Research classified by Journal of Economic Literature (JEL) codes

2020

• Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 104504, Nov.
• Shaw, Charles, 2020, "Regimes, Non-Linearities, and Price Discontinuities in Indian Energy Stocks," MPRA Paper, University Library of Munich, Germany, number 104798, Dec.
• Syarifuddin, Ferry, 2020, "An Optimal Islamic Investment Decision in Two-region Economy: The Case of Indonesia and Malaysia," MPRA Paper, University Library of Munich, Germany, number 104809.
• Balli, Faruk & Ghassan, Hassan B. & Al-Jefri, Essam H., 2020, "Sukuk and bond spreads," MPRA Paper, University Library of Munich, Germany, number 106729, Mar, revised 20 Jan 2021.
• Makarov, Dmitry, 2020, "Optimal portfolio under ambiguous ambiguity," MPRA Paper, University Library of Munich, Germany, number 108837, Jun, revised Dec 2020.
• Kelikume, Ikechukwu & Evans, Olaniyi & Iyoha, Faith, 2020, "Efficient Market Hypothesis in the Presence of Market Imperfections: Evidence from Selected Stock Markets in Africa," MPRA Paper, University Library of Munich, Germany, number 118200.
• Zhang, Zhongxia & Svirydzenka, Katsiaryna, 2020, "Unintended Consequences of Foreign Exchange Reserve Movements? Financial Dollarization in Emerging Market Economies," MPRA Paper, University Library of Munich, Germany, number 120822, Nov.
• Juárez-Luna, David, 2020, "Beneficios económicos y ambientales de la energía nuclear
  [Economic and environmental benefits of nuclear energy]," MPRA Paper, University Library of Munich, Germany, number 98790, Feb.
• Tursoy, Turgut & Berk, Niyazi, 2020, "Stock Return and Risk Premium: Evidence from Turkey," MPRA Paper, University Library of Munich, Germany, number 98877, Mar.
• Cao, Dan & Evans, Martin & Lua, Wenlan, 2020, "Real Exchange Rate Dynamics Beyond Business Cycles," MPRA Paper, University Library of Munich, Germany, number 99054, Mar, revised 10 Mar 2020.
• Zarei, Samira, 2020, "Analyzing the Asymmetric Effects of Inflation and Exchange Rate Misalignments on the Petrochemical Stock index: The Case of Iran," MPRA Paper, University Library of Munich, Germany, number 99101, Feb.
• Joseph, Byrne & Sakemoto, Ryuta, 2020, "The Conditional Risk and Return Trade-Off on Currency Portfolios," MPRA Paper, University Library of Munich, Germany, number 99497, Apr.
• Neifar, Malika, 2020, "Islamic vs Conventional Canadian stock markets : what difference ?," MPRA Paper, University Library of Munich, Germany, number 99608, Apr.
• Neifar, Malika, 2020, "Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets," MPRA Paper, University Library of Munich, Germany, number 99658, Apr.
• Tweneboah Senzu, Emmanuel, 2020, "Modern currency exchange rate behaviour and proposed trend-like forecasting model," MPRA Paper, University Library of Munich, Germany, number 99933, May.
• Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon, 2020, "The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange," Working Papers, University of Pretoria, Department of Economics, number 202070, Aug.
• Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020, "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 202086, Sep.
• Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Working Papers, University of Pretoria, Department of Economics, number 202087, Sep.
• Roger Owusu-Boafo & Ernest Obeng & Jone Yeobah Addo, 2020, "The Relationship Between Credit Risk Management and the Profitability of Banks in Ghana," ACTA VSFS, University of Finance and Administration, volume 14, issue 2, pages 92-114.
• Adrien Matray & Charles Boissel, 2020, "Higher Dividend Taxes, No Problem! Evidence from Taxing Entrepreneurs in France," Working Papers, Princeton University, Department of Economics, Center for Economic Policy Studies., number 276, Sep.
• David Dillenberger & Daniel Gottlieb & Pietro Ortoleva, 2020, "Stochastic Impatience and the Separation of Time and Risk Preferences," Working Papers, Princeton University. Economics Department., number 2020-54, Apr.
• Ahrens, Steffen & Bitter, Lea & Bosch-Rosa, Ciril, 2020, "Coordination under Loss Contracts," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 256, Sep.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2020, "Code and data files for "Default, Bailouts and the Vertical Structure of Financial Intermediaries"," Computer Codes, Review of Economic Dynamics, number 18-105, revised .
• Marwan Mohamed Abdeldayem & Saeed Hameed Al Dulaimi, 2020, "Investors’ herd behavior related to the pandemic-risk reflected on the GCC stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 38, issue 2, pages 563-584.
• Astebro, Thomas & Fernández, Manuel & Cadena-Silva, Carlos & Vulkan, Nir, 2020, "Herding in Equity Crowdfunding," Working papers, Red Investigadores de Economía, number 34, Mar.
• Ocampo, José Antonio & Orbegozo, German D. & Villamizar-Villegas, Mauricio, 2020, "Post-graduation from the original sin problem The effects of market participation on sovereign debt markets," Working papers, Red Investigadores de Economía, number 39, Apr.
