Research classified by Journal of Economic Literature (JEL) codes

2020

• Cevik, Nuket Kirci & Cevik, Emrah I. & Dibooglu, Sel, 2020, "Oil prices, stock market returns and volatility spillovers: Evidence from Turkey," Journal of Policy Modeling, Elsevier, volume 42, issue 3, pages 597-614, DOI: 10.1016/j.jpolmod.2020.01.006.
• Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B., 2020, "The inflation hedging properties of gold, stocks and real estate: A comparative analysis," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101605.
• Uddin, Gazi Salah & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Kang, Sang Hoon, 2020, "Characteristics of spillovers between the US stock market and precious metals and oil," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101601.
• Ali, Sajid & Bouri, Elie & Czudaj, Robert Lukas & Shahzad, Syed Jawad Hussain, 2020, "Revisiting the valuable roles of commodities for international stock markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101603.
• Luu Duc Huynh, Toan, 2020, "The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101623.
• Salisu, Afees A. & Adediran, Idris, 2020, "Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101606.
• Jareño, Francisco & González, María de la O & Tolentino, Marta & Sierra, Karen, 2020, "Bitcoin and gold price returns: A quantile regression and NARDL analysis," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101666.
• Puntsag, Davgadorj, 2020, "Mongolian mineral export basket risk: A Portfolio theory approach," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101691.
• Evrim Mandacı, Pınar & Cagli, Efe Çaglar & Taşkın, Dilvin, 2020, "Dynamic connectedness and portfolio strategies: Energy and metal markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101778.
• Linardi, Fernando M., 2020, "Investors’ behavior and mutual fund portfolio allocations in Brazil during the global financial crisis," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100007.
• Espinosa-Vega, Marco A. & Russell, Steven, 2020, "Interconnectedness, systemic crises, and recessions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100008.
• Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020, "Behavioral equilibrium and evolutionary dynamics in asset markets," Journal of Mathematical Economics, Elsevier, volume 91, issue C, pages 121-135, DOI: 10.1016/j.jmateco.2020.09.004.
• Goldfayn-Frank, Olga & Wohlfart, Johannes, 2020, "Expectation formation in a new environment: Evidence from the German reunification," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 301-320, DOI: 10.1016/j.jmoneco.2019.08.001.
• Liu, Ningyue & Bredin, Don & Cao, Huijuan, 2020, "The investment behavior of Qualified Foreign Institutional Investors in China," Journal of Multinational Financial Management, Elsevier, volume 54, issue C, DOI: 10.1016/j.mulfin.2020.100614.
• Wang, Weishen, 2020, "Shanghai-Hong Kong Stock Exchange Connect Program: A story of two markets and different groups of stocks," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100630.
• Li, Yuan & Ran, Jimmy, 2020, "Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China," Journal of Multinational Financial Management, Elsevier, volume 57, issue , DOI: 10.1016/j.mulfin.2020.100655.
• Ashraf, Sumaira & Félix, Elisabete G.S. & Serrasqueiro, Zélia, 2020, "Development and testing of an augmented distress prediction model: A comparative study on a developed and an emerging market," Journal of Multinational Financial Management, Elsevier, volume 57, issue , DOI: 10.1016/j.mulfin.2020.100659.
• Jiang, Jinglin & Liao, Li & Wang, Zhengwei & Xiang, Hongyu, 2020, "Financial literacy and retail investors' financial welfare: Evidence from mutual fund investment outcomes in China," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101242.
• Mudalige, Priyantha & Duong, Huu Nhan & Kalev, Petko S. & Gupta, Kartick, 2020, "Who trades in competing firms around earnings announcements," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101219.
• Yamamoto, Ryuichi, 2020, "Limit order submission risks, order choice, and tick size," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101261.
• Lin, Chaonan & Xia, Chuanxin & Yang, Nien-Tzu & Yang, Sheng-Yung, 2020, "Enhancing momentum profits in the Taiwan Stock Market: The role of extreme absolute strength," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101258.
• Cao, Ying & von Reibnitz, Anna & Warren, Geoffrey J., 2020, "Return dispersion and fund performance: Australia – The land of opportunity?," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101269.
• Hirata, Wataru & Ojima, Mayumi, 2020, "Competition and bank systemic risk: New evidence from Japan's regional banking," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101283.
• Dai, Zhifeng & Zhu, Huan, 2020, "Stock return predictability from a mixed model perspective," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101267.
