Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G11: Portfolio Choice; Investment Decisions

2023

• Andrea Bacchiocchi & Sebastian Ille & Germana Giombini, 2023. "The effects of a green monetary policy on firms financing costs," Working Papers 2301, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2023.
• Buks Andrew G. & Sobański Konrad, 2023. "Divest or engage? Effective paths to net zero from the U.S. perspective," Economics and Business Review, Sciendo, vol. 9(1), pages 65-93, April.
• Wolski Rafal, 2023. "Residential Real Estate as a Potential Hedge of Capital Against Inflation," Real Estate Management and Valuation, Sciendo, vol. 31(1), pages 36-42, March.
• Michele Manna & Stefano Nobili, 2023. "Banks' holdings of and trading in government bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 257-283, January.
  • Michele Manna & Stefano Nobili, 2018. "Banks' holdings of and trading in government bonds," Temi di discussione (Economic working papers) 1166, Bank of Italy, Economic Research and International Relations Area.
• Wing-Keung Wong & David Yeung & Richard Lu, 2023. "The Mean-Variance Rule for Investors with Reverse S-Shaped Utility," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-16, March.
• Marc S. Paolella & PaweÅ‚ Polak, 2023. "Density and Risk Prediction with Non-Gaussian COMFORT Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 18(01), pages 1-37, March.
• Hans-Peter Bermin & Magnus Holm, 2023. "Kelly Trading And Market Equilibrium," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 26(01), pages 1-33, February.
• Victoria Atanasov, 2023. "Consumption Risk, Stock Returns, and Economic Cycles," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 13(01), pages 1-36, March.
• David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023. "Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12822, June.
• Obiyathulla Ismath Bacha, 2023. "Financial Derivatives:Markets and Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12999, June.
• M. S. Scholes, 2023. "Using Option Pricing Information to Time Diversify Portfolio Returns," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 1, pages 1-15, World Scientific Publishing Co. Pte. Ltd..
• P. Wilmott, 2023. "How Good is Black–Scholes–Merton, Really?," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 2, pages 17-27, World Scientific Publishing Co. Pte. Ltd..
• P. Carr & L. Wu & Y. Zhang, 2023. "Probabilistic Interpretation of Black Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 3, pages 29-46, World Scientific Publishing Co. Pte. Ltd..
• D. Brigo, 2023. "Probability-Free Models in Option Pricing: Statistically Indistinguishable Dynamics and Historical vs Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 4, pages 47-61, World Scientific Publishing Co. Pte. Ltd..
• M. Brenner, 2023. "VIX and Derivatives," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 5, pages 63-72, World Scientific Publishing Co. Pte. Ltd..
• M. Musiela, 2023. "Multivariate Fractional Brownian Motion and Generalizations of SABR Model," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 6, pages 73-87, World Scientific Publishing Co. Pte. Ltd..
• P. Glasserman & P. He, 2023. "Buy Rough, Sell Smooth," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 7, pages 89-125, World Scientific Publishing Co. Pte. Ltd..
• J. Gatheral & T. Jaisson & M. Rosenbaum, 2023. "Volatility is Rough," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 8, pages 127-172, World Scientific Publishing Co. Pte. Ltd..
• L.C.G. Rogers, 2023. "Things We Think We Know," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 9, pages 173-184, World Scientific Publishing Co. Pte. Ltd..
• R. Lee, 2023. "Cumulant Formulas for Implied Volatility," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 10, pages 185-193, World Scientific Publishing Co. Pte. Ltd..
• P. Tankov, 2023. "Implied Volatility Asymptotics: Black–Scholes and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 11, pages 195-212, World Scientific Publishing Co. Pte. Ltd..
• J. Guyon, 2023. "The Smile of Stochastic Volatility Models," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 12, pages 213-233, World Scientific Publishing Co. Pte. Ltd..
• J. Cao & J. Chen & J. Hull, 2023. "A Neural Network Approach to Understanding Implied Volatility Movements," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 13, pages 235-256, World Scientific Publishing Co. Pte. Ltd..
• D. Dobi & M. Avellaneda, 2023. "Modeling Volatility Risk in Equity Options Market: A Statistical Approach," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 14, pages 257-292, World Scientific Publishing Co. Pte. Ltd..
• D. Gershon, 2023. "A General Theory of Option Pricing," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 15, pages 293-330, World Scientific Publishing Co. Pte. Ltd..
• A. Lipton, 2023. "Old Problems, Classical Methods, New Solutions," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 16, pages 331-375, World Scientific Publishing Co. Pte. Ltd..
• B. Dupire, 2023. "25 Years of Local Volatility and Beyond," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 17, pages 377-391, World Scientific Publishing Co. Pte. Ltd..
• D. Gatarek & J. Jabłecki, 2023. "Swap Rate à la Stock: Bermudan Swaptions Made Easy," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 18, pages 393-412, World Scientific Publishing Co. Pte. Ltd..
• N. El Karoui, 2023. "Thirty Years of Derivatives Market: Originality of the French Experience," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 19, pages 413-432, World Scientific Publishing Co. Pte. Ltd..
• E. I. Ronn, 2023. "Option Prices in the Equity, Index and Commodity Markets: The “Message from Markets”," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 20, pages 433-449, World Scientific Publishing Co. Pte. Ltd..
• H. Li & Q. Wang, 2023. "Options Markets in China: The New Frontier," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 21, pages 451-468, World Scientific Publishing Co. Pte. Ltd..
• D. B. Madan, 2023. "Risk Exposure Valuation Using Measure Distortions: An Overview," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 22, pages 469-482, World Scientific Publishing Co. Pte. Ltd..
• P. Protter, 2023. "Insider Trading," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 23, pages 483-493, World Scientific Publishing Co. Pte. Ltd..