• Vargas-Herrera, Hernando & Cardozo, Pamela & Romero, Jose Vicente & Murcia, Andrés, 2020, "Effects of foreign participation in the colombian local public debt market on domestic financial conditions," Working papers, Red Investigadores de Economía, number 44, May.
• Restrepo-Plaza, Lina & Villarreal, Jhon Sebastian, 2020, "Expertos, Pares y Galletas de la Fortuna: Evidencia Experimental del Rol del Consejo en la Toma de Decisiones de Inversión," Working papers, Red Investigadores de Economía, number 53, Jun.
• Mendoza, Freddy & Restrepo-Plaza, Lina, 2020, "Justicia de Mano Propia: Un Experimento de Castigos de Terceros," Working papers, Red Investigadores de Economía, number 61, Jul.
• Junhong Yang & Yu Wu & Bihong Huang, 2020, "Digital Finance and Financial Literacy: An Empirical Investigation of Chinese Households," ADBI Working Papers, Asian Development Bank Institute, number 1209, Dec.
• Nikita Artamonov & Anna Voronina & Nikita Emelyanov & Aleksei Kurbatskii, 2020, "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 58, pages 55-75.
• Ismaila Akanni Yusuf & Ekundayo Peter Mesagan & Agatha Nkem Amadi, 2020, "Effect of financial deepening on stock market returns: The case of military and democratic post-SAP regimes in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 6, pages 3-21.
• Gulnaz Sengul Gunes & Harun Tanrivermis, 2020, "A Research on Real Estate Investment Fund Managers in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 2, pages 431-444.
• Marlena Akhbari & M. Fall Ainina & James E. Larsen, 2020, "Another Look at the Relationship between Portfolio Returns and Market Multiples," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 3, pages 671-680.
• Oktay Ozkan, 2020, "In Which Sectors Can Historical Prices Be Used for Return Predictability? An Empirical Study on Istanbul Stock Exchange with Automatic Portmanteau Test," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 3, pages 703-712.
• Yann Bilodeau, 2020, "Deep limit order book events dynamics," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 20-4, Dec.
• Refk Selmi Selmi & Youssef Errami Errami & Mark E. Wohar, 2020, "What Trump’s China Tariffs Have Cost U.S. Companies?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 35, issue 2, pages 282-295.
• Refk Selmi & Jamal Bouoiyour & Shawkat Hammoudeh, 2020, "Common and Country-Specific Uncertainty Fluctuations in Major Oil-Producing Countries: A Comparative Study," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 35, issue 4, pages 724-750.
• Christoph Merkle, 2020, "Robo-advice and the future of delegated investment," Journal of Financial Transformation, Capco Institute, volume 51, pages 20-27.
• Tyler Salathe & James McDonald, 2020, "Wealth management in the age of digital assets: How financial advisors can find opportunities amongst disruption," Journal of Financial Transformation, Capco Institute, volume 51, pages 28-33.
• Luke O'Leary & Mindy Hauman, 2020, "Regulatory Implications of ESG Investment," Journal of Financial Transformation, Capco Institute, volume 51, pages 163-171.
• Aron Szapiro & Andy Pettit, 2020, "Regulating ESG investing the E.U. way," Journal of Financial Transformation, Capco Institute, volume 51, pages 180-188.
• José Ferreira & Ana Gama, 2020, "The Relationship Between The Factors Of Risk In Asset Evaluation Models And Future Economic Growth: Evidence From Three Regional Markets," Journal of Tourism, Sustainability and Well-being, CinTurs - Research Centre for Tourism, Sustainability and Well-being, University of Algarve, volume 8, issue 4, pages 300-319.
• Leila Argha & Mohammad Mowlaei & Mohsen Khezri, 2020, "Investigation of Dynamic Conditional Correlation between Selected Assets with Iran’s Return of Stock Price Index: DCC- FIAPARCH Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 4, pages 251-274.
• S.A Hoseeini Ebrahimabad & Kh Jahangiri & M Ghaemi Asl & H Heydari, 2020, "Investigation of the volatility spillover effect and dynamic conditional correlations in Tehran Stock Exchange using wavelet-based Bayesian conditional variance heteroscedasticity," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 1, pages 149-184.
• Jafar Ebadi & Naser Elahi & Saeideh Houshmand Gohar, 2020, "Systemic Risk and Mutual Fund," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 2, pages 199-222.
• Zinat zakeri & Abbas Shakeri & Teimoor Mohammadi, 2020, "Selecting an Appropriate Model to Study the Transmission Volatility between the Financial Markets of Selected Islamic Oil Exporting Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 3, pages 1-24.
• Albert Link & Martijn van Hasselt & Silvio Vismara, 2020, "Going Public with Public Money," UNCG Economics Working Papers, University of North Carolina at Greensboro, Department of Economics, number 20-4, Apr.
• Dariusz FILIP, 2020, "Are Fund Attributes Risk Drivers? Evidence for the Polish Mutual Funds," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 22-36, March.
• Abdul WAHID & Muhammad Zubair MUMTAZ & Edmund H. MANTELL, 2020, "Short-Run Pricing Performance of Local and Dual Class IPOs in Alternative Investment Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 57-74, March.
• Hao FANG & Joseph C. P. SHIEH & Tsang-Yao CHANG & Meng-Wen WU, 2020, "Which Types of Stocks Herded by Foreign Institutional Investors are Informational in the Emerging Stock Market?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 31-48, September.
