Research classified by Journal of Economic Literature (JEL) codes

2020

• Walid Mansour, Haykel Hamdi, Jihed Majdoub, Ikrame Ben Slimane, 2020, "Volatility spillover and hedging effectiveness among crude oil and Islamic markets: evidence from the Gulf region," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 17, issue 1, pages 103-126, June.
• Fossen, Frank M. & Rees, Ray & Rostam-Afschar, Davud & Steiner, Viktor, 2020, "The effects of income taxation on entrepreneurial investment: A puzzle?," Munich Reprints in Economics, University of Munich, Department of Economics, number 84719.
• Amalia Indah Sujarwati & Riatu Mariatul Qibthiyyah, 2020, "Corporate Income Tax Rate and Foreign Direct Investment: A Cross-Country Empirical Study," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 66, pages 25-46, Juni.
• Beate Fischer & Gunnar Gutsche & Heike Wetzel, 2020, "Who wants to get involved? Determinants of citizens’ willingness to participate in German renewable energy cooperatives," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202027.
• Gunnar Gutsche & Heike Wetzel & Andreas Ziegler, 2020, "Determinants of individual sustainable investment behavior - A framed field experiment," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202033.
• Nikkhooterit, Hafez & Rahmani, Teymur & Khalili, Farzaneh, 2020, "The Impact of Exchange and Inflation Rate Instability on Lending Behavior of Iranian Banks," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 13, issue 44, pages 367-392, August.
• Keshavarz Haddad, Gholamreza & Heidari, Hadi, 2020, "Optimal Portfolio Allocation with Price Limit Constraint," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 2, pages 123-134, April.
• Ramesh Adhikari & Humnath Panta & M. Kabir Hassan, 2020, "Performance of ProShares Triple-Leveraged Equity ETFs," Capital Markets Review, Malaysian Finance Association, volume 28, issue 2, pages 1-18.
• Leo Julianto & Irwan Adi Ekaputra, 2020, "Max-Effect in the Indonesian Market," Capital Markets Review, Malaysian Finance Association, volume 28, issue 2, pages 19-27.
• Muhammad Hanif & Ariba Sabah, 2020, "Stock Markets’ Integration in Post Financial Crisis Era: Evidence from Literature," Capital Markets Review, Malaysian Finance Association, volume 28, issue 2, pages 43-71.
• Felicity K. Mathye & Collins C. Ngwakwe, 2020, "Women in Top Management and Corporate Share Price: The Mediating Role of Management Learning," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 18, issue 2 (Summer, pages 111-126, DOI: 10.26493/1854-6935.18.111-126.
• Andrea Camilli & Marta Giagheddu, 2020, "Public debt and crowding-out: the role of housing wealth," Working Papers, University of Milano-Bicocca, Department of Economics, number 441, May, revised Oct 2020.
• Souhaila Guedira & Mohamed Ariff, 2020, "Portfolio Diversification Benefits in Southeast Asian Stock Markets for Turkish Investors," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 57, issue 2, pages 275-304, December, DOI: 10.22452/MJES.vol57no2.6.
• Marianna Brunetti & Elena Giarda & Costanza Torricelli, 2020, "Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0081, Apr.
• Hiroshi Fujiki, 2020, "Empirical Analysis on Understanding of Financial Products," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 16, issue 7, pages 1-25, October.
• Jiti Gao & Fei Liu & Bin peng, 2020, "Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 44/20.
• Chiara Pancotti & Matteo Pedralli & Geert Smit & Silvia Vignetti, 2020, "Understanding transport project appraisal in its institutional dimension," Working Papers, CSIL Centre for Industrial Studies, number 201902, Jul.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2020, Apr.
• Raymond H. Chan & Xu Guo & Ephraim Clark & Wing-Keung Wong, 2020, "New Development on the Third Order Stochastic Dominance for Risk-Averse and Risk-Seeking Investors with Application in Risk Management," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2002, Feb.
• David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2020, "Climate change concerns and the performance of green versus brown stocks," Working Paper Research, National Bank of Belgium, number 395, Oct.
• Magdalena Adamczyk, 2020, "The impact of ratings and other information on the fluctuation of Polish stock indexes," Bank i Kredyt, Narodowy Bank Polski, volume 51, issue 3, pages 239-262.
• John Sabelhaus & Alice Henriques Volz, 2020, "Social Security Wealth, Inequality, and Life-Cycle Saving," NBER Chapters, National Bureau of Economic Research, Inc, "Measuring Distribution and Mobility of Income and Wealth".
