Research classified by Journal of Economic Literature (JEL) codes

2021

• Martin Zurek & Lars Heinrich, 2021, "Bottom-up versus top-down factor investing: an alpha forecasting perspective," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 11-29, February, DOI: 10.1057/s41260-020-00188-9.
• Alexander Swade & Gerrit Köchling & Peter N. Posch, 2021, "Managerial behavior in fund tournaments—the impact of TrueSkill," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 62-75, February, DOI: 10.1057/s41260-020-00198-7.
• Matthew Muntifering, 2021, "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 2, pages 110-119, March, DOI: 10.1057/s41260-021-00206-4.
• Edouard Nouvellon & Hugues Pirotte, 2021, "Can an equity structure dominate the risk-return profile of corporate bonds?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 4, pages 277-290, July, DOI: 10.1057/s41260-021-00213-5.
• David Blitz & Matthias X. Hanauer & Pim Vliet, 2021, "The Volatility Effect in China," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 338-349, September, DOI: 10.1057/s41260-021-00218-0.
• David Blitz & Laurens Swinkels, 2021, "Who owns tobacco stocks?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 311-325, September, DOI: 10.1057/s41260-021-00224-2.
• Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2021, "The performance of South African exchange traded funds under changing market conditions," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 350-359, September, DOI: 10.1057/s41260-021-00227-z.
• Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021, "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 360-375, September, DOI: 10.1057/s41260-021-00228-y.
• Wolfgang Bessler & Georgi Taushanov & Dominik Wolff, 2021, "Factor investing and asset allocation strategies: a comparison of factor versus sector optimization," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 488-506, October, DOI: 10.1057/s41260-021-00225-1.
• Lars Heinrich & Antoniya Shivarova & Martin Zurek, 2021, "Factor investing: alpha concentration versus diversification," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 464-487, October, DOI: 10.1057/s41260-021-00226-0.
• Wolfgang Drobetz & Tizian Otto, 2021, "Empirical asset pricing via machine learning: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 507-538, December, DOI: 10.1057/s41260-021-00237-x.
• Manish Bansal & Asgar Ali, 2021, "Differential impact of earnings management on the accrual anomaly," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 559-572, December, DOI: 10.1057/s41260-021-00243-z.
• Rama K. Malladi & Joshua D. Mean, 2021, "Is it a gender representation issue or a gender pay gap issue? A study of the replaced executives in the USA," Business Economics, Palgrave Macmillan;National Association for Business Economics, volume 56, issue 2, pages 67-80, April, DOI: 10.1057/s11369-021-00208-5.
• Zhihui Lv & Amanda M. Y. Chu & Wing Keung Wong & Thomas C. Chiang, 2021, "The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio," Risk Management, Palgrave Macmillan, volume 23, issue 1, pages 97-122, June, DOI: 10.1057/s41283-021-00069-4.
• Juan Carlos Matallín-Sáez & Amparo Soler-Domínguez & Diego Víctor Mingo-López, 2021, "On management risk and price in the mutual fund industry: style and performance distribution analysis," Risk Management, Palgrave Macmillan, volume 23, issue 1, pages 150-171, June, DOI: 10.1057/s41283-021-00072-9.
• Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof, 2021, "Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 213-242, September, DOI: 10.1057/s41283-021-00075-6.
• Edina Berlinger & Barbara Dömötör & Balázs Árpád Szűcs, 2021, "Irrational risk-taking of professionals? The relationship between risk exposures and previous profits," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 243-259, September, DOI: 10.1057/s41283-021-00076-5.
• Thomas Gries & Alexandra Mitschke, 2021, "Systemic Instability of the Interbank Credit Market - A Contribution to a Resilient Financial System," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 75, Apr.
• Minh-Lý Liêu, 2021, "Peer attention and the disposition effect," Working Papers Dissertations, Paderborn University, Faculty of Business Administration and Economics, number 81, Jul.
• Alexia Gaudeul & Caterina Giannetti, 2021, "Fostering the adoption of robo-advisors: A 3-weeks online stock-trading experiment," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2021/275, Jul.
• Zhang, Jing & Zhang, Wei & Li, Youwei & Feng, Xu, 2021, "The Role of Hedge Funds in the Asset Pricing: Evidence from China," MPRA Paper, University Library of Munich, Germany, number 105377, Jan.
• Olkhov, Victor, 2021, "To VaR, or Not to VaR, That is the Question," MPRA Paper, University Library of Munich, Germany, number 105458, Jan.