• M. Crouhy & D. Galai & Z. Wiener, 2023. "Contingent Claims Analysis in Corporate Finance," World Scientific Book Chapters, in: David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), Options — 45 years since the Publication of the Black–Scholes–Merton Model The Gershon Fintech Center Conference, chapter 24, pages 495-520, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivatives: Introduction and Overview," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 1, pages 1-18, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Markets and Trading," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 2, pages 19-42, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Forward and Futures Markets: Pricing and Analysis," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 3, pages 43-80, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Stock Index Futures Contracts: Analysis and Applications," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 4, pages 81-137, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Futures Contracts and Currency Futures Contracts," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 5, pages 139-200, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Introduction to Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 6, pages 201-229, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Equity, Equity Index, and Currency Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 7, pages 231-277, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Strategies and Payoffs," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 8, pages 279-321, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Option Pricing," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 9, pages 323-379, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Replication, Synthetics, and Arbitrage," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 10, pages 381-404, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Options in Corporate Finance and Real Options," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 11, pages 405-432, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Interest Rate Swaps, Credit, and Other Derivatives," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 12, pages 433-470, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Derivative Instruments and Islamic Finance," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 13, pages 471-502, World Scientific Publishing Co. Pte. Ltd..
• Obiyathulla Ismath Bacha & Pattarake Sarajoti, 2023. "Answers to Select End-of-Chapter Questions," World Scientific Book Chapters, in: Financial Derivatives Markets and Applications, chapter 14, pages 503-519, World Scientific Publishing Co. Pte. Ltd..
• Faria, Gonçalo & Verona, Fabio, 2023. "Forecast combination in the frequency domain," Bank of Finland Research Discussion Papers 1/2023, Bank of Finland.
• Goodarzi, Milad & Meinerding, Christoph, 2023. "Asset allocation with recursive parameter updating and macroeconomic regime identifiers," Discussion Papers 06/2023, Deutsche Bundesbank.
• Simon, Frederik & Weibels, Sebastian & Zimmermann, Tom, 2023. "Deep parametric portfolio policies," CFR Working Papers 23-01, University of Cologne, Centre for Financial Research (CFR).
• Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2023. "Fixed and Variable Longevity Annuities in Defined Contribution Plans: Optimal Retirement Portfolios Taking Social Security into Account," NBER Working Papers 30853, National Bureau of Economic Research, Inc.
  • Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2023. "Fixed and variable longevity annuities in defined contribution plans: Optimal retirement portfolios taking social security into account," CFS Working Paper Series 684, Center for Financial Studies (CFS).
• Whitaker, Amy & Kräussl, Roman, 2023. "Art collectors as venture capitalists," CFS Working Paper Series 696, Center for Financial Studies (CFS).
• Fridgen, Gilbert & Kräussl, Roman & Papageorgiou, Orestis & Tugnetti, Alessandro, 2023. "The fundamental value of art NFTs," CFS Working Paper Series 709, Center for Financial Studies (CFS).
• Zarifhonarvar, Ali, 2023. "The Capital Asset Pricing Model: A New Empirical Investigation," EconStor Preprints 268396, ZBW - Leibniz Information Centre for Economics.
• Beyer, Marcel, 2023. "Gambling for recovery? Exploring the riskiness of European insurers' assets during the Covid-19 crisis 2020," ICIR Working Paper Series 46/23, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• Bernard, Sabine Esther & Weber, Martin & Loos, Benjamin, 2023. "How speculative asset characteristics shape retail investors' selling behavior," SAFE Working Paper Series 378, Leibniz Institute for Financial Research SAFE.
• Hillert, Alexander & Niessen-Ruenzi, Alexandra & Ruenzi, Stefan, 2023. "Mutual fund shareholder letters: Flows, performance, and managerial behavior," SAFE Working Paper Series 380, Leibniz Institute for Financial Research SAFE.
• Gianluca De Nard & Robert F. Engle & Bryan Kelly, 2023. "Factor mimicking portfolios for climate risk," ECON - Working Papers 429, Department of Economics - University of Zurich.
• Zhao Zhao & Olivier Ledoit & Hui Jiang, 2023. "Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix [Approaching Mean–Variance Efficiency for Large Portfolios]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 21(1), pages 73-105.
• Matteo Binfarè & Gregory Brown & Robert Harris & Christian Lundblad, 2023. "How Does Human Capital Affect Investing? Evidence from University Endowments [Political representation and governance: evidence from the investment decisions of public pension funds]," Review of Finance, European Finance Association, vol. 27(1), pages 143-188.
• Thomas A Maurer & Thuy-Duong Tô & Ngoc-Khanh Tran, 2023. "Market Timing and Predictability in FX Markets [Optimal and naive diversification in currency markets]," Review of Finance, European Finance Association, vol. 27(1), pages 223-246.
• Kevin Aretz & Ming-Tsung Lin & Ser-Huang Poon, 2023. "Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 27(1), pages 289-323.
• Tong Wang, 2023. "Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium [Volatility of aggregate volatility and hedge fund returns]," Review of Finance, European Finance Association, vol. 27(1), pages 325-367.
• Paul Brockman & Dennis Y Chung & Neal M Snow, 2023. "Search-Based Peer Groups and Commonality in Liquidity [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, vol. 27(1), pages 33-77.
• Asgar Ali & K. N. Badhani, 2023. "Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market," Journal of Asset Management, Palgrave Macmillan, vol. 24(1), pages 27-43, February.
• Jinji Hao & Jonathon Skinner, 2023. "Analyst target price and dividend forecasts and expected stock returns," Journal of Asset Management, Palgrave Macmillan, vol. 24(2), pages 108-120, March.
