Research classified by Journal of Economic Literature (JEL) codes

2020

• Abeysekera, Amal P. & Fernando, Chitru S., 2020, "Corporate social responsibility versus corporate shareholder responsibility: A family firm perspective," Journal of Corporate Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.jcorpfin.2018.05.003.
• Kryzanowski, Lawrence & Mohebshahedin, Mahmood, 2020, "Transparency and fund governance efficacy: The effect of the SEC'S disclosure rule on advisory contracts," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101559.
• Chua, Angeline Kim Pei & Tam, On Kit, 2020, "The shrouded business of style drift in active mutual funds," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101667.
• Wu, Kai & Lai, Seiwai, 2020, "Intangible intensity and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101682.
• Lahr, Henry & Trombley, Timothy E., 2020, "Early indicators of fundraising success by venture capital firms," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101672.
• Zalewska, Anna (Ania) & Zhang, Yue, 2020, "Mutual funds' exits, financial crisis and Darwin," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101738.
• Chakravarty, Sugato & Ray, Rina, 2020, "On short-term institutional trading skill, behavioral biases, and liquidity need," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101749.
• Chen, Yangyang & Goyal, Abhinav & Veeraraghavan, Madhu & Zolotoy, Leon, 2020, "Terrorist attacks, investor sentiment, and the pricing of initial public offerings," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101780.
• Schwaiger, Rene & Kirchler, Michael & Lindner, Florian & Weitzel, Utz, 2020, "Determinants of investor expectations and satisfaction. A study with financial professionals," Journal of Economic Dynamics and Control, Elsevier, volume 110, issue C, DOI: 10.1016/j.jedc.2019.03.002.
• Ramadiah, Amanah & Caccioli, Fabio & Fricke, Daniel, 2020, "Reconstructing and stress testing credit networks," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103817.
• Wenzelburger, Jan, 2020, "Mean-variance analysis and the Modified Market Portfolio," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103821.
• Luo, Pengfei & Tian, Yuan & Yang, Zhaojun, 2020, "Real option duopolies with quasi-hyperbolic discounting," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103829.
• Kraft, Holger & Meyer-Wehmann, André & Seifried, Frank Thomas, 2020, "Dynamic asset allocation with relative wealth concerns in incomplete markets," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103857.
• Schnaubelt, Matthias & Fischer, Thomas G. & Krauss, Christopher, 2020, "Separating the signal from the noise – Financial machine learning for Twitter," Journal of Economic Dynamics and Control, Elsevier, volume 114, issue C, DOI: 10.1016/j.jedc.2020.103895.
• Lin, Qian & Sun, Xianming & Zhou, Chao, 2020, "Horizon-unbiased investment with ambiguity," Journal of Economic Dynamics and Control, Elsevier, volume 114, issue C, DOI: 10.1016/j.jedc.2020.103896.
• Bian, Zhicun & Liao, Yin & O’Neill, Michael & Shi, Jing & Zhang, Xueyong, 2020, "Large-scale minimum variance portfolio allocation using double regularization," Journal of Economic Dynamics and Control, Elsevier, volume 116, issue C, DOI: 10.1016/j.jedc.2020.103939.
• Lioui, Abraham & Tarelli, Andrea, 2020, "Factor Investing for the Long Run," Journal of Economic Dynamics and Control, Elsevier, volume 117, issue C, DOI: 10.1016/j.jedc.2020.103960.
• Han, Xing & Li, Kai & Li, Youwei, 2020, "Investor overconfidence and the security market line: New evidence from China," Journal of Economic Dynamics and Control, Elsevier, volume 117, issue C, DOI: 10.1016/j.jedc.2020.103961.
• Shigeta, Yuki, 2020, "Gain/loss asymmetric stochastic differential utility," Journal of Economic Dynamics and Control, Elsevier, volume 118, issue C, DOI: 10.1016/j.jedc.2020.103975.
• Nakajima, Jouchi, 2020, "The role of household debt heterogeneity on consumption: Evidence from Japanese household data," Economic Analysis and Policy, Elsevier, volume 65, issue C, pages 186-197, DOI: 10.1016/j.eap.2020.01.003.
• Wiafe, Osei K. & Basu, Anup K. & Chen, En Te, 2020, "Portfolio choice after retirement: Should self-annuitisation strategies hold more equities?," Economic Analysis and Policy, Elsevier, volume 65, issue C, pages 241-255, DOI: 10.1016/j.eap.2020.02.012.
• Basu, Anup K. & Dulleck, Uwe, 2020, "Why do (some) consumers purchase complex financial products? An experimental study on investment in hybrid securities," Economic Analysis and Policy, Elsevier, volume 67, issue C, pages 203-220, DOI: 10.1016/j.eap.2020.07.005.