• Zura Kakushadze & Willie Yu, 2020, "Machine Learning Treasury Yields," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 1, pages 1-65.
• Costas Siriopoulos & Maria Skaperda, 2020, "Investing in mutual funds: are you paying for performance or for the ties of the manager?," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 153-164.
• Zura Kakushadze, 2020, "Option Pricing: Channels, Target Zones and Sideways Markets," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 25-33.
• Redkin, Nikita (Редкин, Никита), 2020, "Optimization of Investment Portfolios Taking into Account the Behavioral Perception of Monetary Policy
  [Оптимизация Инвестиционных Портфелей С Учетом Поведенческого Восприятия Денежно-Кредитной Политики]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 3, pages 44-73, June.
• Yang (Greg) Hou & Mark Holmes, 2020, "Do higher order moments of return distribution provide better decisions in minimum-variance hedging? Evidence from US stock index futures," Australian Journal of Management, Australian School of Business, volume 45, issue 2, pages 240-265, May, DOI: 10.1177/0312896219879974.
• Michael Graham & Jussi Nikkinen & Jarkko Peltomäki, 2020, "Web-Based Investor Fear Gauge and Stock Market Volatility: An Emerging Market Perspective," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 2, pages 127-153, August, DOI: 10.1177/0972652719877473.
• Zubair Ali Raja & William J. Procasky & Renee Oyotode-Adebile, 2020, "The Relative Role of Sovereign CDS and Bond Markets in Efficiently Pricing Emerging Market Sovereign Credit Risk," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 3, pages 296-325, December, DOI: 10.1177/0972652720932772.
• Amen Aissi Harzallah & Mouna Boujelbene Abbes, 2020, "The Impact of Financial Crises on the Asset Allocation: Classical Theory Versus Behavioral Theory," Journal of Interdisciplinary Economics, , volume 32, issue 2, pages 218-236, July, DOI: 10.1177/0260107919848629.
• I. Ezangina A. & N. Zakharova D. & И. Езангина А. & Н. Захарова Д., 2020, "Совершенствование инструментов проектного финансирования в реализации стратегии пространственного развития России (на примере приоритетных отраслей) // Improving Project Finance Tools for the Spatial Development Strategy of Russia (Evidence from Prio," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 24, issue 2, pages 22-38.
• A. Shaghikyan S. & H. Hayrapetyan N. & А. Шагикян С. & Г. Айрапетян Н., 2020, "Акционерный краудфандинг в Евразийском экономическом союзе (ЕАЭС) // Equity Crowdfunding in the Eurasian Economic Union (EAEU)," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 24, issue 3, pages 45-59.
• V. Minasyan B. & В. Минасян Б., 2020, "Новые способы измерения катастрофических финансовых рисков: меры «VaR в степени t» и их вычисление // New Ways to Measure Catastrophic Financial Risks: “VaR to the power of t” Measures and How to Calculate Them," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 24, issue 3, pages 92-109.
• V. Minasyan B & В. Минасян Б., 2020, "Новые меры рисков «VaR в степени t» и «ES в степени t» и меры риска искажения // New Risk Measures “VaR to the Power of t” and “ES to the Power of t” and Distortion Risk Measures," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 24, issue 6, pages 92-107.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 563, May.
• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli, 2020, "Financial Risk Taking and Differential Bargaining Power Within the Household," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 594, Dec.
• Hazar Altinbas, 2020, "Examining Time-Varying Integrity And Interrelationships Among Global Stock Markets," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 9, issue 1, pages 1-24, June.
• Mihovil An?elinovi? & Livija Valenti? & Ana Pavkovi?, 2020, "Equity Fund Performance and Sector Diversification," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 9, issue 1, pages 25-43, June.
• Łukasz Postek & Michał Thor, 2020, "Modele predykcji bankructwa i ich zastosowanie dla rynku NewConnect," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1, pages 109-137.
• Klaudia Jarno & £ukasz Smaga, 2020, "The use of the bootstrap method for the assessment of investment effectiveness and risk – the case of confidence intervals estimation for the Sharpe ratio and TailVaR," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 13, pages 40-50, June.
• Ryszard Wêgrzyn, 2020, "Changes in Effectiveness of Delta Hedging Using Options on the WIG20 (Zmiany skutecznoœci hedgingu delta z zastosowaniem opcji na WIG20)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 163-177.
• Izabela Pruchnicka-Grabias, 2020, "Equity Portfolio Optimization With Gold (Optymalizacja portfela akcji za pomoc¹ zlota)," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 62-77.
• Raslan Alzuabi & Sarah Brown & Alexandros Kontonikas & Alberto Montagnoli, 2020, "Household Portfolios and Monetary Policy," Working Papers, The University of Sheffield, Department of Economics, number 2020001, Jan.
• Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020, "Financial Advice and Household Financial Portfolios," Working Papers, The University of Sheffield, Department of Economics, number 2020009, Nov.
• Albi Tola & Miriam Koomen & Amalia Repele, 2020, "Deviations from covered interest rate parity and capital outflows: The case of Switzerland," Working Papers, Swiss National Bank, number 2020-08.