• Mark L. Egan & Alexander MacKay & Hanbin Yang, 2020, "Recovering Investor Expectations from Demand for Index Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 26608, Jan.
• Jun Kyung Auh & Jennie Bai, 2020, "Cross-Asset Information Synergy in Mutual Fund Families," NBER Working Papers, National Bureau of Economic Research, Inc, number 26626, Jan.
• Mattia Landoni & Stephen P. Zeldes, 2020, "Should the Government be Paying Investment Fees on $3 Trillion of Tax-Deferred Retirement Assets?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26700, Jan.
• James J. Choi & Kevin Zhao, 2020, "Did Mutual Fund Return Persistence Persist?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26707, Jan.
• Valentin Haddad & Serhiy Kozak & Shrihari Santosh, 2020, "Factor Timing," NBER Working Papers, National Bureau of Economic Research, Inc, number 26708, Jan.
• Matteo Leombroni & Monika Piazzesi & Martin Schneider & Ciaran Rogers, 2020, "Inflation and the Price of Real Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26740, Feb.
• Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020, "Dynamic Banking and the Value of Deposits," NBER Working Papers, National Bureau of Economic Research, Inc, number 26802, Feb.
• Christine Laudenbach & Ulrike Malmendier & Alexandra Niessen-Ruenzi, 2020, "The Long-lasting Effects of Living under Communism on Attitudes towards Financial Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26818, Mar.
• Francesco D’Acunto & Ulrike Malmendier & Michael Weber, 2020, "Gender Roles and the Gender Expectations Gap," NBER Working Papers, National Bureau of Economic Research, Inc, number 26837, Mar.
• Richard Carson & Joshua S. Graff Zivin & Jordan Louviere & Sally Sadoff & Jeffrey G. Shrader Jr, 2020, "The Risk of Caution: Evidence from an R&D Experiment," NBER Working Papers, National Bureau of Economic Research, Inc, number 26847, Mar.
• Joseph Kopecky & Alan M. Taylor, 2020, "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 26943, Apr.
• Pascal J. Maenhout & Andrea Vedolin & Hao Xing, 2020, "Generalized Robustness and Dynamic Pessimism," NBER Working Papers, National Bureau of Economic Research, Inc, number 26970, Apr.
• Luigi Bocola & Guido Lorenzoni, 2020, "Risk Sharing Externalities," NBER Working Papers, National Bureau of Economic Research, Inc, number 26985, Apr.
• John Y. Campbell & Roman Sigalov, 2020, "Portfolio Choice with Sustainable Spending: A Model of Reaching for Yield," NBER Working Papers, National Bureau of Economic Research, Inc, number 27025, Apr.
• Ricardo J. Caballero & Alp Simsek, 2020, "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a “Covid-19” Shock," NBER Working Papers, National Bureau of Economic Research, Inc, number 27044, Apr.
• John Sabelhaus & Alice Henriques Volz, 2020, "Social Security Wealth, Inequality, and Lifecycle Saving," NBER Working Papers, National Bureau of Economic Research, Inc, number 27110, May.
• Nicholas C. Barberis & Lawrence J. Jin & Baolian Wang, 2020, "Prospect Theory and Stock Market Anomalies," NBER Working Papers, National Bureau of Economic Research, Inc, number 27155, May.
• Jonathan T. Vu & Benjamin K. Kaplan & Shomesh Chaudhuri & Monique K. Mansoura & Andrew W. Lo, 2020, "Financing Vaccines for Global Health Security," NBER Working Papers, National Bureau of Economic Research, Inc, number 27212, May.
• Alexander M. Chinco & Samuel M. Hartzmark & Abigail B. Sussman, 2020, "Necessary Evidence For A Risk Factor’s Relevance," NBER Working Papers, National Bureau of Economic Research, Inc, number 27227, May.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," NBER Working Papers, National Bureau of Economic Research, Inc, number 27272, May.
• Ricardo J. Caballero & Alp Simsek, 2020, "Monetary Policy with Opinionated Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 27313, Jun.
• Jules H. van Binsbergen, 2020, "Duration-Based Stock Valuation: Reassessing Stock Market Performance and Volatility," NBER Working Papers, National Bureau of Economic Research, Inc, number 27367, Jun.
• Samuel M. Hartzmark & David H. Solomon, 2020, "Reconsidering Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 27380, Jun.
