Research classified by Journal of Economic Literature (JEL) codes

2020

• Alexander Ljungqvist & Matthew Richardson & Daniel Wolfenzon, 2020, "The investment behavior of buyout funds: Theory and evidence," Financial Management, Financial Management Association International, volume 49, issue 1, pages 3-32, March, DOI: 10.1111/fima.12264.
• George M. Constantinides & Michal Czerwonko & Stylianos Perrakis, 2020, "Mispriced index option portfolios," Financial Management, Financial Management Association International, volume 49, issue 2, pages 297-330, June, DOI: 10.1111/fima.12288.
• Clemens Sialm & Hanjiang Zhang, 2020, "Tax‐Efficient Asset Management: Evidence from Equity Mutual Funds," Journal of Finance, American Finance Association, volume 75, issue 2, pages 735-777, April, DOI: 10.1111/jofi.12843.
• Jaroslav Borovička & John Stachurski, 2020, "Necessary and Sufficient Conditions for Existence and Uniqueness of Recursive Utilities," Journal of Finance, American Finance Association, volume 75, issue 3, pages 1457-1493, June, DOI: 10.1111/jofi.12877.
• James J. Choi & Adriana Z. Robertson, 2020, "What Matters to Individual Investors? Evidence from the Horse's Mouth," Journal of Finance, American Finance Association, volume 75, issue 4, pages 1965-2020, August, DOI: 10.1111/jofi.12895.
• Martijn A. Boermans & Robert Vermeulen, 2020, "International investment positions revisited: Investor heterogeneity and individual security characteristics," Review of International Economics, Wiley Blackwell, volume 28, issue 2, pages 466-496, May, DOI: 10.1111/roie.12460.
• Ferdinand Dreher & Johannes Gräb & Thomas Kostka, 2020, "From carry trades to curvy trades," The World Economy, Wiley Blackwell, volume 43, issue 3, pages 758-780, March, DOI: 10.1111/twec.12877.
• Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2020, "Informed trading in government bond markets," Bank of England Staff Working Paper series, Bank of England, number 871, Jun.
• Jaewon Choi & Jieun Lee, 2020, "Network-Based Measures of Systemic Risk in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2020-8, Mar.
• P. Manasse & G. Moramarco & G. Trigilia, 2020, "Exchange Rates and Political Uncertainty: The Brexit Case," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1141, Feb.
• Yuliyan Mitkov, 2020, "Debt Maturity and Innovation," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2020_191, Jul.
• Raymond Fisman & April Knill & Sergey Mityakov & Margarita Portnykh, 2020, "Political Beta," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics, number dp-342, Mar.
• Feng Lingbing & Shi Yanlin, 2020, "Markov regime-switching autoregressive model with tempered stable distribution: simulation evidence," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 24, issue 1, pages 1-27, February, DOI: 10.1515/snde-2018-0008.
• Zhu Fumin & Bianchi Michele Leonardo & Kim Young Shin & Fabozzi Frank J. & Wu Hengyu, 2020, "Learning for infinitely divisible GARCH models in option pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 3, pages 35-62, June, DOI: 10.1515/snde-2019-0088.
• Sophie Béreau & Jean-Yves Gnabo & Henri Vanhomwegen, 2020, "Making a Difference: European Mutual Funds Distinctiveness and Peers’ Performance," Finance, Presses universitaires de Grenoble, volume 41, issue 2, pages 7-51.
• Christina Terra & Enrico Vasconcelos, 2020, "Credit Market Quality, Innovation and Trade," Revue économique, Presses de Sciences-Po, volume 71, issue 5, pages 773-814.
• Sébastien Galanti & Françoise Le Quéré, 2020, "Industrie de la gestion d'actifs : de l'émergence à l'apparition de nouveaux risques," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 109-128.
• André Babeau, 2020, "Dans les pays avancés, la « libéralisation financière » n'a guère rapproché les comportements des ménages," Revue d'économie financière, Association d'économie financière, volume 0, issue 1, pages 141-158.
• Julie Raynaud & Peter Tankov & Stéphane Voisin, 2020, "Alignement des portefeuilles sur une trajectoire de 2 °C : science ou art ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 69-88.
