Research classified by Journal of Economic Literature (JEL) codes

2020

• Adam Abdullah & Rusni Hassan & Salina Kassim, 2020, "A real asset management approach for Islamic investment in containerships," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 1, pages 27-48, January, DOI: 10.1108/JIABR-07-2017-0105.
• Ibnu Qizam & Misnen Ardiansyah & Abdul Qoyum, 2020, "Integration of Islamic capital market in ASEAN-5 countries," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 4, pages 811-825, January, DOI: 10.1108/JIABR-08-2019-0149.
• Walid Mansour, 2020, "Toward new strategies of Islamic financial products development," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 10, pages 2053-2067, October, DOI: 10.1108/JIABR-09-2018-0135.
• Aviral Kumar Tiwari & Christophe André & Rangan Gupta, 2020, "Spillovers between US real estate and financial assets in time and frequency domains," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 38, issue 6, pages 525-537, April, DOI: 10.1108/JPIF-08-2019-0110.
• Savva Shanaev & Nikita Shimkus & Binam Ghimire & Satish Sharma, 2020, "Children’s toy or grown-ups’ gamble? LEGO sets as an alternative investment," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 5, pages 577-620, November, DOI: 10.1108/JRF-02-2020-0021.
• Ivan Mugarura Tusiime & Man Wang, 2020, "Are Islamic stocks subject to oil price risk exposure?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 181-200, May, DOI: 10.1108/JRF-05-2019-0076.
• Julia S. Mehlitz & Benjamin R. Auer, 2020, "A Monte Carlo evaluation of non-parametric estimators of expected shortfall," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 4, pages 355-397, October, DOI: 10.1108/JRF-07-2019-0122.
• Benjamin Schellinger, 2020, "Optimization of special cryptocurrency portfolios," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 127-157, May, DOI: 10.1108/JRF-11-2019-0221.
• Renu Isidore R. & P. Christie & C. Joe Arun, 2020, "Influence of the biological age of the investor on decision-making in the secondary equity market," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 13, issue 1, pages 99-117, October, DOI: 10.1108/QRFM-02-2020-0021.
• Xiang Gao & John Topuz, 2020, "Firm location and systematic risk: the real estate channel," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 3, pages 387-409, August, DOI: 10.1108/RAF-05-2019-0109.
• Yaron Lahav & Shireen Meer, 2020, "The effect of induced mood on traders’ preferences in asset markets – experimental evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 1, pages 16-34, October, DOI: 10.1108/RBF-02-2020-0026.
• Hanxiong Zhang & Andrew Urquhart, 2020, "Do momentum and reversal strategies work in commodity futures? A comprehensive study," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 4, pages 375-409, April, DOI: 10.1108/RBF-05-2019-0067.
• Spyros Spyrou, 2020, "Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 4, pages 411-433, April, DOI: 10.1108/RBF-09-2019-0133.
• Oscar Stålnacke, 2020, "Come together: trust, sociability and individual investors' stock-portfolio returns," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 5, pages 647-662, July, DOI: 10.1108/RBF-11-2019-0160.
• Fawzi Hyder & Mahsa Khoshnoud, 2020, "Informed short selling: evidence from economically linked firms," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 5, pages 522-542, September, DOI: 10.1108/RBF-12-2019-0186.
• Tim Alexander Herberger & Felix Reinle, 2020, "A framework for screening and portfolio selection in corporate venture capital," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 3, pages 475-495, April, DOI: 10.1108/SEF-06-2019-0224.
• Florin Aliu & Artor Nuhiu & Besnik A. Krasniqi & Gent Jusufi, 2020, "Modeling the optimal diversification opportunities: the case of crypto portfolios and equity portfolios," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 50-66, November, DOI: 10.1108/SEF-07-2020-0282.
• Corey A. Shank & Brice Dupoyet & Robert Durand & Fernando Patterson, 2020, "The relationship between psychopathy and financial risk and time preferences," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 32-49, June, DOI: 10.1108/SEF-11-2019-0435.
• Chi Kong Chyong & Carmen Li & David Reiner & Fabien Roques, 2020, "A Portfolio approach to wind and solar deployment in Australia," Working Papers, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge, number EPRG2022, Aug.