• Ewa Feder-Sempach & Tomasz Miziołek, 2023. "How precisely European equity ETFs mirror their flagship benchmarks? Evidence from funds replicating performance of Euro Stoxx 50 Index," Journal of Asset Management, Palgrave Macmillan, vol. 24(2), pages 121-135, March.
• Min Jeong Kim & Dohyoung Kwon, 2023. "Dynamic asset allocation strategy: an economic regime approach," Journal of Asset Management, Palgrave Macmillan, vol. 24(2), pages 136-147, March.
• Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2023. "Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 198-211, May.
• Valentinas Rudys, 2023. "How does retirement affect optimal life cycle portfolio allocation between stocks and bonds?," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 212-224, May.
• Christina E. Bannier & Yannik Bofinger & Björn Rock, 2023. "The risk-return tradeoff: are sustainable investors compensated adequately?," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 165-172, May.
• Alain Guéniche & Philippe Dupuy & Wan Ni Lai, 2023. "Price contingent and price-volume contingent portfolio strategies," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 173-183, May.
• Neveen Ahmed & Omar Farooq & Nidaa Hamed, 2023. "Relation Between Bitcoin and Its Forks: An Empirical Investigation," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 49(2), pages 249-261, April.
• Alexis Louaas & Pierre Picard, 2023. "A pandemic business interruption insurance," The Geneva Risk and Insurance Review, Palgrave Macmillan;International Association for the Study of Insurance Economics (The Geneva Association), vol. 48(1), pages 1-30, March.
  • Alexis Louaas & Pierre Picard, 2020. "A Pandemic Business Interruption Insurance," CESifo Working Paper Series 8758, CESifo.
  • Alexis Louaas & Pierre Picard, 2020. "A pandemic business interruption insurance," Working Papers hal-02941948, HAL.
• Valeriy Zakamulin, 2023. "Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model," Risk Management, Palgrave Macmillan, vol. 25(1), pages 1-25, March.
• Claudio Boido & Antonio Fasano, 2023. "Mean-variance investing with factor tilting," Risk Management, Palgrave Macmillan, vol. 25(2), pages 1-24, June.
• Alexia GAUDEUL & Caterina GIANNETTI, 2023. "Trade-offs in the design of financial algorithms," Discussion Papers 2023/288, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
• Bukvić, Rajko & Pavlović, Radica, 2023. "The Cash Flow Concept in Modern Financial Analysis of Internal Sources of Companies’ Investment Financing," MPRA Paper 116053, University Library of Munich, Germany.
• Maximilian Konradt, 2023. "Do pension funds reach for yield? Evidence from a new database," IHEID Working Papers 01-2023, Economics Section, The Graduate Institute of International Studies.
  • Konradt, Maximilian, 2023. "Do pension funds reach for yield? Evidence from a new database," MPRA Paper 116209, University Library of Munich, Germany.
• Fang, Yi & Niu, Hui & Lin, Yuen, 2023. "Ex-ante Valuation based on Prospect Theory," MPRA Paper 116386, University Library of Munich, Germany.
• Olkhov, Victor, 2023. "The Market-Based Statistics of “Actual” Returns of Investors," MPRA Paper 116896, University Library of Munich, Germany.
• Whelan, Karl, 2023. "Fortune's Formula or the Road to Ruin? The Generalized Kelly Criterion With Multiple Outcomes," MPRA Paper 116927, University Library of Munich, Germany.
• Arjmandi, Nabi, 2023. "Optimal Portfolio Rebalancing with Sweep Under Transaction Cost," MPRA Paper 117162, University Library of Munich, Germany.
• Haohua Li & Elie Bouri & Rangan Gupta & Libing Fang, 2023. "Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?," Working Papers 202301, University of Pretoria, Department of Economics.
• Milan Fičura, 2023. "Impact of size and volume on cryptocurrency momentum and reversal," FFA Working Papers 5.003, Prague University of Economics and Business, revised 05 Apr 2023.
• Voraprapa Nakavachara & Roongkiat Ratanabanchuen & Kanis Saengchote & Thitiphong Amonthumniyom & Pongsathon Parinyavuttichai & Polpatt Vinaibodee, 2023. "Risk-Taking Behavior during Downturn: Evidence of Loss-Chasing and Realization Effect in the Cryptocurrency Market," PIER Discussion Papers 206, Puey Ungphakorn Institute for Economic Research.
• Ropponen, Olli & Viertola, Marika & Kari, Seppo & Valkonen, Tarmo, 2023. "The Devil Is in the Details – Finnish Companies in the Vortex of International Tax Reforms," ETLA Brief 120, The Research Institute of the Finnish Economy.
• Ropponen, Olli & Viertola, Marika & Kari, Seppo & Valkonen, Tarmo, 2023. "Finnish Companies in the Vortex of International Tax Reforms," ETLA Reports 138, The Research Institute of the Finnish Economy.
• Vergili, Gizem & Çelik, Mehmet Sinan, 2023. "The Relationship Between the Indices of Volatility (VIX) and Sustainability (DJSEMUP): An ARDL Approach," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 14(1), pages 19-29, January.
• Tumala, Mohammed M. & Atoi, Ngozi V. & Karimo, Tari M., 2023. "Returns and Volatility Spillover between Nigeria and Selected Global Stock Markets: A Diebold-Yilmaz Approach," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 76(2), pages 173-208.
• Hong-Wen Tsai & Hui-Chung Che, 2023. "Industry Difference on Patent Drawing’s Capability for Differentiating Stock Rates of Return of Chinese Listed Companies in Non-Manufacturing Industry Sectors -- An Explore into Invention Publication ," Bulletin of Applied Economics, Risk Market Journals, vol. 10(1), pages 21-67.
