Research classified by Journal of Economic Literature (JEL) codes

2020

• 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.
• Bernales, Alejandro & Verousis, Thanos & Voukelatos, Nikolaos, 2020, "Do investors follow the herd in option markets?," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2016.02.002.
• Broman, Markus S., 2020, "Local demand shocks, excess comovement and return predictability," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105910.
• Kirchler, Michael & Lindner, Florian & Weitzel, Utz, 2020, "Delegated investment decisions and rankings," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105952.
• Han, Chulwoo, 2020, "A nonparametric approach to portfolio shrinkage," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105953.
• Maio, Paulo & Silva, André C., 2020, "Asset pricing implications of money: New evidence," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105956.
• Gilstrap, Collin & Petkevich, Alex & Teterin, Pavel, 2020, "Striking up with the in crowd: When option markets and insiders agree," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105963.
• Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina, 2020, "Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105966.
• Hollstein, Fabian, 2020, "Estimating beta: The international evidence," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105968.
• Tauni, Muhammad Zubair & Yousaf, Salman & Ahsan, Tanveer, 2020, "Investor-advisor Big Five personality similarity and stock trading performance," Journal of Business Research, Elsevier, volume 109, issue C, pages 49-63, DOI: 10.1016/j.jbusres.2019.10.055.
• Jiang, Jiajun & Liu, Yu-Jane & Lu, Ruichang, 2020, "Social heterogeneity and local bias in peer-to-peer lending – evidence from China," Journal of Comparative Economics, Elsevier, volume 48, issue 2, pages 302-324, DOI: 10.1016/j.jce.2019.11.001.
• Hanewald, Katja & Bateman, Hazel & Fang, Hanming & Wu, Shang, 2020, "Is there a demand for reverse mortgages in China? Evidence from two online surveys," Journal of Economic Behavior & Organization, Elsevier, volume 169, issue C, pages 19-37, DOI: 10.1016/j.jebo.2019.10.023.
• Borsboom, Charlotte & Zeisberger, Stefan, 2020, "What makes an investment risky? An analysis of price path characteristics," Journal of Economic Behavior & Organization, Elsevier, volume 169, issue C, pages 92-125, DOI: 10.1016/j.jebo.2019.11.002.
• Ladley, Daniel & Liu, Guanqing & Rockey, James, 2020, "Losing money on the margin," Journal of Economic Behavior & Organization, Elsevier, volume 172, issue C, pages 107-136, DOI: 10.1016/j.jebo.2020.01.027.
• Goda, Gopi Shah & Levy, Matthew R. & Manchester, Colleen Flaherty & Sojourner, Aaron & Tasoff, Joshua, 2020, "Who is a passive saver under opt-in and auto-enrollment?," Journal of Economic Behavior & Organization, Elsevier, volume 173, issue C, pages 301-321, DOI: 10.1016/j.jebo.2019.08.026.
• Andreu, Laura & Ortiz, Cristina & Sarto, José Luis, 2020, "Disposition effect in fund managers. Fund and stock-specific factors and the upshot for investors," Journal of Economic Behavior & Organization, Elsevier, volume 176, issue C, pages 253-268, DOI: 10.1016/j.jebo.2020.04.002.
• Salamanca, Nicolás & de Grip, Andries & Fouarge, Didier & Montizaan, Raymond, 2020, "Locus of control and investment in risky assets," Journal of Economic Behavior & Organization, Elsevier, volume 177, issue C, pages 548-568, DOI: 10.1016/j.jebo.2020.06.032.
• Park, Youngkyun & Banerjee, Sudipto, 2020, "Coworker influence on annuitization decisions: Evidence from defined benefit plans," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 582-606, DOI: 10.1016/j.jebo.2020.08.002.
• Bao, Zhengyang & Kalaycı, Kenan & Leibbrandt, Andreas & Oyarzun, Carlos, 2020, "Do regulations work? A comprehensive analysis of price limits and trading restrictions in experimental asset markets with deterministic and stochastic fundamental values," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 59-84, DOI: 10.1016/j.jebo.2020.07.012.