• Nagano, Mamoru & Uchida, Yuki, 2021, "Online Banking Users vs. Branch Visitors: Why Are Their Portfolio Returns Different?," MPRA Paper, University Library of Munich, Germany, number 105531, Apr.
• Flores Sánchez, Edgar Mauricio & Rodríguez Batres, Axel & Varela Espidio, Joaquín Bernardo, 2021, "Risk assessment for micro companies belonging to selected economic branches of the professional, scientific and technical services sector in Mexico through the Beta coefficient," MPRA Paper, University Library of Munich, Germany, number 105727.
• Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021, "Statistical arbitrage: Factor investing approach," MPRA Paper, University Library of Munich, Germany, number 105766, Feb.
• Montshioa, Keitumetse & Muteba Mwamba, John Weirstrass & Bonga-Bonga, Lumengo, 2021, "Asset allocation in extreme market conditions: a comparative analysis between developed and emerging economies," MPRA Paper, University Library of Munich, Germany, number 106248, Feb.
• Sapre, Nikhil, 2021, "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper, University Library of Munich, Germany, number 106668, Feb.
• Kumar, Satish & Tiwari, Aviral & Raheem, Ibrahim & Hille, Erik, 2021, "Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach," MPRA Paper, University Library of Munich, Germany, number 106684, Mar.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021, "Value of Life and Annuity Demand," MPRA Paper, University Library of Munich, Germany, number 107378, Apr.
• Imran, Zulfiqar Ali & Ahad, Muhammad, 2021, "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper, University Library of Munich, Germany, number 107613, Apr, revised 02 May 2021.
• Sakemoto, Ryuta, 2021, "Economic Evaluation of Cryptocurrency Investment," MPRA Paper, University Library of Munich, Germany, number 108283, Jun.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2021, "Value of Life and Annuity Demand," MPRA Paper, University Library of Munich, Germany, number 108886, Apr.
• Kekelidze, Lia, 2021, "Инвестиционната Среда И Проблемите На Придобиването На Собственост Върху Недвижими Имоти В Грузия От Инвеститори
  [The investment environment and the problems of origination of Investors’ ownership over real estate in Georgia]," MPRA Paper, University Library of Munich, Germany, number 109051.
• Borsboom, Charlotte & Füllbrunn, Sascha, 2021, "Stock Price Level Effect," MPRA Paper, University Library of Munich, Germany, number 109286, Aug.
• R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021, "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper, University Library of Munich, Germany, number 109549, Aug.
• Al-Ansari, Khalid Ahmed & Aysan, Ahmet Faruk, 2021, "More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?," MPRA Paper, University Library of Munich, Germany, number 109720, Aug.
• Stoian, Andreea & Vintila, Nicoleta & Iorgulescu, Filip & Cepoi, Cosmin Octavian & Dina Manolache, Aurora, 2021, "How Risk Aversion and Financial Literacy Shape Young Adults’ Investment Preferences," MPRA Paper, University Library of Munich, Germany, number 109755, Aug.
• Le, Tuan Anh & Dao, Thi Thanh Binh, 2021, "Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange," MPRA Paper, University Library of Munich, Germany, number 111105.
• Hammer, Thomas & Siegfried, Patrick, 2021, "Financial Management. Green Bonds – Success or Failure?," MPRA Paper, University Library of Munich, Germany, number 111394, Dec.
• Allen, David, 2021, "Cryptocurrencies, Diversification and the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 111735, Dec.
• Kombarov, Sayan, 2021, "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper, University Library of Munich, Germany, number 112474, Aug.
• Appelbaum, Elie, 2021, "Implicit Trade in Risk and Risk Aversion," MPRA Paper, University Library of Munich, Germany, number 113000, Jul.
• Appelbaum, Elie, 2021, "Asset Demand: A Simple Dual Approach," MPRA Paper, University Library of Munich, Germany, number 113085, Nov.
• Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021, "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper, University Library of Munich, Germany, number 113139, Jan.
• Bradrania, Reza & Pirayesh Neghab, Davood, 2021, "State-dependent asset allocation using neural networks," MPRA Paper, University Library of Munich, Germany, number 115254, Feb.
• Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021, "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers, University of Pretoria, Department of Economics, number 202106, Jan.
• Geoffrey M. Ngene & Rangan Gupta, 2021, "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 202115, Feb.
