1299, April, DOI: 10.1007/s10614-019-09882-2.
• Hachmi Ben Ameur & Mouna Boujelbène & J. L. Prigent & Emna Triki, 2020, "Optimal Portfolio Positioning on Multiple Assets Under Ambiguity," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 21-57, June, DOI: 10.1007/s10614-019-09894-y.
• Mondher Bellalah & Detao Zhang & Panpan Zhang, 2020, "Optimal Portfolio Choice Under Shadow Costs with Fixed Assets when Time-Horizon Is Uncertain," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 5-20, June, DOI: 10.1007/s10614-020-09991-3.
• Manuel Rupprecht, 2020, "Income and wealth of euro area households in times of ultra-loose monetary policy: stylised facts from new national and financial accounts data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 2, pages 281-302, May, DOI: 10.1007/s10663-018-9416-8.
• Xiu Chen & Fuhai Hong & Xiaojian Zhao, 2020, "Concentration and variability of forecasts in artificial investment games: an online experiment on WeChat," Experimental Economics, Springer;Economic Science Association, volume 23, issue 3, pages 815-847, September, DOI: 10.1007/s10683-019-09632-z.
• Jonathan P. Beauchamp & Daniel J. Benjamin & David I. Laibson & Christopher F. Chabris, 2020, "Measuring and controlling for the compromise effect when estimating risk preference parameters," Experimental Economics, Springer;Economic Science Association, volume 23, issue 4, pages 1069-1099, December, DOI: 10.1007/s10683-019-09640-z.
• Ciril Bosch-Rosa & Thomas Meissner, 2020, "The one player guessing game: a diagnosis on the relationship between equilibrium play, beliefs, and best responses," Experimental Economics, Springer;Economic Science Association, volume 23, issue 4, pages 1129-1147, December, DOI: 10.1007/s10683-020-09642-2.
• Patrick Hable & Patrick Launhardt, 2020, "Aggregate insider trading and the prediction of corporate credit spread changes," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 1, pages 1-31, March, DOI: 10.1007/s11408-020-00344-6.
• Jules Clement Mba & Sutene Mwambi, 2020, "A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 199-214, June, DOI: 10.1007/s11408-020-00346-4.
• Tania Morris & Jules Comeau, 2020, "Portfolio creation using artificial neural networks and classification probabilities: a Canadian study," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 133-163, June, DOI: 10.1007/s11408-020-00350-8.
• Tim A. Herberger & Matthias Horn & Andreas Oehler, 2020, "Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 179-197, June, DOI: 10.1007/s11408-020-00356-2.
• Gilles Boevi Koumou, 2020, "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 267-312, September, DOI: 10.1007/s11408-020-00352-6.
• Arnaud Gougler & Sebastian Utz, 2020, "Factor exposures and diversification: Are sustainably screened portfolios any different?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 221-249, September, DOI: 10.1007/s11408-020-00354-4.
• Marcos Escobar-Anel & Andreas Lichtenstern & Rudi Zagst, 2020, "Behavioral portfolio insurance strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 353-399, December, DOI: 10.1007/s11408-020-00353-5.
• Yu Yang & Yonghong Wu & Benchawan Wiwatanapataphee, 2020, "Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 401-427, December, DOI: 10.1007/s11408-020-00360-6.
• Minoru Tachibana, 2020, "Flight-to-quality in the stock–bond return relation: a regime-switching copula approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 429-470, December, DOI: 10.1007/s11408-020-00361-5.
• Kobana Abukari & Isaac Otchere, 2020, "Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 471-505, December, DOI: 10.1007/s11408-020-00363-3.
• Pedro Raffy Vartanian, 2020, "Volatility transmission between commodities and Ibovespa in the period 2000–2016: Is there a possibility of diversification?," International Economics and Economic Policy, Springer, volume 17, issue 2, pages 483-501, May, DOI: 10.1007/s10368-019-00458-x.
• Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2020, "The effects of income taxation on entrepreneurial investment: A puzzle?," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 27, issue 6, pages 1321-1363, December, DOI: 10.1007/s10797-020-09606-5.
• Andreas G. F. Hoepner & Lisa Schopohl, 2020, "State Pension Funds and Corporate Social Responsibility: Do Beneficiaries’ Political Values Influence Funds’ Investment Decisions?," Journal of Business Ethics, Springer, volume 165, issue 3, pages 489-516, September, DOI: 10.1007/s10551-018-4091-z.