• Marie Brière & Sébastien Pouget & Loredana Ureche-Rangau, 2020, "Les votes des investisseurs institutionnels sur les externalités produites par les entreprises : le cas de deux investisseurs emblématiques," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 119-138.
• Valentin Jouvenot & Philipp Krueger, 2020, "Divulgation des émissions carbone au sein des marchés boursiers européens," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 157-176.
• Jean-Guillaume Péladan & Julie Raynaud & Peter Tankov & Olivier David Zerbib, 2020, "Indicateurs environnementaux : caractéristiques d'une mesure agrégée pertinente," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 177-192.
• Patricia Crifo & Rodolphe Durand & Jean-Pascal Gond, 2020, "Le rôle des labels dans la finance verte : construction et régulation d'un marché des labels en France," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 209-223.
• Bart Goosens & Sébastien Jallet & David Czupryna, 2020, "Stratégies d'investissement bas-carbone," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 263-273.
• Jean-Philippe Desmartin & Johnny El Hachem, 2020, "Une approche pionnière pour lutter contre le changement climatique," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 275-286.
• Nathalie Rodes & Olivier Vietti & Stéphane Déo, 2020, "Green bonds : il est urgent de ne plus attendre," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 287-296.
• Connor, G. & Li, S. & Linton, O., 2020, "A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20103, Nov.
• Ge, S. & Li, S. & Linton, O., 2020, "A Dynamic Network of Arbitrage Characteristics," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2060, Jun.
• Geraci, M. V. & Gnabo, J-Y. & Veredas, D., 2020, "Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2066, Jul.
• Elliott, M. & Georg, C-P. & Hazell, J., 2020, "Systemic Risk-Shifting in Financial Networks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2068, Jul.
• Chyong, C K. & Li, C. & Reiner, D. & Roques, F., 2020, "A Portfolio approach to wind and solar deployment in Australia," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2077, Aug.
• Ahmed, M. F. & Gao, Y. & Satchell, S., 2020, "Modelling Demand for ESG," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2093, Oct.
• Arampatzis Marios & Daskalou Kalliopi & Papaioannou Evangelia & Prassa Paraskevi, 2020, "Performance Evaluation of Global High-rated ETFs During the Taper Tantrum," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 1, pages 23-44.
• Anastasiadis Panagiotis & Katsaros Efthymios & Koutsioukis Anastasios-Taxiarchis & Pandazis Athanasios, 2020, "GARCH Modelling of High-Capitalization Cryptocurrencies' Impacts During Bearish Markets," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 9, issue 3, pages 87-106.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2020, "Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 616.
• Hu, Chenyue, 2020, "Industrial specialization matters: A new angle on equity home Bias," Santa Cruz Department of Economics, Working Paper Series, Department of Economics, UC Santa Cruz, number qt5g52d8db, Sep.
• José P. Dapena & Ricardo Schefer, 2020, "Common myths on yield to maturity in bonds or IRR in corporate finance," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 764, Nov.
• Ivo Bakota, 2020, "Firm Leverage and Wealth Inequality," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp667, Sep.
• Ivo Bakota, 2020, "Capital Income Taxation with Portfolio Choice," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp668, Sep.
• Mykola Babiak & Jozef Barunik, 2020, "Deep Learning, Predictability, and Optimal Portfolio Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp677, Dec.
• Lars Hornuf & Matthias Schmitt & Eliza Stenzhorn, 2020, "Does a Local Bias Exist in Equity Crowdfunding?," CESifo Working Paper Series, CESifo, number 8154.
• Francesco D'Acunto & Ulrike M. Malmendier & Michael Weber, 2020, "Gender Roles and the Gender Expectations Gap," CESifo Working Paper Series, CESifo, number 8158.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Realized Betas: Some Evidence for the Spanish Stock Market," CESifo Working Paper Series, CESifo, number 8171.