• Chae, Joon & Kim, Ryumi, 2020, "Contrarian profits of the firm-specific component on stock returns," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2019.101176.
• Yang, Ann Shawing, 2020, "Misinformation corrections of corporate news: Corporate clarification announcements," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101315.
• Zaremba, Adam & Szyszka, Adam & Long, Huaigang & Zawadka, Dariusz, 2020, "Business sentiment and the cross-section of global equity returns," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101329.
• Azmi, Wajahat & Mohamad, Shamsher & Shah, Mohamed Eskandar, 2020, "Ethical investments and financial performance: An international evidence," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2019.05.005.
• Zaremba, Adam & Karathanasopoulos, Andreas & Maydybura, Alina & Czapkiewicz, Anna & Bagheri, Noushin, 2020, "Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2018.05.006.
• Abdul Halim, Zairihan & How, Janice & Verhoeven, Peter & Hassan, M. Kabir, 2020, "Asymmetric information and securitization design in Islamic capital markets," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2019.101189.
• McDowell, Shaun & Lee, John B. & Marsden, Alastair, 2020, "The potential effect of taxes on the equity home bias in New Zealand PIEs," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101375.
• Huang, Jinbo & Ding, Ashley & Li, Yong & Lu, Dong, 2020, "Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101373.
• Lin, Hung-Wen & Huang, Jing-Bo & Lin, Kun-Ben & Zhang, Joyce & Chen, Shu-Heng, 2020, "Which is the better fourth factor in China? Reversal or turnover?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101347.
• Chen, Hong-Yi & Yang, Sharon S., 2020, "Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101407.
• Peng, Xiaowen & Alpert, Karen & Hsu, Grace Chia-Man, 2020, "Switching between superannuation funds: Does performance and marketing matter?," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101431.
• Nartea, Gilbert V. & Bai, Hengyu & Wu, Ji, 2020, "Investor sentiment and the economic policy uncertainty premium," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101438.
• Humphrey, Jacquelyn E. & Hunter, David & Hoang, Khoa & Wei, Wang Chun, 2020, "Managerial rents vs. shareholder value in closed-end funds: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101453.
• Chuang, Yi-Wei & Tsai, Wei-Che & Weng, Pei-Shih, 2020, "The impact of weather on order submissions and trading performance," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101456.
• Huang, Jiexiang & Guo, Wei & Zhang, Jin E., 2020, "Do stocks outperform bank deposits in China?," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101464.
• Gok, Ibrahim Yasar & Demirdogen, Yavuz & Topuz, Sefa, 2020, "The impacts of terrorism on Turkish equity market: An investigation using intraday data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123484.
• Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Balli, Faruk & Shahzad, Syed Jawad Hussain, 2020, "Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 553, issue C, DOI: 10.1016/j.physa.2020.124235.
• Eika, Lasse & Mogstad, Magne & Vestad, Ola L., 2020, "What can we learn about household consumption expenditure from data on income and assets?," Journal of Public Economics, Elsevier, volume 189, issue C, DOI: 10.1016/j.jpubeco.2020.104163.
• Bouri, Elie & Lucey, Brian & Roubaud, David, 2020, "Dynamics and determinants of spillovers across the option-implied volatilities of US equities," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 257-264, DOI: 10.1016/j.qref.2019.03.008.
• Zhou, Jie, 2020, "Household stock market participation during the great financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 265-275, DOI: 10.1016/j.qref.2019.04.008.
• Fenner, Richard G. & Han, Yufeng & Huang, Zhaodan, 2020, "Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 276-293, DOI: 10.1016/j.qref.2019.05.004.
• Clark, Ephraim & Qiao, Zhuo, 2020, "The value premium puzzle, behavior versus risk: New evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 12-21, DOI: 10.1016/j.qref.2019.04.007.
• Chen, Haiwei & Jory, Surendranath & Ngo, Thanh, 2020, "Earnings management under different ownership and corporate governance structure: A natural experiment with master limited partnerships," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 139-156, DOI: 10.1016/j.qref.2019.05.005.
• Gao, Jun & O’Sullivan, Niall & Sherman, Meadhbh, 2020, "An evaluation of Chinese securities investment fund performance," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 249-259, DOI: 10.1016/j.qref.2019.08.007.
• Baig, Ahmed S. & Sabah, Nasim, 2020, "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 270-277, DOI: 10.1016/j.qref.2019.08.008.
