Research classified by Journal of Economic Literature (JEL) codes

2021

• Kouaissah, Noureddine, 2021, "Robust conditional expectation reward–risk performance measures," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109827.
• Luo, Pengfei & Lu, Ting & Song, DanDan, 2021, "Real options for an entrepreneur with preferences for liquidity," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109889.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Darendeli, S. Pinar Ceyhan, 2021, "Do investor sentiments drive cryptocurrency prices?," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109980.
• Kim, Taejin, 2021, "Trust and trading volume," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110003.
• Jang, Bong-Gyu & Kim, Taeyoon & Lee, Seungkyu & Park, Seyoung, 2021, "Ambiguity premium and transaction costs," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110007.
• Zhang, Xiaoke & Zhao, Xuankai & Qu, Linshan, 2021, "Do green policies catalyze green investment? Evidence from ESG investing developments in China," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110028.
• Senel, Gonca & Wright, Mark L.J., 2021, "With age comes immaturity: Do countries with older populations issue shorter maturity debt?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110100.
• Schwaiger, Rene & Hueber, Laura, 2021, "Do MTurkers exhibit myopic loss aversion?," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110137.
• Ding, Yi & Li, Yingying & Zheng, Xinghua, 2021, "High dimensional minimum variance portfolio estimation under statistical factor models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 502-515, DOI: 10.1016/j.jeconom.2020.07.013.
• Wang, Hanchao & Peng, Bin & Li, Degui & Leng, Chenlei, 2021, "Nonparametric estimation of large covariance matrices with conditional sparsity," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 53-72, DOI: 10.1016/j.jeconom.2020.09.002.
• Kamil, Nazrol K.M. & Bacha, Obiyathulla I. & Masih, Mansur, 2021, "Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100817.
• Geromichalos, Athanasios & Jung, Kuk Mo & Lee, Seungduck & Carlos, Dillon, 2021, "A model of endogenous direct and indirect asset liquidity," European Economic Review, Elsevier, volume 132, issue C, DOI: 10.1016/j.euroecorev.2020.103627.
• Demiralp, Selva & Eisenschmidt, Jens & Vlassopoulos, Thomas, 2021, "Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area," European Economic Review, Elsevier, volume 136, issue C, DOI: 10.1016/j.euroecorev.2021.103745.
• Platanakis, Emmanouil & Sutcliffe, Charles & Ye, Xiaoxia, 2021, "Horses for courses: Mean-variance for asset allocation and 1/N for stock selection," European Journal of Operational Research, Elsevier, volume 288, issue 1, pages 302-317, DOI: 10.1016/j.ejor.2020.05.043.
• Labidi, Chiraz & Laribi, Dorra & Ureche-Rangau, Loredana, 2021, "National culture and socially responsible fund flows," Emerging Markets Review, Elsevier, volume 46, issue C, DOI: 10.1016/j.ememar.2020.100751.
• Liu, Weiyi & Liu, Yangyi & Luo, Ronghua & Ding, Yue, 2021, "Ability parity model for optimal fund allocation: Evidence from China's mutual fund markets," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2021.100804.
• Zhu, Hong-bing & Zhang, Bing & Yang, Li-hua, 2021, "The gambling preference and stock price: Evidence from China's stock market," Emerging Markets Review, Elsevier, volume 49, issue C, DOI: 10.1016/j.ememar.2021.100803.
• Li, Rui & Wang, Tianyu & Zhou, Mingshan, 2021, "Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey," Journal of Empirical Finance, Elsevier, volume 60, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2020.10.005.
• Cheng, Tingting & Yan, Cheng & Yan, Yayi, 2021, "Improved inference for fund alphas using high-dimensional cross-sectional tests," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 57-81, DOI: 10.1016/j.jempfin.2020.12.002.
• Liu, Xin, 2021, "Diversification in lottery-like features and portfolio pricing discount: Evidence from closed-end funds," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 1-11, DOI: 10.1016/j.jempfin.2021.02.001.
• Merkle, Christoph & Sextroh, Christoph J., 2021, "Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 159-178, DOI: 10.1016/j.jempfin.2021.03.004.
• Kong, Dongmin & Lin, Chen & Liu, Shasha & Tan, Weiqiang, 2021, "Whose money is smart? Individual and institutional investors’ trades based on analyst recommendations," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 234-251, DOI: 10.1016/j.jempfin.2021.04.001.