• Godfrey Marozva, 2020, "Stock Market Liquidity and Monetary Policy," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 265-275.
• Halil Kukaj & Fisnik Morina & Valdrin Misiri, 2020, "Profitability Analysis of Banks: Comparative Study of Domestic and Foreign Banks in Kosovo," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 87-99.
• Jamaluddin Ahmad & Nurjannah Nonci & Achmad Nurmandi & Eko Priyo Purnomo & Agustiyara, 2020, "What Factors Affect Financial Transparency Reports? A Study of Regional Government Financial Reports in South Sulawesi Province, Indonesia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 525-544.
• Godfrey Marozva, 2020, "Liquidity Mismatch Index and Banks’ Stock Returns," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 930-945.
• Beata Zofia Filipiak & Marek Dylewski & Marcin Kalinowski & Grzegorz Krzykowski, 2020, "Do European Union Funds Have an Impact on the Volume of Corporate Lending? The Case of the Czech Republic, Slovakia and Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 2, pages 3-22.
• Ioannis N. Kallianiotis & Karen Bianchi & Augustine C. Arize & John Malindretos & Ikechukwu Ndu, 2020, "Financial Assets, Expected Return and Risk, Speculation, Uncertainty, and Exchange Rate Determination," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 3-30.
• Katarzyna Kubiszewska & Marcin Potrykus, 2020, "Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1047-1067.
• Blazej Prusak & Marcin Potrykus, 2020, "Short-term Price Reaction to Involuntary Bankruptcies Filed in Bad Faith: Empirical Evidence from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 873-889.
• Bartlomiej H. Toszek, 2020, "Innovative Arrangements of Waste Management Environment Strategy: The Case of London," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 1024-1032.
• Grzegorz Przekota, 2020, "Application of the Surface Division Method to Segregate Investments in Capital Markets for Shares‘ Portfolio," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 883-896.
• Anna Warchlewska & Krzysztof Waliszewski, 2020, "Who uses Robo-Advisors? The Polish Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 97-114.
• Katarzyna Witczynska, 2020, "The Impact of the Electronic Commerce Market in the Supply Chain during COVID-19 Pandemic in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 648-658.
• Krzysztof Waliszewski & Anna Warchlewska, 2020, "Socio-Demographic Factors Determining Expectation Experienced while Using Modern Technologies in Personal Financial Management (PFM and robo-advice): A Polish Case," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 2, pages 893-904.
• Eduardo Sánchez Ruenes & José Antonio Núñez Mora & Martha Beatriz Mota Aragón, 2020, "VaR and CVaR estimates in BRIC’s Oil Sector: A Normal Inverse Gaussian Distribution Approach," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 52, issue 1, pages 207-236, Enero-Jun, DOI: 10.24275/etypuam/ne/522020/Sanchez.
• Roberto J. Santillán-Salgado & Luis Jacob Escobar & Francisco López-Herrera, 2020, "Optimal Hedge Ratios for the Mexican Stock Market Index Futures Contract: A Multivariate GARCH Approach," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 53, issue 2, pages 201-238, Julio-Dic, DOI: 10.24275/ETYPUAM/NE/532020/Santilla.
• Jose Soares Da Fonseca, 2020, "Performance Ratios for Selecting International Portfolios: A Comparative Analysis Using Stock Market Indices in the Euro Area," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 1, pages 26-41, February.
• José Luis Miralles-Quiros & María Mar Miralles-Quiros & Jose Manuel Nogueira, 2020, "Two-Stage Asset Allocation with Data Envelopment Analysis: The Case of Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 5, pages 386-406, November.
• Blanka Let & Karolina Siemaszkiewicz, 2020, "Looking for Alternatives in Times of Market Stress: A Tail Dependence between the European Stock Markets and Bitcoin, Gold and Fine Wine Market," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 5, pages 407-430, November.
• Silvo Dajcman, 2020, "Households Expectations and Investing in Safe and Risky Financial Assets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 5, pages 431-460, November.
• Periklis Brakatsoulas & Jiri Kukacka, 2020, "Credit Rating Downgrade Risk on Equity Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/13, May, revised May 2020.
• Yifan Liu & Shi-Dong Liang, 2020, "A Global-Optimal Portfolio Theory beyond the R-s Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 1, pages 124-139, March.
• Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara, 2020, "Attention and biases: evidence from tax-inattentive investors," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 523, Feb.
• Andrej Cupák & Pirmin Fessler & Joanne W. Hsu & Piotr R. Paradowski, 2020, "Confidence, Financial Literacy and Investment in Risky Assets: Evidence from the Survey of Consumer Finances," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-004, Jan, DOI: 10.17016/FEDS.2020.004.
• Andrew Y. Chen & Mihail Velikov, 2020, "Zeroing in on the Expected Returns of Anomalies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-039, May, DOI: 10.17016/FEDS.2020.039.
• Mathias Kronlund & Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2020, "Out of Sight No More? The Effect of Fee Disclosures on 401(k) Investment Allocations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-078, Sep, DOI: 10.17016/FEDS.2020.078.
• Wayne Passmore & Judit Temesvary, 2020, "Investor Demands for Safety, Bank Capital, and Liquidity Measurement," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-079, Sep, DOI: 10.17016/FEDS.2020.079.
• Gordon Y. Liao & Tony Zhang, 2020, "The Hedging Channel of Exchange Rate Determination," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1283, May, DOI: 10.17016/IFDP.2020.1283.
• Kartik B. Athreya & Ryan Mather & José Mustre-del-Río & Juan M. Sánchez, 2020, "The Effects of Macroeconomic Shocks: Household Financial Distress Matters," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-13, Oct, revised 04 Jan 2024, DOI: 10.18651/RWP2020-13.
• Matthew Famiglietti & Carlos Garriga & Aaron Hedlund, 2020, "The Geography of Housing Market Liquidity During the Great Recession," Review, Federal Reserve Bank of St. Louis, volume 102, issue 1, pages 51-77, DOI: 10.20955/r.102.51-77.
• Carlos Garriga & Pedro Gete & Athena Tsouderou, 2020, "Investors and Housing Affordability," Working Papers, Federal Reserve Bank of St. Louis, number 2020-047, Jul, DOI: 10.20955/wp.2020.047.
• Linda S. Goldberg & April Meehl, 2020, "Complexity in Large U.S. Banks," Economic Policy Review, Federal Reserve Bank of New York, volume 26, issue 2, pages 1-29, March.
• Marco Cipriani & Roberta De Filippis & Antonio Guarino & Ryan Kendall, 2020, "Trading by Professional Traders: An Experiment," Staff Reports, Federal Reserve Bank of New York, number 939, Aug.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2020, "Who Values Access to College?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, issue 20-03, pages 1-5, March.
• Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Jessie Romero & Ivan Vidangos, 2020, "Who Values Access to College?," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 20, issue 03, March.
• Valentin Haddad & Paul Ho & Erik Loualiche, 2020, "Bubbles and the Value of Innovation," Working Paper, Federal Reserve Bank of Richmond, number 20-08, Jul, DOI: 10.21144/wp20-08.
• Kartik B. Athreya & Ryan Mather & José Mustre-del-Río & Juan M. Sánchez, 2020, "Household Financial Distress and the Burden of 'Aggregate' Shocks," Working Paper, Federal Reserve Bank of Richmond, number 20-12, Sep, DOI: 10.21144/wp20-12.
• Fabrizio Cipollini & Giampiero Gallo & Alessandro Palandri, 2020, "A Dynamic Conditional Approach to Portfolio Weights Forecasting," Econometrics Working Papers Archive, Universita' degli Studi di Firenze, Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", number 2020_06, May.
• Ekaterina O. Vostrikova & Anna P. Meshkova, 2020, "ESG Criteria in Investment: Foreign and Russian Experience," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 117-129, August, DOI: 10.31107/2075-1990-2020-4-117-129.
• Mircea BAHNA, 2020, "Studiu privind Programarea cu Obiectiv Multiplu pentru optimizarea gestiunii portofoliului," Journal of Financial Studies, Institute of Financial Studies, volume 8, issue 5, pages 154-166, June.
• Iulian Stan, 2020, "Coordonate ale unui model euristic de generare a deciziei de investiţii," Journal of Financial Studies, Institute of Financial Studies, volume 8, issue 5, pages 172-178, June.
• João F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Mathematics, MDPI, volume 8, issue 11, pages 1-16, November.