• Aragón, Nicolás & Roulund, Rasmus Pank, 2020, "Confidence and decision-making in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 688-718, DOI: 10.1016/j.jebo.2020.07.032.
• Balmus, Tatiana & Huber, Juergen & Ploner, Matteo, 2020, "More competition in delegated portfolio management: A win-win situation? An experimental analysis," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 777-800, DOI: 10.1016/j.jebo.2020.08.017.
• Ahmed, Walid M.A., 2020, "Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin," Journal of Economics and Business, Elsevier, volume 108, issue C, DOI: 10.1016/j.jeconbus.2019.105886.
• Alsheikh, Muna Ibrahim, 2020, "Beliefs-dependent utilities do influence firm-specific wealth (executives’ inside equity holdings)," Journal of Economics and Business, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeconbus.2020.105892.
• Fahmy, Hany, 2020, "Mean-variance-time: An extension of Markowitz's mean-variance portfolio theory," Journal of Economics and Business, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeconbus.2019.105888.
• van der Ploeg, Frederick & Rezai, Armon, 2020, "The risk of policy tipping and stranded carbon assets," Journal of Environmental Economics and Management, Elsevier, volume 100, issue C, DOI: 10.1016/j.jeem.2019.102258.
• Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020, "Risk apportionment: The dual story," Journal of Economic Theory, Elsevier, volume 185, issue C, DOI: 10.1016/j.jet.2019.104971.
• Lanier, Joshua, 2020, "Risk, ambiguity, and Giffen assets," Journal of Economic Theory, Elsevier, volume 186, issue C, DOI: 10.1016/j.jet.2019.104976.
• Izhakian, Yehuda, 2020, "A theoretical foundation of ambiguity measurement," Journal of Economic Theory, Elsevier, volume 187, issue C, DOI: 10.1016/j.jet.2020.105001.
• Ebert, Sebastian & Wei, Wei & Zhou, Xun Yu, 2020, "Weighted discounting—On group diversity, time-inconsistency, and consequences for investment," Journal of Economic Theory, Elsevier, volume 189, issue C, DOI: 10.1016/j.jet.2020.105089.
• Gompers, Paul A. & Gornall, Will & Kaplan, Steven N. & Strebulaev, Ilya A., 2020, "How do venture capitalists make decisions?," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 169-190, DOI: 10.1016/j.jfineco.2019.06.011.
• Ball, Ray & Gerakos, Joseph & Linnainmaa, Juhani T. & Nikolaev, Valeri, 2020, "Earnings, retained earnings, and book-to-market in the cross section of expected returns," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 231-254, DOI: 10.1016/j.jfineco.2019.05.013.
• Kozak, Serhiy & Nagel, Stefan & Santosh, Shrihari, 2020, "Shrinking the cross-section," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 271-292, DOI: 10.1016/j.jfineco.2019.06.008.
• Eisele, Alexander & Nefedova, Tamara & Parise, Gianpaolo & Peijnenburg, Kim, 2020, "Trading out of sight: An analysis of cross-trading in mutual fund families," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 359-378, DOI: 10.1016/j.jfineco.2018.12.005.
• Chernenko, Sergey & Sunderam, Adi, 2020, "Do fire sales create externalities?," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 602-628, DOI: 10.1016/j.jfineco.2019.08.001.
• Atilgan, Yigit & Bali, Turan G. & Demirtas, K. Ozgur & Gunaydin, A. Doruk, 2020, "Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 725-753, DOI: 10.1016/j.jfineco.2019.07.006.
• Kimball, Miles S. & Shapiro, Matthew D. & Shumway, Tyler & Zhang, Jing, 2020, "Portfolio rebalancing in general equilibrium," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 816-834, DOI: 10.1016/j.jfineco.2019.08.007.
• Feldman, David & Saxena, Konark & Xu, Jingrui, 2020, "Is the active fund management industry concentrated enough?," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 23-43, DOI: 10.1016/j.jfineco.2019.08.009.