• Osinga, Albert Jakob & Schauten, Marc B.J. & Zwinkels, Remco C.J., 2021, "Timing is money: The factor timing ability of hedge fund managers," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 266-281, DOI: 10.1016/j.jempfin.2021.04.007.
• Farkas, Miklós & Váradi, Kata, 2021, "Do leveraged warrants prompt individuals to speculate on stock price reversals?," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 164-176, DOI: 10.1016/j.jempfin.2021.07.001.
• Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021, "Forecasting stock returns with large dimensional factor models," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 252-269, DOI: 10.1016/j.jempfin.2021.07.009.
• Calice, Giovanni & Lin, Ming-Tsung, 2021, "Exploring risk premium factors for country equity returns," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 294-322, DOI: 10.1016/j.jempfin.2021.07.003.
• Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei, 2021, "Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 42-56, DOI: 10.1016/j.jempfin.2021.05.003.
• Uhr, Charline & Meyer, Steffen & Hackethal, Andreas, 2021, "Smoking hot portfolios? Trading behavior, investment biases, and self-control failure," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 73-95, DOI: 10.1016/j.jempfin.2021.05.006.
• Brown, Sarah & Gray, Daniel & Harris, Mark N. & Spencer, Christopher, 2021, "Household portfolio allocation, uncertainty, and risk," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 96-117, DOI: 10.1016/j.jempfin.2021.05.004.
• Song, Reo & Jang, Sungha & Wang, Yingdi & Hanssens, Dominique M. & Suh, Jaebeom, 2021, "Reinforcement learning and risk preference in equity linked notes markets," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 224-246, DOI: 10.1016/j.jempfin.2021.09.004.
• Lin, Chaonan & Chen, Hong-Yi & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2021, "Time-dependent lottery preference and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 272-294, DOI: 10.1016/j.jempfin.2021.09.005.
• Zheng, Zhigang & Tang, Ke & Liu, Yaodong & Guo, Jie Michael, 2021, "Gender and herding," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 379-400, DOI: 10.1016/j.jempfin.2021.10.005.
• Makkonen, Adam & Vallström, Daniel & Uddin, Gazi Salah & Rahman, Md Lutfur & Haddad, Michel Ferreira Cardia, 2021, "The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105377.
• Gu, Yan & Ho, Kung-Cheng & Yan, Cheng & Gozgor, Giray, 2021, "Public environmental concern, CEO turnover, and green investment: Evidence from a quasi-natural experiment in China," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105379.
• Chincarini, Ludwig B. & Moneta, Fabio, 2021, "The challenges of oil investing: Contango and the financialization of commodities," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105443.
• Guo, Dong & Zhou, Peng, 2021, "Green bonds as hedging assets before and after COVID: A comparative study between the US and China," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105696.
• Ahmed, Abdullahi D. & Huo, Rui, 2021, "Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2020.104741.
• Dai, Zhifeng & Zhou, Huiting & Kang, Jie & Wen, Fenghua, 2021, "The skewness of oil price returns and equity premium predictability," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105069.
• Díaz, Antonio & Escribano, Ana, 2021, "Sustainability premium in energy bonds," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105113.
• Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021, "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105175.
• Kang, Sanghoon & Hernandez, Jose Arreola & Sadorsky, Perry & McIver, Ronald, 2021, "Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs," Energy Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.eneco.2021.105278.
• Chandra Setiawan, Indra & Indarto, & Deendarlianto,, 2021, "Quantitative analysis of automobile sector in Indonesian automotive roadmap for achieving national oil and CO2 emission reduction targets by 2030," Energy Policy, Elsevier, volume 150, issue C, DOI: 10.1016/j.enpol.2021.112135.
• Nunes, Luis Eduardo & Lima, Marcus Vinicius Andrade de & Davison, Matthew & Leite, André Luis da Silva, 2021, "Switch and defer option in renewable energy projects: Evidences from Brazil," Energy, Elsevier, volume 231, issue C, DOI: 10.1016/j.energy.2021.120972.
• Annaert, Jan & Verdickt, Gertjan, 2021, "Go active or stay passive: Investment trust, financial innovation and diversification in Belgium's early days," Explorations in Economic History, Elsevier, volume 79, issue C, DOI: 10.1016/j.eeh.2020.101378.