• Lei Xu & Bin Li & Chen Ma & Jingyu Liu, 2023. "Supply chain finance and firm diversification: Evidence from China," Australian Journal of Management, Australian School of Business, vol. 48(2), pages 408-435, May.
• Sarah Brown & Alexandros Kontonikas & Alberto Montagnoli & Harry Pickard & Karl Taylor, 2023. "Household portfolios and financial literacy: The flight to delegation," Working Papers 2023005, The University of Sheffield, Department of Economics.
• Marie Briere & Léopold Simar & Ariane Szafarz & Anne Vanhems, 2023. "Sensitivity to measurement errors of the distance to the efficient frontier," Working Papers CEB 23-004, ULB -- Universite Libre de Bruxelles.
• Dávid Zoltán Szabó & Zsolt Bihary, 2023. "The riskiness of stock versus money market investment with stochastic rates," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 393-415, June.
• Yumo Zhang, 2023. "Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 46(1), pages 97-128, June.
• Xiaofei Shi & Daran Xu & Zhanhao Zhang, 2023. "Deep learning algorithms for hedging with frictions," Digital Finance, Springer, vol. 5(1), pages 113-147, March.
• Riccardo De Bonis & Giuseppe Marinelli & Francesco Vercelli, 2023. "Bank lending in the Great Recession and in the Great Depression," Empirical Economics, Springer, vol. 64(2), pages 567-602, February.
• Jiawen Xu & Yixuan Li & Kai Liu & Tao Chen, 2023. "Portfolio selection: from under-diversification to concentration," Empirical Economics, Springer, vol. 64(4), pages 1539-1557, April.
• Michael Jetter & Kieran Stockley, 2023. "Gender match and negotiation: evidence from angel investment on Shark Tank," Empirical Economics, Springer, vol. 64(4), pages 1947-1977, April.
• Kuan-Min Wang & Yuan-Ming Lee, 2023. "Are life insurance futures a safe haven during COVID-19?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
• Guoli Mo & Chunzhi Tan & Weiguo Zhang & Xuezeng Yu, 2023. "Dynamic spatiotemporal correlation coefficient based on adaptive weight," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-43, December.
• Jyh-Bang Jou & Charlene Tan Lee, 2023. "Design of the contingent royalty rate as related to the type of investment," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-25, December.
• Ahmed BenSaïda, 2023. "The linkage between Bitcoin and foreign exchanges in developed and emerging markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
• Roman Mestre, 2023. "Stock profiling using time–frequency-varying systematic risk measure," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-29, December.
• Seema Wati Narayan & Mobeen Ur Rehman & Yi-Shuai Ren & Chaoqun Ma, 2023. "Is a correlation-based investment strategy beneficial for long-term international portfolio investors?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-26, December.
• Wujun Lv & Tao Pang & Xiaobao Xia & Jingzhou Yan, 2023. "Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-28, December.
• Marcel Nutz & Johannes Wiesel & Long Zhao, 2023. "Martingale Schrödinger bridges and optimal semistatic portfolios," Finance and Stochastics, Springer, vol. 27(1), pages 233-254, January.
• Guanxing Fu & Chao Zhou, 2023. "Mean field portfolio games," Finance and Stochastics, Springer, vol. 27(1), pages 189-231, January.
• Martin Herdegen & David Hobson & Joseph Jerome, 2023. "The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations," Finance and Stochastics, Springer, vol. 27(1), pages 127-158, January.
• Martin Herdegen & David Hobson & Joseph Jerome, 2023. "The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. II: Existence, uniqueness and verification for ϑ ∈ ( 0 , 1 ) $\vartheta \in (0,1)$," Finance and Stochastics, Springer, vol. 27(1), pages 159-188, January.
• Xiao Chen & Jin Hyuk Choi & Kasper Larsen & Duane J. Seppi, 2023. "Price impact in Nash equilibria," Finance and Stochastics, Springer, vol. 27(2), pages 305-340, April.
• Donghan Kim, 2023. "Market-to-book ratio in stochastic portfolio theory," Finance and Stochastics, Springer, vol. 27(2), pages 401-434, April.
• Joel Ede Owuru & Olumuyiwa Samuel Oladele, 2023. "Asymmetric evidence of foreign direct investment response to stock returns in Nigeria," Future Business Journal, Springer, vol. 9(1), pages 1-14, December.
• Graziella Bertocchi & Marianna Brunetti & Anzelika Zaiceva, 2023. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(1), pages 117-174, March.
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  • Bertocchi, Graziella & Brunetti, Marianna & Zaiceva, Anzelika, 2018. "The Financial Decisions of Immigrant and Native Households: Evidence from Italy," IZA Discussion Papers 11979, Institute of Labor Economics (IZA).
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• Christian Beer & Janine Maniora & Christiane Pott, 2023. "COVID-19 pandemic and capital markets: the role of government responses," Journal of Business Economics, Springer, vol. 93(1), pages 11-57, January.
• Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
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• V. Filipe Martins-da-Rocha & Rafael Mouallem Rosa, 2023. "Complete markets with bankruptcy risk and pecuniary default punishments," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(3), pages 625-640, April.
• Nicole Branger & An Chen & Antje Mahayni & Thai Nguyen, 2023. "Optimal collective investment: an analysis of individual welfare," Mathematics and Financial Economics, Springer, volume 17, number 5, December.
• Aktham Maghyereh & Hussein Abdoh & Marcin Wątorek, 2023. "The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1889-1903, April.
• Tim Martens, 2023. "The disclosure function of the U.S. patent system: evidence from the PTDL program and extreme snowfall," Review of Accounting Studies, Springer, vol. 28(1), pages 237-264, March.
• Andreas Oehler & Julian Schneider, 2023. "Social trading: do signal providers trigger gambling?," Review of Managerial Science, Springer, vol. 17(4), pages 1269-1331, May.