• Daehyeon Park & Jiyeon Park & Doojin Ryu, 2020, "Volatility Spillovers between Equity and Green Bond Markets," Sustainability, MDPI, volume 12, issue 9, pages 1-12, May.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020, "Are the liquidity and collateral roles of asset bubbles different?," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 2013.
• Mario Cerrato & Danyang Li & Zhekai Zhang, 2020, "Factor Investing and forex Portfolio Management," Working Papers, Business School - Economics, University of Glasgow, number 2020_01, Aug.
• Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang, 2020, "Sharing of longevity basis risk in pension schemes with income-drawdown guarantees," Working Papers, Business School - Economics, University of Glasgow, number 2020_18, Feb.
• Georgios A. Panos & Tatja Karkkainen & Adele Atkinson, 2020, "Financial Literacy and Attitudes to Cryptocurrencies," Working Papers, Business School - Economics, University of Glasgow, number 2020_26, Nov.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli, 2020, "Financial Risk-taking and Differential Bargaining Power within Households," Working Papers, Business School - Economics, University of Glasgow, number 2020_32, Dec.
• Rui Pedro Brito & Pedro Alarcão Judice, 2020, "Asset classification under the IFRS 9 framework for the construction of a banking investment portfolio," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2020-06, May.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning analysis of stock market anomalies under prospect stochastic dominance," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:134101.
• Li, Chenxu & Scaillet, Olivier & Shen, Yiwen, 2020, "Decomposition of optimal dynamic portfolio choice with wealth-dependent utilities in incomplete markets," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:138414.
• Miroslav Gabrovski & Ioannis Kospentaris, 2020, "Intermediation in Over-the-Counter Markets with Price Transparency," Working Papers, University of Hawaii at Manoa, Department of Economics, number 202017, Jul.
• Gazi Salah Uddin & Jose Arreola Hernandez & Syed Jawad Hussain Shahzad & Sang Hoon Kang, 2020, "Characteristics of spillovers between the US stock market and precious metals and oil," Post-Print, HAL, number hal-02489889, Jun, DOI: 10.1016/j.resourpol.2020.101601.
• Mohamed Amine Boutabba & Yves Rannou, 2020, "Investor strategies and Liquidity Premia in the European Green Bond market," Post-Print, HAL, number hal-02544451, Oct.
• Waqas Hanif & Jose Arreola Hernandez & Perry Sadorsky & Seong-Min Yoon, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," Post-Print, HAL, number hal-02567429, Jan, DOI: 10.1016/j.najef.2019.101065.
• 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," Post-Print, HAL, number hal-02933536, Dec, DOI: 10.1016/j.inteco.2020.06.004.
• Jose Arreola Hernandez & Sang Hoon Kang & Syed Jawad Hussain Shahzad & Seong-Min Yoon, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," Post-Print, HAL, number hal-02966894, Nov, DOI: 10.1016/j.najef.2020.101219.
• Marianne Andries & Valentin Haddad, 2020, "Information Aversion," Post-Print, HAL, number hal-03052577.
• Eric Le Fur & Hachmi Ben Ameur, 2020, "Volatility transmission to the fine wine market," Post-Print, HAL, number hal-03431283, Feb, DOI: 10.1016/j.econmod.2019.10.017.
• Sébastien Galanti & Françoise Le Quéré, 2020, "Industrie de la gestion d'actifs : de l'émergence à l'apparition de nouveaux risques," Post-Print, HAL, number hal-03529738, DOI: 10.3917/ecofi.137.0109.
• Hachmi Ben Ameur & Mouna Boujelbène & Jean-Luc Prigent & Emna Triki, 2020, "Optimal Portfolio Positioning on Multiple Assets Under Ambiguity," Post-Print, HAL, number hal-03679693, Jun, DOI: 10.1007/s10614-019-09894-y.
• Duc Thi Luu & Mauro Napoletano & Paolo Barucca & Stefano Battiston, 2021, "Collateral Unchained: Rehypothecation networks, concentration and systemic effects," Post-Print, HAL, number halshs-03046219, Feb, DOI: 10.1016/j.jfs.2020.100811.
• Claudiu Tiberiu Albulescu & Aviral Kumar Tiwari & Qiang Ji, 2020, "Copula-based local dependence among energy, agriculture and metal commodities markets," Working Papers, HAL, number hal-02501815, Apr.