• Christine Laudenbach & Benjamin Loos & Jenny Pirschel & Johannes Wohlfart, 2020, "The Trading Response of Individual Investors to Local Bankruptcies," CESifo Working Paper Series, CESifo, number 8191.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Miguel Martin-Valmayor, 2020, "Persistence in the Market Risk Premium: Evidence across Countries," CESifo Working Paper Series, CESifo, number 8211.
• Heinrich Ursprung, 2020, "Jane Beats Them All: Price Formation and Financial Returns to Investing in Rare Books," CESifo Working Paper Series, CESifo, number 8302.
• Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Stephen Utkus, 2020, "Inside the Mind of a Stock Market Crash," CESifo Working Paper Series, CESifo, number 8334.
• Lars Hornuf & Eliza Stenzhorn & Tim Vintis, 2020, "Are Sustainability-Oriented Investors Different? Evidence from Equity Crowdfunding," CESifo Working Paper Series, CESifo, number 8339.
• Christian Fieberg & Lars Hornuf & Gerrit Liedtke & Thorsten Poddig, 2020, "Are Characteristics Covariances? A Comment on Instrumented Principal Component Analysis," CESifo Working Paper Series, CESifo, number 8377.
• Jesús Fernández-Villaverde & Samuel Hurtado & Galo Nuño, 2020, "Financial Frictions and the Wealth Distribution," CESifo Working Paper Series, CESifo, number 8482.
• Paymon Khorrami & Alexander K. Zentefis, 2020, "Arbitrage and Beliefs," CESifo Working Paper Series, CESifo, number 8490.
• Christopher Roth & Sonja Settele & Johannes Wohlfart, 2020, "Risk Exposure and Acquisition of Macroeconomic Information," CESifo Working Paper Series, CESifo, number 8634.
• Alexis Louaas & Pierre Picard, 2020, "A Pandemic Business Interruption Insurance," CESifo Working Paper Series, CESifo, number 8758.
• Mirela Sandulescu, 2020, "How Integrated Are Corporate Bond and Stock Markets?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-09, Mar.
• Turan G. Bali & Amit Goyal & Dashan Huang & Fuwei Jiang & Quan Wen, 2020, "The Cross-Sectional Pricing of Corporate Bonds Using Big Data and Machine Learning," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-110, Sep.
• Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020, "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-114, Oct.
• Walter Distaso & Antonio Mele & Grigory Vilkov, 2020, "Cross-Section Without Factors: Correlation Risk, Strings and Asset Prices," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-119, Sep.
• Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2020, "Spanning analysis of stock market anomalies under Prospect Stochastic Dominance," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-18, Apr.
• Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020, "Behavioral Equilibrium and Evolutionary Dynamics in Asset Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-19, Apr.
• Chenxu Li & O. Scaillet & Yiwen Shen, 2020, "Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-22, Apr.
• Scott R. Baker & Lorenz Kueng & Leslie McGranahan & Brian Melzer, 2020, "Do Household Finances Constrain Unconventional Fiscal Policy?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-32, Apr.
• Lorenz Kueng, 2020, "Excess Sensitivity of High-Income Consumers," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-33, Apr.
• Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020, "Evolution in Pecunia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-44, May.
• Philippe Bacchetta & Simon Tièche & Eric van Wincoop, 2020, "International Portfolio Choice with Frictions: Evidence from Mutual Funds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-46, Jun.
• Didier Sornette & Moris Simon Strub, 2020, "Portfolio Selection With Exploration of New Investment Opportunities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-57, Aug.
• Bryan T. Kelly & Semyon Malamud & Lasse Heje Pedersen, 2020, "Principal Portfolios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-67, Aug.
• Andrey Pankratov, 2020, "Securities lending and information transmission: a model of endogenous short-sale constraints," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-69, Aug.
• Scott R. Baker & Stephanie Johnson & Lorenz Kueng, 2020, "Financial Returns to Household Inventory Management," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-70, Aug.
• Urban Ulrych & Nikola Vasiljevic, 2020, "Ambiguity and the Home Currency Bias," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-73, Aug.
• Andrey Pankratov, 2020, "Information Leakages, Distribution of Profits from Informed Trading, and Last Mover Advantage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-76, Aug.