• Prabakaran, Sellamuthu & Garcia, Isabel C. & Mora, Jose U., 2020, "A temperature stochastic model for option pricing and its impacts on the electricity market," Economic Analysis and Policy, Elsevier, volume 68, issue C, pages 58-77, DOI: 10.1016/j.eap.2020.09.001.
• Iglesias-Casal, Ana & López-Penabad, María-Celia & López-Andión, Carmen & Maside-Sanfiz, José Manuel, 2020, "Diversification and optimal hedges for socially responsible investment in Brazil," Economic Modelling, Elsevier, volume 85, issue C, pages 106-118, DOI: 10.1016/j.econmod.2019.05.010.
• Charfeddine, Lanouar & Benlagha, Noureddine & Maouchi, Youcef, 2020, "Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors," Economic Modelling, Elsevier, volume 85, issue C, pages 198-217, DOI: 10.1016/j.econmod.2019.05.016.
• Ben Ameur, Hachmi & Le Fur, Eric, 2020, "Volatility transmission to the fine wine market," Economic Modelling, Elsevier, volume 85, issue C, pages 307-316, DOI: 10.1016/j.econmod.2019.10.017.
• Niţoi, Mihai & Pochea, Maria Miruna, 2020, "Time-varying dependence in European equity markets: A contagion and investor sentiment driven analysis," Economic Modelling, Elsevier, volume 86, issue C, pages 133-147, DOI: 10.1016/j.econmod.2019.06.007.
• Cheng, Teng Yuan & Lee, Chun I. & Lin, Chao Hsien, 2020, "The effect of risk-taking behavior on profitability: Evidence from futures market," Economic Modelling, Elsevier, volume 86, issue C, pages 19-38, DOI: 10.1016/j.econmod.2019.04.017.
• Hussain Shahzad, Syed Jawad & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2020, "Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin," Economic Modelling, Elsevier, volume 87, issue C, pages 212-224, DOI: 10.1016/j.econmod.2019.07.023.
• Ba, Shusong & Li, Lu & Huang, Wenli & Yang, Chen, 2020, "Heterogeneity risks and negative externality," Economic Modelling, Elsevier, volume 87, issue C, pages 401-415, DOI: 10.1016/j.econmod.2019.08.016.
• Hu, Wei & Zheng, Zhenlong, 2020, "Expectile CAPM," Economic Modelling, Elsevier, volume 88, issue C, pages 386-397, DOI: 10.1016/j.econmod.2019.09.049.
• Ruan, Qingsong & Wang, Zilin & Zhou, Yaping & Lv, Dayong, 2020, "A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China," Economic Modelling, Elsevier, volume 88, issue C, pages 47-58, DOI: 10.1016/j.econmod.2019.09.009.
• Driver, Ciaran & Grosman, Anna & Scaramozzino, Pasquale, 2020, "Dividend policy and investor pressure," Economic Modelling, Elsevier, volume 89, issue C, pages 559-576, DOI: 10.1016/j.econmod.2019.11.016.
• Zhang, Jinhua & Wang, Guipu & Yan, Cheng, 2020, "Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China," Economic Modelling, Elsevier, volume 90, issue C, pages 11-20, DOI: 10.1016/j.econmod.2020.04.025.
• Zeng, Ting & Yang, Mengying & Shen, Yifan, 2020, "Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks," Economic Modelling, Elsevier, volume 90, issue C, pages 209-220, DOI: 10.1016/j.econmod.2020.05.003.
• Chen, Shou & Jiang, Xiangqian & He, Hongbo & Zhou, Xi, 2020, "A pricing model with dynamic repayment flows for guaranteed consumer loans," Economic Modelling, Elsevier, volume 91, issue C, pages 1-11, DOI: 10.1016/j.econmod.2020.05.013.
• Bae, Se Yung & Jeon, Junkee & Koo, Hyeng Keun & Park, Kyunghyun, 2020, "Social insurance for the elderly," Economic Modelling, Elsevier, volume 91, issue C, pages 274-299, DOI: 10.1016/j.econmod.2020.05.021.
• Lambert, Marie & Platania, Federico, 2020, "The macroeconomic drivers in hedge fund beta management," Economic Modelling, Elsevier, volume 91, issue C, pages 65-80, DOI: 10.1016/j.econmod.2020.04.016.
• Ouzan, Samuel, 2020, "Loss aversion and market crashes," Economic Modelling, Elsevier, volume 92, issue C, pages 70-86, DOI: 10.1016/j.econmod.2020.06.015.