• Eric Benhamou & David Saltiel & Beatrice Guez & Nicolas Paris, 2020, "Testing Sharpe ratio: luck or skill?," Working Papers, HAL, number hal-02886500, Jul.
• David Chambers & Christophe Spaenjers & Eva Maria Steiner, 2020, "The Rate of Return on Real Estate: Long-Run Micro-Level Evidence," Working Papers, HAL, number hal-02896386, Jul, DOI: 10.2139/ssrn.3407236.
• Alexis Louaas & Pierre Picard, 2020, "A pandemic business interruption insurance," Working Papers, HAL, number hal-02941948, Sep.
• George Overton & Olivier de Bandt, 2020, "Why do insurers fail? A comparison of life and non-life insolvencies using a new international database," Working Papers, HAL, number hal-04159696.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020, "Are the liquidity and collateral roles of asset bubbles different?," Working Papers, HAL, number halshs-02536396, Apr.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2020, "Are the liquidity and collateral roles of asset bubbles different?," Working Papers, HAL, number halshs-02538704, Apr.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020, "Bet against the trend and cash in profits," Working Papers, HAL, number halshs-02956879, Oct.
• Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2020, "Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19," Working Papers, Copenhagen Business School, Department of Economics, number 1-2021, Oct.
• Armerin, Fredrik, 2020, "Investments with declining cost following a Lévy process," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 20/14, Dec.
• Armerin, Fredrik & Song, Han-Suck, 2020, "A framework for modelling cash flow lags," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 20/17, Dec.
• Holzmeister, Felix & Holmén, Martin & Kirchler, Michael & Stefan, Matthias & Wengström, Erik, 2020, "Delegation Decisions in Finance," Working Papers, Lund University, Department of Economics, number 2020:24, Nov.
• Karlsson, Sune & Mazur, Stepan & Muhinyuza, Stanislas, 2020, "Statistical Inference for the Tangency Portfolio in High Dimension," Working Papers, Örebro University, School of Business, number 2020:10, Oct.
• Schwaab, Bernd & Zhang, Xin & Lucas, André & D’Innocenzo, Enzo, 2020, "Modeling extreme events:time-varying extreme tail shape," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 399, Dec, revised 01 Jun 2023.
• de Oliveira Souza, Thiago, 2020, "The X-value factor," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2020, Feb.
• Souza, Thiago de Oliveira, 2020, "Dollar carry timing," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 10/2020, Oct.
• de Oliveira Souza, Thiago, 2020, "Two out-of-sample forecasting models of the equity premium," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 11/2020, Oct.
• de Oliveira Souza, Thiago, 2020, "Observable implications of the conditional CAPM," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 13/2020, Nov.
• Vega, Alejandro & Velli, Evangelia, 2020, "Health and the share of wealth held in risky assets," Umeå Economic Studies, Umeå University, Department of Economics, number 972, Mar.
• Lundström, Christian, 2020, "On the Profitability of Momentum Strategies and Optimal Leverage Rules," Umeå Economic Studies, Umeå University, Department of Economics, number 974, May.
• Bask, Mikael & Forsberg, Lars & Östling, Andreas, 2020, "Language Tone in Financial News Media and the Cross-Section of Stock Returns," Working Paper Series, Uppsala University, Department of Economics, number 2020:3, Apr.
• Svetlana Pashchenko & Ponpoje Porapakkarm, 2020, "Value of Life and Annuity Demand," Working Papers, Human Capital and Economic Opportunity Working Group, number 2020-042, Jun.
• Hong Rim & Robert Setaputra, 2020, "Equity Market Integration And Diversification: Evidence From Emerging And Developed Countries," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 51-59.
• H. W. Wayne Yang & Po-Wei Shen & An-Sing Chen, 2020, "Trimming Effects And Momentum Investing," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 73-87.
• Anas Ahmad Bani Atta & Ainulashikin Marzuki, 2020, "Islamic Vs Conventional Funds Within The Family: Selectivity Skills And Market Timing Ability," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 2, pages 439-462, May, DOI: https://doi.org/10.21098/jimf.v6i2..