• Ploypailin Kijkasiwat & Hamza Almustafa & Pongsutti Phuensane, 2023. "Initial coin offerings for business: a systematic literature review and bibliometric analysis," SN Business & Economics, Springer, vol. 3(1), pages 1-31, January.
• Cristiane Gea & Marcelo Cabus Klotzle & Luciano Vereda & Antonio Carlos Figueiredo Pinto, 2023. "Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?," SN Business & Economics, Springer, vol. 3(1), pages 1-37, January.
• Kwadwo Boateng Prempeh & Joseph Magnus Frimpong & Newman Amaning, 2023. "Determining the return volatility of the Ghana stock exchange before and during the COVID-19 pandemic using the exponential GARCH model," SN Business & Economics, Springer, vol. 3(1), pages 1-20, January.
• Hassan Zada & Huma Maqsood & Shakeel Ahmed & Muhammad Zeb Khan, 2023. "Information shocks, market returns and volatility: a comparative analysis of developed equity markets in Asia," SN Business & Economics, Springer, vol. 3(1), pages 1-22, January.
• Naga Pillada & Sangeetha Rangasamy, 2023. "An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC–GARCH model," SN Business & Economics, Springer, vol. 3(2), pages 1-16, February.
• Siddhartha P. Chakrabarty & Suryadeepto Nag, 2023. "Risk measures and portfolio analysis in the paradigm of climate finance: a review," SN Business & Economics, Springer, vol. 3(3), pages 1-22, March.
• Mutaju Isaack Marobhe & Jonathan Mukiza Peter Kansheba, 2023. "High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods," SN Business & Economics, Springer, vol. 3(4), pages 1-27, April.
• Frans Dreyer & André Heymans & Chris Heerden, 2023. "Analyzing White Maize Hedging Strategies in South Africa," Springer Books, in: Pieter W. Buys & Merwe Oberholzer (ed.), Business Research, chapter 0, pages 137-155, Springer.
• Luqi Yuan & Shihong Zeng, 2023. "The Comparison and Analysis of Exchange Traded Funds (ETFs) Return Rates," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(2), pages 1-4.
• Massimiliano Kaucic & Filippo Piccotto & Gabriele Sbaiz & Giorgio Valentinuz, 2023. "Optimal Portfolio with Sustainable Attitudes under Cumulative Prospect Theory," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(4), pages 1-4.
• Guizhou Wang & Kjell Hausken, 2023. "Comparing Growth Models with Other Investment Methods," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(1), pages 1-1.
• Michele Anelli & Michele Patanè, 2023. "The “Perpetually†Efficient Stock Market Nonsense: The Gaslighting Effects," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 12(2), pages 1-1.
• Hege, Ulrich & Pouget, Sébastien & Zhang, Yifei, 2023. "The Impact of Corporate Climate Action on Financial Markets: Evidence from Climate-Related Patents," TSE Working Papers 23-1400, Toulouse School of Economics (TSE).
• Luigi Bocola & Guido Lorenzoni, 2023. "Risk-Sharing Externalities," Journal of Political Economy, University of Chicago Press, vol. 131(3), pages 595-632.
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• Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2023. "The Effects of Monetary Policy: Theory with Measured Expectations," ECONtribute Discussion Papers Series 217, University of Bonn and University of Cologne, Germany.
• Mikhail Sokolov, 2023. "NPV, IRR, PI, PP, and DPP: A Unified View," EUSP Department of Economics Working Paper Series 2023/01, European University at St. Petersburg, Department of Economics.
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• Anton Gerunov, 2023. "Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 18-35.
• Aysenur Tarakcioglu Altinay & Mesut Dogan & Bilge Leyli Demirel Ergun & Sevdie Alshiqi, 2023. "The Fama-French Five-Factor Asset Pricing Model: A Research on Borsa Istanbul," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 3-21.
• Eduardo Corso & Maximo Sangiacomo, 2023. "Financial De-Dollarization in Argentina. When the Wind Always Blows from the East," BCRA Working Paper Series 2023106, Central Bank of Argentina, Economic Research Department.
• Alberto Fuertes Mendoza & Diana Posada, 2023. "La efectividad de los distintos tipos de activos como cobertura frente a la inflación," Boletín Económico, Banco de España, issue 2023/T1.
• Alberto Fuertes Mendoza, 2023. "The effectiveness of different asset types as a hedge against inflation," Economic Bulletin, Banco de España, issue 2023/Q1.
• Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Temi di discussione (Economic working papers) 33, Bank of Italy, Economic Research and International Relations Area.
• Nicola Branzoli & Raffaele Gallo & Antonio Ilari & Dario Portioli, 2023. "Financial fragilities and risk-taking of corporate bond funds in the aftermath of central bank policy interventions," Temi di discussione (Economic working papers) 1404, Bank of Italy, Economic Research and International Relations Area.
• Said Kaawach & Oskar Kowalewski & Oleksandr Talavera, 2023. "Automatic vs Manual Investing: Role of Past Performance," Discussion Papers 23-04, Department of Economics, University of Birmingham.
• Xiaoxi Liu & Jinming Xie, 2023. "Forecasting swap rate volatility with information from swaptions," BIS Working Papers 1068, Bank for International Settlements.
• Giulio Cornelli & Jon Frost & Leonardo Gambacorta & Ouarda Merrouche, 2023. "Climate tech 2.0: social efficiency versus private returns," BIS Working Papers 1072, Bank for International Settlements.
• Sebastian Doerr & Egemen Eren & Semyon Malamud, 2023. "Money Market Funds and the Pricing of Near-Money Assets," Swiss Finance Institute Research Paper Series 23-04, Swiss Finance Institute.