• Collin-Dufresne, Pierre & Daniel, Kent & Sağlam, Mehmet, 2020, "Liquidity regimes and optimal dynamic asset allocation," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 379-406, DOI: 10.1016/j.jfineco.2019.09.011.
• Boons, Martijn & Duarte, Fernando & de Roon, Frans & Szymanowska, Marta, 2020, "Time-varying inflation risk and stock returns," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 444-470, DOI: 10.1016/j.jfineco.2019.09.012.
• Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020, "Investor experiences and financial market dynamics," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 597-622, DOI: 10.1016/j.jfineco.2019.11.002.
• Opie, Wei & Riddiough, Steven J., 2020, "Global currency hedging with common risk factors," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 780-805, DOI: 10.1016/j.jfineco.2019.12.001.
• Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng, 2020, "Mood beta and seasonalities in stock returns," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 272-295, DOI: 10.1016/j.jfineco.2020.02.003.
• Segura, Anatoli & Zeng, Jing, 2020, "Off-balance sheet funding, voluntary support and investment efficiency," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 90-107, DOI: 10.1016/j.jfineco.2020.02.001.
• Kumar, Nitish & Mullally, Kevin & Ray, Sugata & Tang, Yuehua, 2020, "Prime (information) brokerage," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 371-391, DOI: 10.1016/j.jfineco.2020.02.010.
• Wang, Albert Y. & Young, Michael, 2020, "Terrorist attacks and investor risk preference: Evidence from mutual fund flows," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 491-514, DOI: 10.1016/j.jfineco.2020.02.008.
• Cho, Thummim, 2020, "Turning alphas into betas: Arbitrage and endogenous risk," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 550-570, DOI: 10.1016/j.jfineco.2020.02.011.
• Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher, 2020, "IQ from IP: Simplifying search in portfolio choice," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 118-137, DOI: 10.1016/j.jfineco.2020.04.014.
• Lang, Mark & Maffett, Mark & Omartian, James D. & Silvers, Roger, 2020, "Regulatory cooperation and foreign portfolio investment," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 138-158, DOI: 10.1016/j.jfineco.2020.04.016.
• Bae, Kyounghun & Kim, Daejin, 2020, "Liquidity risk and exchange-traded fund returns, variances, and tracking errors," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 222-253, DOI: 10.1016/j.jfineco.2019.02.012.
• Branikas, Ioannis & Hong, Harrison & Xu, Jiangmin, 2020, "Location choice, portfolio choice," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 74-94, DOI: 10.1016/j.jfineco.2019.10.010.
• Cederburg, Scott & O’Doherty, Michael S. & Wang, Feifei & Yan, Xuemin (Sterling), 2020, "On the performance of volatility-managed portfolios," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 95-117, DOI: 10.1016/j.jfineco.2020.04.015.
• Chalmers, John & Reuter, Jonathan, 2020, "Is conflicted investment advice better than no advice?," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 366-387, DOI: 10.1016/j.jfineco.2020.05.005.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2020, "Fund tradeoffs," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 614-634, DOI: 10.1016/j.jfineco.2020.06.005.
• Hendershott, Terrence & Livdan, Dmitry & Rösch, Dominik, 2020, "Asset pricing: A tale of night and day," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 635-662, DOI: 10.1016/j.jfineco.2020.06.006.
• Carapella, Francesca & Monnet, Cyril, 2020, "Dealers’ insurance, market structure, and liquidity," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 725-753, DOI: 10.1016/j.jfineco.2020.06.013.
• Gao, Ming & Liu, Yu-Jane & Shi, Yushui, 2020, "Do people feel less at risk? Evidence from disaster experience," Journal of Financial Economics, Elsevier, volume 138, issue 3, pages 866-888, DOI: 10.1016/j.jfineco.2020.06.010.
• Christelis, Dimitris & Georgarakos, Dimitris & Sanz-de-Galdeano, Anna, 2020, "The impact of health insurance on stockholding: A regression discontinuity approach," Journal of Health Economics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jhealeco.2019.102246.
• Andreou, Christoforos K. & Lambertides, Neophytos & Savvides, Andreas, 2020, "Sovereign credit risk and global equity fund returns in emerging markets," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102218.