• David Ardia & Laurent Barras & Patrick Gagliardini & Olivier Scaillet, 2020, "Is it Alpha or Beta? Decomposing Hedge Fund Returns When Models are Misspecified," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 20-82, Sep, revised May 2023.
• Khamis Hamed Al-Yahyaee & Syed Jawad Hussain Shahzad & Walid Mensi, 2020, "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, CEPII research center, issue 161, pages 66-82.
• Refk Selmi & Jamal Bouoiyour, 2020, "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," International Economics, CEPII research center, issue 161, pages 100-119.
• Refk Selmi & Jamal Bouoiyour & Amal Miftah, 2020, "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," International Economics, CEPII research center, issue 164, pages 18-35.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," CIRANO Working Papers, CIRANO, number 2020s-30, May.
• De Pace, Pierangelo & Rao, Jayant, 2020, "Comovement and Instability in Cryptocurrency Markets," Economics Department, Working Paper Series, Economics Department, Pomona College, number 1012, Jan, revised 14 Jan 2020.
• C Canon & J.H FlÔøΩrez & K GÔøΩmez, 2020, "Reciprocal Lending Relationships Between Financial Conglomerates: Evidence from the Mexican Repo Market," Documentos de Trabajo, Universidad del Rosario, number 17801, Feb.
• Martha López & Camilo Bohorquez-Penuela & Juan Esteban Carranza & Stefany Moreno-Burbano & Anderson Grajales-Olarte & Mauricio Pinz�n Latorre & Jose Pulido, 2020, "Crédito y efectos reales en Colombia 2000-2017: evidencia con microdatos," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 94, pages 1-55.
• Oscar Valdemar de la Torre-Torres & Luis Guadalupe Mac�as-Trejo & Francisco L�pez-Herrera, 2020, "La eficiencia media-varianza de un portafolio sobreponderado en acciones socialmente responsables de México y Estados Unidos," Estudios Gerenciales, Universidad Icesi, volume 36, issue 154, pages 91-99.
• Juan Manuel Gómez Romero & Jos� Alfredo Jim�nez Moscoso, 2020, "Selección óptima de portafolios basada en cadenas de Markov de primer y segundo orden," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 92, pages 33-66.
• Juan Gabriel Vanegas & Mar�a Alexandra Arango Mesa & Leidy G�mez-Betancur & Daniel Cort�s-Cardona, 2020, "Educación financiera en mujeres: un estudio en el barrio López de Mesa de Medellín," Revista Facultad de Ciencias Económicas, Universidad Militar Nueva Granada, volume 28, issue 2, pages 121-141, DOI: 10.18359/rfce.4929.
• Rogelio Ladrón de Guevara Cortés & Alina G�mez Mej�a & V�ctor Pe�a Vargas & Rosa Marina Madrid Paredones, 2020, "Influencia del nivel de avance educativo y el género en la toma de decisiones financieras: una aproximación desde la Prospect Theory," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 12, issue 1, pages 19-54.
• José Mauricio Gil-León & Julián Santiago Toca-Toca, 2020, "Política monetaria no convencional en EE.UU y comportamiento de los mercados emergentes en América Latina," Revista Tendencias, Universidad de Narino, volume 21, issue 1, pages 24-51, DOI: 10.22267/rtend.202101.126.
• Hugonnier, Julien & Lester, Benjamin & Weill, Pierre-Olivier, 2020, "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 14274, Jan.
• Evans, Richard B. & Prado, Melissa & Zambrana, Rafael, 2020, "Identity, Diversity, and Team Performance: Evidence from U.S. Mutual Funds," CEPR Discussion Papers, Centre for Economic Policy Research, number 14305, Jan.
• Chambers, David & Dimson, Elroy & Spaenjers, Christophe, 2020, "Art as an Asset: Evidence from Keynes the Collector," CEPR Discussion Papers, Centre for Economic Policy Research, number 14357, Jan.
• Iachan, Felipe Saraiva & Nenov, Plamen T. & Simsek, Alp, 2020, "The Choice Channel of Financial Innovation," CEPR Discussion Papers, Centre for Economic Policy Research, number 14361, Jan.