• Arhan Sabri ERTAN & Cenk Cevat KARAHAN & Ahmet Musa KÖSELİ, 2020, "Financial Value of Analyst Recommendations: Talent or Risk Factor? Abstract: Financial analysts not only contribute to the informational efficiency of stock markets with their detailed reports, they also have the power to influence portfolio decision," Sosyoekonomi Journal, Sosyoekonomi Society.
• Fernando Fernandes & Rodrigo De Losso, Rogerio Oliveira, Angelo J D Soto, Pedro D Cavalcanti, Gabriel M S Campos, 2020, "Saving Markowitz: A Risk Parity approach based on the Cauchy Interlacing Theorem," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_13, Aug.
• Elias Cavalcante Junior & Fernando Moraes & Rodrigo De Losso, 2020, "Unskilled Fund Managers: Replicating Active Fund Performance With Few ETFs," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_14, Aug, revised 15 Sep 2020.
• Konstantinos Tsiaras, 2020, "Contagion in Futures Metal Markets during the Recent Global Financial Crisis: Evidence from Gold, Silver, Copper, Zinc and Aluminium," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 70, issue 3-4, pages 42-55, July-Dece.
• Thomas Holgersson & Peter Karlsson & Andreas Stephan, 2020, "A risk perspective of estimating portfolio weights of the global minimum-variance portfolio," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 104, issue 1, pages 59-80, March, DOI: 10.1007/s10182-018-00349-7.
• Catherine Bruneau & Alexis Flageollet & Zhun Peng, 2020, "Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios," Annals of Operations Research, Springer, volume 284, issue 1, pages 165-197, January, DOI: 10.1007/s10479-018-3112-8.
• Takao Asano & Yusuke Osaki, 2020, "Portfolio allocation problems between risky and ambiguous assets," Annals of Operations Research, Springer, volume 284, issue 1, pages 63-79, January, DOI: 10.1007/s10479-019-03206-1.
• Giorgio Consigli & Vittorio Moriggia & Sebastiano Vitali, 2020, "Long-term individual financial planning under stochastic dominance constraints," Annals of Operations Research, Springer, volume 292, issue 2, pages 973-1000, September, DOI: 10.1007/s10479-019-03253-8.
• Zsolt Bihary & Péter Csóka & Dávid Zoltán Szabó, 2020, "Spectral risk measure of holding stocks in the long run," Annals of Operations Research, Springer, volume 295, issue 1, pages 75-89, December, DOI: 10.1007/s10479-020-03678-6.
• Richard J. Arend, 2020, "Strategic decision-making under ambiguity: a new problem space and a proposed optimization approach," Business Research, Springer;German Academic Association for Business Research, volume 13, issue 3, pages 1231-1251, November, DOI: 10.1007/s40685-020-00129-7.
• Erindi Allaj, 2020, "The Black–Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation," Computational Management Science, Springer, volume 17, issue 3, pages 465-492, October, DOI: 10.1007/s10287-020-00373-6.
• Marzia Donno & Marco Magnani & Mario Menegatti, 2020, "Changes in multiplicative risks and optimal portfolio choice: new interpretations and results," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 251-267, June, DOI: 10.1007/s10203-019-00250-1.
• Katarzyna Romaniuk, 2020, "Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 229-249, June, DOI: 10.1007/s10203-019-00252-z.
• Raquel J. Fonseca & Luísa Cunha, 2020, "A net present value approach to health insurance choice," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 2, pages 709-724, December, DOI: 10.1007/s10203-020-00290-y.
• JeongHoe Lee & Navid Sabbaghi, 2020, "Multi-objective optimization case study for algorithmic trading strategies in foreign exchange markets," Digital Finance, Springer, volume 2, issue 1, pages 15-37, September, DOI: 10.1007/s42521-019-00016-9.
• Larisa Adamyan & Kirill Efimov & Cathy Y. Chen & Wolfgang K. Härdle, 2020, "Adaptive weights clustering of research papers," Digital Finance, Springer, volume 2, issue 3, pages 169-187, December, DOI: 10.1007/s42521-020-00017-z.
• André Meyer & Lennart Ante, 2020, "Effects of initial coin offering characteristics on cross-listing returns," Digital Finance, Springer, volume 2, issue 3, pages 259-283, December, DOI: 10.1007/s42521-020-00025-z.
• Ha Nguyen & Bin Liu & Nirav Y. Parikh, 2020, "Exploring the short-term momentum effect in the cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 425-443, July, DOI: 10.1007/s40844-020-00176-z.
• Hongwei Chuang, 2020, "The impacts of institutional ownership on stock returns," Empirical Economics, Springer, volume 58, issue 2, pages 507-533, February, DOI: 10.1007/s00181-018-1519-3.
• Mahdi Massahi & Masoud Mahootchi & Alireza Arshadi Khamseh, 2020, "Development of an efficient cluster-based portfolio optimization model under realistic market conditions," Empirical Economics, Springer, volume 59, issue 5, pages 2423-2442, November, DOI: 10.1007/s00181-019-01802-5.
• Imad A. Moosa, 2020, "The bitcoin: a sparkling bubble or price discovery?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 93-113, March, DOI: 10.1007/s40812-019-00135-9.
