Research classified by Journal of Economic Literature (JEL) codes

2020

• Piguillem, Facundo & Grasso, Adriana & Passadore, Juan, 2020, "The Macroeconomics of Hedging Income Shares," CEPR Discussion Papers, Centre for Economic Policy Research, number 14732, May.
• Zechner, Josef & Pagano, Marco & Wagner, Christian, 2020, "Disaster Resilience and Asset Prices," CEPR Discussion Papers, Centre for Economic Policy Research, number 14773, May.
• Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Utkus, Stephen P., 2020, "Inside the Mind of a Stock Market Crash," CEPR Discussion Papers, Centre for Economic Policy Research, number 14813, May.
• Parise, Gianpaolo & Cutura, Jannic & Schrimpf, Paul, 2020, "Debt De-risking," CEPR Discussion Papers, Centre for Economic Policy Research, number 14817, May.
• Caballero, Ricardo & Simsek, Alp, 2022, "Monetary Policy with Opinionated Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 14830, Jun.
• Arrondel, Luc & Calvo Pardo, Héctor & Giannitsarou, Chryssi & Haliassos, Michael, 2022, "Informative Social Interactions," CEPR Discussion Papers, Centre for Economic Policy Research, number 14840, Mar.
• Buss, Adrian & Sundaresan, Savitar, 2020, "More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency," CEPR Discussion Papers, Centre for Economic Policy Research, number 14843, Jun.
• Weill, Pierre-Olivier, 2020, "The search theory of OTC markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 14847, Jun.
• Kuzmina, Olga & Kelly, Patrick & Gorovyy, Sergiy, 2020, "Does Secrecy Signal Skill? Characteristics and Performance of Secretive Hedge Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 14873, Jun.
• Bacchetta, Philippe & Tièche, Simon & van Wincoop, Eric, 2020, "International Portfolio Choice with Frictions: Evidence from Mutual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 14898, Jun.
• Malmendier, Ulrike M., 2020, "Exposure to Grocery Prices and Inflation Expectations," CEPR Discussion Papers, Centre for Economic Policy Research, number 14930, Jun.
• Malmendier, Ulrike M. & D'Acunto, Francesco & Weber, Michael, 2020, "Gender Roles and the Gender Expectations Gap," CEPR Discussion Papers, Centre for Economic Policy Research, number 14932, Jun.
• Malmendier, Ulrike M. & Steiny Wellsjo, Alex, 2020, "Rent or Buy? The Role of Lifetime Experiences on Homeownership within and across Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 14935, Jun.
• Malmendier, Ulrike M. & Laudenbach, Christine & Niessen-Ruenzi, Alexandra, 2020, "The Long-lasting Effects of Experiencing Communism on Attitudes towards Financial Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 14939, Jun.
• Weber, Martin & Mueller-Dethard, Jan, 2020, "The Portfolio Composition Effect," CEPR Discussion Papers, Centre for Economic Policy Research, number 15012, Jul.
• Lou, Dong, 2020, "Wealth Redistribution in Bubbles and Crashes," CEPR Discussion Papers, Centre for Economic Policy Research, number 15029, Jul.
• Pástor, LuboÅ¡ & Vorsatz, Blair, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 15033, Jul.
• Taylor, Mark & Filippou, Ilias & Gozluklu, Arie & Nguyen, My, 2020, "U.S. Populist Rhetoric and Currency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 15054, Jul.
• Pagano, Marco & Kovbasyuk, Sergei, 2020, "Advertising Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 15064, Jul.
• Buss, Adrian & Vilkov, Grigory & Uppal, Raman, 2020, "Investor Sophistication and Portfolio Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 15116, Jul.
• Barbu, Alexandru & Fricke, Christoph & ,, 2020, "Procyclical Asset Management and Bond Risk Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 15123, Aug.
• Küng, Lorenz & Baker, Scott & Johnson, Stephanie, 2020, "Financial Returns to Household Inventory Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 15191, Aug.
• Corum, Adrian Aycan & Malenko, Andrey & Malenko, Nadya, 2022, "Corporate governance in the presence of active and passive delegated investment," CEPR Discussion Papers, Centre for Economic Policy Research, number 15230, Jan.
• Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020, "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers, Centre for Economic Policy Research, number 15305, Sep.
• Ehrmann, Michael & Christelis, Dimitris & Georgarakos, Dimitris, 2020, "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CEPR Discussion Papers, Centre for Economic Policy Research, number 15368, Oct.