• Umar, Zaghum & Kenourgios, Dimitris & Papathanasiou, Sypros, 2020, "The static and dynamic connectedness of environmental, social, and governance investments: International evidence," Economic Modelling, Elsevier, volume 93, issue C, pages 112-124, DOI: 10.1016/j.econmod.2020.08.007.
• Ji, Hao & Wang, Hao & Zhong, Rui & Li, Min, 2020, "China's liberalizing stock market, crude oil, and safe-haven assets: A linkage study based on a novel multivariate wavelet-vine copula approach," Economic Modelling, Elsevier, volume 93, issue C, pages 187-204, DOI: 10.1016/j.econmod.2020.07.022.
• Xu, Yahua & Xiao, Jun & Zhang, Liguo, 2020, "Global predictive power of the upside and downside variances of the U.S. equity market," Economic Modelling, Elsevier, volume 93, issue C, pages 605-619, DOI: 10.1016/j.econmod.2020.09.006.
• Sant’Anna, Leonardo Riegel & Caldeira, João Frois & Filomena, Tiago Pascoal, 2020, "Lasso-based index tracking and statistical arbitrage long-short strategies," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101055.
• Wang, Hailong & Hu, Duni & Ma, Chaoqun & Cheng, Fengchao, 2020, "Disagreements with noisy signals and asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101062.
• Tiwari, Aviral Kumar & Adewuyi, Adeolu O. & Albulescu, Claudiu T. & Wohar, Mark E., 2020, "Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101083.
• Chong, Terence Tai-Leung & Lee, Nayoung & Sio, Chan-Ip, 2020, "Threshold effect of scale and skill in active mutual fund management," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101079.
• Eom, Cheoljun & Park, Jong Won, 2020, "Effects of the fat-tail distribution on the relationship between prospect theory value and expected return," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101052.
• Hanif, Waqas & Arreola Hernandez, Jose & Sadorsky, Perry & Yoon, Seong-Min, 2020, "Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101065.
• Wang, Hailong & Hu, Duni, 2020, "Disagreement with procyclical beliefs and asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101102.
• Grégoire, Vincent, 2020, "The rise of passive investing and index-linked comovement," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101059.
• Dong, Dayong & Yue, Sishi & Cao, Jiawei, 2020, "Site visit information content and return predictability: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101104.
• Sarwar, Ghulam, 2020, "Interrelations in market fears of U.S. and European equity markets," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101136.
• Dong, Xiyong & Li, Changhong & Yoon, Seong-Min, 2020, "Asymmetric dependence structures for regional stock markets: An unconditional quantile regression approach," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101111.
• Luo, Pengfei & Chen, Biao & Liu, Fengjun, 2020, "Growth option, debt maturity and cash reserves with bank-tax-interaction," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101144.
• Killins, Robert N., 2020, "The impact of oil on equity returns of Canadian and U.S. Railways and airlines," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101178.
• Yavas, Burhan F. & Malladi, Rama K., 2020, "Foreign direct investment and financial markets influences: Results from the United States," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101182.
• Zhang, Yiming & Wang, Guanying, 2020, "Compensation for illiquidity in China: Evidence from an alternative measure," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101187.
• Lee, Jaeram & Jeon, Hyunglae & Kang, Jangkoo & Lee, Changjun, 2020, "Do actively managed mutual funds exploit stock market mispricing?," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101189.
• Zhang, Chengsi & Zheng, Ning, 2020, "The financial investment decision of non-financial firms in China," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101215.
• Dai, Zhifeng & Dong, Xiaodi & Kang, Jie & Hong, Lianying, 2020, "Forecasting stock market returns: New technical indicators and two-step economic constraint method," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101216.
• Gubareva, Mariya & Borges, Maria Rosa, 2020, "Switching interest rate sensitivity regimes of U.S. Corporates," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.11.017.
• Cheng, Wan-Hsiu & Chen, Chun-Da & Lai, Hsiao-Pin, 2020, "Revisiting the roles of gold: Does gold ETF matter?," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.12.003.
• Song, Dandan & Luo, Pengfei & Yang, Jingjing, 2020, "Investment and capital structure decisions with strategic debt service under asymmetric information," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.11.001.
• Wang, Peiwan & Zong, Lu, 2020, "Contagion effects and risk transmission channels in the housing, stock, interest rate and currency markets: An Empirical Study in China and the U.S," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101113.
• Arreola Hernandez, Jose & Kang, Sang Hoon & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2020, "Spillovers and diversification potential of bank equity returns from developed and emerging America," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101219.