• Bryan T. Kelly & Semyon Malamud & Lasse H. Pedersen, 2020, "Principal Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 27388, Jun.
• David Blanchett & Michael S. Finke & Jonathan Reuter, 2020, "Portfolio Delegation and 401(k) Plan Participant Responses to COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27438, Jun.
• Itzhak Ben-David & Justin Birru & Andrea Rossi, 2020, "The Performance of Hedge Fund Performance Fees," NBER Working Papers, National Bureau of Economic Research, Inc, number 27454, Jun.
• Lubos Pastor & M. Blair Vorsatz, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27551, Jul.
• 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," NBER Working Papers, National Bureau of Economic Research, Inc, number 27573, Jul.
• Benjamin Bennett & René M. Stulz & Zexi Wang, 2020, "Does Joining the S&P 500 Index Hurt Firms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27593, Jul.
• Richard Sias & Laura Starks & Harry J. Turtle, 2020, "Molecular Genetics, Risk Aversion, Return Perceptions, and Stock Market Participation," NBER Working Papers, National Bureau of Economic Research, Inc, number 27638, Aug.
• Irem Demirci & Miguel A. Ferreira & Pedro Matos & Clemens Sialm, 2020, "How Global is Your Mutual Fund? International Diversification from Multinationals," NBER Working Papers, National Bureau of Economic Research, Inc, number 27648, Aug.
• Söhnke M. Bartram & Mark Grinblatt & Yoshio Nozawa, 2020, "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 27655, Aug.
• Zhiguo He & Maggie Rong Hu & Zhenping Wang & Vincent Yao, 2020, "Valuing Long-Term Property Rights with Anticipated Political Regime Shifts," NBER Working Papers, National Bureau of Economic Research, Inc, number 27665, Aug.
• Haelim Anderson & Selman Erol & Guillermo Ordoñez, 2020, "Interbank Networks in the Shadows of the Federal Reserve Act," NBER Working Papers, National Bureau of Economic Research, Inc, number 27721, Aug.
• Scott R. Baker & Stephanie G. Johnson & Lorenz Kueng, 2020, "Financial Returns to Household Inventory Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 27740, Aug.
• Erol Akcay & David Hirshleifer, 2020, "Social Finance: Cultural Evolution, Transmission Bias and Market Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 27745, Aug.
• Jules H. van Binsbergen & Xiao Han & Alejandro Lopez-Lira, 2020, "Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases," NBER Working Papers, National Bureau of Economic Research, Inc, number 27843, Sep.
• Ravi Jagannathan & Yang Zhang, 2020, "A Return Based Measure of Firm Quality," NBER Working Papers, National Bureau of Economic Research, Inc, number 27859, Sep.
• Ivo Welch, 2020, "The Wisdom of the Robinhood Crowd," NBER Working Papers, National Bureau of Economic Research, Inc, number 27866, Sep.
• Svetlana Bender & James J. Choi & Danielle Dyson & Adriana Z. Robertson, 2020, "Millionaires Speak: What Drives Their Personal Investment Decisions?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27969, Oct.
• John B. Shoven & Daniel B. Walton, 2020, "An Analysis of the Performance of Target Date Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 27971, Oct.
• Lauren Cohen & Umit G. Gurun & Quoc H. Nguyen, 2020, "The ESG-Innovation Disconnect: Evidence from Green Patenting," NBER Working Papers, National Bureau of Economic Research, Inc, number 27990, Oct.
• Daniel J. Benjamin & Mark Alan Fontana & Miles S. Kimball, 2020, "Reconsidering Risk Aversion," NBER Working Papers, National Bureau of Economic Research, Inc, number 28007, Oct.
• Anil K Kashyap & Natalia Kovrijnykh & Jian Li & Anna Pavlova, 2020, "Is There Too Much Benchmarking in Asset Management?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28020, Oct.
• Justin Birru & Sinan Gokkaya & Xi Liu & René M. Stulz, 2020, "Who Benefits from Analyst “Top Picks”?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28038, Oct.
• Claire Yurong Hong & Xiaomeng Lu & Jun Pan, 2020, "FinTech Adoption and Household Risk-Taking: From Digital Payments to Platform Investments," NBER Working Papers, National Bureau of Economic Research, Inc, number 28063, Nov.
• Kaiji Chen & Qing Wang & Tong Xu & Tao Zha, 2020, "Aggregate and Distributional Impacts of LTV Policy in China," NBER Working Papers, National Bureau of Economic Research, Inc, number 28092, Nov.
• Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song, 2020, "Ratings-Driven Demand and Systematic Price Fluctuations," NBER Working Papers, National Bureau of Economic Research, Inc, number 28103, Nov.
• Robert S. Harris & Tim Jenkinson & Steven N. Kaplan & Ruediger Stucke, 2020, "Has Persistence Persisted in Private Equity? Evidence from Buyout and Venture Capital Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 28109, Nov.
• Wayne E. Ferson & Junbo L. Wang, 2020, "A Panel Regression Approach to Holdings-based Fund Performance Measures," NBER Working Papers, National Bureau of Economic Research, Inc, number 28238, Dec.
• Jess Benhabib & Xuewen Liu & Pengfei Wang, 2020, "Self-Fulfilling Risk Panics: An Expected Utility Framework," NBER Working Papers, National Bureau of Economic Research, Inc, number 28284, Dec.
• Nikolay Patonov, 2020, "Gold Price And Bitcoin Exchange Rate: Is There A Correlation?," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 8, issue 1, pages 119-124.
• Branimir Cvitko Cicvarić, 2020, "Volatility of Cryptocurrencies," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 6, pages 13-23, December.
• Yana Stoencheva, 2020, "Attraction and Accessibility of Investments in Residential Real Estate Depending on the Region," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 279-300, July.
• Radostina Stamenova, 2020, "International Portfolio Investments in Central and Eastern European Countries," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 191-203, December.
• Florens Flues & Kurt van Dender, 2020, "Carbon pricing design: Effectiveness, efficiency and feasibility: An investment perspective," OECD Taxation Working Papers, OECD Publishing, number 48, Jun, DOI: 10.1787/91ad6a1e-en.
• Andrzej Buszko, 2020, "Transformation Towards A Market Oriented Economy - An Impetus Or Hindrance For Organized Crime In Poland?," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 15, issue 1, pages 5-22, March, DOI: https://doi.org/10.31648/oej.5395.
• Corum, Adrian Aycan & Malenko, Andrey & Malenko, Nadya, 2020, "Corporate Governance in the Presence of Active and Passive Delegated Investment," OSF Preprints, Center for Open Science, number 8n6xj, Mar, DOI: 10.31219/osf.io/8n6xj.
• Huber, Christoph & Rose, Julia, 2020, "Do individual attitudes towards imprecision survive in experimental asset markets?," OSF Preprints, Center for Open Science, number bw8fc, Sep, DOI: 10.31219/osf.io/bw8fc.
• Huber, Christoph & Huber, Juergen & Kirchler, Michael, 2020, "Market shocks and professionals' investment behavior – Evidence from the COVID-19 crash," OSF Preprints, Center for Open Science, number fgxpb, May, DOI: 10.31219/osf.io/fgxpb.
• Andreas C Drichoutis & Rodolfo M Nayga, 2020, "Economic Rationality under Cognitive Load," The Economic Journal, Royal Economic Society, volume 130, issue 632, pages 2382-2409.
• Simon Trimborn & Mingyang Li & Wolfgang Karl Härdle, 2020, "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 280-306.
• Woon K Wong, 2020, "A GMM Skewness and Kurtosis Ratio Test for Higher Moment Dependence," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 307-332.
• Ricardo J Caballero & Alp Simsek, 2020, "A Risk-Centric Model of Demand Recessions and Speculation," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 135, issue 3, pages 1493-1566.
• Michael B Devereux & Changhua Yu, 2020, "International Financial Integration and Crisis Contagion," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 3, pages 1174-1212.
• Julien Hugonnier & Benjamin Lester & Pierre-Olivier Weill, 2020, "Frictional Intermediation in Over-the-Counter Markets," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 3, pages 1432-1469.
• Sandra E Black & Paul J Devereux & Petter Lundborg & Kaveh Majlesi, 2020, "Poor Little Rich Kids? The Role of Nature versus Nurture in Wealth and Other Economic Outcomes and Behaviours," The Review of Economic Studies, Review of Economic Studies Ltd, volume 87, issue 4, pages 1683-1725.
• Christoph Merkle, 2020, "Financial Loss Aversion Illusion," Review of Finance, European Finance Association, volume 24, issue 2, pages 381-413.