• Parnes, Dror, 2020, "Exploring economic anomalies in the S&P500 index," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 292-309, DOI: 10.1016/j.qref.2019.09.012.
• Bera, Anil Kumar & Uyar, Umut & Kangalli Uyar, Sinem Guler, 2020, "Analysis of the five-factor asset pricing model with wavelet multiscaling approach," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 414-423, DOI: 10.1016/j.qref.2019.09.014.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2020, "Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 156-164, DOI: 10.1016/j.qref.2020.03.004.
• Yunus, Nafeesa, 2020, "Time-varying linkages among gold, stocks, bonds and real estate," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 165-185, DOI: 10.1016/j.qref.2020.01.015.
• Ayash, Brian, 2020, "The origin, ownership and use of cash flows in leveraged buyouts," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 286-295, DOI: 10.1016/j.qref.2019.10.004.
• Liêu, L.M. & Pelster, M., 2020, "Framing and the disposition effect in a scopic regime," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 175-185, DOI: 10.1016/j.qref.2020.01.008.
• Czaja, Daniel & Röder, Florian, 2020, "Self-attribution bias and overconfidence among nonprofessional traders," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 186-198, DOI: 10.1016/j.qref.2020.02.003.
• Ahmed, Mohamed S. & Alhadab, Mohammad, 2020, "Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 355-371, DOI: 10.1016/j.qref.2020.05.005.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 42-52, DOI: 10.1016/j.qref.2020.01.004.
• Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann, 2020, "Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19," Renewable and Sustainable Energy Reviews, Elsevier, volume 134, issue C, DOI: 10.1016/j.rser.2020.110349.
• Luo, Pengfei & Song, Dandan & Chen, Biao, 2020, "Investment and financing for SMEs with bank-tax interaction and public-private partnerships," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 163-172, DOI: 10.1016/j.iref.2019.10.007.
• Yu, Jing-Rung & Paul Chiou, Wan-Jiun & Lee, Wen-Yi & Lin, Shun-Ji, 2020, "Portfolio models with return forecasting and transaction costs," International Review of Economics & Finance, Elsevier, volume 66, issue C, pages 118-130, DOI: 10.1016/j.iref.2019.11.002.
• Cui, Wei & Yao, Juan, 2020, "Funds of hedge funds: Are they really the high society for little guys?," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 346-361, DOI: 10.1016/j.iref.2020.02.004.
• Chiarella, Carlo & Ostinelli, Diego, 2020, "Financial or strategic buyers: Who is at the gate?," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 393-407, DOI: 10.1016/j.iref.2020.02.005.
• Huang, Hong-Chih & Lee, Yung-Tsung, 2020, "A study of the differences among representative investment strategies," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 131-149, DOI: 10.1016/j.iref.2020.03.007.
• Potì, Valerio & Pattitoni, Pierpaolo & Petracci, Barbara, 2020, "Precautionary motives for private firms’ cash holdings," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 150-166, DOI: 10.1016/j.iref.2020.03.003.
• Khan, Salman & Azmat, Saad, 2020, "Debt externality in equity markets: Leveraged portfolios and Islamic indices," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 152-177, DOI: 10.1016/j.iref.2020.05.004.
• Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2020, "Co-movement across european stock and real estate markets," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 189-208, DOI: 10.1016/j.iref.2020.05.010.
• Zhu, Zhaobo & Harrison, DavidM. & Seiler, MichaelJ., 2020, "Preference for lottery features in real estate investment trusts," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 599-613, DOI: 10.1016/j.iref.2020.05.012.
• Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020, "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 680-691, DOI: 10.1016/j.iref.2020.06.035.
• Moutanabbir, Khouzeima & Noureldin, Diaa, 2020, "Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 708-730, DOI: 10.1016/j.iref.2020.06.014.
• Dai, Yiqing & Haque, Tariq & Zurbruegg, Ralf, 2020, "Factor return forecasting using cashflow spreads," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 917-931, DOI: 10.1016/j.iref.2020.06.018.
• Blitz, David & Hanauer, Matthias X. & Vidojevic, Milan, 2020, "The idiosyncratic momentum anomaly," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 932-957, DOI: 10.1016/j.iref.2020.05.008.
• Hua Fan, John & Michalski, Lachlan, 2020, "Sustainable factor investing: Where doing well meets doing good," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 230-256, DOI: 10.1016/j.iref.2020.07.013.