• Vojtěch Menzl, 2021, "Alternative Views on the Link between Risk Aversion and Diminishing Marginal Utility of Wealth," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2021, issue 2, pages 51-72, DOI: 10.18267/j.efaj.255.
• Jiří Šindelář & Michal Erben, 2021, "Does Distribution Growth Affect the Insurers' Asset Allocation in Life Insurance? The Case of Central Europe," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 1, pages 20-36, DOI: 10.18267/j.pep.752.
• Karel Janda & Ladislav Kristoufek & Binyi Zhang, 2021, "Return and volatility spillovers between Chinese and U.S. Clean Energy Related Stocks: Evidence from VAR-MGARCH estimations," FFA Working Papers, Prague University of Economics and Business, number 4.001, Nov, revised 17 Jan 2022.
• Charles Boissel & Adrien Matray, 2021, "Dividend Taxes and the Allocation of Capital," Working Papers, Princeton University. Economics Department., number 2021-39, Jul.
• N'Golo Kone, 2021, "Efficient mean-variance portfolio selection by double regularization," Working Paper, Economics Department, Queen's University, number 1453, Feb.
• Jeremy Celse & Alexandros Karakostas & Daniel John Zizzo, 2021, "Relative Risk Taking and Social Curiosity," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 648, Aug.
• Douadia Bougherara & Lana Friesen & Céline Nauges, 2021, "Risk Taking and Skewness Seeking Behavior in a Demographically Diverse Population," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 650, Nov.
• Maier, Johannes K. & Fischer, Dominik S., 2021, "Decomposing the Disposition Effect," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 288, Oct.
• Kartik Athreya & Felicia Ionescu & Urvi Neelakantan, 2021, "Online Appendix to "Stock Market Participation: The Role of Human Capital"," Online Appendices, Review of Economic Dynamics, number 18-378.
• Karthik Athreya & Felicia Ionescu & Urvi Neelakantan, 2021, "Code and data files for "Stock Market Participation: The Role of Human Capital"," Computer Codes, Review of Economic Dynamics, number 18-378, revised .
• Isaiah Hull & Conny Olovsson & Karl Walentin & Andreas Westermark, 2021, "Code and data files for "Manufacturing Decline and House Price Volatility"," Computer Codes, Review of Economic Dynamics, number 19-28, revised .
• Min Dai & Yipeng Jiang & Hong Liu & Jing Xu, 2021, "Code and data files for "A Rational Theory for Disposition Effects"," Computer Codes, Review of Economic Dynamics, number 20-172, revised .
• Marcin Kolasa, 2021, "Code and data files for "Equilibrium foreign currency mortgages"," Computer Codes, Review of Economic Dynamics, number 20-233, revised .
• Janesh Sami, 2021, "Stock Market Investment and Inflation: Evidence from the United States and Canada," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 3, pages 339-365, October, DOI: https://doi.org/10.15353/rea.v13i3..
• Waqas Shair & Sundas Naeem & Farhat Rasul, 2021, "Nexus Of Covid-19 News With Stock Market Returns And Volatility In Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 10, issue 2, pages 92-99, June.
• Ahmed Baig & Hassan Anjum Butt & Abrar Fitwi & Joey Smith, 2021, "Does Innovation Explain the Skewness of Stock Returns?," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 2, pages 12-31.
• Baris Aksoy, 2021, "Predicting Direction of Stock Price Using Machine Learning Techniques: The Sample of Borsa Istanbul (Pay Senedi Fiyat Yönünün Makine Öğrenmesi Yöntemleri ile Tahmini: Borsa İstanbul Örneği)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 89-110.
• S. Burcu Avci, 2021, "Long-Run Price and Operating Performance of Initial Public Offerings in Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 2, pages 339-358.
• Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2021, "International High-Frequency Arbitrage for Cross-Listed Stocks," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 21-4, Jul.
• Dong-Jin Pyo, 2021, "The COVID-19 and Stock Return Volatility: Evidence from South Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 25, issue 2, pages 205-230, DOI: 10.11644/KIEP.EAER.2021.25.2.396.
• Roselyn Dimingo & John W. Muteba Mwamba & Lumengo Bonga-Bonga, 2021, "Prediction of Stock Market Direction: Application of Machine Learning Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 4, pages 499-536.
• Fachmi Pachlevi Yandra & Dwi Marlina Wijayanti, 2021, "DoSocial & Psychological FactorsAffect Investment Intention in Islamic Capital Markets?," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 6, issue 1, pages 1-15.
• Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2021, "Higher Realized Moments and Stock Return Predictability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 48-70, December.
• Fiza QURESHI & Saba QURESHI & Sobia Shafaq SHAH, 2021, "Do Mutual Fund Flows Influence Stock Market Volatility? Further Evidence from Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 35-51, June.
• contact_cb@yahoo.com. & Simona STAMULE & Iulian Cornel LOLEA, 2021, "The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 155-170, December.
• Rafiqul Bhuyan & Mohammad Robbani & Bakhtear Talukder, 2021, "Oil Volatility Spillover into Oil Dependent Equity-Sector Stock Returns: Evidence from Major Oil Producing Countries," Bulletin of Applied Economics, Risk Market Journals, volume 8, issue 1, pages 149-165.
• Rafiqul Bhuyan & Mohammad Sogir Hossain Khandoker & Mahjuja Taznin & Md. Shanur Rahman & Lamia Akter, 2021, "Determining Stock Return movements of Banking Sector during Global Financial Crisis: An Examination on Emerging Markets of Bangladesh," Bulletin of Applied Economics, Risk Market Journals, volume 8, issue 2, pages 111-123.
• Alexandros Koulis & Constantinos Kyriakopoulos, 2021, "Hedge ratio estimation: A note on the Bitcoin future contract," Bulletin of Applied Economics, Risk Market Journals, volume 8, issue 2, pages 125-131.
• Damien KUNJAL & Jameson NYASHA & Author-Name: Amir GHISYAN & Author-Name: Prinushlee J.GOVENDER & Sameshen MURUGASEN & Priyen NAIDOO & Dhruva S. PATEL & Paul-Francois MUZINDUTSI, 2021, "The Effect of Managerial Overconfidence on Firm Value: Evidence from the Johannesburg Stock Exchange," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, volume 6, issue 1, pages 1-14, June.
• Rocco Ciciretti & Ambrogio Dalò & Giovanni Ferri, 2021, "Herding and Anti-Herding Across ESG Funds," CEIS Research Paper, Tor Vergata University, CEIS, number 524, Nov, revised 05 Nov 2021.
• David Ardia & Keven Bluteau & Kris Boudt & Koen Inghelbrecht, 2021, "Climate change concerns and the performance of green versus brown stocks," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1011, Mar.
• Saad Azmat & Haiqa Ali & Kym Brown & Michael Skully, 2021, "Persuasion in Islamic finance," Australian Journal of Management, Australian School of Business, volume 46, issue 2, pages 272-286, May, DOI: 10.1177/0312896220926556.
• Rui Xue & Adrian Gepp & Terry J O’Neill & Steven Stern & Bruce J Vanstone, 2021, "Financial literacy and financial strategies: The mediating role of financial concerns," Australian Journal of Management, Australian School of Business, volume 46, issue 3, pages 437-465, August, DOI: 10.1177/0312896220940762.
• Nilesh Gupta & Joshy Jacob, 2021, "The Interplay Between Sentiment and MAX: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 2, pages 192-217, August, DOI: 10.1177/0972652720969511.
• Christophe Schinckus & Dang Pham Thien Duy & Nguyen Phuc Canh, 2021, "Interdependences Between Cryptocurrencies: A Network Analysis from 2013 to 2018," Journal of Interdisciplinary Economics, , volume 33, issue 2, pages 190-199, July, DOI: 10.1177/0260107920938559.
• Prabhdeep Kaur & Jaspal Singh, 2021, "Impact of ETF Listing on the Returns Generated by Underlying Stocks: Indian Evidence," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, volume 46, issue 3, pages 263-288, August, DOI: 10.1177/0258042X21991015.
• O. Efimova V. & M. Volkov A. & D. Koroleva A. & О. Ефимова B. & М. Волков А. & Д. Королёва А., 2021, "Анализ влияния принципов ESG на доходность активов: эмпирическое исследование // The Impact of ESG Factors on Asset Returns: Empirical Research," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 4, pages 82-97.
• Berna Dogan Basar, 2021, "Corporate Governance, Cost of Capital and Tobin Q: Empirical Evidence from Turkey Listed Companies," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, volume 19, issue 1, pages 51-78.
• Mariana Escobar & Lorenzo Pandolfi & Alvaro Pedraza & Tomas Williams, 2021, "Who Trades Index Rebalancings? Evidence on Benchmarking and Inelastic Demand," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 621, Aug, revised 05 May 2026.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 630, Nov, revised 27 Mar 2024.