• Ramos, Henrique Pinto & Perlin, Marcelo Scherer, 2020, "Does algorithmic trading harm liquidity? Evidence from Brazil," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101243.
• Loginov, Alexander & Heywood, Malcolm, 2020, "On the different impacts of fixed versus floating bid-ask spreads on an automated intraday stock trading," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101247.
• Li, Jinfang, 2020, "The momentum and reversal effects of investor sentiment on stock prices," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101263.
• Hai, Hoang Van & Park, Jong Won & Tsai, Ping-Chen & Eom, Cheoljun, 2020, "Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101266.
• Yin, Anwen, 2020, "Equity premium prediction and optimal portfolio decision with Bagging," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101274.
• Oshima, Katsuhiro, 2020, "Search for yield and business cycles," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101275.
• Das, Debojyoti & Dutta, Anupam, 2020, "Bitcoin’s energy consumption: Is it the Achilles heel to miner’s revenue?," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108530.
• Pelster, Matthias, 2020, "The gambler’s and hot-hand fallacies: Empirical evidence from trading data," Economics Letters, Elsevier, volume 187, issue C, DOI: 10.1016/j.econlet.2019.108887.
• Dotsis, George, 2020, "Investment under uncertainty with a zero lower bound on interest rates," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108954.
• Białkowski, Jędrzej, 2020, "Cryptocurrencies in institutional investors’ portfolios: Evidence from industry stop-loss rules," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108834.
• Damianov, Damian S. & Elsayed, Ahmed H., 2020, "Does Bitcoin add value to global industry portfolios?," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108935.
• Hoffmann, Peter & Sigaux, Jean-David, 2020, "Determinants of excess reserve holdings," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109439.
• Cai, T. Tony & Hu, Jianchang & Li, Yingying & Zheng, Xinghua, 2020, "High-dimensional minimum variance portfolio estimation based on high-frequency data," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 482-494, DOI: 10.1016/j.jeconom.2019.04.039.
• Hollstein, Fabian & Wese Simen, Chardin, 2020, "Variance risk: A bird’s eye view," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 517-535, DOI: 10.1016/j.jeconom.2019.09.006.
• Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020, "Spanning tests for Markowitz stochastic dominance," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 291-311, DOI: 10.1016/j.jeconom.2019.12.005.
• Hafner, Christian M. & Linton, Oliver B. & Tang, Haihan, 2020, "Estimation of a multiplicative correlation structure in the large dimensional case," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 431-470, DOI: 10.1016/j.jeconom.2019.12.012.
• Golosnoy, Vasyl & Schmid, Wolfgang & Seifert, Miriam Isabel & Lazariv, Taras, 2020, "Statistical inferences for realized portfolio weights," Econometrics and Statistics, Elsevier, volume 14, issue C, pages 49-62, DOI: 10.1016/j.ecosta.2018.08.003.
• Cimadomo, Jacopo & Ciminelli, Gabriele & Furtuna, Oana & Giuliodori, Massimo, 2020, "Private and public risk sharing in the euro area," European Economic Review, Elsevier, volume 121, issue C, DOI: 10.1016/j.euroecorev.2019.103347.
• Jetter, Michael & Magnusson, Leandro M. & Roth, Sebastian, 2020, "Becoming sensitive: Males’ risk and time preferences after the 2008 financial crisis," European Economic Review, Elsevier, volume 128, issue C, DOI: 10.1016/j.euroecorev.2020.103512.
• Dong, Feng & Wang, Pengfei & Wen, Yi, 2020, "A search-based neoclassical model of capital reallocation," European Economic Review, Elsevier, volume 128, issue C, DOI: 10.1016/j.euroecorev.2020.103515.
• Hubar, Sylwia & Koulovatianos, Christos & Li, Jian, 2020, "The role of labor-income risk in household risk-taking," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103522.
• Hudson, Robert & Urquhart, Andrew & Zhang, Hanxiong, 2020, "Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103523.
• Lindbeck, Assar & Weibull, Jörgen, 2020, "Delegation of investment decisions, and optimal remuneration of agents," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103559.
• Ling, Aifan & Sun, Jie & Wang, Meihua, 2020, "Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set," European Journal of Operational Research, Elsevier, volume 285, issue 1, pages 81-95, DOI: 10.1016/j.ejor.2019.01.012.
• Brandtner, Mario & Kürsten, Wolfgang & Rischau, Robert, 2020, "Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures," European Journal of Operational Research, Elsevier, volume 285, issue 3, pages 1114-1126, DOI: 10.1016/j.ejor.2020.02.040.