• Favero, Carlo A. & Melone, Alessandro, 2020, "Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models," CEPR Discussion Papers, Centre for Economic Policy Research, number 14417, Feb.
• Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad, 2020, "Artificial Intelligence in Asset Management," CEPR Discussion Papers, Centre for Economic Policy Research, number 14525, Mar.
• Fatouh, Mahmoud & Neamtu, Ioana & van Wijnbergen, Sweder, 2020, "Risk-Taking, Competition and Uncertainty: Do CoCo Bonds Increase the Risk Appetite of Banks?," CEPR Discussion Papers, Centre for Economic Policy Research, number 14530, Mar.
• Kopecky, Joseph V. & Taylor, Alan M., 2020, "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," CEPR Discussion Papers, Centre for Economic Policy Research, number 14576, Apr.
• Caballero, Ricardo & Simsek, Alp, 2020, "A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a "Covid-19" Shock," CEPR Discussion Papers, Centre for Economic Policy Research, number 14627, Apr.
• Kieren, Pascal & Mueller-Dethard, Jan & Weber, Martin, 2020, "Why so Negative? Belief Formation and Risk Taking in Boom and Bust Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 14647, Apr.
• Biesinger, Markus & Bircan, Cagatay & Ljungqvist, Alexander, 2020, "Value Creation in Private Equity," CEPR Discussion Papers, Centre for Economic Policy Research, number 14676, Apr.
• Grasso, Adriana & Passadore, Juan & Piguillem, Facundo, 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.
• Cutura, Jannic & Parise, Gianpaolo & Schrimpf, Andreas, 2020, "Debt De-risking," CEPR Discussion Papers, Centre for Economic Policy Research, number 14817, May.
• Caballero, Ricardo & Simsek, Alp, 2020, "Monetary Policy with Opinionated Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 14830, May.
• Arrondel, Luc & Calvo Pardo, Héctor & Giannitsarou, Chryssi & Haliassos, Michael, 2020, "Informative Social Interactions," CEPR Discussion Papers, Centre for Economic Policy Research, number 14840, Jun.
• 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.
• Gorovyy, Sergiy & Kelly, Patrick & Kuzmina, Olga, 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.
• D'Acunto, Francesco & Malmendier, Ulrike M. & 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.
• Laudenbach, Christine & Malmendier, Ulrike M. & 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.
• Mueller-Dethard, Jan & Weber, Martin, 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.
• Filippou, Ilias & Gozluklu, Arie & Nguyen, My & Taylor, Mark, 2020, "U.S. Populist Rhetoric and Currency Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 15054, Jul.
• Kovbasyuk, Sergei & Pagano, Marco, 2020, "Advertising Arbitrage," CEPR Discussion Papers, Centre for Economic Policy Research, number 15064, Jul.
• Buss, Adrian & Uppal, Raman & Vilkov, Grigory, 2020, "Investor Sophistication and Portfolio Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 15116, Jul.
• Barbu, Alexandru & Fricke, Christoph & Moench, Emanuel, 2020, "Procyclical Asset Management and Bond Risk Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 15123, Aug.
• Baker, Scott & Johnson, Stephanie & Kueng, Lorenz, 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, 2020, "Corporate governance in the presence of active and passive delegated investment," CEPR Discussion Papers, Centre for Economic Policy Research, number 15230, Aug.
• Filippou, Ilias & Rapach, David & Taylor, Mark & 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.
• Christelis, Dimitris & Ehrmann, Michael & 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.
• Bonaparte, Yosef & Korniotis, George & 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.
• Jiang, Hao & Vayanos, Dimitri & Zheng, Lu, 2020, "Passive Investing and the Rise of Mega-Firms," CEPR Discussion Papers, Centre for Economic Policy Research, number 15563, Dec.
• Camanho, Nelson & Hau, Harald & Rey, Hélène, 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.
• Luo, Pengfei & Song, Dandan & Chen, Biao, 2020, "Investment and financing for SMEs with bank-tax interaction and public-private partnerships," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 163-172, DOI: 10.1016/j.iref.2019.10.007.