• Saman Adhami & Dominique Guegan, 2020, "Crypto assets: the role of ICO tokens within a well-diversified portfolio," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 2, pages 219-241, June, DOI: 10.1007/s40812-019-00141-x.
• Sevgi Eda Tuzcu & Emrah Ertugay, 2020, "Is size an input in the mutual fund performance evaluation with DEA?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 4, pages 635-659, December, DOI: 10.1007/s40822-020-00141-6.
• Robiyanto Robiyanto & Bayu Adi Nugroho & Eka Handriani & Andrian Dolfriandra Huruta, 2020, "Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-29, December, DOI: 10.1186/s40854-020-00199-w.
• Imran Yousaf & Shoaib Ali, 2020, "Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-18, December, DOI: 10.1186/s40854-020-00213-1.
• Huy N. Chau & Andrea Cosso & Claudio Fontana, 2020, "The value of informational arbitrage," Finance and Stochastics, Springer, volume 24, issue 2, pages 277-307, April, DOI: 10.1007/s00780-020-00418-3.
• Paolo Guasoni & Gu Wang, 2020, "Consumption in incomplete markets," Finance and Stochastics, Springer, volume 24, issue 2, pages 383-422, April, DOI: 10.1007/s00780-020-00420-9.
• Kasper Larsen & Halil Mete Soner & Gordan Žitković, 2020, "Conditional Davis pricing," Finance and Stochastics, Springer, volume 24, issue 3, pages 565-599, July, DOI: 10.1007/s00780-020-00424-5.
• Julio Backhoff-Veraguas & Daniel Bartl & Mathias Beiglböck & Manu Eder, 2020, "Adapted Wasserstein distances and stability in mathematical finance," Finance and Stochastics, Springer, volume 24, issue 3, pages 601-632, July, DOI: 10.1007/s00780-020-00426-3.
• Paolo Guasoni & Kwok Chuen Wong, 2020, "Asset prices in segmented and integrated markets," Finance and Stochastics, Springer, volume 24, issue 4, pages 939-980, October, DOI: 10.1007/s00780-020-00433-4.
• Levon Avanesyan & Mykhaylo Shkolnikov & Ronnie Sircar, 2020, "Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem," Finance and Stochastics, Springer, volume 24, issue 4, pages 981-1011, October, DOI: 10.1007/s00780-020-00436-1.
• Erhan Bayraktar & Leonid Dolinskyi & Yan Dolinsky, 2020, "Extended weak convergence and utility maximisation with proportional transaction costs," Finance and Stochastics, Springer, volume 24, issue 4, pages 1013-1034, October, DOI: 10.1007/s00780-020-00437-0.
• Alexander Schiller & René-Ojas Woltering & Steffen Sebastian, 2020, "Is the flow-performance relationship really convex? - The impact of data treatment and model specification," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 2, pages 300-320, April, DOI: 10.1007/s12197-019-09489-1.
• Sabyasachi Mohapatra & Arun Kumar Misra & Marimuthu Murali Kannan, 2020, "Risk factors explaining returns anomaly in emerging market banks – study on Indian banking system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 417-433, July, DOI: 10.1007/s12197-019-09490-8.
• Riza Demirer & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. term structure and return volatility in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 687-707, October, DOI: 10.1007/s12197-020-09511-x.
• Peilong Shen & Zhinan Li, 2020, "Financial contagion in inter-bank networks with overlapping portfolios," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 4, pages 845-865, October, DOI: 10.1007/s11403-019-00274-1.
• Feixue Gong & Gregory Phelan, 2020, "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 70, issue 2, pages 579-605, September, DOI: 10.1007/s00199-019-01222-7.
• Liya Liu & Yingjie Niu & Yuanping Wang & Jinqiang Yang, 2020, "Optimal consumption with time-inconsistent preferences," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 70, issue 3, pages 785-815, October, DOI: 10.1007/s00199-019-01228-1.
• Xiaoyu Wu & Jianmei Zhao, 2020, "Risk sharing, siblings, and household equity investment: evidence from urban China," Journal of Population Economics, Springer;European Society for Population Economics, volume 33, issue 2, pages 461-482, April, DOI: 10.1007/s00148-019-00740-x.
• Nawazish Mirza & Krishna Reddy & Amir Hasnaoui & Peter Yates, 2020, "A Comparative Analysis of the Hedging Effectiveness of Farmgate Milk Prices for New Zealand and United States Dairy Farmers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 129-142, March, DOI: 10.1007/s40953-019-00172-0.
• Vighneswara Swamy & M. Dharani, 2020, "RETRACTED ARTICLE: Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 2, pages 403-423, June, DOI: 10.1007/s40953-019-00185-9.
• Shashank Oberoi & Mohammed Bilal Girach & Siddhartha P. Chakrabarty, 2020, "Can Robust Optimization Offer Improved Portfolio Performance? An Empirical Study of Indian market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 3, pages 611-630, September, DOI: 10.1007/s40953-020-00205-z.
• Rohan Chinchwadkar, 2020, "Political Business Cycles, Elections and Entrepreneurial Finance: A Framework," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 4, pages 941-954, December, DOI: 10.1007/s40953-020-00202-2.
• Sakhr Miss & Michel Charifzadeh & Tim A. Herberger, 2020, "Revisiting the monday effect: a replication study for the German stock market," Management Review Quarterly, Springer, volume 70, issue 2, pages 257-273, May, DOI: 10.1007/s11301-019-00167-4.
