Research classified by Journal of Economic Literature (JEL) codes

2020

• Ruan, Qingsong & Wang, Zilin & Zhou, Yaping & Lv, Dayong, 2020, "A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China," Economic Modelling, Elsevier, volume 88, issue C, pages 47-58, DOI: 10.1016/j.econmod.2019.09.009.
• Driver, Ciaran & Grosman, Anna & Scaramozzino, Pasquale, 2020, "Dividend policy and investor pressure," Economic Modelling, Elsevier, volume 89, issue C, pages 559-576, DOI: 10.1016/j.econmod.2019.11.016.
• Zhang, Jinhua & Wang, Guipu & Yan, Cheng, 2020, "Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China," Economic Modelling, Elsevier, volume 90, issue C, pages 11-20, DOI: 10.1016/j.econmod.2020.04.025.
• Zeng, Ting & Yang, Mengying & Shen, Yifan, 2020, "Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks," Economic Modelling, Elsevier, volume 90, issue C, pages 209-220, DOI: 10.1016/j.econmod.2020.05.003.
• Chen, Shou & Jiang, Xiangqian & He, Hongbo & Zhou, Xi, 2020, "A pricing model with dynamic repayment flows for guaranteed consumer loans," Economic Modelling, Elsevier, volume 91, issue C, pages 1-11, DOI: 10.1016/j.econmod.2020.05.013.
• Bae, Se Yung & Jeon, Junkee & Koo, Hyeng Keun & Park, Kyunghyun, 2020, "Social insurance for the elderly," Economic Modelling, Elsevier, volume 91, issue C, pages 274-299, DOI: 10.1016/j.econmod.2020.05.021.
• Lambert, Marie & Platania, Federico, 2020, "The macroeconomic drivers in hedge fund beta management," Economic Modelling, Elsevier, volume 91, issue C, pages 65-80, DOI: 10.1016/j.econmod.2020.04.016.
• Ouzan, Samuel, 2020, "Loss aversion and market crashes," Economic Modelling, Elsevier, volume 92, issue C, pages 70-86, DOI: 10.1016/j.econmod.2020.06.015.
• Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros, 2020, "The static and dynamic connectedness of environmental, social, and governance investments: International evidence," Economic Modelling, Elsevier, volume 93, issue C, pages 112-124, DOI: 10.1016/j.econmod.2020.08.007.
• Ji, Hao & Wang, Hao & Zhong, Rui & Li, Min, 2020, "China's liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach," Economic Modelling, Elsevier, volume 93, issue C, pages 187-204, DOI: 10.1016/j.econmod.2020.07.022.
• Xu, Yahua & Xiao, Jun & Zhang, Liguo, 2020, "Global predictive power of the upside and downside variances of the U.S. equity market," Economic Modelling, Elsevier, volume 93, issue C, pages 605-619, DOI: 10.1016/j.econmod.2020.09.006.
• Sant’Anna, Leonardo Riegel & Caldeira, João Frois & Filomena, Tiago Pascoal, 2020, "Lasso-based index tracking and statistical arbitrage long-short strategies," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101055.
• Wang, Hailong & Hu, Duni & Ma, Chaoqun & Cheng, Fengchao, 2020, "Disagreements with noisy signals and asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101062.
• Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Albulescu, Claudiu T. & Wohar, Mark E., 2020, "Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101083.
• Chong, Terence Tai-Leung & Lee, Nayoung & Sio, Chan-Ip, 2020, "Threshold effect of scale and skill in active mutual fund management," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101079.
• Eom, Cheoljun & Park, Jong Won, 2020, "Effects of the fat-tail distribution on the relationship between prospect theory value and expected return," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101052.
• Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101065.
• Wang, Hailong & Hu, Duni, 2020, "Disagreement with procyclical beliefs and asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101102.
• Grégoire, Vincent, 2020, "The rise of passive investing and index-linked comovement," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101059.
• Dong, Dayong & Yue, Sishi & Cao, Jiawei, 2020, "Site visit information content and return predictability: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101104.
• Sarwar, Ghulam, 2020, "Interrelations in market fears of U.S. and European equity markets," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101136.
• Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2020, "Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101111.
• Luo, Pengfei & Chen, Biao & Liu, Fengjun, 2020, "Growth option, debt maturity and cash reserves with bank-tax-interaction," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101144.
• Killins, Robert N., 2020, "The impact of oil on equity returns of Canadian and U.S. Railways and airlines," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101178.
• Yavas, Burhan F. & Malladi, Rama K., 2020, "Foreign direct investment and financial markets influences: Results from the United States," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101182.