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• Xiang Fang & Bryan Hardy & Karen Lewis, 2023. "Who holds sovereign debt and why it matters," BIS Working Papers 1099, Bank for International Settlements.
• Francesco Menoncin & Andrea Modena, 2023. "Dynamic Tax Evasion and Growth With Heterogeneous Agents," CRC TR 224 Discussion Paper Series crctr224_2023_393, University of Bonn and University of Mannheim, Germany.
• Voica Daniel C., 2023. "Subsidized Crop Insurance under Limited Access to Incomplete Financial Markets," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 23(1), pages 165-189, January.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garces, 2023. "Why Do Investors Buy Shares of Actively Managed Equity Mutual Funds? Considering the Correct Reference Portfolio from an Uninformed Investor’s Perspective," Finance, Presses universitaires de Grenoble, vol. 44(2), pages 69-111.
• Yann Ferrat, 2023. "Le label ISR français : gage de qualité extra-financière sans coût financier," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 295-308.
• Nikola Fabris & Milutin Ješić, 2023. "Are Gold and Bitcoin a Safe Haven for European Indices?," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 12(1), pages 27-44.
• Soraya BEN SOUISSI & Mahmoud Sami NABI, 2023. "Could the Issuance of CBDC Reduce the Likelihood of Banking Panic?," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 12(2), pages 83-101.
• Warwick Anderson & Jędrzej Białkowski & Moritz Wagner, 2023. "The midterm election effect on US stock returns: Some practical considerations for investors," Working Papers in Economics 23/05, University of Canterbury, Department of Economics and Finance.
• Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2023. "The Effects of Monetary Policy: Theory with Measured Expectations," CESifo Working Paper Series 10216, CESifo.
• Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023. "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series 10246, CESifo.
• Björn Bos & Moritz A. Drupp & Jasper N. Meya & Martin F. Quaas, 2023. "Financial Risk-Taking under Health Risk," CESifo Working Paper Series 10387, CESifo.
• Sebastian Doerr & Sebastian Egemen Eren & Semyon Malamud, 2023. "Money market funds and the pricing of near-money assets," BIS Working Papers 1096, Bank for International Settlements.
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• Martin Hoesli & Louis Johner & Jon Lekander, 2023. "The Role of Multi-Family Properties in Hedging Pension Liability Risk: Long-Run Evidence," Swiss Finance Institute Research Paper Series 23-08, Swiss Finance Institute.
• Jan Muckenhaupt & Martin Hoesli & Bing Zhu, 2023. "Listed Real Estate as an Inflation Hedge across Regimes," Swiss Finance Institute Research Paper Series 23-13, Swiss Finance Institute.
• Antoine Didisheim & Shikun Ke & Bryan T. Kelly & Semyon Malamud, 2023. "Complexity in Factor Pricing Models," Swiss Finance Institute Research Paper Series 23-19, Swiss Finance Institute.
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• Martin Vesely, 2023. "Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer," Working Papers 2023/1, Czech National Bank.
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• Fagereng, Andreas & Ring, Marius, 2023. "How much and how fast do investors respond to equity premium changes? Evidence from wealth taxation," CEPR Discussion Papers 17792, C.E.P.R. Discussion Papers.
• Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2023. "Where is the Carbon Premium? Global Performance of Green and Brown Stocks," CEPR Discussion Papers 17824, C.E.P.R. Discussion Papers.
• Goldberg, Linda, 2023. "International Capital Flow Pressures and Global Factors," CEPR Discussion Papers 17833, C.E.P.R. Discussion Papers.
• Güçeri, Irem & Koumanakos, Evangelos, 2023. "Dividend Taxation and Firm Performance with Heterogeneous Payout Responses," CEPR Discussion Papers 17871, C.E.P.R. Discussion Papers.
• Angrisani, Marco & Cipriani, Marco, 2023. "Strategic Sophistication and Trading Profits: An Experiment with Professional Traders," CEPR Discussion Papers 17983, C.E.P.R. Discussion Papers.
• Maggiori, Matteo & Ströbel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts about ESG Beliefs and Investor Portfolios," CEPR Discussion Papers 18052, C.E.P.R. Discussion Papers.
• Meling, Tom G. & Mogstad, Magne & Vestad, Ola, 2023. "Broadband Internet and the Stock Market Investments of Individual Investors," CEPR Discussion Papers 18067, C.E.P.R. Discussion Papers.
• Huning, Thilo, 2023. "Does Regional Identity Guide Investments? Evidence from German license plates," CEPR Discussion Papers 18074, C.E.P.R. Discussion Papers.
• Belo, Frederico & Deng, Yao, 2023. "Estimating and Testing Investment-based Asset Pricing Models," CEPR Discussion Papers 18094, C.E.P.R. Discussion Papers.
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• Lorenz Meister & Lukas Menkhoff, 2023. "Working from Home Facilitates Stock Ownership," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, vol. 13(12/13), pages 103-109.
• Franziska Bremus & Malte Rieth, 2023. "Internationale Finanzmarktintegration stärkt Abwehrkräfte einer Volkswirtschaft gegen Folgen von Naturkatastrophen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 90(11), pages 127-134.
• Lorenz Meister & Lukas Menkhoff, 2023. "Homeoffice erleichtert den Einstieg in den Aktienmarkt," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 90(13), pages 151-157.
• Rob Bauer & Dirk Broeders & Annick van Ool, 2023. "Walk the green talk? A textual analysis of pension funds’ disclosures of sustainable investing," Working Papers 770, DNB.
• Martijn Boermans, 2023. "Preferred habitat investors in the green bond market," Working Papers 773, DNB.
• Muñoz, Manuel A. & Soons, Oscar, 2023. "Public money as a store of value, heterogeneous beliefs, and banks: implications of CBDC," Working Paper Series 2801, European Central Bank.