• Korniotis, George & Bonaparte, Yosef & Kumar, Alok, 2020, "Income Risk and Stock Market Entry/Exit Decisions," CEPR Discussion Papers, Centre for Economic Policy Research, number 15370, Oct.
• Dahlquist, Magnus & Ibert, Markus & Wilke, Felix, 2020, "Expectations of Active Mutual Fund Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 15548, Dec.
• Vayanos, Dimitri & Jiang, Hao & Zheng, Lu, 2020, "Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing," CEPR Discussion Papers, Centre for Economic Policy Research, number 15563, Dec.
• Rey, Hélène & Camanho, Nelson & Hau, Harald, 2020, "Global Portfolio Rebalancing and Exchange Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 15617, Dec.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020, "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def090, Oct.
• Daniel J. Benjamin & Mark Alan Fontana & Miles Kimball, 2020, "Reconsidering Risk Aversion," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_026, Oct.
• Jean-François Carpantier, 2020, "Anything but gold. The golden constant revisited," LIDAM Discussion Papers IRES, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), number 2020036, Oct.
• Pablo Perelló-Fons & Salvador Climent-Serrano, 2020, "Gestión eficiente de carteras: Modelo de Markowitz y el Ibex-35," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 121, pages 91-103, Enero.
• Johannes K. Dreyer & Johannes Schneider & William T. Smith, 2020, "Saving-Based Asset Pricing and Leisure," Annals of Economics and Finance, Society for AEF, volume 21, issue 2, pages 507-526, November.
• Junyong He & Helen Hui Huang & Shunming Zhang, 2020, "Ambiguity Aversion, Information Acquisition, and Market Opacity," Annals of Economics and Finance, Society for AEF, volume 21, issue 2, pages 263-329, November.
• Bekaert, Geert & Panayotov, George, 2020, "Good Carry, Bad Carry," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 4, pages 1063-1094, June.
• Karolyi, G. Andrew & Ng, David T. & Prasad, Eswar S., 2020, "The Coming Wave: Where Do Emerging Market Investors Put Their Money?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 4, pages 1369-1414, June.
• Hastings, Justine & Mitchell, Olivia S., 2020, "How financial literacy and impatience shape retirement wealth and investment behaviors," Journal of Pension Economics and Finance, Cambridge University Press, volume 19, issue 1, pages 1-20, January.
• Broeders, Dirk & de Haan, Leo, 2020, "Benchmark selection and performance," Journal of Pension Economics and Finance, Cambridge University Press, volume 19, issue 4, pages 511-531, October.
• Marotta, Giuseppe, 2020, "Behind the success of dominated personal pension plans: sales force and financial literacy factors," Journal of Pension Economics and Finance, Cambridge University Press, volume 19, issue 4, pages 532-547, October.
• Masset, Philippe & Weisskopf, Jean-Philippe & Fauchery, Clémentine, 2020, "Last Frontier Investments: The Case of Alpine Wines," Journal of Wine Economics, Cambridge University Press, volume 15, issue 2, pages 181-206, May.
• Moulay Driss ELBOUSTY & Lahsen OUBDI, 2020, "Volatility stylized facts in the Moroccan stock market: Evidence from both aggregate and disaggregate data," Turkish Economic Review, EconSciences Journals, volume 7, issue 2, pages 111-138, July.
• Nassiba El HAROUS & Taacha El HASSAN, 2020, "Intangible capital: A strategic lever for value creation," Turkish Economic Review, EconSciences Journals, volume 7, issue 3, pages 139-150, October.
• Siméon Maxime BIKOUE, 2020, "The allocation of time in public administrations subject to bribery in developing countries: The basic model of labour supplu revisited," Turkish Economic Review, EconSciences Journals, volume 7, issue 3, pages 151-163, October.
• Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020, "Recursive Preferences, the Value of Life, and Household Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2231, May.
• Antoine Bommier & Daniel Harenberg & François Le Grand & Cormac O'Dea, 2020, "Recursive Preferences, the Value of Life, and Household Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2231R, May, revised Dec 2020.
• Стоян Проданов, 2020, "Инвестиции И Инвестиционни Решения: Методико-Приложни Аспекти," "Economic World" Library, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 142 Year , pages 9-165.