• Zhang, Yiming & Wang, Guanying, 2020, "Compensation for illiquidity in China: Evidence from an alternative measure," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101187.
• Lee, Jaeram & Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun, 2020, "Do actively managed mutual funds exploit stock market mispricing?," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101189.
• Zhang, Chengsi & Zheng, Ning, 2020, "The financial investment decision of non-financial firms in China," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101215.
• Dai, Zhifeng & Dong, Xiaodi & Kang, Jie & Hong, Lianying, 2020, "Forecasting stock market returns: New technical indicators and two-step economic constraint method," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101216.
• Gubareva, Mariya & Borges, Maria Rosa, 2020, "Switching interest rate sensitivity regimes of U.S. Corporates," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.11.017.
• Cheng, Wan-Hsiu & Chen, Chun-Da & Lai, Hsiao-Pin, 2020, "Revisiting the roles of gold: Does gold ETF matter?," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.12.003.
• Song, Dandan & Luo, Pengfei & Yang, Jingjing, 2020, "Investment and capital structure decisions with strategic debt service under asymmetric information," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.11.001.
• Wang, Peiwan & Zong, Lu, 2020, "Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101113.
• Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101219.
• Ramos, Henrique Pinto & Perlin, Marcelo Scherer, 2020, "Does algorithmic trading harm liquidity? Evidence from Brazil," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101243.
• Loginov, Alexander & Heywood, Malcolm, 2020, "On the different impacts of fixed versus floating bid-ask spreads on an automated intraday stock trading," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101247.
• Li, Jinfang, 2020, "The momentum and reversal effects of investor sentiment on stock prices," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101263.
• Hai, Hoang Van & Park, Jong Won & Tsai, Ping-Chen & Eom, Cheoljun, 2020, "Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101266.
• Yin, Anwen, 2020, "Equity premium prediction and optimal portfolio decision with Bagging," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101274.
• Oshima, Katsuhiro, 2020, "Search for yield and business cycles," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101275.
• Das, Debojyoti & Dutta, Anupam, 2020, "Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue?," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108530.
• Pelster, Matthias, 2020, "The gambler’s and hot-hand fallacies: Empirical evidence from trading data," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108887.
• Dotsis, George, 2020, "Investment under uncertainty with a zero lower bound on interest rates," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108954.
• Białkowski, Jędrzej, 2020, "Cryptocurrencies in institutional investors’ portfolios: Evidence from industry stop-loss rules," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108834.
• Damianov, Damian S. & Elsayed, Ahmed H., 2020, "Does Bitcoin add value to global industry portfolios?," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108935.
• Hoffmann, Peter & Sigaux, Jean-David, 2020, "Determinants of excess reserve holdings," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109439.
• Cai, T. Tony & Hu, Jianchang & Li, Yingying & Zheng, Xinghua, 2020, "High-dimensional minimum variance portfolio estimation based on high-frequency data," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 482-494, DOI: 10.1016/j.jeconom.2019.04.039.
• Hollstein, Fabian & Wese Simen, Chardin, 2020, "Variance risk: A bird’s eye view," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 517-535, DOI: 10.1016/j.jeconom.2019.09.006.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning tests for Markowitz stochastic dominance," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 291-311, DOI: 10.1016/j.jeconom.2019.12.005.
• Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan, 2020, "Estimation of a multiplicative correlation structure in the large dimensional case," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 431-470, DOI: 10.1016/j.jeconom.2019.12.012.
• Golosnoy, Vasyl & Schmid, Wolfgang & Seifert, Miriam Isabel & Lazariv, Taras, 2020, "Statistical inferences for realized portfolio weights," Econometrics and Statistics, Elsevier, volume 14, issue C, pages 49-62, DOI: 10.1016/j.ecosta.2018.08.003.
• Cimadomo, Jacopo & Ciminelli, Gabriele & Furtuna, Oana & Giuliodori, Massimo, 2020, "Private and public risk sharing in the euro area," European Economic Review, Elsevier, volume 121, issue C, DOI: 10.1016/j.euroecorev.2019.103347.
• Jetter, Michael & Magnusson, Leandro M. & Roth, Sebastian, 2020, "Becoming sensitive: Males’ risk and time preferences after the 2008 financial crisis," European Economic Review, Elsevier, volume 128, issue C, DOI: 10.1016/j.euroecorev.2020.103512.