• Fujiki, Hiroshi, 2020, "Who adopts crypto assets in Japan? Evidence from the 2019 financial literacy survey," Journal of the Japanese and International Economies, Elsevier, volume 58, issue C, DOI: 10.1016/j.jjie.2020.101107.
• Chincarini, Ludwig, 2020, "Tracking spot oil: The elusive quest," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2019.04.003.
• Adhikari, Ramesh & Putnam, Kyle J., 2020, "Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors," Journal of Commodity Markets, Elsevier, volume 18, issue C, DOI: 10.1016/j.jcomm.2019.04.002.
• Dichtl, Hubert, 2020, "Forecasting excess returns of the gold market: Can we learn from stock market predictions?," Journal of Commodity Markets, Elsevier, volume 19, issue C, DOI: 10.1016/j.jcomm.2019.100106.
• Arunanondchai, Panit & Sukcharoen, Kunlapath & Leatham, David J., 2020, "Dealing with tail risk in energy commodity markets: Futures contracts versus exchange-traded funds," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100112.
• Elliott, Lisa & Elliott, Matthew & Slaa, Chad Te & Wang, Zhiguang, 2020, "New generation grain contracts in corn and soybean commodity markets," Journal of Commodity Markets, Elsevier, volume 20, issue C, DOI: 10.1016/j.jcomm.2019.100113.
• Shimizutani, Satoshi & Yamada, Hiroyuki, 2020, "Financial literacy of middle-aged and older Individuals: Comparison of Japan and the United States," The Journal of the Economics of Ageing, Elsevier, volume 16, issue C, DOI: 10.1016/j.jeoa.2019.100214.
• Koh, Benedict S.K. & Mitchell, Olivia S. & Rohwedder, Susann, 2020, "Financial knowledge and portfolio complexity in Singapore," The Journal of the Economics of Ageing, Elsevier, volume 17, issue C, DOI: 10.1016/j.jeoa.2018.11.004.
• Fehr, Hans & Hofmann, Maurice, 2020, "Tenure choice, portfolio structure and long-term care – Optimal risk management in retirement," The Journal of the Economics of Ageing, Elsevier, volume 17, issue C, DOI: 10.1016/j.jeoa.2020.100240.
• Fong, Joelle H., 2020, "Taking control: Active investment choice in Singapore’s national defined contribution scheme," The Journal of the Economics of Ageing, Elsevier, volume 17, issue C, DOI: 10.1016/j.jeoa.2020.100249.
• Christelis, Dimitris & Dobrescu, Loretti I. & Motta, Alberto, 2020, "Early life conditions and financial risk-taking in older age," The Journal of the Economics of Ageing, Elsevier, volume 17, issue C, DOI: 10.1016/j.jeoa.2020.100266.
• Lakshina, Valeriya, 2020, "Do portfolio investors need to consider the asymmetry of returns on the Russian stock market?," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00152.
• Demirer, Riza & Yuksel, Aydin & Yuksel, Asli, 2020, "Oil price uncertainty, global industry returns and active investment strategies," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00177.
• Shin, Su Hyun & Kim, Kyoung Tae & Seay, Martin, 2020, "Sources of information and portfolio allocation," Journal of Economic Psychology, Elsevier, volume 76, issue C, DOI: 10.1016/j.joep.2019.102212.
• Füllbrunn, Sascha & Luhan, Wolfgang J., 2020, "Responsibility and limited liability in decision making for others – An experimental consideration," Journal of Economic Psychology, Elsevier, volume 77, issue C, DOI: 10.1016/j.joep.2019.06.009.
• Bellucci, Davide & Fuochi, Giulia & Conzo, Pierluigi, 2020, "Childhood exposure to the Second World War and financial risk taking in adult life," Journal of Economic Psychology, Elsevier, volume 79, issue C, DOI: 10.1016/j.joep.2019.102196.
• Grevenbrock, Nils, 2020, "Dispositional optimism (and pessimism), wealth, and stock market participation," Journal of Economic Psychology, Elsevier, volume 81, issue C, DOI: 10.1016/j.joep.2020.102328.