• Galagedera, Don U.A. & Fukuyama, Hirofumi & Watson, John & Tan, Eric K.M., 2020, "Do mutual fund managers earn their fees? New measures for performance appraisal," European Journal of Operational Research, Elsevier, volume 287, issue 2, pages 653-667, DOI: 10.1016/j.ejor.2020.04.009.
• Zaremba, Adam & Kizys, Renatas & Raza, Muhammad Wajid, 2020, "The long-run reversal in the long run: Insights from two centuries of international equity returns," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 177-199, DOI: 10.1016/j.jempfin.2019.11.007.
• Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020, "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 200-217, DOI: 10.1016/j.jempfin.2019.11.008.
• Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020, "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 218-240, DOI: 10.1016/j.jempfin.2019.12.001.
• Huang, Jing-Zhi & Huang, Zhijian (James), 2020, "Testing moving average trading strategies on ETFs," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 16-32, DOI: 10.1016/j.jempfin.2019.10.002.
• Christensen, Kim & Christiansen, Charlotte & Posselt, Anders M., 2020, "The economic value of VIX ETPs," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 121-138, DOI: 10.1016/j.jempfin.2020.05.009.
• Chen, Guodong & Lee, Minjoon & Nam, Tong-yob, 2020, "Forced retirement risk and portfolio choice," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 293-315, DOI: 10.1016/j.jempfin.2020.06.007.
• Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai, 2020, "Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 333-355, DOI: 10.1016/j.jempfin.2020.06.006.
• Lee, Hyunchul & Kim, Heeho, 2020, "Time varying integration of European stock markets and monetary drivers," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 369-385, DOI: 10.1016/j.jempfin.2020.07.004.
• Florentsen, Bjarne & Nielsson, Ulf & Raahauge, Peter & Rangvid, Jesper, 2020, "Turning local: Home-bias dynamics of relocating foreigners," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 436-452, DOI: 10.1016/j.jempfin.2020.07.006.
• Tsiakas, Ilias & Li, Jiahan & Zhang, Haibin, 2020, "Equity premium prediction and the state of the economy," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 75-95, DOI: 10.1016/j.jempfin.2020.05.004.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2020, "Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 96-120, DOI: 10.1016/j.jempfin.2020.05.005.
• Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng, 2020, "Industry equi-correlation: A powerful predictor of stock returns," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2020.07.005.
• Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020, "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 109-132, DOI: 10.1016/j.jempfin.2020.09.005.
• Cesarone, Francesco & Mango, Fabiomassimo & Mottura, Carlo Domenico & Ricci, Jacopo Maria & Tardella, Fabio, 2020, "On the stability of portfolio selection models," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 210-234, DOI: 10.1016/j.jempfin.2020.10.003.
• Kuntz, Laura-Chloé, 2020, "Beta dispersion and market timing," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 235-256, DOI: 10.1016/j.jempfin.2020.09.003.
• Naeem, Muhammad Abubakr & Balli, Faruk & Shahzad, Syed Jawad Hussain & de Bruin, Anne, 2020, "Energy commodity uncertainties and the systematic risk of US industries," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104589.
• Huang, Shupei & An, Haizhong & Lucey, Brian, 2020, "How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104641.
• Furió, Dolores & Torró, Hipòlit, 2020, "Optimal hedging under biased energy futures markets," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104750.
• Jiang, Zhuhua & Yoon, Seong-Min, 2020, "Dynamic co-movement between oil and stock markets in oil-importing and oil-exporting countries: Two types of wavelet analysis," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104835.
• Elsayed, Ahmed H. & Nasreen, Samia & Tiwari, Aviral Kumar, 2020, "Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies," Energy Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.eneco.2020.104847.
• Boako, Gideon & Alagidede, Imhotep Paul & Sjo, Bo & Uddin, Gazi Salah, 2020, "Commodities price cycles and their interdependence with equity markets," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104884.
• Hassan, Kamrul & Hoque, Ariful & Wali, Muammer & Gasbarro, Dominic, 2020, "Islamic stocks, conventional stocks, and crude oil: Directional volatility spillover analysis in BRICS," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104985.
• Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020, "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, volume 202, issue C, DOI: 10.1016/j.energy.2020.117762.
• Cheang, Chi Wan & Olmo, Jose & Ma, Tiejun & Sung, Ming-Chien & McGroarty, Frank, 2020, "Optimal asset allocation using a combination of implied and historical information," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101419.
• Bahoo, Salman & Alon, Ilan & Paltrinieri, Andrea, 2020, "Sovereign wealth funds: Past, present and future," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101418.
• Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2020, "Hedge fund strategies: A non-parametric analysis," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101436.