• Markus Leippold & Roger Rueegg, 2020, "How Rational and Competitive Is the Market for Mutual Funds?," Review of Finance, European Finance Association, volume 24, issue 3, pages 579-613.
• Paige Ouimet & Geoffrey Tate, 2020, "Attention for the Inattentive: Positive Effects of Negative Financial Shocks," Review of Finance, European Finance Association, volume 24, issue 3, pages 615-646.
• Teodor Dyakov & Hao Jiang & Marno Verbeek, 2020, "Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds," Review of Finance, European Finance Association, volume 24, issue 3, pages 677-731.
• Ruben Cox & Peter de Goeij, 2020, "Regulatory Certification, Risk Factor Disclosure, and Investor Behavior," Review of Finance, European Finance Association, volume 24, issue 5, pages 1079-1106.
• Ekkehart Boehmer & Charles M Jones & Juan (Julie) Wu & Xiaoyan Zhang, 2020, "What Do Short Sellers Know?," Review of Finance, European Finance Association, volume 24, issue 6, pages 1203-1235.
• Servaas van Bilsen & Ilja A Boelaars & A. Lans Bovenberg, 2020, "The Duration Puzzle in Life-Cycle Investment," Review of Finance, European Finance Association, volume 24, issue 6, pages 1271-1311.
• Philipp Adämmer & Rainer A Schüssler, 2020, "Forecasting the Equity Premium: Mind the News!," Review of Finance, European Finance Association, volume 24, issue 6, pages 1313-1355.
• Clemens Sialm & Zheng Sun & Lu Zheng, 2020, "Home Bias and Local Contagion: Evidence from Funds of Hedge Funds," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 10, pages 4771-4810.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2020, "Flights to Safety," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 2, pages 689-746.
• Michael Haliassos & Thomas Jansson & Yigitcan Karabulut & Lauren Cohen, 2020, "Financial Literacy Externalities," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 2, pages 950-989.
• Harrison Hong & José A Scheinkman, 2020, "Climate Finance," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1011-1023.
• Philipp Krueger & Zacharias Sautner & Laura T Starks, 2020, "The Importance of Climate Risks for Institutional Investors," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1067-1111.
• Shashwat Alok & Nitin Kumar & Russ Wermers & Harrison Hong, 2020, "Do Fund Managers Misestimate Climatic Disaster Risk," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1146-1183.
• Robert F Engle & Stefano Giglio & Bryan Kelly & Heebum Lee & Johannes Stroebel, 2020, "Hedging Climate Change News," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1184-1216.
• Eugene F Fama & Kenneth R French, 2020, "Comparing Cross-Section and Time-Series Factor Models," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 1891-1926.
• Kent Daniel & Lira Mota & Simon Rottke & Tano Santos, 2020, "The Cross-Section of Risk and Returns," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 1927-1979.
• Victor DeMiguel & Alberto Martín-Utrera & Francisco J Nogales & Raman Uppal, 2020, "A Transaction-Cost Perspective on the Multitude of Firm Characteristics," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 2180-2222.
• Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu & Stijn Van Nieuwerburgh, 2020, "Impediments to Financial Trade: Theory and Applications," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 6, pages 2697-2727.
• Nicolae BalteÈ™ & Ștefania Amalia Jimon, 2020, "Financial Performance of Mandatory Private Pension Funds in Countries of Central and Eastern Europe. A Comparative Study Between Romania and Slovakia," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 829-837, August.
• Cristi Spulbar & Elena Loredana Minea, 2020, "Critical Conceptual Analysis on Modern Finance Theories," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1081-1086, December.
• Viorica Chirilă & Ciprian Chirilă, 2020, "Asymmetric Return and Volatility Transmission in Euro Zone and Baltic Countries Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 2-11, December.
• Alexandru Cristian Dobre, 2020, "The Use of a Simplified Markowitz Model in Choosing a Profitable Portfolio," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 897-902, December.
• Caro Barrera, José Rafael, 2020, "Insurance Options: Beating the Benchmark. Are Catastrophe Bonds more profitable than Corporate Bonds? || Opciones de seguros: superando la referencia. ¿Son más rentables los bonos catástrofe que los b," 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 29, issue 1, pages 3-17, June.
• Benjamin Hübel & Hendrik Scholz, 2020, "Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 52-69, February, DOI: 10.1057/s41260-019-00139-z.
• Yang Gao & Stephen Satchell & Nandini Srivastava, 2020, "Styles through a convergent/divergent lens: the curious case of ESG," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 4-12, February, DOI: 10.1057/s41260-019-00146-0.