• Dong, Feng & Wang, Pengfei & Wen, Yi, 2020, "A search-based neoclassical model of capital reallocation," European Economic Review, Elsevier, volume 128, issue C, DOI: 10.1016/j.euroecorev.2020.103515.
• Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2020, "The role of labor-income risk in household risk-taking," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103522.
• Hudson, Robert & Urquhart, Andrew & Zhang, Hanxiong, 2020, "Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103523.
• Lindbeck, Assar & Weibull, Jörgen, 2020, "Delegation of investment decisions, and optimal remuneration of agents," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103559.
• Ling, Aifan & Sun, Jie & Wang, Meihua, 2020, "Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set," European Journal of Operational Research, Elsevier, volume 285, issue 1, pages 81-95, DOI: 10.1016/j.ejor.2019.01.012.
• Brandtner, Mario & Kürsten, Wolfgang & Rischau, Robert, 2020, "Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures," European Journal of Operational Research, Elsevier, volume 285, issue 3, pages 1114-1126, DOI: 10.1016/j.ejor.2020.02.040.
• Galagedera, Don U.A. & Fukuyama, Hirofumi & Watson, John & Tan, Eric K.M., 2020, "Do mutual fund managers earn their fees? New measures for performance appraisal," European Journal of Operational Research, Elsevier, volume 287, issue 2, pages 653-667, DOI: 10.1016/j.ejor.2020.04.009.
• Zaremba, Adam & Kizys, Renatas & Raza, Muhammad Wajid, 2020, "The long-run reversal in the long run: Insights from two centuries of international equity returns," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 177-199, DOI: 10.1016/j.jempfin.2019.11.007.
• Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020, "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 200-217, DOI: 10.1016/j.jempfin.2019.11.008.
• Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020, "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 218-240, DOI: 10.1016/j.jempfin.2019.12.001.
• Huang, Jing-Zhi & Huang, Zhijian (James), 2020, "Testing moving average trading strategies on ETFs," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 16-32, DOI: 10.1016/j.jempfin.2019.10.002.
• Christensen, Kim & Christiansen, Charlotte & Posselt, Anders M., 2020, "The economic value of VIX ETPs," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 121-138, DOI: 10.1016/j.jempfin.2020.05.009.
• Chen, Guodong & Lee, Minjoon & Nam, Tong-yob, 2020, "Forced retirement risk and portfolio choice," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 293-315, DOI: 10.1016/j.jempfin.2020.06.007.
• Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai, 2020, "Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 333-355, DOI: 10.1016/j.jempfin.2020.06.006.
• Lee, Hyunchul & Kim, Heeho, 2020, "Time varying integration of European stock markets and monetary drivers," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 369-385, DOI: 10.1016/j.jempfin.2020.07.004.
• Florentsen, Bjarne & Nielsson, Ulf & Raahauge, Peter & Rangvid, Jesper, 2020, "Turning local: Home-bias dynamics of relocating foreigners," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 436-452, DOI: 10.1016/j.jempfin.2020.07.006.
• Tsiakas, Ilias & Li, Jiahan & Zhang, Haibin, 2020, "Equity premium prediction and the state of the economy," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 75-95, DOI: 10.1016/j.jempfin.2020.05.004.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2020, "Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 96-120, DOI: 10.1016/j.jempfin.2020.05.005.
• Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng, 2020, "Industry equi-correlation: A powerful predictor of stock returns," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2020.07.005.
• Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020, "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 109-132, DOI: 10.1016/j.jempfin.2020.09.005.
• Cesarone, Francesco & Mango, Fabiomassimo & Mottura, Carlo Domenico & Ricci, Jacopo Maria & Tardella, Fabio, 2020, "On the stability of portfolio selection models," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 210-234, DOI: 10.1016/j.jempfin.2020.10.003.
• Kuntz, Laura-Chloé, 2020, "Beta dispersion and market timing," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 235-256, DOI: 10.1016/j.jempfin.2020.09.003.
• Naeem, Muhammad Abubakr & Balli, Faruk & Shahzad, Syed Jawad Hussain & de Bruin, Anne, 2020, "Energy commodity uncertainties and the systematic risk of US industries," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104589.
• Huang, Shupei & An, Haizhong & Lucey, Brian, 2020, "How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104641.
• Furió, Dolores & Torró, Hipòlit, 2020, "Optimal hedging under biased energy futures markets," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104750.
• Jiang, Zhuhua & Yoon, Seong-Min, 2020, "Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104835.
• Elsayed, Ahmed H. & Nasreen, Samia & Tiwari, Aviral Kumar, 2020, "Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104847.