• Baltuttis, Dennik & Töppel, Jannick & Tränkler, Timm & Wiethe, Christian, 2020, "Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2019.01.007.
• Anagnostidis, Panagiotis & Fontaine, Patrice, 2020, "Liquidity commonality and high frequency trading: Evidence from the French stock market," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2019.101428.
• Alqahtani, Faisal & Samargandi, Nahla & Kutan, Ali M., 2020, "The influence of oil prices on the banking sector in oil-exporting economies: Is there a psychological barrier?," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101470.
• Tsuji, Chikashi, 2020, "Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2019.101392.
• Kallinterakis, Vasileios & Liu, Fei & Pantelous, Athanasios A. & Shao, Jia, 2020, "Pricing inefficiencies and feedback trading: Evidence from country ETFs," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101498.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020, "Profitability of momentum strategies in Latin America," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101502.
• Stereńczak, Szymon, 2020, "Stock liquidity premium with stochastic price impact and exogenous trading strategy," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2019.04.008.
• Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020, "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2018.11.008.
• Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth, 2020, "Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101452.
• Hudson, Yawen & Yan, Meilan & Zhang, Dalu, 2020, "Herd behaviour & investor sentiment: Evidence from UK mutual funds," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101494.
• Ji, Qiang & Zhang, Dayong & Zhao, Yuqian, 2020, "Searching for safe-haven assets during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101526.
• Apergis, Nicholas & Chatziantoniou, Ioannis & Cooray, Arusha, 2020, "Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101536.
• Qiao, Xingzhi & Zhu, Huiming & Hau, Liya, 2020, "Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101541.
• Cummins, Mark & Mac an Bhaird, Ciarán & Rosati, Pierangleo & Lynn, Theo, 2020, "Institutional investment in online business lending markets," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101542.
• Jin, Liang & Taffler, Richard & Eshraghi, Arman & Tosun, Onur Kemal, 2020, "Fund manager conviction and investment performance," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101550.
• Liang, Chao & Tang, Linchun & Li, Yan & Wei, Yu, 2020, "Which sentiment index is more informative to forecast stock market volatility? Evidence from China," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101552.
• Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020, "Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101557.
• Loban, Lidia & Sarto, José Luis & Vicente, Luis, 2020, "Eurozone regulation bias in the active share measure," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101564.
• Dong, Hang & Gil-Bazo, Javier, 2020, "Sentiment stocks," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101573.
• Umutlu, Mehmet & Bengitöz, Pelin, 2020, "The cross-section of industry equity returns and global tactical asset allocation across regions and industries," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101574.
• Bellu, Mirko & Conversano, Claudio, 2020, "Protected Adaptive Asset Allocation," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.007.
• Baars, Maren & Cordes, Henning & Mohrschladt, Hannes, 2020, "How negative interest rates affect the risk-taking of individual investors: Experimental evidence," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.035.
• Li, Huan, 2020, "Asset pricing with long-run durable expenditure risk," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.032.
• Ratanabanchuen, Roongkiat & Saengchote, Kanis, 2020, "Institutional capital allocation and equity returns: Evidence from Thai mutual funds’ holdings," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.033.
• de Boer, Jantke & Bövers, Kim J. & Meyer, Steffen, 2020, "Business cycle variations in exchange rate correlations: Revisiting global currency hedging," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.013.
• Bouri, Elie & Lucey, Brian & Roubaud, David, 2020, "Cryptocurrencies and the downside risk in equity investments," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.009.
• Sonin, Isaac M. & Whitmeyer, Mark, 2020, "Some nontrivial properties of a formula for compound interest," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.015.
• Gokmenoglu, Korhan K. & Hadood, Abobaker Al.Al., 2020, "Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.003.
• Baur, Dirk G. & Kuck, Konstantin, 2020, "The timing of the flight to gold: An intra-day analysis of gold and the S&P500," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.005.
• Drobetz, Wolfgang & Schröder, Henning & Tegtmeier, Lars, 2020, "The role of catastrophe bonds in an international multi-asset portfolio: Diversifier, hedge, or safe haven?," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.016.
• Brière, Marie & Szafarz, Ariane, 2020, "Good diversification is never wasted: How to tilt factor portfolios with sectors," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.015.
• Li, Xing & Hou, Keqiang & Zhang, Chao, 2020, "Intangible factor and idiosyncratic volatility puzzles," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.101403.
• Cheikh, Nidhaleddine Ben & Zaied, Younes Ben & Chevallier, Julien, 2020, "Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.008.
• Aslanidis, Nektarios & Christiansen, Charlotte & Savva, Christos S., 2020, "Flight-to-safety and the risk-return trade-off: European evidence," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.009.