• Dimitar Blagoev & Radostin Boyadzhiev, 2020, "Methodological Aspects of Management of Portfolios of Investment Projects for Real Assets of Business Organizations," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 71-90.
• Димитър Благоев & Радостин Бояджиев, 2020, "Методически Аспекти На Управлението На Портфейл От Инвестиционни Проекти За Реални Активи В Бизнес Организациите," Economic Archive, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 79-102.
• Kedar-Levy, Haim, 2020, "Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.08.001.
• Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2020, "Google search volume and individual investor trading," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2020.100544.
• Ding, Rong & Zhou, Hang & Li, Yifan, 2020, "Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100511.
• Faria, Gonçalo & Verona, Fabio, 2020, "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100508.
• Pham, Mia Hang, 2020, "In law we trust: Lawyer CEOs and stock liquidity," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100548.
• Pedraza, Alvaro & Pulga, Fredy & Vasquez, Jose, 2020, "Costly index investing in foreign markets," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100509.
• Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R., 2020, "ETF use among actively managed mutual fund portfolios," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100529.
• Cao, Charles & Simin, Timothy & Xiao, Han, 2020, "Predicting the equity premium with the implied volatility spread," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100531.
• McAdam, Chris, 2020, "Are investors compensated for their sophistication and informedness for company takeovers – An Australian study," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.08.002.
• Forte, Gianfranco & Gianfrate, Gianfranco & Rossi, Emanuele, 2020, "Does relative valuation work for banks?," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.09.002.
• Nikkinen, Jussi & Piljak, Vanja & Rothovius, Timo, 2020, "Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100481.
• Hincapié-Salazar, Juliana & Agudelo, Diego A., 2020, "Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100508.
• Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020, "Investor experiences and international capital flows," Journal of International Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.jinteco.2020.103302.
• Mihalache, Gabriel, 2020, "Sovereign default resolution through maturity extension," Journal of International Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.jinteco.2020.103326.
• Hu, Chenyue, 2020, "Industrial specialization matters: A new angle on equity home Bias," Journal of International Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.jinteco.2020.103354.
• Chen, D.H.J. & Beetsma, R.M.W.J. & van Wijnbergen, S.J.G., 2020, "Unhedgeable inflation risk within pension schemes," Insurance: Mathematics and Economics, Elsevier, volume 90, issue C, pages 7-24, DOI: 10.1016/j.insmatheco.2019.10.009.
• Hambel, Christoph, 2020, "Health shock risk, critical illness insurance, and housing services," Insurance: Mathematics and Economics, Elsevier, volume 91, issue C, pages 111-128, DOI: 10.1016/j.insmatheco.2020.01.008.
• van Bilsen, Servaas & Laeven, Roger J.A., 2020, "Dynamic consumption and portfolio choice under prospect theory," Insurance: Mathematics and Economics, Elsevier, volume 91, issue C, pages 224-237, DOI: 10.1016/j.insmatheco.2020.02.004.
• Chen, Zhiping & Yang, Peng, 2020, "Robust optimal reinsurance–investment strategy with price jumps and correlated claims," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 27-46, DOI: 10.1016/j.insmatheco.2020.03.001.
• Gerrard, Russell & Hiabu, Munir & Nielsen, Jens Perch & Vodička, Peter, 2020, "Long-term real dynamic investment planning," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 90-103, DOI: 10.1016/j.insmatheco.2020.03.002.
• Glazyrina, Anna & Melnikov, Alexander, 2020, "Bachelier model with stopping time and its insurance application," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 156-167, DOI: 10.1016/j.insmatheco.2020.04.012.
• Forsyth, Peter A., 2020, "Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 230-245, DOI: 10.1016/j.insmatheco.2020.05.005.
• Wang, Jianli & Liu, Liqun & Neilson, William S., 2020, "The participation puzzle with reference-dependent expected utility preferences," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 278-287, DOI: 10.1016/j.insmatheco.2020.05.008.
• He, Lin & Liang, Zongxia & Yuan, Fengyi, 2020, "Optimal DB-PAYGO pension management towards a habitual contribution rate," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 125-141, DOI: 10.1016/j.insmatheco.2020.07.005.
• Josa-Fombellida, Ricardo & Navas, Jorge, 2020, "Time consistent pension funding in a defined benefit pension plan with non-constant discounting," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 142-153, DOI: 10.1016/j.insmatheco.2020.07.007.