• M. W. Luke Chan & Dan Sabrina Gong & Terry A. Yip, 2020, "Return on violin and macroeconomic fluctuation," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 44, issue 2, pages 339-346, June, DOI: 10.1007/s10824-019-09356-1.
• Belma Öztürkkal & Aslı Togan-Eğrican, 2020, "Art investment: hedging or safe haven through financial crises," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 44, issue 3, pages 481-529, September, DOI: 10.1007/s10824-019-09371-2.
• Dominik Buttler & Eva Sierminska, 2020, "Career or Flexible Work Arrangements? Gender Differences in Self-employment in a Young Market Economy," Journal of Family and Economic Issues, Springer, volume 41, issue 1, pages 70-95, March, DOI: 10.1007/s10834-020-09668-x.
• Miha Dominko & Miroslav Verbič, 2020, "Subjective Quality of Life and Stock Market Participation of the Elderly: A Structural Equation Modelling Approach," Journal of Family and Economic Issues, Springer, volume 41, issue 3, pages 505-519, September, DOI: 10.1007/s10834-020-09673-0.
• Gunter Löffler, 2020, "The Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Risk," Journal of Financial Services Research, Springer;Western Finance Association, volume 58, issue 1, pages 39-57, August, DOI: 10.1007/s10693-019-00321-9.
• Dimitris K. Chronopoulos & George Dotsis & Nikolaos T. Milonas, 2020, "International Evidence on the Determinants of Domestic Sovereign Debt Bank Holdings," Journal of Financial Services Research, Springer;Western Finance Association, volume 58, issue 2, pages 143-160, December, DOI: 10.1007/s10693-019-00326-4.
• Viktoriya Lantushenko & Edward Nelling, 2020, "New Positions in Mutual Fund Portfolios: Implications for Fund Alpha," Journal of Financial Services Research, Springer;Western Finance Association, volume 58, issue 2, pages 161-198, December, DOI: 10.1007/s10693-019-00329-1.
• M. Sriram, 2020, "Do firm specific characteristics and industry classification corroborate voluntary disclosure of financial ratios: an empirical investigation of S&P CNX 500 companies," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 24, issue 2, pages 431-448, June, DOI: 10.1007/s10997-018-9414-z.
• Zeineb Barka & Taher Hamza, 2020, "The effect of large controlling shareholders on equity prices in France: monitoring or entrenchment?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 24, issue 3, pages 769-798, September, DOI: 10.1007/s10997-019-09484-y.
• Bing Zhu & Stanimira Milcheva, 2020, "The Pricing of Spatial Linkages in Companies’ Underlying Assets," The Journal of Real Estate Finance and Economics, Springer, volume 61, issue 3, pages 443-475, October, DOI: 10.1007/s11146-018-9666-z.
• Peng Liu & Nathan Mauck & S. McKay Price, 2020, "Are Government Owned Investment Funds Created Equal? Evidence from Sovereign Wealth Fund Real Estate Acquisitions," The Journal of Real Estate Finance and Economics, Springer, volume 61, issue 4, pages 698-729, November, DOI: 10.1007/s11146-019-09730-y.
• Wan-Yi Chiu, 2020, "The global minimum variance hedge," Review of Derivatives Research, Springer, volume 23, issue 2, pages 121-144, July, DOI: 10.1007/s11147-019-09159-8.
• Hsiao-Fen Hsiao & Jiang-Chuan Huang & Zheng-Wei Lin, 2020, "Portfolio construction using bootstrapping neural networks: evidence from global stock market," Review of Derivatives Research, Springer, volume 23, issue 3, pages 227-247, October, DOI: 10.1007/s11147-019-09163-y.
• Xinyuan Liu & Zaiyan Wei & Mo Xiao, 2020, "Platform Mispricing and Lender Learning in Peer-to-Peer Lending," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 56, issue 2, pages 281-314, March, DOI: 10.1007/s11151-019-09733-2.
• Liu Hong & Yongjia Li & Kangzhen Xie & Claire J. Yan, 2020, "On the Market Timing of Hedging: Evidence from U.S. Oil and Gas Producers," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 297-334, January, DOI: 10.1007/s11156-019-00790-y.
• Frank O. Kwabi & Chandra Thapa & Krishna Paudyal & Suman Neupane, 2020, "Suboptimal international equity portfolio diversification and stock market development," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 389-412, January, DOI: 10.1007/s11156-019-00793-9.