• Gabriel Frahm, 2020, "Statistical properties of estimators for the log-optimal portfolio," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), volume 92, issue 1, pages 1-32, August, DOI: 10.1007/s00186-020-00701-1.
• José Soares Fonseca, 2020, "Portfolio selection in euro area with CAPM and Lower Partial Moments models," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, volume 19, issue 1, pages 49-66, January, DOI: 10.1007/s10258-019-00153-4.
• Justyna Mokrzycka, 2020, "VaR and ES Calculation with a Bayesian Dynamic tCopula-GARCH Model," Springer Proceedings in Business and Economics, Springer, chapter 46, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Cross-Section Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-38253-7_46.
• Congcong Li & An-Ping Lin & Hai Lu & Kevin Veenstra, 2020, "Gender and beauty in the financial analyst profession: evidence from the United States and China," Review of Accounting Studies, Springer, volume 25, issue 4, pages 1230-1262, December, DOI: 10.1007/s11142-020-09542-z.
• Philipp Gerlach & Raimond Maurer, 2020, "The Growing Importance of Secondary Market Activities for Open-end Real Estate Fund Shares in Germany," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 72, issue 1, pages 65-106, February, DOI: 10.1007/s41464-019-00081-y.
• Nawazish Mirza & Jamila Abaidi Hasnaoui & Bushra Naqvi & Syed Kumail Abbas Rizvi, 2020, "The impact of human capital efficiency on Latin American mutual funds during Covid-19 outbreak," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 156, issue 1, pages 1-7, December, DOI: 10.1186/s41937-020-00066-6.
• Albert Hizgilov & Jacques Silber, 2020, "On Multidimensional Approaches to Financial Literacy Measurement," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, volume 148, issue 3, pages 787-830, April, DOI: 10.1007/s11205-019-02227-4.
• Chin-Wei Lin & Cheng-Shu Kao & Charles S. Chien, 2020, "The Evaluation of Venture Capital in the Biotech Investment of Taiwan Rice-Bran Polysaccharide," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 10, issue 3, pages 1-8.
• Han-Ching Huang & Tammy Tran Chung, 2020, "The Information Content of Insider Silence in Vietnam Security Market," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 10, issue 3, pages 1-9.
• Xiaoyu Gao & Anjie Dong, 2020, "Real estate prices, fiscal revenue and economic growth," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 2, pages 1-7.
• Jiahe Ou, 2020, "Breadth of Ownership and the Comovement of Equity Prices in China Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 4, pages 1-1.
• Han-Ching Huang & Bo-Sheng Wu, 2020, "The Performance of Trading Strategies based on the Ratio of Option and Stock Volume," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 4, pages 1-9.
• Chih-Yu Chin & Chia-Hsien Tang & Yen-Hsien Lee, 2020, "The Social Network Volume of COVID-19 and Stock Market Response," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 6, pages 1-4.
• J. Davis & P. Hagelstein & I. Lackner & R. Piziak, 2020, "The Efficient Frontier and International Portfolio Diversification in Taxable and Tax-Privileged Accounts," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 2, pages 1-3.
• Nicolò Zorich & Gabriele Cardullo, 2020, "Does Active Management Beat the Market? Evidence from Italy," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 3, pages 1-1.
• Josiah Aduda & Morgan Ongoro, 2020, "Working Capital and Earnings Management among Manufacturing Firms: A Review of Literature," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 3, pages 1-5.
• Eidam, Frederik, 2020, "Gap-filling government debt maturity choice," ESRB Working Paper Series, European Systemic Risk Board, number 110, Sep.
• Giulio Bottazzi & Francesco Cordoni & Giulia Livieri & Stefano Marmi, 2020, "Uncertainty in Firm Valuation and a Cross-Sectional Misvaluation Measure," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2020/15, Jun.
• Lasse Eika & Magne Mogstad & Ola L. Vestad, 2020, "What can we learn about household consumption expenditure from data on income and assets?," Discussion Papers, Statistics Norway, Research Department, number 923, Mar.
• Tadeusz A. Grzeszczyk & Małgorzata Waszkiewicz, 2020, "Sustainable Investment Project Evaluation," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 3, pages 2363-2381, March, DOI: 10.9770/jesi.2020.7.3(60).
• Igor Varyash & Alexey Mikhaylov & Nikita Moiseev & Kirill Aleshin, 2020, "Triple bottom line and corporate social responsibility performance indicators for Russian companies," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 1, pages 313-329, September, DOI: 10.9770/jesi.2020.8.1(22).
• Fernando García & Jairo González-Bueno & Francisco Guijarro & Javier Oliver, 2020, "A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American integrated market," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 2, pages 1027-1046, December, DOI: 10.9770/jesi.2020.8.2(62).
• Rafał Buła, 2020, "Transition matrix and stochastic kernel for repeatability assessment of performance of Polish open pension funds," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 2, pages 984-1005, December, DOI: 10.9770/jesi.2020.8.2(60).