• Hermans, Lieven & Kostka, Thomas & Vassallo, Danilo, 2023. "Asset allocation and risk taking under different interest rate regimes," Working Paper Series 2803, European Central Bank.
• Feinstein, Zachary & Hałaj, Grzegorz, 2023. "Interbank asset-liability networks with fire sale management," Working Paper Series 2806, European Central Bank.
• Julio Gálvez & Gonzalo Paz-Pardo, 2022. "Richer earnings dynamics, consumption and portfolio choice over the life cycle," Working Papers 2241, Banco de España.
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• Hong, Claire Yurong & Hou, Kewei & Nguyen, Thien Tung, 2023. "Debt Maturity Structure and Corporate Investment," Working Paper Series 2023-03, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Vokata, Petra, 2023. "Salient Attributes and Household Demand for Security Designs," Working Paper Series 2023-07, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• Sune Ferreira-Schenk & Zandri Dickason-Koekemoer, 2023. "Analysing the Factors Affecting the Long-term Investment Intention of Investors," International Journal of Economics and Financial Issues, Econjournals, vol. 13(1), pages 112-120, January.
• Ruschelle Sgammini, 2023. "A Comparative Risk-adjusted Performance Evaluation of South African SRI Funds and the FTSE/JSE over the Covid-19 Period," International Journal of Economics and Financial Issues, Econjournals, vol. 13(1), pages 46-55, January.
• Şenol, Doğaç & Onay, Ceylan, 2023. "Impact of gamification on mitigating behavioral biases of investors," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
• Gutiérrez-Nieto, Begoña & Ortiz, Cristina & Vicente, Luis, 2023. "A bibliometric analysis of the disposition effect: Origins and future research avenues," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
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• Takino, Kazuhiro & Ishinagi, Yoshikazu, 2023. "Are banks risk-averse or risk-neutral investors?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
• Guo, Mng, 2023. "Dampening effect and market efficiency," Journal of Economic Dynamics and Control, Elsevier, vol. 148(C).
• Chen, Jian & Tang, Guohao & Yao, Jiaquan & Zhou, Guofu, 2023. "Employee sentiment and stock returns," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
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• Lou, Youcheng & Yang, Yaqing, 2023. "Information linkages in a financial market with imperfect competition," Journal of Economic Dynamics and Control, Elsevier, vol. 150(C).
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• Conterius, Simeon & Akimov, Alexandr & Su, Jen-Je & Roca, Eduardo, 2023. "Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 863-875.
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• Taufik Faturohman & David Christian, 2023. "Predictive Blend: Fundamental Indexing with Markowitz Mean Variance Portfolio in Indonesia Stock Exchange," International Symposia in Economic Theory and Econometrics, in: Comparative Analysis of Trade and Finance in Emerging Economies, volume 31, pages 101-111, Emerald Group Publishing Limited.
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• Mikhail V. Sokolov, 2023. "NPV, IRR, PI, PP, and DPP: a unified view," Papers 2302.02875, arXiv.org, revised Mar 2023.
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• Mohammad Sharik Essa & Evangelos Giouvris, 2023. "Fama–French–Carhart Factor-Based Premiums in the US REIT Market: A Risk Based Explanation, and the Impact of Financial Distress and Liquidity Crisis from 2001 to 2020," IJFS, MDPI, vol. 11(1), pages 1-39, January.
• Konradt, Maximilian, 2023. "Do pension funds reach for yield? Evidence from a new database," MPRA Paper 116209, University Library of Munich, Germany.
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• El Kalak, Izidin & Leung, Woon Sau & Takahashi, Hidenori & Yamada, Kazuo, 2023. "The Bank of Japan's equity purchases and stock illiquidity," Journal of Financial Markets, Elsevier, vol. 63(C).
• Chen, Ding & Guo, Biao & Zhou, Guofu, 2023. "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, vol. 63(C).
• Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian, 2023. "Forecasting Stock Market Crashes via Machine Learning," Journal of Financial Stability, Elsevier, vol. 65(C).
• Hattori, Takahiro & Yoshida, Jiro, 2023. "The impact of Bank of Japan’s exchange-traded fund purchases," Journal of Financial Stability, Elsevier, vol. 65(C).
• Ahrens, Steffen & Bitter, Lea & Bosch-Rosa, Ciril, 2023. "Coordination under loss contracts," Games and Economic Behavior, Elsevier, vol. 137(C), pages 270-293.
• Zhang, Hanyu & Assereto, Martina & Byrne, Julie, 2023. "Deferring real options with solar renewable energy certificates," Global Finance Journal, Elsevier, vol. 55(C).
• Chauvet, Marcelle & Jiang, Cheng, 2023. "Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S," Global Finance Journal, Elsevier, vol. 55(C).
• Chazi, Abdelaziz & Samet, Anis & Azad, A.S.M. Sohel, 2023. "Volatility and correlation of Islamic and conventional indices during crises," Global Finance Journal, Elsevier, vol. 55(C).
• Boermans, Martijn A. & Burger, John D., 2023. "Fickle emerging market flows, stable euros, and the dollar risk factor," Journal of International Economics, Elsevier, vol. 142(C).
• Xie, Lin & Chen, Lv & Qian, Linyi & Li, Danping & Yang, Zhixin, 2023. "Optimal investment and consumption strategies for pooled annuity with partial information," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 129-155.
• Belzunce, Félix & Martínez-Riquelme, Carolina, 2023. "A new stochastic dominance criterion for dependent random variables with applications," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 165-176.
• Li, Xun & Yu, Xiang & Zhang, Qinyi, 2023. "Optimal consumption and life insurance under shortfall aversion and a drawdown constraint," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 25-45.