• De la Torre Torres, Oscar Valdemar & Santillán Salgado, Roberto Joaquín & López Herrera, Francisco, 2021, "How the use of Markov-Switching Sharpe Ratio can improve Mexican Pension Funds Investment Decisions / Cómo el uso de Razones de Sharpe cambiantes según un proceso de Markov puede mejorar las decisiones de inversión de los portafolios de pensiones mex," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 59-80, enero-jun.
• Reyes Zárate, Francisco J & León López, Iván, 2021, "Estimaciones de riesgo ajustadas por distribución: una aplicación para portafolios de inversión integrados por activos nacionales / Distribution-Adjusted Risk Estimates: An Application to Domestic Assets Investment Portfolios," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 117-146, julio-dic.
• Mendez Molina, Maivelin & Olivares Aguayo, Héctor Alonso & Andrade Rosas, Luis Antonio, 2021, "Portafolios de volatilidad con opciones financieras. Un análisis por series de tiempo para las empresas BIMBO y HERDEZ del sector de alimentos de la BMV / Volatility Portfolios with Financial Options. An Analysis Using Time Series for the Mexican Sto," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 173-208, julio-dic.
• Vite de la Cruz, Jovita & López-Herrera, Francisco & Morales Castro, José Antonio, 2021, "Volatilidad de los rendimientos de los sectores bursátiles mexicanos durante las crisis ocurridas entre 1998 y 2021 / Volatility of the Returns of the Mexican Stock Market Sectors during the Crises that Ocurred between 1998 and 2021," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 209-234, julio-dic.
• Katarzyna Niewiñska, 2021, "The Impact of External Factors on Stock Return Volatility in the European Banking Sector (Wplyw determinant na zmiennosc stop zwrotow z akcji w sektorze bankowym w Europie)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 19, issue 94, pages 185-199.
• Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2021, "Portfolio Allocation and Borrowing Constraints," Working Papers, The University of Sheffield, Department of Economics, number 2021009, Dec.
• Andrey Kudryavtsev, 2021, "Effect of Market-Wide Herding on the Next Day's Stock Return," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2021-04, Mar, revised Mar 2021.
• Marie Briere & Ariane Szafarz, 2021, "When it Rains, it Pours: Multifactor Asset Management in Good and Bad Times," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 21-002, Feb.
• Xuan Vinh Vo & Thi Tuan Anh Tran, 2021, "Higher-order comoments and asset returns: evidence from emerging equity markets," Annals of Operations Research, Springer, volume 297, issue 1, pages 323-340, February, DOI: 10.1007/s10479-020-03549-0.
• Gian Paolo Clemente & Rosanna Grassi & Asmerilda Hitaj, 2021, "Asset allocation: new evidence through network approaches," Annals of Operations Research, Springer, volume 299, issue 1, pages 61-80, April, DOI: 10.1007/s10479-019-03136-y.
• Alessia Naccarato & Andrea Pierini & Giovanna Ferraro, 2021, "Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment," Annals of Operations Research, Springer, volume 299, issue 1, pages 81-99, April, DOI: 10.1007/s10479-019-03225-y.
• Andrea Flori & Fabrizio Lillo & Fabio Pammolli & Alessandro Spelta, 2021, "Better to stay apart: asset commonality, bipartite network centrality, and investment strategies," Annals of Operations Research, Springer, volume 299, issue 1, pages 177-213, April, DOI: 10.1007/s10479-019-03277-0.
• Chinnadurai Kathiravan & Murugesan Selvam & Sankaran Venkateswar & S. Balakrishnan, 2021, "Investor behavior and weather factors: evidences from Asian region," Annals of Operations Research, Springer, volume 299, issue 1, pages 349-373, April, DOI: 10.1007/s10479-019-03335-7.
• Emilio Barucci & Daniele Marazzina & Elisa Mastrogiacomo, 2021, "Optimal investment strategies with a minimum performance constraint," Annals of Operations Research, Springer, volume 299, issue 1, pages 215-239, April, DOI: 10.1007/s10479-019-03348-2.
• Mario Maggi & Pierpaolo Uberti, 2021, "Google search volumes for portfolio management: performances and asset concentration," Annals of Operations Research, Springer, volume 299, issue 1, pages 163-175, April, DOI: 10.1007/s10479-019-03424-7.