• Afifatun Ni’mah & Nisful Laila & Sylva Alif Rusmita & Eko Fajar Cahyono, 2020, "Determinants Of Corporate Bond And Sukuk Ratings In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 3, pages 689-712, August, DOI: https://doi.org/10.21098/jimf.v6i3..
• Shahrin Saaid Shaharuddin & Wee-Yeap Lau & Tien-Ming Yip, 2020, "Do Islamic Equity Style Indices Contain Economic Information?," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 4, pages 895-918, November, DOI: https://doi.org/10.21098/jimf.v6i4..
• Agnes Kovacs & Hamish Low & Patrick Moran, 2020, "Estimating temptation and commitment over the life-cycle," IFS Working Papers, Institute for Fiscal Studies, number W20/24, Jul.
• Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2020, "Capital income taxation under full loss offset provisions of a prospect theory investor," IHS Working Paper Series, Institute for Advanced Studies, number 11, Jan.
• Hlouskova, Jaroslava & Tsigaris, Panagiotis, 2020, "A behavioral economic approach to multiple job holdings with leisure," IHS Working Paper Series, Institute for Advanced Studies, number 23, Sep.
• Ganesh R & Naresh G & Thiyagarajan S, 2020, "Manifesting Overconfidence Bias and Disposition Effect in the Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 19, issue 3, pages 257-284, December.
• Spyros Alogoskoufis & Sam Langfield, 2020, "Regulating the Doom Loop," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 4, pages 251-292, September.
• Sirio Aramonte & Chiara Scotti & Ilknur Zer, 2020, "Measuring the Liquidity Profile of Mutual Funds," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 5, pages 143-178, October.
• Nadyra Rodriguez Arias & Julia Hirsch & Humberto Banda Ortiz, 2020, "Inversión en educación en México: Rendimientos y riesgo," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 35, issue 1, pages 1-25, April.
• Júlio Lobão & Natércia Fortuna & Franklin Silva, 2020, "Do psychological barriers exist in Latin American stock markets?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 35, issue 2, pages 29-56, October.
• Kedar-Levy, Haim, 2020, "Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.08.001.
• Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2020, "Google search volume and individual investor trading," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2020.100544.
• Ding, Rong & Zhou, Hang & Li, Yifan, 2020, "Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100511.
• Faria, Gonçalo & Verona, Fabio, 2020, "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100508.
• Pham, Mia Hang, 2020, "In law we trust: Lawyer CEOs and stock liquidity," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100548.
• Pedraza, Alvaro & Pulga, Fredy & Vasquez, Jose, 2020, "Costly index investing in foreign markets," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100509.
• Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R., 2020, "ETF use among actively managed mutual fund portfolios," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100529.
• Cao, Charles & Simin, Timothy & Xiao, Han, 2020, "Predicting the equity premium with the implied volatility spread," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100531.
• McAdam, Chris, 2020, "Are investors compensated for their sophistication and informedness for company takeovers – An Australian study," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.08.002.
• Forte, Gianfranco & Gianfrate, Gianfranco & Rossi, Emanuele, 2020, "Does relative valuation work for banks?," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.09.002.
• Nikkinen, Jussi & Piljak, Vanja & Rothovius, Timo, 2020, "Impact of the 2008–2009 financial crisis on the external and internal linkages of European frontier stock markets," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100481.
• Hincapié-Salazar, Juliana & Agudelo, Diego A., 2020, "Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100508.
• Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020, "Investor experiences and international capital flows," Journal of International Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.jinteco.2020.103302.
• Mihalache, Gabriel, 2020, "Sovereign default resolution through maturity extension," Journal of International Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.jinteco.2020.103326.
• Hu, Chenyue, 2020, "Industrial specialization matters: A new angle on equity home Bias," Journal of International Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.jinteco.2020.103354.
• Chen, D.H.J. & Beetsma, R.M.W.J. & van Wijnbergen, S.J.G., 2020, "Unhedgeable inflation risk within pension schemes," Insurance: Mathematics and Economics, Elsevier, volume 90, issue C, pages 7-24, DOI: 10.1016/j.insmatheco.2019.10.009.
• Hambel, Christoph, 2020, "Health shock risk, critical illness insurance, and housing services," Insurance: Mathematics and Economics, Elsevier, volume 91, issue C, pages 111-128, DOI: 10.1016/j.insmatheco.2020.01.008.