• Long, Huaigang & Zaremba, Adam & Demir, Ender & Szczygielski, Jan Jakub & Vasenin, Mikhail, 2020, "Seasonality in the Cross-Section of Cryptocurrency Returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101566.
• Fjesme, Sturla Lyngnes, 2020, "Retail investor experience, asset learning, and portfolio risk-adjusted returns," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101315.
• Li, Scott & Liu, Qianqiu & Refalo, James, 2020, "Industry classification, product market competition, and firm characteristics," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101319.
• Alda, Mercedes, 2020, "ESG fund scores in UK SRI and conventional pension funds: Are the ESG concerns of the SRI niche affecting the conventional mainstream?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101313.
• Blitz, David & Huisman, Rob & Swinkels, Laurens & van Vliet, Pim, 2020, "Media attention and the volatility effect," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101317.
• Shehzad, Khurram & Xiaoxing, Liu & Kazouz, Hayfa, 2020, "COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101669.
• Mirza, Nawazish & Naqvi, Bushra & Rahat, Birjees & Rizvi, Syed Kumail Abbas, 2020, "Price reaction, volatility timing and funds’ performance during Covid-19," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101657.
• Singh, Amanjot, 2020, "COVID-19 and safer investment bets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101729.
• Koumou, Gilles Boevi, 2020, "Mean-variance model and investors’ diversification attitude: A theoretical revisit," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101360.
• Sant'Anna, Leonardo Riegel & de Oliveira, Alan Delgado & Filomena, Tiago Pascoal & Caldeira, João Frois, 2020, "Solving the index tracking problem based on a convex reformulation for cointegration," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101356.
• Narayan, Seema & Ur Rehman, Mobeen, 2020, "International portfolio strategies and opportunities: The case of the US, Japan and Asia," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101358.
• Peng, Xiaofan, 2020, "Do precious metals act as hedges or safe havens for China's financial markets?," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101353.
• Pincheira-Brown, Pablo & Neumann, Federico, 2020, "Can we beat the Random Walk? The case of survey-based exchange rate forecasts in Chile," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101380.
• Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen, 2020, "The influence of Bitcoin on portfolio diversification and design," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101344.
• Artiga González, Tanja & Calluzzo, Paul, 2020, "A new breed of activism," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101369.
• Ortmann, Regina & Pelster, Matthias & Wengerek, Sascha Tobias, 2020, "COVID-19 and investor behavior," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101717.

2019

• Caterina Forti Grazzini & Chi Hyun Kim, 2019, "Monetary Policy Can Have Heterogeneous Effects on the Investment Behavior of Women and Men," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 9, issue 39, pages 355-361.
• Carl-Georg Christoph Luft & Thomas Hartung, 2019, "Altersvorsorge aus dem Baukasten: Försiktig, balenserad oder offensiv? Eine Analyse der Anlagestrategie, Finanzanlagenallokation und Vermögenswertveränderungen des schwedischen Prämienrentensystems," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 88, issue 1, pages 31-48, DOI: 10.3790/vjh.88.1.31.
• Caterina Forti Grazzini & Chi Hyun Kim, 2019, "Die Geldpolitik kann das Investitionsverhalten von Frauen und Männern unterschiedlich beeinflussen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 86, issue 39, pages 725-731.
• Georges Prat & David Le Bris, 2019, "Equity Risk Premium and Time Horizon: what do the French secular data say ?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2019-8.
• Tatiana Damjanovic & Vladislav Damjanovic & Charles Nolan, 2019, "Default, Bailouts and the Vertical Structure of Financial Intermediaries," Department of Economics Working Papers, Durham University, Department of Economics, number 2019_04, May.
• Schmidt, Daniel, 2019, "Stock Market Rumors and Credibility," HEC Research Papers Series, HEC Paris, number 1331, Feb.
• Rosu, Ioanid & Saleh, Fahad, 2019, "Evolution of Shares in a Proof-of-Stake Cryptocurrency," HEC Research Papers Series, HEC Paris, number 1339, May, DOI: 10.2139/ssrn.3377136.
• Chambers, David & Spaenjers, Christophe & Steiner, Eva, 2019, "The Rate of Return on Real Estate: Long-Run Micro-Level Evidence," HEC Research Papers Series, HEC Paris, number 1342, Jun, DOI: 10.2139/ssrn.3407236.
• Bonnefon, Jean-Francois & Landier, Augustin & Sastry, Parinitha & Thesmar, David, 2019, "Do Investors Care About Corporate Externalities? Experimental Evidence," HEC Research Papers Series, HEC Paris, number 1350, Oct, DOI: 10.2139/ssrn.3458447.