• Nishiwaki, Takashi, 2020, "Do Investors Need Kink to Cope with Ambiguity?," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 391-397, DOI: 10.1016/j.iref.2020.08.001.
• Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth & Chunhachinda, Pornchai & Nathaphan, Sarayut, 2020, "Mutual fund liquidity timing ability in the higher moment framework," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101105.
• Bedi, Prateek & Nashier, Tripti, 2020, "On the investment credentials of Bitcoin: A cross-currency perspective," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101087.
• Gil-Alana, Luis Alberiko & Abakah, Emmanuel Joel Aikins & Rojo, María Fátima Romero, 2020, "Cryptocurrencies and stock market indices. Are they related?," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101063.
• Oehler, Andreas & Wanger, Hans Philipp, 2020, "Household portfolio optimization with XTFs? An empirical study using the SHS-base," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101103.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020, "Firm profitability and expected stock returns: Evidence from Latin America," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101119.
• Luo, Yan & Zhang, Chenyang, 2020, "Economic policy uncertainty and stock price crash risk," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101112.
• Fu, Yufen & Wright, Danika & Blazenko, George, 2020, "Ethical Investing Has No Portfolio Performance Cost," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101117.
• Nadler, Philip & Guo, Yike, 2020, "The fair value of a token: How do markets price cryptocurrencies?," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101108.
• Marfatia, Hardik A., 2020, "Investors’ risk perceptions in the US and global stock market integration," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101169.
• Gao, Ya & Xiong, Xiong & Feng, Xu, 2020, "Responsible investment in the Chinese stock market," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101173.
• Laurini, Márcio Poletti & Mauad, Roberto Baltieri & Aiube, Fernando Antônio Lucena, 2020, "The impact of co-jumps in the oil sector," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101197.
• Stafylas, Dimitrios & Andrikopoulos, Athanasios, 2020, "Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101130.
• Baklaci, Hasan Fehmi & Aydoğan, Berna & Yelkenci, Tezer, 2020, "Impact of stock market trading on currency market volatility spillovers," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101182.
• Belhassine, Olfa, 2020, "Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101195.
• Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth, 2020, "Coskewness timing ability in the mutual fund industry," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101224.
• Chen, Xiaoyu & Chiang, Thomas C., 2020, "Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101183.
• Lee, Seungho & Meslmani, Nabil El & Switzer, Lorne N., 2020, "Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101200.
• Wang, Gang-Jin & Ma, Xin-yu & Wu, Hao-yu, 2020, "Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101225.
• Garcia-Jorcano, Laura & Benito, Sonia, 2020, "Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101300.
• Perera, Devmali & Białkowski, Jędrzej & Bohl, Martin T., 2020, "Does the tea market require a futures contract? Evidence from the Sri Lankan tea market," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101290.
• Shi, Jinyan & Yu, Conghui & Liu, Xiangkun & Li, Yanxi, 2020, "Predicting firm stock returns with customer stock returns: Moderating effects of customer characteristics," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101280.
• Litterscheidt, Rouven & Streich, David J., 2020, "Financial education and digital asset management: What's in the black box?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 87, issue C, DOI: 10.1016/j.socec.2020.101573.
• Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020, "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 297-308, DOI: 10.1016/j.strueco.2020.04.004.
• Huynh, Toan Luu Duc & Hille, Erik & Nasir, Muhammad Ali, 2020, "Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies," Technological Forecasting and Social Change, Elsevier, volume 159, issue C, DOI: 10.1016/j.techfore.2020.120188.
• Ma, Yechi & Ahmad, Ferhana & Liu, Miao & Wang, Zilong, 2020, "Portfolio optimization in the era of digital financialization using cryptocurrencies," Technological Forecasting and Social Change, Elsevier, volume 161, issue C, DOI: 10.1016/j.techfore.2020.120265.
• Weifeng Liu & Phitawat Poonpolkul, 2020, "Demographic impacts on life cycle portfolios and financial market structures," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-20, Mar.
• Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher, 2020, "IQ from IP: simplifying search in portfolio choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101133, Oct.
• Cho, Thummim, 2020, "Turning alphas into betas: arbitrage and endogenous risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102085, Aug.
• Jiang, Hao & Vayanos, Dimitri & Zheng, Lu, 2020, "Tracking biased weights: asset pricing implications of value-weighted indexing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118847, Dec.