• Jang, Bong-Gyu & Park, Seyoung & Zhao, Huainan, 2020, "Optimal retirement with borrowing constraints and forced unemployment risk," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 25-39, DOI: 10.1016/j.insmatheco.2020.06.002.
• Chen, Lv & Shen, Yang & Su, Jianxi, 2020, "A continuous-time theory of reinsurance chains," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 129-146, DOI: 10.1016/j.insmatheco.2020.09.005.
• Selmi, Refk & Bouoiyour, Jamal, 2020, "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," International Economics, Elsevier, volume 161, issue C, pages 100-119, DOI: 10.1016/j.inteco.2019.11.007.
• Al-Yahyaee, Khamis Hamed & Shahzad, Syed Jawad Hussain & Mensi, Walid, 2020, "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, Elsevier, volume 161, issue C, pages 66-82, DOI: 10.1016/j.inteco.2019.11.004.
• Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2020, "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," International Economics, Elsevier, volume 164, issue C, pages 18-35, DOI: 10.1016/j.inteco.2020.06.004.
• Chamizo, Álvaro & Novales, Alfonso, 2020, "Looking through systemic credit risk: Determinants, stress testing and market value," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101167.
• Kobinger, Sonja & Bornholt, Graham & Malin, Mirela, 2020, "Long-term time series reversal: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101185.
• Philippas, Dionisis & Philippas, Nikolaos & Tziogkidis, Panagiotis & Rjiba, Hatem, 2020, "Signal-herding in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101191.
• Xu, Yingying & Lien, Donald, 2020, "Dynamic exchange rate dependences: The effect of the U.S.-China trade war," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101238.
• Bushee, Brian & Cedergren, Matthew & Michels, Jeremy, 2020, "Does the media help or hurt retail investors during the IPO quiet period?," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101261.
• Honjo, Yuji & Nakamura, Hiroki, 2020, "The link between entrepreneurship and informal investment: An international comparison," Japan and the World Economy, Elsevier, volume 54, issue C, DOI: 10.1016/j.japwor.2020.101012.
• Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2020, "Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion," Journal of Banking & Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jbankfin.2019.07.019.
• Nguyen, Linh Xuan Diep & Mateut, Simona & Chevapatrakul, Thanaset, 2020, "Business-linkage volatility spillovers between US industries," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105699.
• Cox, Ruben & Kamolsareeratana, Atcha & Kouwenberg, Roy, 2020, "Compulsive gambling in the financial markets: Evidence from two investor surveys," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105709.
• Moutzouris, Ioannis C. & Nomikos, Nikos K., 2020, "Asset pricing with mean reversion: The case of ships," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105708.
• Bassett, William & Demiralp, Selva & Lloyd, Nathan, 2020, "Government support of banks and bank lending," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2017.07.010.
• Belkhir, Mohamed & Saad, Mohsen & Samet, Anis, 2020, "Stock extreme illiquidity and the cost of capital," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.01.005.
• Fricke, Daniel & Roukny, Tarik, 2020, "Generalists and specialists in the credit market," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.04.014.
• Harasztosi, Péter & Kátay, Gábor, 2020, "Currency matching by non-financial corporations," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105739.
• Chan, Kam Fong & Gray, Philip & Gray, Stephen & Zhong, Angel, 2020, "Political uncertainty, market anomalies and Presidential honeymoons," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105749.
• Davis, Mark & Lleo, Sébastien, 2020, "Debiased expert forecasts in continuous-time asset allocation," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105759.
• Aabo, Tom & Lee, Suin & Pantzalis, Christos & Park, Jung Chul, 2020, "Know thy neighbor: Political uncertainty and the informational advantage of local institutional investors," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105762.
• Kim, Kyungkeun & Lee, Dongwon, 2020, "Equity market integration and portfolio rebalancing," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105775.
• Fernando, Chitru S. & Hoelscher, Seth A. & Raman, Vikas, 2020, "The informativeness of derivatives use: Evidence from corporate disclosure through public announcements," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2019.105731.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2020, "Putting the pension back in 401(k) retirement plans: Optimal versus default deferred longevity income annuities," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105783.
• Kyosev, Georgi & Hanauer, Matthias X. & Huij, Joop & Lansdorp, Simon, 2020, "Does earnings growth drive the quality premium?," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105785.