• Boneva, Lena & Böninghausen, Benjamin & Letizia, Elisa & Rousová, Linda, 2019, "Derivatives transactions data and their use in central bank analysis," Economic Bulletin Articles, European Central Bank, volume 6.
• Chiţu, Livia & Gomes, Joaquim & Pauli, Rolf, 2019, "Trends in central banks’ foreign currency reserves and the case of the ECB," Economic Bulletin Articles, European Central Bank, volume 7.
• Brophy, Thomas & Herrala, Niko & Jurado, Raquel & Katsalirou, Irene & Le Quéau, Léa & Lizarazo, Christian & O’Donnell, Seamus, 2019, "Role of cross currency swap markets in funding and investment decisions," Occasional Paper Series, European Central Bank, number 228, Aug.
• Bekhtiar, Karim & Fessler, Pirmin & Lindner, Peter, 2019, "Risky assets in Europe and the US: risk vulnerability, risk aversion and economic environment," Working Paper Series, European Central Bank, number 2270, Apr.
• Demiralp, Selva & Eisenschmidt, Jens & Vlassopoulos, Thomas, 2019, "Negative interest rates, excess liquidity and retail deposits: banks’ reaction to unconventional monetary policy in the euro area," Working Paper Series, European Central Bank, number 2283, May.
• Giuzio, Margherita & Rousová, Linda, 2019, "Insurers’ investment strategies: pro- or countercyclical?," Working Paper Series, European Central Bank, number 2299, Jul.
• Alogoskoufis, Spyros & Langfield, Sam, 2019, "Regulating the doom loop," Working Paper Series, European Central Bank, number 2313, Sep.
• Girshina, Anastasia & Mathä, Thomas Y. & Ziegelmeyer, Michael, 2019, "Peer effects in stock market participation: evidence from immigration," Working Paper Series, European Central Bank, number 2340, Dec.
• Ben-David, Itzhak & Palvia, Ajay A. & Stulz, Rene M., 2019, "Do Distressed Banks Really Gamble for Resurrection?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-10, Apr.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi & Stulz, Rene M., 2019, "Are Analyst Trade Ideas Valuable?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-15, Jul.
• Bartram, Sohnke M. & Brown, Gregory W. & Stulz, Rene M., 2019, "Why is There a Secular Decline in Idiosyncratic Risk in the 2000s?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-19, Sep.
• Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2019, "Attention and Biases: Evidence from Tax-Inattentive Investors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-22, Sep.
• Ben-David, Itzhak & Li, Jiacui & Rossi, Andrea & Song, Yang, 2019, "What Do Mutual Fund Investors Really Care About?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-5, Mar.
• Ge, Shan & Weisbach, Michael S., 2019, "How Financial Management Affects Institutional Investors’ Portfolio Choices: Evidence from Insurers," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2019-6, Mar.
• Fauzie Bustami & Jerry Heikal, 2019, "Determinants of Return Stock Company Real Estate and Property Located in Indonesia Stock Exchange," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 1, pages 79-86.
• Kalai Lamia & Kasraoui Naziha, 2019, "Financial Cointegration and the Vector Error Correction Model: The Case of MENA Countries," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 1, pages 160-168.
• Namitha K. Cheriyan & Lazar Daniel, 2019, "Relationship between Liquidity, Volatility and Trading Activity: An Intraday Analysis of Indian Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 1, pages 17-22.
• Ali K k olak & Figen B y kak n & Necla Ilter Kucukcolak, 2019, "Cointegration of Equity and Gold Markets: Evidence from Turkey," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 2, pages 32-40.
• Mariem Talbi & Amel Ben Halima, 2019, "Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 3, pages 163-174.
• Fatma Ben Moussa & Mariem Talbi, 2019, "Stock Market Reaction to Terrorist Attacks and Political Uncertainty: Empirical Evidence from the Tunisian Stock Exchange," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 3, pages 48-64.
• Chia-Cheng Chen & Yisheng Liu & Ting-Hsin Hsu, 2019, "An Analysis on Investment Performance of Machine Learning: An Empirical Examination on Taiwan Stock Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 4, pages 1-10.
• Md Takibur Rahman, 2019, "Testing Trade-off and Pecking Order Theories of Capital Structure: Evidence and Arguments," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 9, issue 5, pages 63-70.
• Chinnadurai Kathiravan & Murugesan Selvam & Balasundram Maniam & Sankaran Venkateswar, 2019, "Relationship between Crude Oil Price Changes and Airlines Stock Price: The Case of Indian Aviation Industry," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 9, issue 5, pages 7-13.