• Ziemba, William, 2020, "Parimutuel betting markets: racetracks and lotteries revisited," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118873, Sep.
• Fricke, Daniel & Roukny, Tarik, 2020, "Generalists and specialists in the credit market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87749, Mar.
• Luigi Guiso & Luigi Pistaferri, 2020, "The insurance role of the firm," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2001, revised Jan 2020.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2008, revised Nov 2021.
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2020, "The Macroeconomics of Hedging Income Shares," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2009, revised May 2020.
• Marie Scholer & Lazaro Cuesta Barbera, 2020, "The EU sustainable finance taxonomy from the perspective of the insurance and reinsurance sector," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 17, Jul.
• Petr Jakubik, 2020, "The impact of EIOPA statement on insurers dividends: evidence from equity market," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 18, Jul.
• Alistair Hunt & Filippo Fraschini, 2020, "Portfolio analysis as a means of managing uncertainties in climate change adaptation: some initial reflections," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 97, issue 01, pages 63-81.
• Lan Sun, 2020, "Accrual mispricing in the era of corporate governance reforms," Asian Review of Accounting, Emerald Group Publishing Limited, volume 28, issue 3, pages 373-394, May, DOI: 10.1108/ARA-08-2019-0143.
• Xiyang Li & Bin Li & Tarlok Singh & Kan Shi, 2020, "Predicting stock market returns in the US: evidence from an average correlation approach," Accounting Research Journal, Emerald Group Publishing Limited, volume 33, issue 2, pages 411-433, February, DOI: 10.1108/ARJ-10-2018-0168.
• Sezer Bozkuş Kahyaoğlu & Hilmi Tunahan Akkuş, 2020, "Volatility Spillover Between Conventional Stock Index and Participation Index: The Turkish Case," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Business Economics and Finance", DOI: 10.1108/S1569-375920200000104002.
• Ayşegül Kirkpınar, 2020, "Volatility spillover from oil prices to precious metals under different regimes," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Business Economics and Finance", DOI: 10.1108/S1569-375920200000104005.
• Imran Yousaf & Shoaib Ali, 2020, "Integration between real estate and stock markets: new evidence from Pakistan," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 13, issue 5, pages 887-900, April, DOI: 10.1108/IJHMA-01-2020-0001.
• Manuchehr Irandoust, 2020, "The causality between house prices and stock prices: evidence from seven European countries," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 14, issue 1, pages 137-156, May, DOI: 10.1108/IJHMA-02-2020-0013.
• Mehmet Emin Yildiz & Yaman Omer Erzurumlu & Bora Kurtulus, 2020, "Comparative analyses of mean-variance and mean-semivariance approaches on global and local single factor market model for developed and emerging markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 1, pages 325-350, September, DOI: 10.1108/IJOEM-01-2020-0110.
• Xiu Wei Yeap & Hooi Hooi Lean & Marius Galabe Sampid & Haslifah Mohamad Hasim, 2020, "The dependence structure and portfolio risk of Malaysia's foreign exchange rates: the Bayesian GARCH–EVT–copula model," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 5, pages 952-974, October, DOI: 10.1108/IJOEM-02-2020-0169.
• Mahfooz Alam & Valeed Ahmad Ansari, 2020, "Do mutual fund managers' possess style liquidity timing abilities?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 3, pages 747-765, November, DOI: 10.1108/IJOEM-02-2020-0195.
• Syed Moudud-Ul-Huq, 2020, "Does bank competition matter for performance and risk-taking? empirical evidence from BRICS countries," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 3, pages 409-447, March, DOI: 10.1108/IJOEM-03-2019-0197.
• M. Kabir Hassan & Sirajo Aliyu & Buerhan Saiti & Zairihan Abdul Halim, 2020, "A review of Islamic stock market, growth and real-estate finance literature," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 16, issue 7, pages 1259-1290, July, DOI: 10.1108/IJOEM-11-2019-1001.
• Jorge Andrés Muñoz Mendoza & Sandra María Sepúlveda Yelpo & Carmen Lissette Velosos Ramos & Carlos Leandro Delgado Fuentealba, 2020, "Effects of MILA on their stock markets: an empirical analysis on market activity and dynamic correlations," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 2, pages 574-599, November, DOI: 10.1108/IJOEM-12-2019-1070.