• Byun, Suk-Joon & Goh, Jihoon & Kim, Da-Hea, 2020, "The role of psychological barriers in lottery-related anomalies," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105786.
• Lambert, Marie & Fays, Boris & Hübner, Georges, 2020, "Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105811.
• Sakkas, Athanasios & Tessaromatis, Nikolaos, 2020, "Factor based commodity investing," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105807.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105809.
• Artiga González, Tanja & van Lelyveld, Iman & Lučivjanská, Katarína, 2020, "Pension fund equity performance: Patience, activity or both?," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105812.
• Fischer, Thomas & Lundtofte, Frederik, 2020, "Unequal returns: Using the Atkinson index to measure financial risk," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105819.
• Munk, Claus, 2020, "A mean-variance benchmark for household portfolios over the life cycle," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105833.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2020, "Beta uncertainty," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105834.
• Baur, Dirk G. & Smales, Lee A., 2020, "Hedging geopolitical risk with precious metals," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105823.
• Talpsepp, Tõnn & Liivamägi, Kristjan & Vaarmets, Tarvo, 2020, "Academic abilities, education and performance in the stock market," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105848.
• Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2020, "Do conventional monetary policy instruments matter in unconventional times?," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105858.
• León, Ángel & Ñíguez, Trino-Manuel, 2020, "Modeling asset returns under time-varying semi-nonparametric distributions," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105870.
• Hanke, Michael & Stöckl, Sebastian & Weissensteiner, Alex, 2020, "Political event portfolios," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105883.
• Escobar-Anel, M. & Havrylenko, Y. & Zagst, R., 2020, "Optimal fees in hedge funds with first-loss compensation," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105884.
• Bernales, Alejandro & Verousis, Thanos & Voukelatos, Nikolaos, 2020, "Do investors follow the herd in option markets?," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2016.02.002.
• Broman, Markus S., 2020, "Local demand shocks, excess comovement and return predictability," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105910.
• Kirchler, Michael & Lindner, Florian & Weitzel, Utz, 2020, "Delegated investment decisions and rankings," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105952.
• Han, Chulwoo, 2020, "A nonparametric approach to portfolio shrinkage," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105953.
• Maio, Paulo & Silva, André C., 2020, "Asset pricing implications of money: New evidence," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105956.
• Gilstrap, Collin & Petkevich, Alex & Teterin, Pavel, 2020, "Striking up with the in crowd: When option markets and insiders agree," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105963.
• Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina, 2020, "Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105966.
• Hollstein, Fabian, 2020, "Estimating beta: The international evidence," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105968.
• Tauni, Muhammad Zubair & Yousaf, Salman & Ahsan, Tanveer, 2020, "Investor-advisor Big Five personality similarity and stock trading performance," Journal of Business Research, Elsevier, volume 109, issue C, pages 49-63, DOI: 10.1016/j.jbusres.2019.10.055.
• Jiang, Jiajun & Liu, Yu-Jane & Lu, Ruichang, 2020, "Social heterogeneity and local bias in peer-to-peer lending – evidence from China," Journal of Comparative Economics, Elsevier, volume 48, issue 2, pages 302-324, DOI: 10.1016/j.jce.2019.11.001.
• Hanewald, Katja & Bateman, Hazel & Fang, Hanming & Wu, Shang, 2020, "Is there a demand for reverse mortgages in China? Evidence from two online surveys," Journal of Economic Behavior & Organization, Elsevier, volume 169, issue C, pages 19-37, DOI: 10.1016/j.jebo.2019.10.023.
• Borsboom, Charlotte & Zeisberger, Stefan, 2020, "What makes an investment risky? An analysis of price path characteristics," Journal of Economic Behavior & Organization, Elsevier, volume 169, issue C, pages 92-125, DOI: 10.1016/j.jebo.2019.11.002.
• Ladley, Daniel & Liu, Guanqing & Rockey, James, 2020, "Losing money on the margin," Journal of Economic Behavior & Organization, Elsevier, volume 172, issue C, pages 107-136, DOI: 10.1016/j.jebo.2020.01.027.
• Goda, Gopi Shah & Levy, Matthew R. & Manchester, Colleen Flaherty & Sojourner, Aaron & Tasoff, Joshua, 2020, "Who is a passive saver under opt-in and auto-enrollment?," Journal of Economic Behavior & Organization, Elsevier, volume 173, issue C, pages 301-321, DOI: 10.1016/j.jebo.2019.08.026.