• Cevik, Nuket Kirci & Cevik, Emrah I. & Dibooglu, Sel, 2020, "Oil prices, stock market returns and volatility spillovers: Evidence from Turkey," Journal of Policy Modeling, Elsevier, volume 42, issue 3, pages 597-614, DOI: 10.1016/j.jpolmod.2020.01.006.
• Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B., 2020, "The inflation hedging properties of gold, stocks and real estate: A comparative analysis," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101605.
• Uddin, Gazi Salah & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain & Kang, Sang Hoon, 2020, "Characteristics of spillovers between the US stock market and precious metals and oil," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101601.
• Ali, Sajid & Bouri, Elie & Czudaj, Robert Lukas & Shahzad, Syed Jawad Hussain, 2020, "Revisiting the valuable roles of commodities for international stock markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101603.
• Luu Duc Huynh, Toan, 2020, "The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101623.
• Salisu, Afees A. & Adediran, Idris, 2020, "Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101606.
• Jareño, Francisco & González, María de la O & Tolentino, Marta & Sierra, Karen, 2020, "Bitcoin and gold price returns: A quantile regression and NARDL analysis," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101666.
• Puntsag, Davgadorj, 2020, "Mongolian mineral export basket risk: A Portfolio theory approach," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101691.
• Evrim Mandacı, Pınar & Cagli, Efe Çaglar & Taşkın, Dilvin, 2020, "Dynamic connectedness and portfolio strategies: Energy and metal markets," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101778.
• Linardi, Fernando M., 2020, "Investors’ behavior and mutual fund portfolio allocations in Brazil during the global financial crisis," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100007.
• Espinosa-Vega, Marco A. & Russell, Steven, 2020, "Interconnectedness, systemic crises, and recessions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100008.
• Evstigneev, Igor & Hens, Thorsten & Potapova, Valeriya & Schenk-Hoppé, Klaus R., 2020, "Behavioral equilibrium and evolutionary dynamics in asset markets," Journal of Mathematical Economics, Elsevier, volume 91, issue C, pages 121-135, DOI: 10.1016/j.jmateco.2020.09.004.
• Goldfayn-Frank, Olga & Wohlfart, Johannes, 2020, "Expectation formation in a new environment: Evidence from the German reunification," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 301-320, DOI: 10.1016/j.jmoneco.2019.08.001.
• Liu, Ningyue & Bredin, Don & Cao, Huijuan, 2020, "The investment behavior of Qualified Foreign Institutional Investors in China," Journal of Multinational Financial Management, Elsevier, volume 54, issue C, DOI: 10.1016/j.mulfin.2020.100614.
• Wang, Weishen, 2020, "Shanghai-Hong Kong Stock Exchange Connect Program: A story of two markets and different groups of stocks," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100630.
• Li, Yuan & Ran, Jimmy, 2020, "Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China," Journal of Multinational Financial Management, Elsevier, volume 57, issue , DOI: 10.1016/j.mulfin.2020.100655.
• Ashraf, Sumaira & Félix, Elisabete G.S. & Serrasqueiro, Zélia, 2020, "Development and testing of an augmented distress prediction model: A comparative study on a developed and an emerging market," Journal of Multinational Financial Management, Elsevier, volume 57, issue , DOI: 10.1016/j.mulfin.2020.100659.
• Jiang, Jinglin & Liao, Li & Wang, Zhengwei & Xiang, Hongyu, 2020, "Financial literacy and retail investors' financial welfare: Evidence from mutual fund investment outcomes in China," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101242.
• Mudalige, Priyantha & Duong, Huu Nhan & Kalev, Petko S. & Gupta, Kartick, 2020, "Who trades in competing firms around earnings announcements," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101219.
• Yamamoto, Ryuichi, 2020, "Limit order submission risks, order choice, and tick size," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101261.
• Lin, Chaonan & Xia, Chuanxin & Yang, Nien-Tzu & Yang, Sheng-Yung, 2020, "Enhancing momentum profits in the Taiwan Stock Market: The role of extreme absolute strength," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101258.