• Boako, Gideon & Alagidede, Imhotep Paul & Sjo, Bo & Uddin, Gazi Salah, 2020, "Commodities price cycles and their interdependence with equity markets," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104884.
• Hassan, Kamrul & Hoque, Ariful & Wali, Muammer & Gasbarro, Dominic, 2020, "Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104985.
• Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020, "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, volume 202, issue C, DOI: 10.1016/j.energy.2020.117762.
• Cheang, Chi Wan & Olmo, Jose & Ma, Tiejun & Sung, Ming-Chien & McGroarty, Frank, 2020, "Optimal asset allocation using a combination of implied and historical information," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101419.
• Bahoo, Salman & Alon, Ilan & Paltrinieri, Andrea, 2020, "Sovereign wealth funds: Past, present and future," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101418.
• Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2020, "Hedge fund strategies: A non-parametric analysis," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101436.
• Baltuttis, Dennik & Töppel, Jannick & Tränkler, Timm & Wiethe, Christian, 2020, "Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2019.01.007.
• Anagnostidis, Panagiotis & Fontaine, Patrice, 2020, "Liquidity commonality and high frequency trading: Evidence from the French stock market," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2019.101428.
• Alqahtani, Faisal & Samargandi, Nahla & Kutan, Ali M., 2020, "The influence of oil prices on the banking sector in oil-exporting economies: Is there a psychological barrier?," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101470.
• Tsuji, Chikashi, 2020, "Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2019.101392.
• Kallinterakis, Vasileios & Liu, Fei & Pantelous, Athanasios A. & Shao, Jia, 2020, "Pricing inefficiencies and feedback trading: Evidence from country ETFs," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101498.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020, "Profitability of momentum strategies in Latin America," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101502.
• Stereńczak, Szymon, 2020, "Stock liquidity premium with stochastic price impact and exogenous trading strategy," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2019.04.008.
• Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020, "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2018.11.008.
• Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth, 2020, "Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101452.
• Hudson, Yawen & Yan, Meilan & Zhang, Dalu, 2020, "Herd behaviour & investor sentiment: Evidence from UK mutual funds," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101494.
• Ji, Qiang & Zhang, Dayong & Zhao, Yuqian, 2020, "Searching for safe-haven assets during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101526.
• Apergis, Nicholas & Chatziantoniou, Ioannis & Cooray, Arusha, 2020, "Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101536.
• Qiao, Xingzhi & Zhu, Huiming & Hau, Liya, 2020, "Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101541.
• Cummins, Mark & Mac an Bhaird, Ciarán & Rosati, Pierangleo & Lynn, Theo, 2020, "Institutional investment in online business lending markets," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101542.
• Jin, Liang & Taffler, Richard & Eshraghi, Arman & Tosun, Onur Kemal, 2020, "Fund manager conviction and investment performance," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101550.
• Liang, Chao & Tang, Linchun & Li, Yan & Wei, Yu, 2020, "Which sentiment index is more informative to forecast stock market volatility? Evidence from China," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101552.
• Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020, "Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101557.
• Loban, Lidia & Sarto, José Luis & Vicente, Luis, 2020, "Eurozone regulation bias in the active share measure," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101564.
• Dong, Hang & Gil-Bazo, Javier, 2020, "Sentiment stocks," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101573.
• Umutlu, Mehmet & Bengitöz, Pelin, 2020, "The cross-section of industry equity returns and global tactical asset allocation across regions and industries," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101574.
• Bellu, Mirko & Conversano, Claudio, 2020, "Protected Adaptive Asset Allocation," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.007.
• Baars, Maren & Cordes, Henning & Mohrschladt, Hannes, 2020, "How negative interest rates affect the risk-taking of individual investors: Experimental evidence," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.035.
• Li, Huan, 2020, "Asset pricing with long-run durable expenditure risk," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.032.
• Ratanabanchuen, Roongkiat & Saengchote, Kanis, 2020, "Institutional capital allocation and equity returns: Evidence from Thai mutual funds’ holdings," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.033.
• de Boer, Jantke & Bövers, Kim J. & Meyer, Steffen, 2020, "Business cycle variations in exchange rate correlations: Revisiting global currency hedging," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.013.
• Bouri, Elie & Lucey, Brian & Roubaud, David, 2020, "Cryptocurrencies and the downside risk in equity investments," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.009.
• Sonin, Isaac M. & Whitmeyer, Mark, 2020, "Some nontrivial properties of a formula for compound interest," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.015.
• Gokmenoglu, Korhan K. & Hadood, Abobaker Al.Al., 2020, "Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.003.