• Andrej Cupak & Pirmin Fessler & Joanne W. Hsu & Piotr R. Paradowski, 2020, "Confidence, financial literacy and investment in risky assets: Evidence from the Survey of Consumer Finances," Working and Discussion Papers, Research Department, National Bank of Slovakia, number WP 4/2020, Mar.
• Jaebeom Kim & Jung-Min Kim, 2020, "Stock returns and mutual fund flows in the korean financial markets: a system approach," Applied Economics, Taylor & Francis Journals, volume 52, issue 33, pages 3588-3599, June, DOI: 10.1080/00036846.2020.1713986.
• Dante Amengual & Enrique Sentana, 2020, "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 350-366, April, DOI: 10.1080/07350015.2018.1505631.
• John Ameriks & Gábor Kézdi & Minjoon Lee & Matthew D. Shapiro, 2020, "Heterogeneity in Expectations, Risk Tolerance, and Household Stock Shares: The Attenuation Puzzle," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 633-646, July, DOI: 10.1080/07350015.2018.1549560.
• Georges Dionne & Xiaozhou Zhou, 2020, "The dynamics of ex-ante weighted spread: an empirical analysis," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 4, pages 593-617, April, DOI: 10.1080/14697688.2019.1690160.
• Joseph Kopecky & Alan M. Taylor, 2020, "The Murder-Suicide of the Rentier: Population Aging and the Risk Premium," Trinity Economics Papers, Trinity College Dublin, Department of Economics, number tep1220, Mar.
• Hiroshi FUJIKI, 2020, "Who Adopts Crypto Assets in Japan? Evidence from the 2019 Financial Literacy Survey," Working Papers, Tokyo Center for Economic Research, number e150, Jul.
• Catherine Georgiou, 2020, "The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 13, issue 3, pages 56-69, December.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020, "How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-006/IV, Feb.
• Bernd Schwaab & Xin Zhang & Andre Lucas, 2020, "Modeling extreme events: time-varying extreme tail shape," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-076/III, Nov.
• Yoram Halevy & Guy Mayraz, 2020, "Identifying Rule-Based Rationality," Working Papers, University of Toronto, Department of Economics, number tecipa-677, Oct.
• Christopher Roth & Johannes Wohlfart, 2020, "How Do Expectations about the Macroeconomy Affect Personal Expectations and Behavior?," The Review of Economics and Statistics, MIT Press, volume 102, issue 4, pages 731-748, October.
• Stefan Muhl & Marc Oliver Rieger & Hung Ling Chen, 2020, "Sign Matters: Stock Movement Based Trading Decisions of Private Investors," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-01.
• Marc Oliver Rieger & Mei Wang & Daniel Hausmann, 2020, "Pre-Decisional Information Acquisition: Do We Pay TooMuch for Information?," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-02.
• Felix Haase & Matthias Neuenkirch, 2020, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-03.
• Marc Oliver Rieger & Mei Wang & Thorsten Hens, 2020, "Universal Time Preference," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-07.
• Felix Haase & Matthias Neuenkirch, 2020, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Research Papers in Economics, University of Trier, Department of Economics, number 2020-01.
• Fabio C. Bagliano & Carolina Fugazza & Giovanna Nicodano, 2020, "Life-Cycle Welfare Losses from Rules-of-Thumb Asset Allocation," Working papers, Department of Economics, Social Studies, Applied Mathematics and Statistics (Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche), University of Torino, number 068, Sep.
• Anna Bayona & Oana Peia, 2020, "Financial Contagion and the Wealth Effect: An Experimental Study," Working Papers, School of Economics, University College Dublin, number 202007, Mar.
• Daniel Barth & Nicholas W. Papageorge & Kevin Thom, 2020, "Genetic Endowments and Wealth Inequality," Journal of Political Economy, University of Chicago Press, volume 128, issue 4, pages 1474-1522, DOI: 10.1086/705415.
• Marianne Andries & Valentin Haddad, 2020, "Information Aversion," Journal of Political Economy, University of Chicago Press, volume 128, issue 5, pages 1901-1939, DOI: 10.1086/705668.
• Matteo Maggiori & Brent Neiman & Jesse Schreger, 2020, "International Currencies and Capital Allocation," Journal of Political Economy, University of Chicago Press, volume 128, issue 6, pages 2019-2066, DOI: 10.1086/705688.
• Tae-Hwy Lee & Ekaterina Seregina, 2020, "Optimal Portfolio Using Factor Graphical Lasso," Working Papers, University of California at Riverside, Department of Economics, number 202025, Sep.
• Mahdi Ghaemi Asl & Giorgio Canarella & Stephen M. Miller, 2020, "Dynamic Asymmetric Optimal Portfolio Allocation between Energy Stocks and Energy Commodities: Evidence from Clean Energy and Oil and Gas Companies," Working papers, University of Connecticut, Department of Economics, number 2020-07, Aug.
• Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020, "What matters for consumer sentiment? World oil price or retail gasoline price?," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 05-2020, May.
• Michela Borghesi, 2020, "Metodi statistici per il confronto di serie storiche con applicazioni finanziarie," Working Papers, University of Ferrara, Department of Economics, number 2020049, Jul.
• Viktor P. Ivanitsk & Larisa D. Petrenko, 2020, "Development of responsible investment within the concept of sustainable finance," Journal of New Economy, Ural State University of Economics, volume 21, issue 4, pages 63-78, December, DOI: 10.29141/2658-5081-2020-21-4-4.