• Osman Gulseven & Ozgun Ekici, 2020, "The role of real estate and gold as inflation hedges: the Islamic influence," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 2, pages 391-408, December, DOI: 10.1108/IMEFM-01-2019-0038.
• Md. Bokhtiar Hasan Aarif & Muhammad Rafiqul Islam Rafiq & Abu N.M. Wahid, 2020, "Do ‘Shariah’ indices surpass conventional indices? A study on Dhaka Stock Exchange," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 1, pages 94-113, August, DOI: 10.1108/IMEFM-01-2020-0027.
• Nadia Anjum & Suresh Kumar Oad Rajput, 2020, "Forecasting Islamic equity indices alpha," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 1, pages 183-203, September, DOI: 10.1108/IMEFM-02-2019-0068.
• Carlos Colón De Armas & Javier Rodriguez & Herminio Romero, 2020, "The behaviour of US investors during presidential elections," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 37, issue 4, pages 730-740, October, DOI: 10.1108/JEAS-10-2019-0111.
• Zaghum Umar & Dimitrios Kenourgios & Muhammad Naeem & Khadija Abdulrahman & Salma Al Hazaa, 2020, "The inflation hedging capacity of Islamic and conventional equities," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 6, pages 1377-1399, May, DOI: 10.1108/JES-04-2019-0183.
• Kozo Omori & Tomoki Kitamura, 2020, "Effect of debt tax benefits on corporate pension funding and risk-taking," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 6, pages 1327-1337, May, DOI: 10.1108/JES-04-2019-0188.
• Giuseppe Munda & Agata Matarazzo, 2020, "On the impossibility of using “the correct” cost–benefit aggregation rule," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 5, pages 1119-1136, April, DOI: 10.1108/JES-06-2019-0269.
• Hechem Ajmi & Nadia Arfaoui, 2020, "Effects of the political risk on Bitcoin return and volatility: evidence from the 2016 US presidential election," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 1, pages 94-115, August, DOI: 10.1108/JFEP-01-2020-0010.
• Aron Gottesman & Iuliana Ismailescu, 2020, "Student selectivity and higher education institutions credit ratings," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 1, pages 136-159, June, DOI: 10.1108/JFEP-10-2019-0200.
• Adam Abdullah & Rusni Hassan & Salina Kassim, 2020, "A real asset management approach for Islamic investment in containerships," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 1, pages 27-48, January, DOI: 10.1108/JIABR-07-2017-0105.
• Ibnu Qizam & Misnen Ardiansyah & Abdul Qoyum, 2020, "Integration of Islamic capital market in ASEAN-5 countries," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 4, pages 811-825, January, DOI: 10.1108/JIABR-08-2019-0149.
• Walid Mansour, 2020, "Toward new strategies of Islamic financial products development," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 10, pages 2053-2067, October, DOI: 10.1108/JIABR-09-2018-0135.
• Aviral Kumar Tiwari & Christophe André & Rangan Gupta, 2020, "Spillovers between US real estate and financial assets in time and frequency domains," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 38, issue 6, pages 525-537, April, DOI: 10.1108/JPIF-08-2019-0110.
• Savva Shanaev & Nikita Shimkus & Binam Ghimire & Satish Sharma, 2020, "Children’s toy or grown-ups’ gamble? LEGO sets as an alternative investment," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 5, pages 577-620, November, DOI: 10.1108/JRF-02-2020-0021.
• Ivan Mugarura Tusiime & Man Wang, 2020, "Are Islamic stocks subject to oil price risk exposure?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 181-200, May, DOI: 10.1108/JRF-05-2019-0076.
• Julia S. Mehlitz & Benjamin R. Auer, 2020, "A Monte Carlo evaluation of non-parametric estimators of expected shortfall," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 4, pages 355-397, October, DOI: 10.1108/JRF-07-2019-0122.
• Benjamin Schellinger, 2020, "Optimization of special cryptocurrency portfolios," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 127-157, May, DOI: 10.1108/JRF-11-2019-0221.
• Renu Isidore R. & P. Christie & C. Joe Arun, 2020, "Influence of the biological age of the investor on decision-making in the secondary equity market," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 13, issue 1, pages 99-117, October, DOI: 10.1108/QRFM-02-2020-0021.
• Xiang Gao & John Topuz, 2020, "Firm location and systematic risk: the real estate channel," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 3, pages 387-409, August, DOI: 10.1108/RAF-05-2019-0109.
• 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.