• Baur, Dirk G. & Kuck, Konstantin, 2020, "The timing of the flight to gold: An intra-day analysis of gold and the S&P500," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.005.
• Drobetz, Wolfgang & Schröder, Henning & Tegtmeier, Lars, 2020, "The role of catastrophe bonds in an international multi-asset portfolio: Diversifier, hedge, or safe haven?," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.016.
• Brière, Marie & Szafarz, Ariane, 2020, "Good diversification is never wasted: How to tilt factor portfolios with sectors," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.015.
• Li, Xing & Hou, Keqiang & Zhang, Chao, 2020, "Intangible factor and idiosyncratic volatility puzzles," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.101403.
• Cheikh, Nidhaleddine Ben & Zaied, Younes Ben & Chevallier, Julien, 2020, "Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.008.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2020, "Flight-to-safety and the risk-return trade-off: European evidence," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.009.
• Long, Huaigang & Zaremba, Adam & Demir, Ender & Szczygielski, Jan Jakub & Vasenin, Mikhail, 2020, "Seasonality in the Cross-Section of Cryptocurrency Returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101566.
• Fjesme, Sturla Lyngnes, 2020, "Retail investor experience, asset learning, and portfolio risk-adjusted returns," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101315.
• Li, Scott & Liu, Qianqiu & Refalo, James, 2020, "Industry classification, product market competition, and firm characteristics," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101319.
• Alda, Mercedes, 2020, "ESG fund scores in UK SRI and conventional pension funds: Are the ESG concerns of the SRI niche affecting the conventional mainstream?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101313.
• Blitz, David & Huisman, Rob & Swinkels, Laurens & van Vliet, Pim, 2020, "Media attention and the volatility effect," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101317.
• Shehzad, Khurram & Xiaoxing, Liu & Kazouz, Hayfa, 2020, "COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101669.
• Mirza, Nawazish & Naqvi, Bushra & Rahat, Birjees & Rizvi, Syed Kumail Abbas, 2020, "Price reaction, volatility timing and funds’ performance during Covid-19," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101657.
• Singh, Amanjot, 2020, "COVID-19 and safer investment bets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101729.
• Koumou, Gilles Boevi, 2020, "Mean-variance model and investors’ diversification attitude: A theoretical revisit," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101360.
• Sant'Anna, Leonardo Riegel & de Oliveira, Alan Delgado & Filomena, Tiago Pascoal & Caldeira, João Frois, 2020, "Solving the index tracking problem based on a convex reformulation for cointegration," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101356.
• Narayan, Seema & Ur Rehman, Mobeen, 2020, "International portfolio strategies and opportunities: The case of the US, Japan and Asia," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101358.
• Peng, Xiaofan, 2020, "Do precious metals act as hedges or safe havens for China's financial markets?," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101353.
• Pincheira-Brown, Pablo & Neumann, Federico, 2020, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101380.
• Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen, 2020, "The influence of Bitcoin on portfolio diversification and design," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101344.
• Artiga González, Tanja & Calluzzo, Paul, 2020, "A new breed of activism," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101369.
• Ortmann, Regina & Pelster, Matthias & Wengerek, Sascha Tobias, 2020, "COVID-19 and investor behavior," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101717.
• Jiro Hodoshima & Tetsuya Misawa & Yoshio Miyahara, 2020, "Stock Performance Evaluation Incorporating High Moments and Disaster Risk: Evidence from Japan," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 2, pages 155-174, June, DOI: 10.1007/s10690-019-09287-z.
• Octave Jokung & Sovan Mitra, 2020, "Health Care Investment: The Case of Multiple Sources of Risk," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 2, pages 231-255, June, DOI: 10.1007/s10690-019-09291-3.
• Maurice Omane-Adjepong & Imhotep Paul Alagidede, 2020, "Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 4, pages 537-585, December, DOI: 10.1007/s10690-020-09306-4.
• Johan Knif & Dimitrios Koutmos & Gregory Koutmos, 2020, "Higher Co-Moment CAPM and Hedge Fund Returns," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 48, issue 1, pages 99-113, March, DOI: 10.1007/s11293-020-09659-1.
• Niels Wesselhöfft & Wolfgang K. Härdle, 2020, "Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 3, pages 801-826, March, DOI: 10.1007/s10614-019-09913-y.
• Yanlin Shi & Lingbing Feng & Tong Fu, 2020, "Markov Regime-Switching in-Mean Model with Tempered Stable Distribution," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 4, pages 1275-1299, April, DOI: 10.1007/s10614-019-09882-2.