• Lukas Benz & Andrea Jacob & Stefan Paulus & Marco Wilkens, 2020, "Herds on green meadows: the decarbonization of institutional portfolios," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 13-31, February, DOI: 10.1057/s41260-019-00147-z.
• Lars Kaiser, 2020, "ESG integration: value, growth and momentum," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 32-51, February, DOI: 10.1057/s41260-019-00148-y.
• Kin-Boon Tang & Shao-Jye Wong & Shih-Kuei Lin & Szu-Lang Liao, 2020, "Excess volatility and market efficiency in government bond markets: the ASEAN-5 context," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 2, pages 154-165, March, DOI: 10.1057/s41260-020-00154-5.
• Demir Bektić & Britta Hachenberg & Dirk Schiereck, 2020, "Factor-based investing in government bond markets: a survey of the current state of research," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 2, pages 94-105, March, DOI: 10.1057/s41260-020-00156-3.
• Bernd Scherer, 2020, "Alternative risk premia: contagion and portfolio choice," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 178-191, May, DOI: 10.1057/s41260-020-00158-1.
• Constantinos Alexiou & Anshul Tyagi, 2020, "Gauging the effectiveness of sector rotation strategies: evidence from the USA and Europe," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 239-260, May, DOI: 10.1057/s41260-020-00161-6.
• Matthias M. M. Buehlmaier & Kit Pong Wong, 2020, "Should investors join the index revolution? Evidence from around the world," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 192-218, May, DOI: 10.1057/s41260-020-00162-5.
• Mahfooz Alam & Valeed Ahmad Ansari, 2020, "Mutual fund managers’ market timing abilities: Indian evidence," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 4, pages 342-354, July, DOI: 10.1057/s41260-020-00166-1.
• Syed Kumail Abbas Rizvi & Nawazish Mirza & Bushra Naqvi & Birjees Rahat, 2020, "Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 4, pages 281-291, July, DOI: 10.1057/s41260-020-00172-3.
• Haotian Cai & Anatoly B. Schmidt, 2020, "Comparing mean–variance portfolios and equal-weight portfolios for major US equity indexes," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 4, pages 326-332, July, DOI: 10.1057/s41260-020-00173-2.
• Qiang Bu & Odd J. Stalebrink, 2020, "Can fund sentiment beta predict future performance?," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 6, pages 524-534, October, DOI: 10.1057/s41260-020-00182-1.
• Matthias Horn & Andreas Oehler, 2020, "Automated portfolio rebalancing: Automatic erosion of investment performance?," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 6, pages 489-505, October, DOI: 10.1057/s41260-020-00183-0.
• Luigi Guiso & Luigi Pistaferri, 2020, "The insurance role of the firm," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 45, issue 1, pages 1-23, March, DOI: 10.1057/s10713-019-00045-9.
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• Andrés Berenguer & Luis Gandarias & Álvaro Arévalo, 2020, "Singular spectrum analysis for modelling the hard-to-model risk factors," Risk Management, Palgrave Macmillan, volume 22, issue 3, pages 178-191, September, DOI: 10.1057/s41283-020-00060-5.
• Magdalena Owczarczuk, 2020, "Institutional competitiveness of Central and Eastern European countries and the inflow of foreign direct investments," Catallaxy, Institute of Economic Research, volume 5, issue 2, pages 87-96, December, DOI: 10.24136/cxy.2020.008.
• Pedro Pardal & Rui Dias & Petr Suler & Nuno Teixeira & Tomas Krulicky, 2020, "Integration in Central European capital markets in the context of the global COVID-19 pandemic," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 4, pages 627-650, December, DOI: 10.24136/eq.2020.027.
• Jana Kotlebova & Peter Arendas & Bozena Chovancova, 2020, "Government expenditures in the support of technological innovations and impact on stock market and real economy: the empirical evidence from the US and Germany," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 4, pages 717-734, December, DOI: 10.24136/eq.2020.031.
• Rui Dias & Nuno Teixeira & Veronika Machova & Pedro Pardal & Jakub Horak & Marek Vochozka, 2020, "Random walks and market efficiency tests: evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 4, pages 585-608, December, DOI: 10.24136/oc.2020.024.