• Andreu, Laura & Ortiz, Cristina & Sarto, José Luis, 2020, "Disposition effect in fund managers. Fund and stock-specific factors and the upshot for investors," Journal of Economic Behavior & Organization, Elsevier, volume 176, issue C, pages 253-268, DOI: 10.1016/j.jebo.2020.04.002.
• Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2020, "Locus of control and investment in risky assets," Journal of Economic Behavior & Organization, Elsevier, volume 177, issue C, pages 548-568, DOI: 10.1016/j.jebo.2020.06.032.
• Park, Youngkyun & Banerjee, Sudipto, 2020, "Coworker influence on annuitization decisions: Evidence from defined benefit plans," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 582-606, DOI: 10.1016/j.jebo.2020.08.002.
• Bao, Zhengyang & Kalaycı, Kenan & Leibbrandt, Andreas & Oyarzun, Carlos, 2020, "Do regulations work? A comprehensive analysis of price limits and trading restrictions in experimental asset markets with deterministic and stochastic fundamental values," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 59-84, DOI: 10.1016/j.jebo.2020.07.012.
• Aragón, Nicolás & Roulund, Rasmus Pank, 2020, "Confidence and decision-making in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 688-718, DOI: 10.1016/j.jebo.2020.07.032.
• Balmus, Tatiana & Huber, Juergen & Ploner, Matteo, 2020, "More competition in delegated portfolio management: A win-win situation? An experimental analysis," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 777-800, DOI: 10.1016/j.jebo.2020.08.017.
• Ahmed, Walid M.A., 2020, "Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin," Journal of Economics and Business, Elsevier, volume 108, issue C, DOI: 10.1016/j.jeconbus.2019.105886.
• Alsheikh, Muna Ibrahim, 2020, "Beliefs-dependent utilities do influence firm-specific wealth (executives’ inside equity holdings)," Journal of Economics and Business, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeconbus.2020.105892.
• Fahmy, Hany, 2020, "Mean-variance-time: An extension of Markowitz's mean-variance portfolio theory," Journal of Economics and Business, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeconbus.2019.105888.
• van der Ploeg, Frederick & Rezai, Armon, 2020, "The risk of policy tipping and stranded carbon assets," Journal of Environmental Economics and Management, Elsevier, volume 100, issue C, DOI: 10.1016/j.jeem.2019.102258.
• Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020, "Risk apportionment: The dual story," Journal of Economic Theory, Elsevier, volume 185, issue C, DOI: 10.1016/j.jet.2019.104971.
• Lanier, Joshua, 2020, "Risk, ambiguity, and Giffen assets," Journal of Economic Theory, Elsevier, volume 186, issue C, DOI: 10.1016/j.jet.2019.104976.
• Izhakian, Yehuda, 2020, "A theoretical foundation of ambiguity measurement," Journal of Economic Theory, Elsevier, volume 187, issue C, DOI: 10.1016/j.jet.2020.105001.
• Ebert, Sebastian & Wei, Wei & Zhou, Xun Yu, 2020, "Weighted discounting—On group diversity, time-inconsistency, and consequences for investment," Journal of Economic Theory, Elsevier, volume 189, issue C, DOI: 10.1016/j.jet.2020.105089.
• Gompers, Paul A. & Gornall, Will & Kaplan, Steven N. & Strebulaev, Ilya A., 2020, "How do venture capitalists make decisions?," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 169-190, DOI: 10.1016/j.jfineco.2019.06.011.
• Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri, 2020, "Earnings, retained earnings, and book-to-market in the cross section of expected returns," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 231-254, DOI: 10.1016/j.jfineco.2019.05.013.
• Kozak, Serhiy & Nagel, Stefan & Santosh, Shrihari, 2020, "Shrinking the cross-section," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 271-292, DOI: 10.1016/j.jfineco.2019.06.008.
• Eisele, Alexander & Nefedova, Tamara & Parise, Gianpaolo & Peijnenburg, Kim, 2020, "Trading out of sight: An analysis of cross-trading in mutual fund families," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 359-378, DOI: 10.1016/j.jfineco.2018.12.005.
• Chernenko, Sergey & Sunderam, Adi, 2020, "Do fire sales create externalities?," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 602-628, DOI: 10.1016/j.jfineco.2019.08.001.
• Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2020, "Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 725-753, DOI: 10.1016/j.jfineco.2019.07.006.
• Kimball, Miles S. & Shapiro, Matthew D. & Shumway, Tyler & Zhang, Jing, 2020, "Portfolio rebalancing in general equilibrium," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 816-834, DOI: 10.1016/j.jfineco.2019.08.007.
• Feldman, David & Saxena, Konark & Xu, Jingrui, 2020, "Is the active fund management industry concentrated enough?," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 23-43, DOI: 10.1016/j.jfineco.2019.08.009.
• Collin-Dufresne, Pierre & Daniel, Kent & Sağlam, Mehmet, 2020, "Liquidity regimes and optimal dynamic asset allocation," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 379-406, DOI: 10.1016/j.jfineco.2019.09.011.
• Boons, Martijn & Duarte, Fernando & de Roon, Frans & Szymanowska, Marta, 2020, "Time-varying inflation risk and stock returns," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 444-470, DOI: 10.1016/j.jfineco.2019.09.012.
• Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020, "Investor experiences and financial market dynamics," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 597-622, DOI: 10.1016/j.jfineco.2019.11.002.
• Opie, Wei & Riddiough, Steven J., 2020, "Global currency hedging with common risk factors," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 780-805, DOI: 10.1016/j.jfineco.2019.12.001.
• Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng, 2020, "Mood beta and seasonalities in stock returns," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 272-295, DOI: 10.1016/j.jfineco.2020.02.003.
• Segura, Anatoli & Zeng, Jing, 2020, "Off-balance sheet funding, voluntary support and investment efficiency," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 90-107, DOI: 10.1016/j.jfineco.2020.02.001.
• Kumar, Nitish & Mullally, Kevin & Ray, Sugata & Tang, Yuehua, 2020, "Prime (information) brokerage," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 371-391, DOI: 10.1016/j.jfineco.2020.02.010.
• Wang, Albert Y. & Young, Michael, 2020, "Terrorist attacks and investor risk preference: Evidence from mutual fund flows," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 491-514, DOI: 10.1016/j.jfineco.2020.02.008.
• Cho, Thummim, 2020, "Turning alphas into betas: Arbitrage and endogenous risk," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 550-570, DOI: 10.1016/j.jfineco.2020.02.011.
• Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher, 2020, "IQ from IP: Simplifying search in portfolio choice," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 118-137, DOI: 10.1016/j.jfineco.2020.04.014.
• Lang, Mark & Maffett, Mark & Omartian, James D. & Silvers, Roger, 2020, "Regulatory cooperation and foreign portfolio investment," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 138-158, DOI: 10.1016/j.jfineco.2020.04.016.
• Bae, Kyounghun & Kim, Daejin, 2020, "Liquidity risk and exchange-traded fund returns, variances, and tracking errors," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 222-253, DOI: 10.1016/j.jfineco.2019.02.012.
• Branikas, Ioannis & Hong, Harrison & Xu, Jiangmin, 2020, "Location choice, portfolio choice," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 74-94, DOI: 10.1016/j.jfineco.2019.10.010.
• Cederburg, Scott & O’Doherty, Michael S. & Wang, Feifei & Yan, Xuemin (Sterling), 2020, "On the performance of volatility-managed portfolios," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 95-117, DOI: 10.1016/j.jfineco.2020.04.015.
• Chalmers, John & Reuter, Jonathan, 2020, "Is conflicted investment advice better than no advice?," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 366-387, DOI: 10.1016/j.jfineco.2020.05.005.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2020, "Fund tradeoffs," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 614-634, DOI: 10.1016/j.jfineco.2020.06.005.
• Hendershott, Terrence & Livdan, Dmitry & Rösch, Dominik, 2020, "Asset pricing: A tale of night and day," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 635-662, DOI: 10.1016/j.jfineco.2020.06.006.
• Carapella, Francesca & Monnet, Cyril, 2020, "Dealers’ insurance, market structure, and liquidity," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 725-753, DOI: 10.1016/j.jfineco.2020.06.013.
• Gao, Ming & Liu, Yu-Jane & Shi, Yushui, 2020, "Do people feel less at risk? Evidence from disaster experience," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 866-888, DOI: 10.1016/j.jfineco.2020.06.010.