• Cao, Ying & von Reibnitz, Anna & Warren, Geoffrey J., 2020, "Return dispersion and fund performance: Australia – The land of opportunity?," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101269.
• Hirata, Wataru & Ojima, Mayumi, 2020, "Competition and bank systemic risk: New evidence from Japan's regional banking," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101283.
• Dai, Zhifeng & Zhu, Huan, 2020, "Stock return predictability from a mixed model perspective," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101267.
• Chae, Joon & Kim, Ryumi, 2020, "Contrarian profits of the firm-specific component on stock returns," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2019.101176.
• Yang, Ann Shawing, 2020, "Misinformation corrections of corporate news: Corporate clarification announcements," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101315.
• Zaremba, Adam & Szyszka, Adam & Long, Huaigang & Zawadka, Dariusz, 2020, "Business sentiment and the cross-section of global equity returns," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101329.
• Azmi, Wajahat & Mohamad, Shamsher & Shah, Mohamed Eskandar, 2020, "Ethical investments and financial performance: An international evidence," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2019.05.005.
• Zaremba, Adam & Karathanasopoulos, Andreas & Maydybura, Alina & Czapkiewicz, Anna & Bagheri, Noushin, 2020, "Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2018.05.006.
• Abdul Halim, Zairihan & How, Janice & Verhoeven, Peter & Hassan, M. Kabir, 2020, "Asymmetric information and securitization design in Islamic capital markets," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2019.101189.
• McDowell, Shaun & Lee, John B. & Marsden, Alastair, 2020, "The potential effect of taxes on the equity home bias in New Zealand PIEs," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101375.
• Huang, Jinbo & Ding, Ashley & Li, Yong & Lu, Dong, 2020, "Increasing the risk management effectiveness from higher accuracy: A novel non-parametric method," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101373.
• Lin, Hung-Wen & Huang, Jing-Bo & Lin, Kun-Ben & Zhang, Joyce & Chen, Shu-Heng, 2020, "Which is the better fourth factor in China? Reversal or turnover?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101347.
• Chen, Hong-Yi & Yang, Sharon S., 2020, "Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101407.
• Peng, Xiaowen & Alpert, Karen & Hsu, Grace Chia-Man, 2020, "Switching between superannuation funds: Does performance and marketing matter?," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101431.
• Nartea, Gilbert V. & Bai, Hengyu & Wu, Ji, 2020, "Investor sentiment and the economic policy uncertainty premium," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101438.
• Humphrey, Jacquelyn E. & Hunter, David & Hoang, Khoa & Wei, Wang Chun, 2020, "Managerial rents vs. shareholder value in closed-end funds: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101453.
• Chuang, Yi-Wei & Tsai, Wei-Che & Weng, Pei-Shih, 2020, "The impact of weather on order submissions and trading performance," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101456.
• Huang, Jiexiang & Guo, Wei & Zhang, Jin E., 2020, "Do stocks outperform bank deposits in China?," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101464.
• Gok, Ibrahim Yasar & Demirdogen, Yavuz & Topuz, Sefa, 2020, "The impacts of terrorism on Turkish equity market: An investigation using intraday data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123484.
• Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Balli, Faruk & Shahzad, Syed Jawad Hussain, 2020, "Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 553, issue C, DOI: 10.1016/j.physa.2020.124235.
• Eika, Lasse & Mogstad, Magne & Vestad, Ola L., 2020, "What can we learn about household consumption expenditure from data on income and assets?," Journal of Public Economics, Elsevier, volume 189, issue C, DOI: 10.1016/j.jpubeco.2020.104163.
• Bouri, Elie & Lucey, Brian & Roubaud, David, 2020, "Dynamics and determinants of spillovers across the option-implied volatilities of US equities," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 257-264, DOI: 10.1016/j.qref.2019.03.008.
• Zhou, Jie, 2020, "Household stock market participation during the great financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 265-275, DOI: 10.1016/j.qref.2019.04.008.