• Antonio Roma, 2020, "Is the Value Effect due to M&A Deals?: Evidence from the Italian Stock Market," Department of Economics University of Siena, Department of Economics, University of Siena, number 832, Jun.
• Michael Jetter & Leandro M. Magnusson & Sebastian Roth, 2020, "Becoming sensitive: Males’ risk and time preferences after the 2008 Financial Crisis," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-09.
• Giulio Girardi & Kathleen W. Hanley & Stanislava Nikolova & Loriana Pelizzon & Mila Getmansky Sherman, 2020, "Portfolio Similarity and Asset Liquidation in the Insurance Industry," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:13.
• Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon, 2020, "Inside the ESG Ratings: (Dis)agreement and performance," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:17.
• Diana Barro & Marco Corazza & Martina Nardon, 2020, "Cumulative Prospect Theory portfolio selection," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:26.
• Andrea Albarea & Michele Bernasconi & Anna Marenzi & Dino Rizzi, 2021, "Tax evasion, behavioral microsimulation models and flat-rate tax reforms. Analysis for Italy," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2021:26.
• Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020, "Financial Advice and Household Financial Portfolios," Working Papers, University of Verona, Department of Economics, number 15/2020, Sep.
• Georgi Hristov, 2020, "Risk Premium Or Sentiment Premium," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 494-506.
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• Kleszcz Klaudia & Nehrebecka Natalia, 2020, "Financial liability stress tests: an approach based on the use of a rating migration matrix," Central European Economic Journal, Sciendo, volume 7, issue 54, pages 12-32, January, DOI: 10.2478/ceej-2020-0002.
• Holovatiuk Olha, 2020, "Cryptocurrencies as an asset class in portfolio optimisation," Central European Economic Journal, Sciendo, volume 7, issue 54, pages 33-55, January, DOI: 10.2478/ceej-2020-0004.
• Vuković Marija & Pivac Snježana & Babić Zoran, 2020, "Comparative analysis of stock selection using a hybrid MCDM approach and modern portfolio theory," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 6, issue 2, pages 58-68, December, DOI: 10.2478/crebss-2020-0011.
• Krężołek Dominik & Trzpiot Grażyna, 2020, "Risk Management on the Metals Market," Econometrics. Advances in Applied Data Analysis, Sciendo, volume 24, issue 2, pages 86-97, June, DOI: 10.15611/eada.2020.2.06.
• Savićević Marko & Kostić Milan, 2020, "The Impact Analysis of Foreign Direct Investment on Export: The Case of the Western Balkan Countries," Economic Themes, Sciendo, volume 58, issue 2, pages 171-186, June, DOI: 10.2478/ethemes-2020-0010.
• Bashir Zahid & Arshad Muhammad Usman & Asif Muhammad & Abbas Muhammad & Ali Hasnain, 2020, "Role of Business Age, Scale & Risk in Debt Financing Choices for the Pakistani Textile & Apparel Industry," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 16, issue 3, pages 119-136, September, DOI: 10.2478/fiqf-2020-0022.
• Machnik Jadwiga, 2020, "Performance Persistence and Gamma Convergence in Absolute Return Funds in Poland Over the Period 2011-2018," Financial Sciences. Nauki o Finansach, Sciendo, volume 25, issue 2-3, pages 41-54, September, DOI: 10.15611/fins.2020.2.03.
• Jabłoński Bartłomiej, 2020, "Dividend Aristocrats – A Comparative Analysis of Polish and American Dividend Companies During the Period of 2009–2017," Folia Oeconomica Stetinensia, Sciendo, volume 20, issue 1, pages 190-205, June, DOI: 10.2478/foli-2020-0011.
• Krupa Tadeusz, 2020, "Virtual Center for the Paradigmatic Studies," Foundations of Management, Sciendo, volume 12, issue 1, pages 181-192, January, DOI: 10.2478/fman-2020-0014.
• Tratkowski Grzegorz, 2020, "Identification of nonlinear determinants of stock indices derived by Random Forest algorithm," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 56, issue 3, pages 209-217, September, DOI: 10.2478/ijme-2020-0017.
• Niewińska Katarzyna, 2020, "Factors affecting stock return volatility in the banking sector in the euro zone," Journal of Economics and Management, Sciendo, volume 39, issue 1, pages 132-148, March, DOI: 10.22367/jem.2020.39.07.
• Onisanwa Idowu Daniel & Adaji Mercy Ojochegbe, 2020, "Stock market development and investment growth in Nigeria," Journal of Economics and Management, Sciendo, volume 42, issue 4, pages 99-117, December, DOI: 10.22367/jem.2020.42.05.
• Wolski Rafal, 2020, "Co-Integration Test of Selected Indexes on the Share Market and Index of Housing Real Estate Prices," Real Estate Management and Valuation, Sciendo, volume 28, issue 1, pages 100-111, March, DOI: 10.1515/remav-2020-0009.
• Szreder Jarosław & Walentynowicz Piotr, 2020, "Factors for Development Investment Successes in the Holiday Property Sector," Real Estate Management and Valuation, Sciendo, volume 28, issue 2, pages 1-12, June, DOI: 10.1515/remav-2020-0011.