• Khemka, Gaurav & Steffensen, Mogens & Warren, Geoffrey J., 2021, "How sub-optimal are age-based life-cycle investment products?," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101619.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2021, "Investor heterogeneity and momentum-based trading strategies in China," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101654.
• Kizys, Renatas & Tzouvanas, Panagiotis & Donadelli, Michael, 2021, "From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101663.
• Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101666.
• Pho, Kim Hung & Ly, Sel & Lu, Richard & Hoang, Thi Hong Van & Wong, Wing-Keung, 2021, "Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101674.
• Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
• Rendall, Stella & Brooks, Chris & Hillenbrand, Carola, 2021, "The impacts of emotions and personality on borrowers’ abilities to manage their debts," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101703.
• Gong, Pu & Wen, Zhuzhu & Xiong, Xiong & Gong, Cynthia M., 2021, "When do investors gamble in the stock market?," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101712.
• Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Tsionas, Mike G., 2021, "Trading off accuracy for speed: Hedge funds' decision-making under uncertainty," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101728.
• Liu, Hao & Zhang, Qun, 2021, "Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101745.
• González, Maria de la O. & Jareño, Francisco & Skinner, Frank S., 2021, "Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101773.
• Kim, Donghyun & Li, Chengcheng & Wang, Xiaoqiong, 2021, "Risk-taking and performance of government bond mutual funds," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101780.
• Tosun, Onur Kemal, 2021, "Cyber-attacks and stock market activity," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101795.
• Vigo Pereira, Caio, 2021, "Portfolio efficiency with high-dimensional data as conditioning information," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101811.
• Nonejad, Nima, 2021, "Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101818.
• Fang, Dawei & Holmen, Martin & Mavruk, Taylan, 2021, "Meeting new peers: The effects of Morningstar category reassignment on fund flows and star ratings," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101842.
• Fang, Hao & Chung, Chien-Ping & Lu, Yang-Cheng & Lee, Yen-Hsien & Wang, Wen-Hao, 2021, "The impacts of investors' sentiments on stock returns using fintech approaches," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101858.
• Fei, Tianlun & Liu, Xiaoquan, 2021, "Herding and market volatility," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101880.
• Schneider, Julian & Oehler, Andreas, 2021, "Competition for visibility: When do (FX) signal providers employ lotteries?," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101892.
• Ma, Feng & Wang, Ruoxin & Lu, Xinjie & Wahab, M.I.M., 2021, "A comprehensive look at stock return predictability by oil prices using economic constraint approaches," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101899.
• Moraes, Fernando & Cavalcante-Filho, Elias & De-Losso, Rodrigo, 2021, "Unskilled fund managers: Replicating active fund performance with few ETFs," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101900.
• Ndayisaba, Gilbert A. & Ahmed, Abdullahi D., 2021, "Demystifying the paradoxical popularity of stock buybacks in a market environment characterised by high stock prices," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101907.
• Zaremba, Adam & Bilgin, Mehmet Huseyin & Long, Huaigang & Mercik, Aleksander & Szczygielski, Jan J., 2021, "Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101908.
• Miguel, António F. & Chen, Yihao, 2021, "Do machines beat humans? Evidence from mutual fund performance persistence," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101913.
• Kassimatis, Konstantinos, 2021, "Mean-variance versus utility maximization revisited: The case of constant relative risk aversion," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101932.
• Apergis, Nicholas & Chasiotis, Ioannis & Georgantopoulos, Andreas G. & Konstantios, Dimitrios, 2021, "The integration of share repurchases into investment decision-making: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101950.
• Giannikos, Christos I. & Koimisis, Georgios, 2021, "Habits, Wealth and Equity Risk Premium," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101518.
• Mu, Congming & Yan, Jingzhou & Liang, Zhian, 2021, "Optimal risk taking under high-water mark contract with jump risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101460.
• Kellner, Ralf & Rösch, Daniel, 2021, "A Bayesian Re-Interpretation of “significant” empirical financial research," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101402.
• Bazley, William J. & Bonaparte, Yosef & Korniotis, George M., 2021, "Financial Self-awareness: Who Knows What They Don’t Know?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101445.
• Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2021, "Investor sentiment and the pre-FOMC announcement drift," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101443.
• Kinateder, Harald & Papavassiliou, Vassilios G., 2021, "Calendar effects in Bitcoin returns and volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101420.
• Silahli, Baykar & Dingec, Kemal Dincer & Cifter, Atilla & Aydin, Nezir, 2021, "Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101425.
• Huang, Jia & Chen, Zheng, 2021, "Optimal risk asset allocation of a loss-averse bank with partial information under inflation risk," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101513.
• Pardo, Ángel, 2021, "Carbon and inflation," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101519.
• Pham, Quynh Thi Thuy, 2021, "Stock Return Predictability: Evidence Across US Industries," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101531.
• Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2021, "Exploration of safe havens for Africa's stock markets: A test case under COVID-19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101877.
• Gan, Liu & Lv, Wujun & Chen, Yifei, 2021, "Capital structure adjustment speed over the business cycle," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101574.
• Galvani, Valentina, 2021, "The value premium during flights," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101606.
• Hodoshima, Jiro, 2021, "The computational property of the Aumann–Serrano performance index under risk-averse and risk-loving preference," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101588.
• Han, Bingyan & Wong, Hoi Ying, 2021, "Merton’s portfolio problem under Volterra Heston model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101580.
• Ghoul, Sadok El & Karoui, Aymen, 2021, "What's in a (Green) Name? The Consequences of Greening Fund Names on Fund Flows, Turnover, and Performance," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101620.
• Gupta-Mukherjee, Swasti, 2021, "When is money smart? Mutual fund flows and disposable income," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101609.
• Li, Helong & Huang, Qin & Wu, Baiyi, 2021, "Improving the naive diversification: An enhanced indexation approach," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101661.
• Beyene, Nardos & Huang, Peng & Hueng, C. James, 2021, "Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101571.
• ANGHEL, Dan-Gabriel, 2021, "A reality check on trading rule performance in the cryptocurrency market: Machine learning vs. technical analysis," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101655.
• Chen, Wen & Minney, Aaron & Toscas, Peter & Koo, Bonsoo & Zhu, Zili & Pantelous, Athanasios A., 2021, "Personalised drawdown strategies and partial annuitisation to mitigate longevity risk," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101644.
• Wu, Yu & Zhang, Tong, 2021, "Can credit ratings predict defaults in peer-to-peer online lending? Evidence from a Chinese platform," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101724.
• Fang, Jiali & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021, "Do stocks outperform treasury bills in international markets?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101710.
• Ghabri, Yosra & Guesmi, Khaled & Zantour, Ahlem, 2021, "Bitcoin and liquidity risk diversification," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101679.
• Xia, Chuanxin & Yang, Nien-Tzu & Lin, Chaonan & Ko, Kuan-Cheng, 2021, "Multi-market trading, price delay, and return predictability," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101730.
• AlKhazali, Osamah M. & Lean, Hooi Hooi & Mirzaei, Ali & Zoubi, Taisier, 2021, "A comparison of the gold-oil portfolio and oil portfolio: A stochastic dominance approach," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101670.
• Nguyen, Thi Thu Ha & Naeem, Muhammad Abubakr & Balli, Faruk & Balli, Hatice Ozer & Vo, Xuan Vinh, 2021, "Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101739.
• Lee, Dongyeol & Kim, Woo Chang, 2021, "Cost of shareholder engagement by institutional investors under short-swing profit rule," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101700.
• Yan, Youliang & Xu, Xixiong & Lai, Jieji, 2021, "Does Confucian culture influence corporate R&D investment? Evidence from Chinese private firms," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101719.
• Wu, Chunying & Xiong, Xiong & Gao, Ya, 2021, "Performance comparisons between ETFs and traditional index funds: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101740.
• Angerer, Martin & Hoffmann, Christian Hugo & Neitzert, Florian & Kraus, Sascha, 2021, "Objective and subjective risks of investing into cryptocurrencies," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101737.
• Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth, 2021, "Cokurtosis and the Ability of Mutual Fund Managers," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101777.
• Zhang, Yongjie & Wang, Meng & Xiong, Xiong & Zou, Gaofeng, 2021, "Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101786.
• Wen, Fenghua & Zou, Qian & Wang, Xiong, 2021, "The contrarian strategy of institutional investors in Chinese stock market," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101845.