• An Chen & Thai Nguyen & Manuel Rach, 2021, "A collective investment problem in a stochastic volatility environment: The impact of sharing rules," Annals of Operations Research, Springer, volume 302, issue 1, pages 85-109, July, DOI: 10.1007/s10479-021-03983-8.
• Giovanni Bonaccolto, 2021, "Quantile– based portfolios: post– model– selection estimation with alternative specifications," Computational Management Science, Springer, volume 18, issue 3, pages 355-383, July, DOI: 10.1007/s10287-021-00396-7.
• Margareta Gardijan Kedžo & Boško Šego, 2021, "The relative efficiency of option hedging strategies using the third-order stochastic dominance," Computational Management Science, Springer, volume 18, issue 4, pages 477-504, October, DOI: 10.1007/s10287-021-00401-z.
• Tahereh Khodamoradi & Maziar Salahi & Ali Reza Najafi, 2021, "Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 197-214, June, DOI: 10.1007/s10203-020-00293-9.
• Giuseppe Buccheri & Davide Pirino & Luca Trapin, 2021, "Managing liquidity with portfolio staleness," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 215-239, June, DOI: 10.1007/s10203-020-00300-z.
• Jihed Majdoub & Salim Ben Sassi & Azza Bejaoui, 2021, "Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 789-816, December, DOI: 10.1007/s10203-020-00314-7.
• Giovanni Campisi & Silvia Muzzioli & Fabio Tramontana, 2021, "Uncertainty about fundamental, pessimistic and overconfident traders: a piecewise-linear maps approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 707-726, December, DOI: 10.1007/s10203-021-00346-7.
• Roberto Dieci & Xue-Zhong He, 2021, "Cross-section instability in financial markets: impatience, extrapolation, and switching," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 727-754, December, DOI: 10.1007/s10203-021-00348-5.
• Nikolaos A. Kyriazis, 2021, "Investigating the diversifying or hedging nexus of cannabis cryptocurrencies with major digital currencies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 845-861, December, DOI: 10.1007/s10203-021-00356-5.
• Alla Petukhina & Erin Sprünken, 2021, "Evaluation of multi-asset investment strategies with digital assets," Digital Finance, Springer, volume 3, issue 1, pages 45-79, March, DOI: 10.1007/s42521-021-00031-9.
• Min Dai & Hanqing Jin & Steven Kou & Yuhong Xu, 2021, "Robo-advising: a dynamic mean-variance approach," Digital Finance, Springer, volume 3, issue 2, pages 81-97, June, DOI: 10.1007/s42521-021-00028-4.
• Yingying Xu & Chi-Wei Su & Jaime Ortiz, 2021, "Is gold a useful hedge against inflation across multiple time horizons?," Empirical Economics, Springer, volume 60, issue 3, pages 1175-1189, March, DOI: 10.1007/s00181-019-01807-0.
• Jiro Hodoshima, 2021, "Evaluation of performance of stock and real estate investment trust markets in Japan," Empirical Economics, Springer, volume 61, issue 1, pages 101-120, July, DOI: 10.1007/s00181-020-01869-5.
• Jens J. Krüger, 2021, "Nonparametric portfolio efficiency measurement with higher moments," Empirical Economics, Springer, volume 61, issue 3, pages 1435-1459, September, DOI: 10.1007/s00181-020-01917-0.
• Doron Nisani & Amit Shelef, 2021, "A statistical analysis of investor preferences for portfolio selection," Empirical Economics, Springer, volume 61, issue 4, pages 1883-1915, October, DOI: 10.1007/s00181-020-01947-8.
• Walid Chkili, 2021, "Modeling Bitcoin price volatility: long memory vs Markov switching," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 3, pages 433-448, September, DOI: 10.1007/s40822-021-00180-7.
• Carmen López-Martín & Sonia Benito Muela & Raquel Arguedas, 2021, "Efficiency in cryptocurrency markets: new evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 3, pages 403-431, September, DOI: 10.1007/s40822-021-00182-5.
• Helder Sebastião & Pedro Godinho, 2021, "Forecasting and trading cryptocurrencies with machine learning under changing market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-30, December, DOI: 10.1186/s40854-020-00217-x.
• Roman Mestre, 2021, "A wavelet approach of investing behaviors and their effects on risk exposures," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-37, December, DOI: 10.1186/s40854-021-00239-z.