• Fenner, Richard G. & Han, Yufeng & Huang, Zhaodan, 2020, "Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 276-293, DOI: 10.1016/j.qref.2019.05.004.
• Clark, Ephraim & Qiao, Zhuo, 2020, "The value premium puzzle, behavior versus risk: New evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 12-21, DOI: 10.1016/j.qref.2019.04.007.
• Chen, Haiwei & Jory, Surendranath & Ngo, Thanh, 2020, "Earnings management under different ownership and corporate governance structure: A natural experiment with master limited partnerships," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 139-156, DOI: 10.1016/j.qref.2019.05.005.
• Gao, Jun & O’Sullivan, Niall & Sherman, Meadhbh, 2020, "An evaluation of Chinese securities investment fund performance," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 249-259, DOI: 10.1016/j.qref.2019.08.007.
• Baig, Ahmed S. & Sabah, Nasim, 2020, "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 270-277, DOI: 10.1016/j.qref.2019.08.008.
• Parnes, Dror, 2020, "Exploring economic anomalies in the S&P500 index," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 292-309, DOI: 10.1016/j.qref.2019.09.012.
• Bera, Anil Kumar & Uyar, Umut & Kangalli Uyar, Sinem Guler, 2020, "Analysis of the five-factor asset pricing model with wavelet multiscaling approach," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 414-423, DOI: 10.1016/j.qref.2019.09.014.
• Bouri, Elie & Shahzad, Syed Jawad Hussain & Roubaud, David & Kristoufek, Ladislav & Lucey, Brian, 2020, "Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 156-164, DOI: 10.1016/j.qref.2020.03.004.
• Yunus, Nafeesa, 2020, "Time-varying linkages among gold, stocks, bonds and real estate," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 165-185, DOI: 10.1016/j.qref.2020.01.015.
• Ayash, Brian, 2020, "The origin, ownership and use of cash flows in leveraged buyouts," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 286-295, DOI: 10.1016/j.qref.2019.10.004.
• Liêu, L.M. & Pelster, M., 2020, "Framing and the disposition effect in a scopic regime," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 175-185, DOI: 10.1016/j.qref.2020.01.008.
• Czaja, Daniel & Röder, Florian, 2020, "Self-attribution bias and overconfidence among nonprofessional traders," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 186-198, DOI: 10.1016/j.qref.2020.02.003.
• Ahmed, Mohamed S. & Alhadab, Mohammad, 2020, "Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 355-371, DOI: 10.1016/j.qref.2020.05.005.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 42-52, DOI: 10.1016/j.qref.2020.01.004.
• Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann, 2020, "Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19," Renewable and Sustainable Energy Reviews, Elsevier, volume 134, issue C, DOI: 10.1016/j.rser.2020.110349.
• Nicolae BalteÈ™ & Ștefania Amalia Jimon, 2020, "Financial Performance of Mandatory Private Pension Funds in Countries of Central and Eastern Europe. A Comparative Study Between Romania and Slovakia," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 829-837, August.
• Cristi Spulbar & Elena Loredana Minea, 2020, "Critical Conceptual Analysis on Modern Finance Theories," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1081-1086, December.
• Viorica Chirilă & Ciprian Chirilă, 2020, "Asymmetric Return and Volatility Transmission in Euro Zone and Baltic Countries Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 2-11, December.
• Alexandru Cristian Dobre, 2020, "The Use of a Simplified Markowitz Model in Choosing a Profitable Portfolio," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 897-902, December.
• Caro Barrera, José Rafael, 2020, "Insurance Options: Beating the Benchmark. Are Catastrophe Bonds more profitable than Corporate Bonds? || Opciones de seguros: superando la referencia. ¿Son más rentables los bonos catástrofe que los bonos corporativos?," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 29, issue 1, pages 3-17, June.
• Benjamin Hübel & Hendrik Scholz, 2020, "Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 52-69, February, DOI: 10.1057/s41260-019-00139-z.
• Yang Gao & Stephen Satchell & Nandini Srivastava, 2020, "Styles through a convergent/divergent lens: the curious case of ESG," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 4-12, February, DOI: 10.1057/s41260-019-00146-0.