• Yu, Jing-Rung & Paul Chiou, Wan-Jiun & Lee, Wen-Yi & Lin, Shun-Ji, 2020, "Portfolio models with return forecasting and transaction costs," International Review of Economics & Finance, Elsevier, volume 66, issue C, pages 118-130, DOI: 10.1016/j.iref.2019.11.002.
• Cui, Wei & Yao, Juan, 2020, "Funds of hedge funds: Are they really the high society for little guys?," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 346-361, DOI: 10.1016/j.iref.2020.02.004.
• Chiarella, Carlo & Ostinelli, Diego, 2020, "Financial or strategic buyers: Who is at the gate?," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 393-407, DOI: 10.1016/j.iref.2020.02.005.
• Huang, Hong-Chih & Lee, Yung-Tsung, 2020, "A study of the differences among representative investment strategies," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 131-149, DOI: 10.1016/j.iref.2020.03.007.
• Potì, Valerio & Pattitoni, Pierpaolo & Petracci, Barbara, 2020, "Precautionary motives for private firms’ cash holdings," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 150-166, DOI: 10.1016/j.iref.2020.03.003.
• Khan, Salman & Azmat, Saad, 2020, "Debt externality in equity markets: Leveraged portfolios and Islamic indices," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 152-177, DOI: 10.1016/j.iref.2020.05.004.
• Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2020, "Co-movement across european stock and real estate markets," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 189-208, DOI: 10.1016/j.iref.2020.05.010.
• Zhu, Zhaobo & Harrison, DavidM. & Seiler, MichaelJ., 2020, "Preference for lottery features in real estate investment trusts," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 599-613, DOI: 10.1016/j.iref.2020.05.012.
• Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020, "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 680-691, DOI: 10.1016/j.iref.2020.06.035.
• Moutanabbir, Khouzeima & Noureldin, Diaa, 2020, "Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 708-730, DOI: 10.1016/j.iref.2020.06.014.
• Dai, Yiqing & Haque, Tariq & Zurbruegg, Ralf, 2020, "Factor return forecasting using cashflow spreads," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 917-931, DOI: 10.1016/j.iref.2020.06.018.
• Blitz, David & Hanauer, Matthias X. & Vidojevic, Milan, 2020, "The idiosyncratic momentum anomaly," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 932-957, DOI: 10.1016/j.iref.2020.05.008.
• Hua Fan, John & Michalski, Lachlan, 2020, "Sustainable factor investing: Where doing well meets doing good," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 230-256, DOI: 10.1016/j.iref.2020.07.013.
• Nishiwaki, Takashi, 2020, "Do Investors Need Kink to Cope with Ambiguity?," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 391-397, DOI: 10.1016/j.iref.2020.08.001.
• Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth & Chunhachinda, Pornchai & Nathaphan, Sarayut, 2020, "Mutual fund liquidity timing ability in the higher moment framework," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101105.
• Bedi, Prateek & Nashier, Tripti, 2020, "On the investment credentials of Bitcoin: A cross-currency perspective," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101087.
• Gil-Alana, Luis Alberiko & Abakah, Emmanuel Joel Aikins & Rojo, María Fátima Romero, 2020, "Cryptocurrencies and stock market indices. Are they related?," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101063.
• Oehler, Andreas & Wanger, Hans Philipp, 2020, "Household portfolio optimization with XTFs? An empirical study using the SHS-base," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101103.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020, "Firm profitability and expected stock returns: Evidence from Latin America," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101119.
• Luo, Yan & Zhang, Chenyang, 2020, "Economic policy uncertainty and stock price crash risk," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101112.
• Fu, Yufen & Wright, Danika & Blazenko, George, 2020, "Ethical Investing Has No Portfolio Performance Cost," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101117.
• Nadler, Philip & Guo, Yike, 2020, "The fair value of a token: How do markets price cryptocurrencies?," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101108.
• Marfatia, Hardik A., 2020, "Investors’ risk perceptions in the US and global stock market integration," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101169.
• Gao, Ya & Xiong, Xiong & Feng, Xu, 2020, "Responsible investment in the Chinese stock market," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101173.
• Laurini, Márcio Poletti & Mauad, Roberto Baltieri & Aiube, Fernando Antônio Lucena, 2020, "The impact of co-jumps in the oil sector," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101197.