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• Cziglerné Erb, Edina, 2020, "The Re-emergence of the Residual Income Model in the Valuation of Firms and Investment Projects," Public Finance Quarterly, Corvinus University of Budapest, volume 65, issue 3, pages 430-442, DOI: https://doi.org/10.35551/PFQ_2020_3.
• Kuti, Mónika & Schepp, Zoltán, 2020, "Aging Society and Attitude to Risk," Public Finance Quarterly, Corvinus University of Budapest, volume 65, issue 4, pages 457-471, DOI: https://doi.org/10.35551/PFQ_2020_4.
• Siddiqi, Hammad, 2020, "Resource allocation in the brain and the Capital Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 100250, Jan.
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• Tomić, Bojan, 2020, "BITCOIN: Systematic Force of Cryptocurrency Portfolio," MPRA Paper, University Library of Munich, Germany, number 101290, May, revised 26 May 2020.
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• Lopez, Claude & Contreras, Oscar & Bendix, Joseph, 2020, "Disagreement among ESG rating agencies: shall we be worried?," MPRA Paper, University Library of Munich, Germany, number 103027, Sep.
• Shahani, Rakesh & Paliwal, Riya, 2020, "An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods," MPRA Paper, University Library of Munich, Germany, number 103568, Oct.
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• Zhang, Zhongxia & Svirydzenka, Katsiaryna, 2020, "Unintended Consequences of Foreign Exchange Reserve Movements? Financial Dollarization in Emerging Market Economies," MPRA Paper, University Library of Munich, Germany, number 120822, Nov.
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• Ma, Sai & Zhang, Shaojun, 2020, "Housing Risk and the Cross-Section of Returns across Many Asset Classes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-08, May.
• Ben-David, Itzhak & Palvia, Ajay A. & Stulz, Rene M., 2020, "How Important Is Moral Hazard for Distressed Banks?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-09, Jul.
• Shams, Amin, 2020, "The Structure of Cryptocurrency Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-11, May.
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• Bennett, Benjamin & Stulz, Rene M. & Wang, Zexi, 2020, "Does Joining the S&P 500 Index Hurt Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-17, Jul.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi & Stulz, Rene M., 2020, "Who Benefits from Analyst "Top Picks"?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-24, Oct.
• Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2020, "Non-Fundamental Demand and Style Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-26, Nov.
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• Chia-Cheng Chen & Chia-Li Tai & Yi-Sheng Liu, 2020, "Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 109-117.
• Matteo Rossi & Gabriella Marcarelli & Antonella Ferraro & Antonio Lucadamo, 2020, "How do Calendar Anomalies Affect an Investment Choice? A Proposal of an Analytic Hierarchy Process Model," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 244-249.
• Zaher Abdel Fattah Al-Slehat, 2020, "Financial Performance as Mediator on the Impact of Investment and Financial Decisions on Stock Price and Future Profit: The Case of the Jordanian Financial Sector," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 2, pages 242-247.
• Rama Krishna Yelamanchili, 2020, "Causal Effect of Economic Indicators on Indian Automobile Sector," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 2, pages 81-86.
• Federico Gagliolo & Gabriele Cardullo, 2020, "Value Stocks and Growth Stocks: A Study of the Italian Market," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 7-15.
• Shailesh Rana & William H. Bommer & G. Michael Phillips, 2020, "Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 88-106.
• Manuel Fernandez & Mariam Mohamed Almaazmi & Robinson Joseph, 2020, "Foreign Direct Investment in Indonesia: An Analysis from Investors Perspective," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 5, pages 102-112.
• Unbreen Arif & Muhammad Tayyab Sohail, 2020, "Asset Pricing With Higher Co-Moments and CVaR: Evidence from Pakistan Stock Exchange," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 5, pages 243-255.
• Ahmed Al Samman & Mostafa Kotb GabAlla, 2020, "Impact of Country Risk and Return on FPI," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 57-68.
• Ikhlaas Gurrib & Elgilani Elsharief & Firuz Kamalov, 2020, "The Effect of Energy Cryptos on Efficient Portfolios of Key Energy Listed Companies in the S&P Composite 1500 Energy Index," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 179-193.
• Jorge Barrientos Mar n & Fernando Villada, 2020, "Regionalized Discount Rate to Evaluate Renewable Energy Projects in Colombia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 332-336.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Latasha Mohapatra & Cristi Spulbar & Ramona Birau, 2020, "The Effects of Environment, Society and Governance Scores on Investment Returns and Stock Market Volatility," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 234-239.