• Afees A. Salisu & Kingsley Obiora, 2021, "COVID-19 pandemic and the crude oil market risk: hedging options with non-energy financial innovations," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-19, December, DOI: 10.1186/s40854-021-00253-1.
• Boubekeur Baba & Güven Sevil, 2021, "Bayesian analysis of time-varying interactions between stock returns and foreign equity flows," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00267-9.
• Xun Zhang & Fengbin Lu & Rui Tao & Shouyang Wang, 2021, "The time-varying causal relationship between the Bitcoin market and internet attention," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-19, December, DOI: 10.1186/s40854-021-00275-9.
• Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy, 2021, "Lottery-like preferences and the MAX effect in the cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-27, December, DOI: 10.1186/s40854-021-00291-9.
• Daehan Kim & Mehmet Huseyin Bilgin & Doojin Ryu, 2021, "Are suspicious activity reporting requirements for cryptocurrency exchanges effective?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-17, December, DOI: 10.1186/s40854-021-00294-6.
• Emmanuel Lépinette & Ilya Molchanov, 2021, "Risk arbitrage and hedging to acceptability under transaction costs," Finance and Stochastics, Springer, volume 25, issue 1, pages 101-132, January, DOI: 10.1007/s00780-020-00434-3.
• Cosimo Munari, 2021, "Multi-utility representations of incomplete preferences induced by set-valued risk measures," Finance and Stochastics, Springer, volume 25, issue 1, pages 77-99, January, DOI: 10.1007/s00780-020-00440-5.
• Julien Grépat & Yuri Kabanov, 2021, "On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs," Finance and Stochastics, Springer, volume 25, issue 1, pages 167-187, January, DOI: 10.1007/s00780-020-00441-4.
• Paolo Guasoni & Yuliya Mishura & Miklós Rásonyi, 2021, "High-frequency trading with fractional Brownian motion," Finance and Stochastics, Springer, volume 25, issue 2, pages 277-310, April, DOI: 10.1007/s00780-020-00439-y.
• Anna Jaśkiewicz & Andrzej S. Nowak, 2021, "Markov decision processes with quasi-hyperbolic discounting," Finance and Stochastics, Springer, volume 25, issue 2, pages 189-229, April, DOI: 10.1007/s00780-020-00443-2.
• Moris S. Strub & Xun Yu Zhou, 2021, "Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes," Finance and Stochastics, Springer, volume 25, issue 2, pages 331-358, April, DOI: 10.1007/s00780-020-00444-1.
• Martin Herdegen & Johannes Muhle-Karbe & Dylan Possamaï, 2021, "Equilibrium asset pricing with transaction costs," Finance and Stochastics, Springer, volume 25, issue 2, pages 231-275, April, DOI: 10.1007/s00780-021-00449-4.
• Daniel Bartl & Michael Kupper & Ariel Neufeld, 2021, "Duality theory for robust utility maximisation," Finance and Stochastics, Springer, volume 25, issue 3, pages 469-503, July, DOI: 10.1007/s00780-021-00455-6.
• Bingyan Han & Chi Seng Pun & Hoi Ying Wong, 2021, "Robust state-dependent mean–variance portfolio selection: a closed-loop approach," Finance and Stochastics, Springer, volume 25, issue 3, pages 529-561, July, DOI: 10.1007/s00780-021-00457-4.
• Julia Ackermann & Thomas Kruse & Mikhail Urusov, 2021, "Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models," Finance and Stochastics, Springer, volume 25, issue 4, pages 757-810, October, DOI: 10.1007/s00780-021-00464-5.
• Kazuyuki Sasakura, 2021, "Calculating a Giffen Good," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 7, issue 3, pages 349-369, November, DOI: 10.1007/s40797-020-00140-1.
• Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021, "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, volume 91, issue 5, pages 655-703, July, DOI: 10.1007/s11573-021-01035-y.
• Rama K. Malladi & Prakash L. Dheeriya, 2021, "Time series analysis of Cryptocurrency returns and volatilities," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 75-94, January, DOI: 10.1007/s12197-020-09526-4.
• Jose I. Alvarado & Lindsay C. Clark & Jose A. Gutierrez, 2021, "Stock performance subsequent to combinations in quarterly revenue surprise, earnings surprise, guidance, valuation, and report time," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 95-117, January, DOI: 10.1007/s12197-020-09531-7.

2020

• 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 bonos corporativos?," 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.
• Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020, "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, volume 22, issue 2, pages 108-132, June, DOI: 10.1057/s41283-019-00057-9.
• 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.
• Salahuddin, Sultan & Kashif, Muhammad & Rehman, Mobeen Ur, 2020, "Time Varying Stock Market Integration and Diversification Opportunities within Emerging and Frontier Markets," Public Finance Quarterly, Corvinus University of Budapest, volume 65, issue 2, pages 168-195, DOI: https://doi.org/10.35551/PFQ_2020_2.
• 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.
• Pashchenko, Svetlana & Porapakkarm, Ponpoje, 2020, "Value of Life and Annuity Demand," MPRA Paper, University Library of Munich, Germany, number 100794, May.
• Delis, Manthos & Savva, Christos & Theodossiou, Panayiotis, 2020, "A Coronavirus Asset Pricing Model: The Role of Skewness," MPRA Paper, University Library of Munich, Germany, number 100877, Jun.
• Tomić, Bojan, 2020, "BITCOIN: Systematic Force of Cryptocurrency Portfolio," MPRA Paper, University Library of Munich, Germany, number 101290, May, revised 26 May 2020.
• Moszoro, Marian, 2020, "Political Cognitive Biases Effects on Fund Managers' Performance," MPRA Paper, University Library of Munich, Germany, number 101572, May.
• Rashid, Muhammad Mustafa, 2020, "The Greek Letters. Scenario Analysis with a Reverse Butterfly Spread," MPRA Paper, University Library of Munich, Germany, number 101723, Mar, revised 19 May 2020.
• Byrne, Joseph P & Ibrahim, Boulis Maher & Zong, Xiaoyu, 2020, "Asset Prices and Capital Share Risks: Theory and Evidence," MPRA Paper, University Library of Munich, Germany, number 101781, May.
• Raghibi, Abdessamad & Oubdi, Lahsen, 2020, "Shari’ah-compliant Stock Screening: A Financial Perspective," MPRA Paper, University Library of Munich, Germany, number 101845, Apr.
• Olkhov, Victor, 2020, "Volatility Depend on Market Trades and Macro Theory," MPRA Paper, University Library of Munich, Germany, number 102434, Aug.
• Sakarombe, Upenyu & Marimbe-Makoni, Rudo, 2020, "Stock Exchange Fungibility and Exchange Rate Volatility in Zimbabwe," MPRA Paper, University Library of Munich, Germany, number 102464, revised 2020.
• Han, Bing & Han, Lu & Zhou, Zhengyi, 2020, "Housing Market and Entrepreneurship: Micro Evidence from China," MPRA Paper, University Library of Munich, Germany, number 102597, Jun, revised 17 Aug 2020.
• 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.
• Nguyen, Duc Khuong & Topaloglou, Nikolas & Walther, Thomas, 2020, "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," MPRA Paper, University Library of Munich, Germany, number 103870, Oct.
• Yadav, Jayant, 2020, "Flight to Safety in Business cycles," MPRA Paper, University Library of Munich, Germany, number 104093, Oct.
• Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 104504, Nov.
• Shaw, Charles, 2020, "Regimes, Non-Linearities, and Price Discontinuities in Indian Energy Stocks," MPRA Paper, University Library of Munich, Germany, number 104798, Dec.
• Syarifuddin, Ferry, 2020, "An Optimal Islamic Investment Decision in Two-region Economy: The Case of Indonesia and Malaysia," MPRA Paper, University Library of Munich, Germany, number 104809.
• Balli, Faruk & Ghassan, Hassan B. & Al-Jefri, Essam H., 2020, "Sukuk and bond spreads," MPRA Paper, University Library of Munich, Germany, number 106729, Mar, revised 20 Jan 2021.
• Makarov, Dmitry, 2020, "Optimal portfolio under ambiguous ambiguity," MPRA Paper, University Library of Munich, Germany, number 108837, Jun, revised Dec 2020.
• Kelikume, Ikechukwu & Evans, Olaniyi & Iyoha, Faith, 2020, "Efficient Market Hypothesis in the Presence of Market Imperfections: Evidence from Selected Stock Markets in Africa," MPRA Paper, University Library of Munich, Germany, number 118200.
• 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.
• Juárez-Luna, David, 2020, "Beneficios económicos y ambientales de la energía nuclear
  [Economic and environmental benefits of nuclear energy]," MPRA Paper, University Library of Munich, Germany, number 98790, Feb.