• van Bilsen, Servaas & Laeven, Roger J.A., 2020, "Dynamic consumption and portfolio choice under prospect theory," Insurance: Mathematics and Economics, Elsevier, volume 91, issue C, pages 224-237, DOI: 10.1016/j.insmatheco.2020.02.004.
• Chen, Zhiping & Yang, Peng, 2020, "Robust optimal reinsurance–investment strategy with price jumps and correlated claims," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 27-46, DOI: 10.1016/j.insmatheco.2020.03.001.
• Gerrard, Russell & Hiabu, Munir & Nielsen, Jens Perch & Vodička, Peter, 2020, "Long-term real dynamic investment planning," Insurance: Mathematics and Economics, Elsevier, volume 92, issue C, pages 90-103, DOI: 10.1016/j.insmatheco.2020.03.002.
• Glazyrina, Anna & Melnikov, Alexander, 2020, "Bachelier model with stopping time and its insurance application," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 156-167, DOI: 10.1016/j.insmatheco.2020.04.012.
• Forsyth, Peter A., 2020, "Optimal dynamic asset allocation for DC plan accumulation/decumulation: Ambition-CVAR," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 230-245, DOI: 10.1016/j.insmatheco.2020.05.005.
• Wang, Jianli & Liu, Liqun & Neilson, William S., 2020, "The participation puzzle with reference-dependent expected utility preferences," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 278-287, DOI: 10.1016/j.insmatheco.2020.05.008.
• He, Lin & Liang, Zongxia & Yuan, Fengyi, 2020, "Optimal DB-PAYGO pension management towards a habitual contribution rate," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 125-141, DOI: 10.1016/j.insmatheco.2020.07.005.
• Josa-Fombellida, Ricardo & Navas, Jorge, 2020, "Time consistent pension funding in a defined benefit pension plan with non-constant discounting," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 142-153, DOI: 10.1016/j.insmatheco.2020.07.007.
• Jang, Bong-Gyu & Park, Seyoung & Zhao, Huainan, 2020, "Optimal retirement with borrowing constraints and forced unemployment risk," Insurance: Mathematics and Economics, Elsevier, volume 94, issue C, pages 25-39, DOI: 10.1016/j.insmatheco.2020.06.002.
• Chen, Lv & Shen, Yang & Su, Jianxi, 2020, "A continuous-time theory of reinsurance chains," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 129-146, DOI: 10.1016/j.insmatheco.2020.09.005.
• Selmi, Refk & Bouoiyour, Jamal, 2020, "Arab geopolitics in turmoil: Implications of Qatar-Gulf crisis for business," International Economics, Elsevier, volume 161, issue C, pages 100-119, DOI: 10.1016/j.inteco.2019.11.007.
• Al-Yahyaee, Khamis Hamed & Shahzad, Syed Jawad Hussain & Mensi, Walid, 2020, "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, Elsevier, volume 161, issue C, pages 66-82, DOI: 10.1016/j.inteco.2019.11.004.
• Selmi, Refk & Bouoiyour, Jamal & Miftah, Amal, 2020, "Oil price jumps and the uncertainty of oil supplies in a geopolitical perspective: The role of OPEC’s spare capacity," International Economics, Elsevier, volume 164, issue C, pages 18-35, DOI: 10.1016/j.inteco.2020.06.004.
• Chamizo, Álvaro & Novales, Alfonso, 2020, "Looking through systemic credit risk: Determinants, stress testing and market value," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101167.
• Kobinger, Sonja & Bornholt, Graham & Malin, Mirela, 2020, "Long-term time series reversal: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101185.
• Philippas, Dionisis & Philippas, Nikolaos & Tziogkidis, Panagiotis & Rjiba, Hatem, 2020, "Signal-herding in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101191.
• Xu, Yingying & Lien, Donald, 2020, "Dynamic exchange rate dependences: The effect of the U.S.-China trade war," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101238.
• Bushee, Brian & Cedergren, Matthew & Michels, Jeremy, 2020, "Does the media help or hurt retail investors during the IPO quiet period?," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101261.
• Honjo, Yuji & Nakamura, Hiroki, 2020, "The link between entrepreneurship and informal investment: An international comparison," Japan and the World Economy, Elsevier, volume 54, issue C, DOI: 10.1016/j.japwor.2020.101012.