• Horváth, Dominik & Wang, Yung-Lin, 2021, "The examination of Fama-French Model during the Covid-19," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101848.
• Nazaire, Gregory & Pacurar, Maria & Sy, Oumar, 2021, "Factor Investing and Risk Management: Is Smart-Beta Diversification Smart?," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101854.
• Taussig, Roi D., 2021, "Competition risk and expected stock returns," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101860.
• Cupák, Andrej & Fessler, Pirmin & Schneebaum, Alyssa, 2021, "Gender differences in risky asset behavior: The importance of self-confidence and financial literacy," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101880.
• Guo, Rui & Jiang, Ying & Li, Ao & Qiu, Zhigang & Wang, Hefei, 2021, "A model of delegation with a VaR constraint," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101895.
• Bank, Matthias & Insam, Franz, 2021, "Corporate aging and changes in the pricing of stock characteristics," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101908.
• Omura, Akihiro & Roca, Eduardo & Nakai, Miwa, 2021, "Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101914.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Schabek, Tomasz, 2021, "How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101939.
• Maheu, John M. & McCurdy, Thomas H. & Song, Yong, 2021, "Bull and bear markets during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102091.
• Sha, Yezhou & Song, Weijia, 2021, "Can Bitcoin hedge Belt and Road equity markets?," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102129.
• Mazumder, Sharif & Saha, Pritam, 2021, "COVID-19: Fear of pandemic and short-term IPO performance," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101977.
• Kwon, Kyung Yoon & Kang, Jangkoo & Yun, Jaesun, 2021, "Basis-momentum strategies and ranking periods," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101997.
• Kim, Karam & Ryu, Doojin, 2021, "Term structure of sentiment effect on investor trading behavior," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102005.
• Barg, Johannes A. & Drobetz, Wolfgang & Momtaz, Paul P., 2021, "Valuing start-up firms: A reverse-engineering approach for fair-value multiples from venture capital transactions," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102008.
• Joo, Young C. & Park, Sung Y., 2021, "Optimal portfolio selection using a simple double-shrinkage selection rule," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102019.
• Cristi Spulbar & Ramona Birau & Jatin Trivedi, 2021, "Is There a Necessary Prerequisite to Follow Ethical Issues in Entrepreneurship and Business ?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 426-428, August.
• Ramona Birau & Jatin Trivedi & Cristi Spulbar, 2021, "Estimating Volatility and Investment Risk: An Empirical Case Study for NIFTY MIDCAP 50 Index of National Stock Exchange (NSE) in India," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 691-696, August.
• Martínez Patiño, Manuel Andrés & Ariza Garzón, Miller Janny & Cadena Lozano, Javier Bernardo, 2021, "Relevancia del patrón de persistencia de Hurst en la gestión de portafolios de renta variable|| Relevance of Hurst's pattern in equity portfolio management," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 66-82, December, DOI: https://doi.org/10.46661/revmetodos.
• Martin Zurek & Lars Heinrich, 2021, "Bottom-up versus top-down factor investing: an alpha forecasting perspective," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 11-29, February, DOI: 10.1057/s41260-020-00188-9.
• Alexander Swade & Gerrit Köchling & Peter N. Posch, 2021, "Managerial behavior in fund tournaments—the impact of TrueSkill," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 62-75, February, DOI: 10.1057/s41260-020-00198-7.
• Matthew Muntifering, 2021, "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 2, pages 110-119, March, DOI: 10.1057/s41260-021-00206-4.
• Edouard Nouvellon & Hugues Pirotte, 2021, "Can an equity structure dominate the risk-return profile of corporate bonds?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 4, pages 277-290, July, DOI: 10.1057/s41260-021-00213-5.
• David Blitz & Matthias X. Hanauer & Pim Vliet, 2021, "The Volatility Effect in China," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 338-349, September, DOI: 10.1057/s41260-021-00218-0.
• David Blitz & Laurens Swinkels, 2021, "Who owns tobacco stocks?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 311-325, September, DOI: 10.1057/s41260-021-00224-2.
• Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2021, "The performance of South African exchange traded funds under changing market conditions," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 350-359, September, DOI: 10.1057/s41260-021-00227-z.
• Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021, "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 360-375, September, DOI: 10.1057/s41260-021-00228-y.
• Wolfgang Bessler & Georgi Taushanov & Dominik Wolff, 2021, "Factor investing and asset allocation strategies: a comparison of factor versus sector optimization," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 488-506, October, DOI: 10.1057/s41260-021-00225-1.
• Lars Heinrich & Antoniya Shivarova & Martin Zurek, 2021, "Factor investing: alpha concentration versus diversification," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 464-487, October, DOI: 10.1057/s41260-021-00226-0.
• Wolfgang Drobetz & Tizian Otto, 2021, "Empirical asset pricing via machine learning: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 507-538, December, DOI: 10.1057/s41260-021-00237-x.
• Manish Bansal & Asgar Ali, 2021, "Differential impact of earnings management on the accrual anomaly," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 559-572, December, DOI: 10.1057/s41260-021-00243-z.
• Rama K. Malladi & Joshua D. Mean, 2021, "Is it a gender representation issue or a gender pay gap issue? A study of the replaced executives in the USA," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 56, issue 2, pages 67-80, April, DOI: 10.1057/s11369-021-00208-5.
• Zhihui Lv & Amanda M. Y. Chu & Wing Keung Wong & Thomas C. Chiang, 2021, "The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio," Risk Management, Palgrave Macmillan, volume 23, issue 1, pages 97-122, June, DOI: 10.1057/s41283-021-00069-4.
• Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Diego Víctor Mingo-López, 2021, "On management risk and price in the mutual fund industry: style and performance distribution analysis," Risk Management, Palgrave Macmillan, volume 23, issue 1, pages 150-171, June, DOI: 10.1057/s41283-021-00072-9.
• Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof, 2021, "Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 213-242, September, DOI: 10.1057/s41283-021-00075-6.
• Edina Berlinger & Barbara Dömötör & Balázs Árpád Szűcs, 2021, "Irrational risk-taking of professionals? The relationship between risk exposures and previous profits," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 243-259, September, DOI: 10.1057/s41283-021-00076-5.
• Thomas Gries & Alexandra Mitschke, 2021, "Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 75, Apr.
• Minh-Lý Liêu, 2021, "Peer attention and the disposition effect," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 81, Jul.
• Alexia Gaudeul & Caterina Giannetti, 2021, "Fostering the adoption of robo-advisors: A 3-weeks online stock-trading experiment," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2021/275, Jul.
• Zhang, Jing & Zhang, Wei & Li, Youwei & Feng, Xu, 2021, "The Role of Hedge Funds in the Asset Pricing: Evidence from China," MPRA Paper, University Library of Munich, Germany, number 105377, Jan.
• Olkhov, Victor, 2021, "To VaR, or Not to VaR, That is the Question," MPRA Paper, University Library of Munich, Germany, number 105458, Jan.
• Nagano, Mamoru & Uchida, Yuki, 2021, "Online Banking Users vs. Branch Visitors: Why Are Their Portfolio Returns Different?," MPRA Paper, University Library of Munich, Germany, number 105531, Apr.
• Flores Sánchez, Edgar Mauricio & Rodríguez Batres, Axel & Varela Espidio, Joaquín Bernardo, 2021, "Risk assessment for micro companies belonging to selected economic branches of the professional, scientific and technical services sector in Mexico through the Beta coefficient," MPRA Paper, University Library of Munich, Germany, number 105727.
• Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021, "Statistical arbitrage: Factor investing approach," MPRA Paper, University Library of Munich, Germany, number 105766, Feb.
• Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021, "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 106248, Feb.
• Sapre, Nikhil, 2021, "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper, University Library of Munich, Germany, number 106668, Feb.
• Kumar, Satish & Tiwari, Aviral & Raheem, Ibrahim & Hille, Erik, 2021, "Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach," MPRA Paper, University Library of Munich, Germany, number 106684, Mar.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021, "Value of Life and Annuity Demand," MPRA Paper, University Library of Munich, Germany, number 107378, Apr.
• Imran, Zulfiqar Ali & Ahad, Muhammad, 2021, "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper, University Library of Munich, Germany, number 107613, Apr, revised 02 May 2021.