• Hachmi Ben Ameur & Mouna Boujelbène & J. L. Prigent & Emna Triki, 2020, "Optimal Portfolio Positioning on Multiple Assets Under Ambiguity," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 21-57, June, DOI: 10.1007/s10614-019-09894-y.
• Mondher Bellalah & Detao Zhang & Panpan Zhang, 2020, "Optimal Portfolio Choice Under Shadow Costs with Fixed Assets when Time-Horizon Is Uncertain," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 5-20, June, DOI: 10.1007/s10614-020-09991-3.
• Manuel Rupprecht, 2020, "Income and wealth of euro area households in times of ultra-loose monetary policy: stylised facts from new national and financial accounts data," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 47, issue 2, pages 281-302, May, DOI: 10.1007/s10663-018-9416-8.
• Xiu Chen & Fuhai Hong & Xiaojian Zhao, 2020, "Concentration and variability of forecasts in artificial investment games: an online experiment on WeChat," Experimental Economics, Springer;Economic Science Association, volume 23, issue 3, pages 815-847, September, DOI: 10.1007/s10683-019-09632-z.
• Jonathan P. Beauchamp & Daniel J. Benjamin & David I. Laibson & Christopher F. Chabris, 2020, "Measuring and controlling for the compromise effect when estimating risk preference parameters," Experimental Economics, Springer;Economic Science Association, volume 23, issue 4, pages 1069-1099, December, DOI: 10.1007/s10683-019-09640-z.
• Ciril Bosch-Rosa & Thomas Meissner, 2020, "The one player guessing game: a diagnosis on the relationship between equilibrium play, beliefs, and best responses," Experimental Economics, Springer;Economic Science Association, volume 23, issue 4, pages 1129-1147, December, DOI: 10.1007/s10683-020-09642-2.
• Patrick Hable & Patrick Launhardt, 2020, "Aggregate insider trading and the prediction of corporate credit spread changes," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 1, pages 1-31, March, DOI: 10.1007/s11408-020-00344-6.
• Jules Clement Mba & Sutene Mwambi, 2020, "A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 199-214, June, DOI: 10.1007/s11408-020-00346-4.
• Tania Morris & Jules Comeau, 2020, "Portfolio creation using artificial neural networks and classification probabilities: a Canadian study," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 133-163, June, DOI: 10.1007/s11408-020-00350-8.
• Tim A. Herberger & Matthias Horn & Andreas Oehler, 2020, "Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 179-197, June, DOI: 10.1007/s11408-020-00356-2.
• Gilles Boevi Koumou, 2020, "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 267-312, September, DOI: 10.1007/s11408-020-00352-6.
• Arnaud Gougler & Sebastian Utz, 2020, "Factor exposures and diversification: Are sustainably screened portfolios any different?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 221-249, September, DOI: 10.1007/s11408-020-00354-4.
• Marcos Escobar-Anel & Andreas Lichtenstern & Rudi Zagst, 2020, "Behavioral portfolio insurance strategies," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 353-399, December, DOI: 10.1007/s11408-020-00353-5.
• Yu Yang & Yonghong Wu & Benchawan Wiwatanapataphee, 2020, "Time-consistent mean–variance asset-liability management in a regime-switching jump-diffusion market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 401-427, December, DOI: 10.1007/s11408-020-00360-6.
• Minoru Tachibana, 2020, "Flight-to-quality in the stock–bond return relation: a regime-switching copula approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 429-470, December, DOI: 10.1007/s11408-020-00361-5.
• Kobana Abukari & Isaac Otchere, 2020, "Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 471-505, December, DOI: 10.1007/s11408-020-00363-3.
• Pedro Raffy Vartanian, 2020, "Volatility transmission between commodities and Ibovespa in the period 2000–2016: Is there a possibility of diversification?," International Economics and Economic Policy, Springer, volume 17, issue 2, pages 483-501, May, DOI: 10.1007/s10368-019-00458-x.
• Frank M. Fossen & Ray Rees & Davud Rostam-Afschar & Viktor Steiner, 2020, "The effects of income taxation on entrepreneurial investment: A puzzle?," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 27, issue 6, pages 1321-1363, December, DOI: 10.1007/s10797-020-09606-5.
• Andreas G. F. Hoepner & Lisa Schopohl, 2020, "State Pension Funds and Corporate Social Responsibility: Do Beneficiaries’ Political Values Influence Funds’ Investment Decisions?," Journal of Business Ethics, Springer, volume 165, issue 3, pages 489-516, September, DOI: 10.1007/s10551-018-4091-z.