• Christelis, Dimitris & Georgarakos, Dimitris & Sanz-de-Galdeano, Anna, 2020, "The impact of health insurance on stockholding: A regression discontinuity approach," Journal of Health Economics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jhealeco.2019.102246.
• Andreou, Christoforos K. & Lambertides, Neophytos & Savvides, Andreas, 2020, "Sovereign credit risk and global equity fund returns in emerging markets," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102218.
• Fujiki, Hiroshi, 2020, "Who adopts crypto assets in Japan? Evidence from the 2019 financial literacy survey," Journal of the Japanese and International Economies, Elsevier, volume 58, issue C, DOI: 10.1016/j.jjie.2020.101107.
• Chincarini, Ludwig, 2020, "Tracking spot oil: The elusive quest," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2019.04.003.
• Adhikari, Ramesh & Putnam, Kyle J., 2020, "Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors," Journal of Commodity Markets, Elsevier, volume 18, issue C, DOI: 10.1016/j.jcomm.2019.04.002.
• Dichtl, Hubert, 2020, "Forecasting excess returns of the gold market: Can we learn from stock market predictions?," Journal of Commodity Markets, Elsevier, volume 19, issue C, DOI: 10.1016/j.jcomm.2019.100106.
• Arunanondchai, Panit & Sukcharoen, Kunlapath & Leatham, David J., 2020, "Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100112.
• Elliott, Lisa & Elliott, Matthew & Slaa, Chad Te & Wang, Zhiguang, 2020, "New generation grain contracts in corn and soybean commodity markets," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100113.
• Shimizutani, Satoshi & Yamada, Hiroyuki, 2020, "Financial literacy of middle-aged and older Individuals: Comparison of Japan and the United States," The Journal of the Economics of Ageing, Elsevier, volume 16, issue C, DOI: 10.1016/j.jeoa.2019.100214.
• Koh, Benedict S.K. & Mitchell, Olivia S. & Rohwedder, Susann, 2020, "Financial knowledge and portfolio complexity in Singapore," The Journal of the Economics of Ageing, Elsevier, volume 17, issue C, DOI: 10.1016/j.jeoa.2018.11.004.
• Fehr, Hans & Hofmann, Maurice, 2020, "Tenure choice, portfolio structure and long-term care – Optimal risk management in retirement," The Journal of the Economics of Ageing, Elsevier, volume 17, issue C, DOI: 10.1016/j.jeoa.2020.100240.
• Fong, Joelle H., 2020, "Taking control: Active investment choice in Singapore’s national defined contribution scheme," The Journal of the Economics of Ageing, Elsevier, volume 17, issue C, DOI: 10.1016/j.jeoa.2020.100249.
• Christelis, Dimitris & Dobrescu, Loretti I. & Motta, Alberto, 2020, "Early life conditions and financial risk-taking in older age," The Journal of the Economics of Ageing, Elsevier, volume 17, issue C, DOI: 10.1016/j.jeoa.2020.100266.
• Lakshina, Valeriya, 2020, "Do portfolio investors need to consider the asymmetry of returns on the Russian stock market?," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00152.
• Demirer, Riza & Yuksel, Aydin & Yuksel, Asli, 2020, "Oil price uncertainty, global industry returns and active investment strategies," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00177.
• Shin, Su Hyun & Kim, Kyoung Tae & Seay, Martin, 2020, "Sources of information and portfolio allocation," Journal of Economic Psychology, Elsevier, volume 76, issue C, DOI: 10.1016/j.joep.2019.102212.
• Füllbrunn, Sascha & Luhan, Wolfgang J., 2020, "Responsibility and limited liability in decision making for others – An experimental consideration," Journal of Economic Psychology, Elsevier, volume 77, issue C, DOI: 10.1016/j.joep.2019.06.009.
• Bellucci, Davide & Fuochi, Giulia & Conzo, Pierluigi, 2020, "Childhood exposure to the Second World War and financial risk taking in adult life," Journal of Economic Psychology, Elsevier, volume 79, issue C, DOI: 10.1016/j.joep.2019.102196.
• Grevenbrock, Nils, 2020, "Dispositional optimism (and pessimism), wealth, and stock market participation," Journal of Economic Psychology, Elsevier, volume 81, issue C, DOI: 10.1016/j.joep.2020.102328.
• 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.