• Sakemoto, Ryuta, 2021, "Economic Evaluation of Cryptocurrency Investment," MPRA Paper, University Library of Munich, Germany, number 108283, Jun.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021, "Value of Life and Annuity Demand," MPRA Paper, University Library of Munich, Germany, number 108886, Apr.
• Kekelidze, Lia, 2021, "Инвестиционната Среда И Проблемите На Придобиването На Собственост Върху Недвижими Имоти В Грузия От Инвеститори
  [The investment environment and the problems of origination of Investors’ ownership over real estate in Georgia]," MPRA Paper, University Library of Munich, Germany, number 109051.
• Borsboom, Charlotte & Füllbrunn, Sascha, 2021, "Stock Price Level Effect," MPRA Paper, University Library of Munich, Germany, number 109286, Aug.
• R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021, "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper, University Library of Munich, Germany, number 109549, Aug.
• Al-Ansari, Khalid Ahmed & Aysan, Ahmet Faruk, 2021, "More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?," MPRA Paper, University Library of Munich, Germany, number 109720, Aug.
• Stoian, Andreea & Vintila, Nicoleta & Iorgulescu, Filip & Cepoi, Cosmin Octavian & Dina Manolache, Aurora, 2021, "How Risk Aversion and Financial Literacy Shape Young Adults’ Investment Preferences," MPRA Paper, University Library of Munich, Germany, number 109755, Aug.
• Le, Tuan Anh & Dao, Thi Thanh Binh, 2021, "Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange," MPRA Paper, University Library of Munich, Germany, number 111105.
• Hammer, Thomas & Siegfried, Patrick, 2021, "Financial Management. Green Bonds – Success or Failure?," MPRA Paper, University Library of Munich, Germany, number 111394, Dec.
• Allen, David, 2021, "Cryptocurrencies, Diversification and the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 111735, Dec.
• Kombarov, Sayan, 2021, "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper, University Library of Munich, Germany, number 112474, Aug.
• Appelbaum, Elie, 2021, "Implicit Trade in Risk and Risk Aversion," MPRA Paper, University Library of Munich, Germany, number 113000, Jul.
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• Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021, "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper, University Library of Munich, Germany, number 113139, Jan.
• Bradrania, Reza & Pirayesh Neghab, Davood, 2021, "State-dependent asset allocation using neural networks," MPRA Paper, University Library of Munich, Germany, number 115254, Feb.
• Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021, "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers, University of Pretoria, Department of Economics, number 202106, Jan.
• Geoffrey M. Ngene & Rangan Gupta, 2021, "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 202115, Feb.
• Vojtěch Menzl, 2021, "Alternative Views on the Link between Risk Aversion and Diminishing Marginal Utility of Wealth," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2021, issue 2, pages 51-72, DOI: 10.18267/j.efaj.255.
• Jiří Šindelář & Michal Erben, 2021, "Does Distribution Growth Affect the Insurers' Asset Allocation in Life Insurance? The Case of Central Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 1, pages 20-36, DOI: 10.18267/j.pep.752.
• Karel Janda & Ladislav Kristoufek & Binyi Zhang, 2021, "Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations," FFA Working Papers, Prague University of Economics and Business, number 4.001, Nov, revised 17 Jan 2022.
• Charles Boissel & Adrien Matray, 2021, "Dividend Taxes and the Allocation of Capital," Working Papers, Princeton University. Economics Department., number 2021-39, Jul.
• N'Golo Kone, 2021, "Efficient mean-variance portfolio selection by double regularization," Working Paper, Economics Department, Queen's University, number 1453, Feb.
• Jeremy Celse & Alexandros Karakostas & Daniel John Zizzo, 2021, "Relative Risk Taking and Social Curiosity," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 648, Aug.
• Douadia Bougherara & Lana Friesen & Céline Nauges, 2021, "Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 650, Nov.
• Maier, Johannes K. & Fischer, Dominik S., 2021, "Decomposing the Disposition Effect," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 288, Oct.
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• Karthik Athreya & Felicia Ionescu & Urvi Neelakantan, 2021, "Code and data files for "Stock Market Participation: The Role of Human Capital"," Computer Codes, Review of Economic Dynamics, number 18-378, revised .
• Isaiah Hull & Conny Olovsson & Karl Walentin & Andreas Westermark, 2021, "Code and data files for "Manufacturing Decline and House Price Volatility"," Computer Codes, Review of Economic Dynamics, number 19-28, revised .