• Dimitrios Koutmos & Bochen Wu & Qi Zhang, 2020, "In search of winning mutual funds in the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 589-616, February, DOI: 10.1007/s11156-019-00800-z.
• Peng-Chia Chiu & Timothy D. Haight, 2020, "Investor learning, earnings signals, and stock returns," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 671-698, February, DOI: 10.1007/s11156-019-00803-w.
• Byoung Uk Kang & Jin-Mo Kim & Oded Palmon & Zhaodong Zhong, 2020, "Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1247-1278, May, DOI: 10.1007/s11156-019-00824-5.
• Yao Zheng & Eric Osmer & Liancun Zheng, 2020, "Can mutual funds time investor sentiment?," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1449-1486, May, DOI: 10.1007/s11156-019-00831-6.
• Douglas W. Blackburn & Nusret Cakici, 2020, "Tangible and intangible information in emerging markets," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1509-1527, May, DOI: 10.1007/s11156-019-00833-4.
• Tavy Ronen & Oleg Sokolinskiy & Ben Sopranzetti, 2020, "The risk management implications of using end of day consensus pricing for single name CDS," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 1, pages 269-304, July, DOI: 10.1007/s11156-019-00843-2.
• Oleg Sokolinskiy, 2020, "Conditional dependence in post-crisis markets: dispersion and correlation skew trades," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 2, pages 389-426, August, DOI: 10.1007/s11156-019-00847-y.
• Muhammad Kashif & Francesco Menoncin & Iqbal Owadally, 2020, "Optimal portfolio and spending rules for endowment funds," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 2, pages 671-693, August, DOI: 10.1007/s11156-019-00856-x.
• Spyros I. Spyrou, 2020, "Valuation ratio style investing and economic sentiment: evidence from major Eurozone markets," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 827-856, October, DOI: 10.1007/s11156-019-00861-0.
• Nathan Lael Joseph & Thi Thuy Anh Vo & Asma Mobarek & Sabur Mollah, 2020, "Volatility and asymmetric dependence in Central and East European stock markets," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1241-1303, November, DOI: 10.1007/s11156-020-00874-0.
• Klaus Grobys & Sami Vähämaa, 2020, "Another look at value and momentum: volatility spillovers," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1459-1479, November, DOI: 10.1007/s11156-020-00880-2.
• Bihary, Zsolt & Víg, Attila András, 2020, "Heterogén kereskedési stratégiák hatása a piaci árfolyamokra
  [The effect of heterogeneous commercial strategies on market exchange rates]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 688-707, DOI: 10.18414/KSZ.2020.7-8.688.
• Hevér, Judit, 2020, "A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben
  [The effect of regulation on market liquidity: a general equilibrium approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 708-733, DOI: 10.18414/KSZ.2020.7-8.708.
• Neszveda, Gábor & Csillag, Balázs, 2020, "A gazdasági várakozások hatása a tőzsdei momentumstratégiára
  [The impact of economic expectations on the momentum trading strategy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1093-1111, DOI: 10.18414/KSZ.2020.11.1093.
• Váradi, Kata & Teszárik, Eszter, 2020, "A magyar festménypiac pénzügyi szemmel
  [The Hungarian market for paintings, from a financial point of view]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1271-1298, DOI: 10.18414/KSZ.2020.12.1271.
• Christine Laudenbach & Benjamin Loos & Jenny Pirschl & Johannes Wohlfart, 2020, "The Trading Response of Individual Investors to Local Bankruptcies," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 20-08, Mar.
• Christopher Roth & Sonja Settele & Johannes Wohlfart, 2021, "Risk Exposure and Acquisition of Macroeconomic Information," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 20-24, 01.
• Chiaki Hara, 2020, "A Ranking over "More Risk Averse Than" Relations and its Application to the Smooth Ambiguity Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1019, Jan.
• Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020, "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers, Lancaster University Management School, Economics Department, number 305661169.
• Juan Manuel Gómez R & José Alfredo Jiménez M, 2020, "Optimal portfolio selection based on first and second order Markov chains," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 92, pages 33-66, Enero-Jun, DOI: 10.17533/udea.le.n92a02.
• Sébastien GALANTI & Françoise LE QUERE, 2020, "Industrie de la gestion d’actifs : de l’émergence à l’apparition de nouveaux risques," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2827.