• M. W. Luke Chan & Dan Sabrina Gong & Terry A. Yip, 2020, "Return on violin and macroeconomic fluctuation," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 44, issue 2, pages 339-346, June, DOI: 10.1007/s10824-019-09356-1.
• Belma Öztürkkal & Aslı Togan-Eğrican, 2020, "Art investment: hedging or safe haven through financial crises," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 44, issue 3, pages 481-529, September, DOI: 10.1007/s10824-019-09371-2.
• Dominik Buttler & Eva Sierminska, 2020, "Career or Flexible Work Arrangements? Gender Differences in Self-employment in a Young Market Economy," Journal of Family and Economic Issues, Springer, volume 41, issue 1, pages 70-95, March, DOI: 10.1007/s10834-020-09668-x.
• Miha Dominko & Miroslav Verbič, 2020, "Subjective Quality of Life and Stock Market Participation of the Elderly: A Structural Equation Modelling Approach," Journal of Family and Economic Issues, Springer, volume 41, issue 3, pages 505-519, September, DOI: 10.1007/s10834-020-09673-0.
• Gunter Löffler, 2020, "The Systemic Risk Implications of Using Credit Ratings Versus Quantitative Measures to Limit Bond Portfolio Risk," Journal of Financial Services Research, Springer;Western Finance Association, volume 58, issue 1, pages 39-57, August, DOI: 10.1007/s10693-019-00321-9.
• Dimitris K. Chronopoulos & George Dotsis & Nikolaos T. Milonas, 2020, "International Evidence on the Determinants of Domestic Sovereign Debt Bank Holdings," Journal of Financial Services Research, Springer;Western Finance Association, volume 58, issue 2, pages 143-160, December, DOI: 10.1007/s10693-019-00326-4.
• Viktoriya Lantushenko & Edward Nelling, 2020, "New Positions in Mutual Fund Portfolios: Implications for Fund Alpha," Journal of Financial Services Research, Springer;Western Finance Association, volume 58, issue 2, pages 161-198, December, DOI: 10.1007/s10693-019-00329-1.
• M. Sriram, 2020, "Do firm specific characteristics and industry classification corroborate voluntary disclosure of financial ratios: an empirical investigation of S&P CNX 500 companies," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 24, issue 2, pages 431-448, June, DOI: 10.1007/s10997-018-9414-z.
• Zeineb Barka & Taher Hamza, 2020, "The effect of large controlling shareholders on equity prices in France: monitoring or entrenchment?," Journal of Management & Governance, Springer;Accademia Italiana di Economia Aziendale (AIDEA), volume 24, issue 3, pages 769-798, September, DOI: 10.1007/s10997-019-09484-y.
• Bing Zhu & Stanimira Milcheva, 2020, "The Pricing of Spatial Linkages in Companies’ Underlying Assets," The Journal of Real Estate Finance and Economics, Springer, volume 61, issue 3, pages 443-475, October, DOI: 10.1007/s11146-018-9666-z.
• Peng Liu & Nathan Mauck & S. McKay Price, 2020, "Are Government Owned Investment Funds Created Equal? Evidence from Sovereign Wealth Fund Real Estate Acquisitions," The Journal of Real Estate Finance and Economics, Springer, volume 61, issue 4, pages 698-729, November, DOI: 10.1007/s11146-019-09730-y.
• Wan-Yi Chiu, 2020, "The global minimum variance hedge," Review of Derivatives Research, Springer, volume 23, issue 2, pages 121-144, July, DOI: 10.1007/s11147-019-09159-8.
• Hsiao-Fen Hsiao & Jiang-Chuan Huang & Zheng-Wei Lin, 2020, "Portfolio construction using bootstrapping neural networks: evidence from global stock market," Review of Derivatives Research, Springer, volume 23, issue 3, pages 227-247, October, DOI: 10.1007/s11147-019-09163-y.
• Xinyuan Liu & Zaiyan Wei & Mo Xiao, 2020, "Platform Mispricing and Lender Learning in Peer-to-Peer Lending," Review of Industrial Organization, Springer;The Industrial Organization Society, volume 56, issue 2, pages 281-314, March, DOI: 10.1007/s11151-019-09733-2.
• Liu Hong & Yongjia Li & Kangzhen Xie & Claire J. Yan, 2020, "On the Market Timing of Hedging: Evidence from U.S. Oil and Gas Producers," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 297-334, January, DOI: 10.1007/s11156-019-00790-y.