• Min Dai & Yipeng Jiang & Hong Liu & Jing Xu, 2021, "Code and data files for "A Rational Theory for Disposition Effects"," Computer Codes, Review of Economic Dynamics, number 20-172, revised .
• Marcin Kolasa, 2021, "Code and data files for "Equilibrium foreign currency mortgages"," Computer Codes, Review of Economic Dynamics, number 20-233, revised .
• Janesh Sami, 2021, "Stock Market Investment and Inflation: Evidence from the United States and Canada," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 3, pages 339-365, October, DOI: https://doi.org/10.15353/rea.v13i3..
• Waqas Shair & Sundas Naeem & Farhat Rasul, 2021, "Nexus Of Covid-19 News With Stock Market Returns And Volatility In Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 10, issue 2, pages 92-99, June.
• Ahmed Baig & Hassan Anjum Butt & Abrar Fitwi & Joey Smith, 2021, "Does Innovation Explain the Skewness of Stock Returns?," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 2, pages 12-31.
• Baris Aksoy, 2021, "Predicting Direction of Stock Price Using Machine Learning Techniques: The Sample of Borsa Istanbul (Pay Senedi Fiyat Yönünün Makine Öğrenmesi Yöntemleri ile Tahmini: Borsa İstanbul Örneği)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 89-110.
• S. Burcu Avci, 2021, "Long-Run Price and Operating Performance of Initial Public Offerings in Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 2, pages 339-358.
• Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2021, "International High-Frequency Arbitrage for Cross-Listed Stocks," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 21-4, Jul.
• Dong-Jin Pyo, 2021, "The COVID-19 and Stock Return Volatility: Evidence from South Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 25, issue 2, pages 205-230, DOI: 10.11644/KIEP.EAER.2021.25.2.396.
• Roselyn Dimingo & John W. Muteba Mwamba & Lumengo Bonga-Bonga, 2021, "Prediction of Stock Market Direction: Application of Machine Learning Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 4, pages 499-536.
• Fachmi Pachlevi Yandra & Dwi Marlina Wijayanti, 2021, "DoSocial & Psychological FactorsAffect Investment Intention in Islamic Capital Markets?," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 6, issue 1, pages 1-15.
• Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2021, "Higher Realized Moments and Stock Return Predictability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 48-70, December.
• Fiza QURESHI & Saba QURESHI & Sobia Shafaq SHAH, 2021, "Do Mutual Fund Flows Influence Stock Market Volatility? Further Evidence from Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 35-51, June.
• contact_cb@yahoo.com. & Simona STAMULE & Iulian Cornel LOLEA, 2021, "The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 155-170, December.
• Rafiqul Bhuyan & Mohammad Robbani & Bakhtear Talukder, 2021, "Oil Volatility Spillover into Oil Dependent Equity-Sector Stock Returns: Evidence from Major Oil Producing Countries," Bulletin of Applied Economics, Risk Market Journals, volume 8, issue 1, pages 149-165.
• Rafiqul Bhuyan & Mohammad Sogir Hossain Khandoker & Mahjuja Taznin & Md. Shanur Rahman & Lamia Akter, 2021, "Determining Stock Return movements of Banking Sector during Global Financial Crisis: An Examination on Emerging Markets of Bangladesh," Bulletin of Applied Economics, Risk Market Journals, volume 8, issue 2, pages 111-123.
• Alexandros Koulis & Constantinos Kyriakopoulos, 2021, "Hedge ratio estimation: A note on the Bitcoin future contract," Bulletin of Applied Economics, Risk Market Journals, volume 8, issue 2, pages 125-131.
• Damien KUNJAL & Jameson NYASHA & Author-Name: Amir GHISYAN & Author-Name: Prinushlee J.GOVENDER & Sameshen MURUGASEN & Priyen NAIDOO & Dhruva S. PATEL & Paul-Francois MUZINDUTSI, 2021, "The Effect of Managerial Overconfidence on Firm Value: Evidence from the Johannesburg Stock Exchange," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 6, issue 1, pages 1-14, June.
• Rocco Ciciretti & Ambrogio Dalò & Giovanni Ferri, 2021, "Herding and Anti-Herding Across ESG Funds," CEIS Research Paper, Tor Vergata University, CEIS, number 524, Nov, revised 05 Nov 2021.