• Alexander, Gordon J. & Baptista, Alexandre M. & Yan, Shu, 2020, "Portfolio selection with mental accounts: An equilibrium model with endogenous risk aversion," Journal of Banking & Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jbankfin.2019.07.019.
• Nguyen, Linh Xuan Diep & Mateut, Simona & Chevapatrakul, Thanaset, 2020, "Business-linkage volatility spillovers between US industries," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105699.
• Cox, Ruben & Kamolsareeratana, Atcha & Kouwenberg, Roy, 2020, "Compulsive gambling in the financial markets: Evidence from two investor surveys," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105709.
• Moutzouris, Ioannis C. & Nomikos, Nikos K., 2020, "Asset pricing with mean reversion: The case of ships," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105708.
• Bassett, William & Demiralp, Selva & Lloyd, Nathan, 2020, "Government support of banks and bank lending," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2017.07.010.
• Belkhir, Mohamed & Saad, Mohsen & Samet, Anis, 2020, "Stock extreme illiquidity and the cost of capital," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.01.005.
• Fricke, Daniel & Roukny, Tarik, 2020, "Generalists and specialists in the credit market," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.04.014.
• Harasztosi, Péter & Kátay, Gábor, 2020, "Currency matching by non-financial corporations," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105739.
• Chan, Kam Fong & Gray, Philip & Gray, Stephen & Zhong, Angel, 2020, "Political uncertainty, market anomalies and Presidential honeymoons," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105749.
• Davis, Mark & Lleo, Sébastien, 2020, "Debiased expert forecasts in continuous-time asset allocation," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105759.
• Aabo, Tom & Lee, Suin & Pantzalis, Christos & Park, Jung Chul, 2020, "Know thy neighbor: Political uncertainty and the informational advantage of local institutional investors," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105762.
• Kim, Kyungkeun & Lee, Dongwon, 2020, "Equity market integration and portfolio rebalancing," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105775.
• Fernando, Chitru S. & Hoelscher, Seth A. & Raman, Vikas, 2020, "The informativeness of derivatives use: Evidence from corporate disclosure through public announcements," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2019.105731.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2020, "Putting the pension back in 401(k) retirement plans: Optimal versus default deferred longevity income annuities," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105783.
• Kyosev, Georgi & Hanauer, Matthias X. & Huij, Joop & Lansdorp, Simon, 2020, "Does earnings growth drive the quality premium?," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105785.
• Byun, Suk-Joon & Goh, Jihoon & Kim, Da-Hea, 2020, "The role of psychological barriers in lottery-related anomalies," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105786.
• Lambert, Marie & Fays, Boris & Hübner, Georges, 2020, "Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105811.
• Sakkas, Athanasios & Tessaromatis, Nikolaos, 2020, "Factor based commodity investing," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105807.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105809.
• Artiga González, Tanja & van Lelyveld, Iman & Lučivjanská, Katarína, 2020, "Pension fund equity performance: Patience, activity or both?," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105812.
• Fischer, Thomas & Lundtofte, Frederik, 2020, "Unequal returns: Using the Atkinson index to measure financial risk," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105819.
• Munk, Claus, 2020, "A mean-variance benchmark for household portfolios over the life cycle," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105833.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2020, "Beta uncertainty," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105834.
• Baur, Dirk G. & Smales, Lee A., 2020, "Hedging geopolitical risk with precious metals," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105823.
• Talpsepp, Tõnn & Liivamägi, Kristjan & Vaarmets, Tarvo, 2020, "Academic abilities, education and performance in the stock market," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105848.
• Buchholz, Manuel & Schmidt, Kirsten & Tonzer, Lena, 2020, "Do conventional monetary policy instruments matter in unconventional times?," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105858.
• León, Ángel & Ñíguez, Trino-Manuel, 2020, "Modeling asset returns under time-varying semi-nonparametric distributions," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105870.
• Hanke, Michael & Stöckl, Sebastian & Weissensteiner, Alex, 2020, "Political event portfolios," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105883.
• Escobar-Anel, M. & Havrylenko, Y. & Zagst, R., 2020, "Optimal fees in hedge funds with first-loss compensation," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105884.