• Stafylas, Dimitrios & Andrikopoulos, Athanasios, 2020, "Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101130.
• Baklaci, Hasan Fehmi & Aydoğan, Berna & Yelkenci, Tezer, 2020, "Impact of stock market trading on currency market volatility spillovers," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101182.
• Belhassine, Olfa, 2020, "Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101195.
• Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth, 2020, "Coskewness timing ability in the mutual fund industry," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101224.
• Chen, Xiaoyu & Chiang, Thomas C., 2020, "Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101183.
• Lee, Seungho & Meslmani, Nabil El & Switzer, Lorne N., 2020, "Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101200.
• Wang, Gang-Jin & Ma, Xin-yu & Wu, Hao-yu, 2020, "Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101225.
• Garcia-Jorcano, Laura & Benito, Sonia, 2020, "Studying the properties of the Bitcoin as a diversifying and hedging asset through a copula analysis: Constant and time-varying," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101300.
• Perera, Devmali & Białkowski, Jędrzej & Bohl, Martin T., 2020, "Does the tea market require a futures contract? Evidence from the Sri Lankan tea market," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101290.
• Shi, Jinyan & Yu, Conghui & Liu, Xiangkun & Li, Yanxi, 2020, "Predicting firm stock returns with customer stock returns: Moderating effects of customer characteristics," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101280.
• Litterscheidt, Rouven & Streich, David J., 2020, "Financial education and digital asset management: What's in the black box?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 87, issue C, DOI: 10.1016/j.socec.2020.101573.
• Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020, "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, volume 54, issue C, pages 297-308, DOI: 10.1016/j.strueco.2020.04.004.
• Huynh, Toan Luu Duc & Hille, Erik & Nasir, Muhammad Ali, 2020, "Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies," Technological Forecasting and Social Change, Elsevier, volume 159, issue C, DOI: 10.1016/j.techfore.2020.120188.
• Ma, Yechi & Ahmad, Ferhana & Liu, Miao & Wang, Zilong, 2020, "Portfolio optimization in the era of digital financialization using cryptocurrencies," Technological Forecasting and Social Change, Elsevier, volume 161, issue C, DOI: 10.1016/j.techfore.2020.120265.
• Weifeng Liu & Phitawat Poonpolkul, 2020, "Demographic impacts on life cycle portfolios and financial market structures," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-20, Mar.
• Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher, 2020, "IQ from IP: simplifying search in portfolio choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101133, Oct.
• Cho, Thummim, 2020, "Turning alphas into betas: arbitrage and endogenous risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102085, Aug.
• Jiang, Hao & Vayanos, Dimitri & Zheng, Lu, 2020, "Tracking biased weights: asset pricing implications of value-weighted indexing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118847, Dec.
• Ziemba, William, 2020, "Parimutuel betting markets: racetracks and lotteries revisited," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118873, Sep.
• Fricke, Daniel & Roukny, Tarik, 2020, "Generalists and specialists in the credit market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 87749, Mar.
• Luigi Guiso & Luigi Pistaferri, 2020, "The insurance role of the firm," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2001, revised Jan 2020.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2008, revised Nov 2021.
• Adriana Grasso & Juan Passadore & Facundo Piguillem, 2020, "The Macroeconomics of Hedging Income Shares," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2009, revised May 2020.
• Marie Scholer & Lazaro Cuesta Barbera, 2020, "The EU sustainable finance taxonomy from the perspective of the insurance and reinsurance sector," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 17, Jul.
• Petr Jakubik, 2020, "The impact of EIOPA statement on insurers dividends: evidence from equity market," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 18, Jul.
• Alistair Hunt & Filippo Fraschini, 2020, "Portfolio analysis as a means of managing uncertainties in climate change adaptation: some initial reflections," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 97, issue 01, pages 63-81.
• Lan Sun, 2020, "Accrual mispricing in the era of corporate governance reforms," Asian Review of Accounting, Emerald Group Publishing Limited, volume 28, issue 3, pages 373-394, May, DOI: 10.1108/ARA-08-2019-0143.