• Lukas Benz & Andrea Jacob & Stefan Paulus & Marco Wilkens, 2020, "Herds on green meadows: the decarbonization of institutional portfolios," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 13-31, February, DOI: 10.1057/s41260-019-00147-z.
• Lars Kaiser, 2020, "ESG integration: value, growth and momentum," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 32-51, February, DOI: 10.1057/s41260-019-00148-y.
• Kin-Boon Tang & Shao-Jye Wong & Shih-Kuei Lin & Szu-Lang Liao, 2020, "Excess volatility and market efficiency in government bond markets: the ASEAN-5 context," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 2, pages 154-165, March, DOI: 10.1057/s41260-020-00154-5.
• Demir Bektić & Britta Hachenberg & Dirk Schiereck, 2020, "Factor-based investing in government bond markets: a survey of the current state of research," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 2, pages 94-105, March, DOI: 10.1057/s41260-020-00156-3.
• Bernd Scherer, 2020, "Alternative risk premia: contagion and portfolio choice," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 178-191, May, DOI: 10.1057/s41260-020-00158-1.
• Constantinos Alexiou & Anshul Tyagi, 2020, "Gauging the effectiveness of sector rotation strategies: evidence from the USA and Europe," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 239-260, May, DOI: 10.1057/s41260-020-00161-6.
• Matthias M. M. Buehlmaier & Kit Pong Wong, 2020, "Should investors join the index revolution? Evidence from around the world," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 192-218, May, DOI: 10.1057/s41260-020-00162-5.
• Mahfooz Alam & Valeed Ahmad Ansari, 2020, "Mutual fund managers’ market timing abilities: Indian evidence," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 4, pages 342-354, July, DOI: 10.1057/s41260-020-00166-1.
• Syed Kumail Abbas Rizvi & Nawazish Mirza & Bushra Naqvi & Birjees Rahat, 2020, "Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 4, pages 281-291, July, DOI: 10.1057/s41260-020-00172-3.
• Haotian Cai & Anatoly B. Schmidt, 2020, "Comparing mean–variance portfolios and equal-weight portfolios for major US equity indexes," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 4, pages 326-332, July, DOI: 10.1057/s41260-020-00173-2.
• Qiang Bu & Odd J. Stalebrink, 2020, "Can fund sentiment beta predict future performance?," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 6, pages 524-534, October, DOI: 10.1057/s41260-020-00182-1.
• Matthias Horn & Andreas Oehler, 2020, "Automated portfolio rebalancing: Automatic erosion of investment performance?," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 6, pages 489-505, October, DOI: 10.1057/s41260-020-00183-0.
• Luigi Guiso & Luigi Pistaferri, 2020, "The insurance role of the firm," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), volume 45, issue 1, pages 1-23, March, DOI: 10.1057/s10713-019-00045-9.
• Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020, "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, volume 22, issue 2, pages 108-132, June, DOI: 10.1057/s41283-019-00057-9.
• Andrés Berenguer & Luis Gandarias & Álvaro Arévalo, 2020, "Singular spectrum analysis for modelling the hard-to-model risk factors," Risk Management, Palgrave Macmillan, volume 22, issue 3, pages 178-191, September, DOI: 10.1057/s41283-020-00060-5.
• Magdalena Owczarczuk, 2020, "Institutional competitiveness of Central and Eastern European countries and the inflow of foreign direct investments," Catallaxy, Institute of Economic Research, volume 5, issue 2, pages 87-96, December, DOI: 10.24136/cxy.2020.008.
• Pedro Pardal & Rui Dias & Petr Suler & Nuno Teixeira & Tomas Krulicky, 2020, "Integration in Central European capital markets in the context of the global COVID-19 pandemic," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 4, pages 627-650, December, DOI: 10.24136/eq.2020.027.
• Jana Kotlebova & Peter Arendas & Bozena Chovancova, 2020, "Government expenditures in the support of technological innovations and impact on stock market and real economy: the empirical evidence from the US and Germany," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 4, pages 717-734, December, DOI: 10.24136/eq.2020.031.