• Frank O. Kwabi & Chandra Thapa & Krishna Paudyal & Suman Neupane, 2020, "Suboptimal international equity portfolio diversification and stock market development," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 389-412, January, DOI: 10.1007/s11156-019-00793-9.
• Dimitrios Koutmos & Bochen Wu & Qi Zhang, 2020, "In search of winning mutual funds in the Chinese stock market," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 589-616, February, DOI: 10.1007/s11156-019-00800-z.
• Peng-Chia Chiu & Timothy D. Haight, 2020, "Investor learning, earnings signals, and stock returns," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 671-698, February, DOI: 10.1007/s11156-019-00803-w.
• Byoung Uk Kang & Jin-Mo Kim & Oded Palmon & Zhaodong Zhong, 2020, "Are college education and job experience complements or substitutes? Evidence from hedge fund portfolio performance," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1247-1278, May, DOI: 10.1007/s11156-019-00824-5.
• Yao Zheng & Eric Osmer & Liancun Zheng, 2020, "Can mutual funds time investor sentiment?," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1449-1486, May, DOI: 10.1007/s11156-019-00831-6.
• Douglas W. Blackburn & Nusret Cakici, 2020, "Tangible and intangible information in emerging markets," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1509-1527, May, DOI: 10.1007/s11156-019-00833-4.
• Tavy Ronen & Oleg Sokolinskiy & Ben Sopranzetti, 2020, "The risk management implications of using end of day consensus pricing for single name CDS," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 1, pages 269-304, July, DOI: 10.1007/s11156-019-00843-2.
• Oleg Sokolinskiy, 2020, "Conditional dependence in post-crisis markets: dispersion and correlation skew trades," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 2, pages 389-426, August, DOI: 10.1007/s11156-019-00847-y.
• Muhammad Kashif & Francesco Menoncin & Iqbal Owadally, 2020, "Optimal portfolio and spending rules for endowment funds," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 2, pages 671-693, August, DOI: 10.1007/s11156-019-00856-x.
• Spyros I. Spyrou, 2020, "Valuation ratio style investing and economic sentiment: evidence from major Eurozone markets," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 827-856, October, DOI: 10.1007/s11156-019-00861-0.
• Nathan Lael Joseph & Thi Thuy Anh Vo & Asma Mobarek & Sabur Mollah, 2020, "Volatility and asymmetric dependence in Central and East European stock markets," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1241-1303, November, DOI: 10.1007/s11156-020-00874-0.
• Klaus Grobys & Sami Vähämaa, 2020, "Another look at value and momentum: volatility spillovers," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1459-1479, November, DOI: 10.1007/s11156-020-00880-2.
• Bihary, Zsolt & Víg, Attila András, 2020, "Heterogén kereskedési stratégiák hatása a piaci árfolyamokra
  [The effect of heterogeneous commercial strategies on market exchange rates]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 688-707, DOI: 10.18414/KSZ.2020.7-8.688.
• Hevér, Judit, 2020, "A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben
  [The effect of regulation on market liquidity: a general equilibrium approach]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 708-733, DOI: 10.18414/KSZ.2020.7-8.708.
• Neszveda, Gábor & Csillag, Balázs, 2020, "A gazdasági várakozások hatása a tőzsdei momentumstratégiára
  [The impact of economic expectations on the momentum trading strategy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1093-1111, DOI: 10.18414/KSZ.2020.11.1093.
• Váradi, Kata & Teszárik, Eszter, 2020, "A magyar festménypiac pénzügyi szemmel
  [The Hungarian market for paintings, from a financial point of view]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 12, pages 1271-1298, DOI: 10.18414/KSZ.2020.12.1271.
• Christine Laudenbach & Benjamin Loos & Jenny Pirschl & Johannes Wohlfart, 2020, "The Trading Response of Individual Investors to Local Bankruptcies," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 20-08, Mar.
• Christopher Roth & Sonja Settele & Johannes Wohlfart, 2021, "Risk Exposure and Acquisition of Macroeconomic Information," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 20-24, 01.
• Chiaki Hara, 2020, "A Ranking over "More Risk Averse Than" Relations and its Application to the Smooth Ambiguity Model," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1019, Jan.
• Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020, "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers, Lancaster University Management School, Economics Department, number 305661169.
• Juan Manuel Gómez R & José Alfredo Jiménez M, 2020, "Optimal portfolio selection based on first and second order Markov chains," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 92, pages 33-66, Enero-Jun, DOI: 10.17533/udea.le.n92a02.