• Chen, Zheng & Li, Zhongfei & Zeng, Yan, 2023. "Portfolio choice with illiquid asset for a loss-averse pension fund investor," Insurance: Mathematics and Economics, Elsevier, vol. 108(C), pages 60-83.
• Xing, Jie & Ma, Jingtang & Yang, Wensheng, 2023. "Optimal entry decision of unemployment insurance under partial information," Insurance: Mathematics and Economics, Elsevier, vol. 110(C), pages 31-52.
• Mi, Hui & Xu, Zuo Quan, 2023. "Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory," Insurance: Mathematics and Economics, Elsevier, vol. 110(C), pages 82-105.
• Stoja, Evarist & Polanski, Arnold & Nguyen, Linh H. & Pereverzin, Aleksandr, 2023. "Does systematic tail risk matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
• Dai, Yingtong & Harris, Richard D.F., 2023. "Average tail risk and aggregate stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
• Hertrich, Daniel, 2023. "Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
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• Sarwar, Ghulam, 2023. "Market risks that change US-European equity correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 83(C).
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• Aduba, Joseph Jr. & Harimaya, Kozo, 2023. "Impact of international expansion strategy on the performance of Japanese banks," Japan and the World Economy, Elsevier, vol. 65(C).
• Guo, Laite, 2023. "Two faces of the size effect," Journal of Banking & Finance, Elsevier, vol. 146(C).
• Aretz, Kevin & Eser Arisoy, Y., 2023. "The Pricing of Skewness Over Different Return Horizons," Journal of Banking & Finance, Elsevier, vol. 148(C).
• Cao, Ji & Muhl, Stefan & Rieger, Marc Oliver & Chen, Hung-Ling, 2023. "Sign matters: Stock-movement-based trading decisions of individual investors," Journal of Banking & Finance, Elsevier, vol. 148(C).
• Caglayan, Mustafa O. & Lawrence, Edward & Reyes-Peña, Robinson, 2023. "Hot potatoes: Underpricing of stocks following extreme negative returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Cakici, Nusret & Zaremba, Adam, 2023. "Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Neupane, Suman & Thapa, Chandra & Vithanage, Kulunu, 2023. "Context‐specific experience and institutional investors’ performance," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Hsieh, Jim & Ng, Lilian & Wang, Qinghai, 2023. "How informative are insider trades and analyst recommendations?," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Bonaparte, Yosef & Khalaf, Sarah & Korniotis, George M., 2023. "Financial decisions of minorities post-2008," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Cong, Lin William & George, Nathan Darden & Wang, Guojun, 2023. "RIM-based value premium and factor pricing using value-price divergence," Journal of Banking & Finance, Elsevier, vol. 149(C).
• Shang, Longfei & Saffar, Walid, 2023. "Employment Protection and Household Mortgage Debt," Journal of Banking & Finance, Elsevier, vol. 149(C).
• LIN, Fengjiao & QIU, Zhigang & ZHENG, Weinan, 2023. "Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market," Journal of Banking & Finance, Elsevier, vol. 150(C).
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2023. "Industry momentum in Latin America," Journal of Business Research, Elsevier, vol. 158(C).
• Packham, N. & Woebbeking, F., 2023. "Correlation scenarios and correlation stress testing," Journal of Economic Behavior & Organization, Elsevier, vol. 205(C), pages 55-67.
• Andrei, Daniel & Carlin, Bruce I., 2023. "Schumpeterian competition in a Lucas economy," Journal of Economic Theory, Elsevier, vol. 208(C).
• Engle, Robert F. & Campos-Martins, Susana, 2023. "What are the events that shake our world? Measuring and hedging global COVOL," Journal of Financial Economics, Elsevier, vol. 147(1), pages 221-242.
• Buffa, Andrea M. & Hodor, Idan, 2023. "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, Elsevier, vol. 147(2), pages 352-381.
• Gonçalves, Andrei S. & Leonard, Gregory, 2023. "The fundamental-to-market ratio and the value premium decline," Journal of Financial Economics, Elsevier, vol. 147(2), pages 382-405.
• van Binsbergen, Jules H. & Boons, Martijn & Opp, Christian C. & Tamoni, Andrea, 2023. "Dynamic asset (mis)pricing: Build-up versus resolution anomalies," Journal of Financial Economics, Elsevier, vol. 147(2), pages 406-431.
• Guiso, Luigi & Zaccaria, Luana, 2023. "From patriarchy to partnership: Gender equality and household finance," Journal of Financial Economics, Elsevier, vol. 147(3), pages 573-595.
• Sias, Richard & Starks, Laura T. & Turtle, H.J., 2023. "The negativity bias and perceived return distributions: Evidence from a pandemic," Journal of Financial Economics, Elsevier, vol. 147(3), pages 627-657.
• Dannhauser, Caitlin D. & Spilker, Harold D., 2023. "The Modern Mutual Fund Family," Journal of Financial Economics, Elsevier, vol. 148(1), pages 1-20.
• Korevaar, Matthijs, 2023. "Reaching for yield and the housing market: Evidence from 18th-century Amsterdam," Journal of Financial Economics, Elsevier, vol. 148(3), pages 273-296.
• Ibert, Markus, 2023. "What do mutual fund managers’ private portfolios tell us about their skills?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
• Sinclair, Andrew J., 2023. "Do prime brokers intermediate capital?," Journal of Financial Intermediation, Elsevier, vol. 53(C).
• Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Journal of Financial Intermediation, Elsevier, vol. 53(C).
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  • Cosimo Pancaro & Christoffer Kok & Carola Müller & Steven Ongena, 2022. "The Disciplining Effect of Supervisory Scrutiny in the EU-Wide Stress Test," Swiss Finance Institute Research Paper Series 22-59, Swiss Finance Institute.
  • Kok, Christoffer & Müller, Carola & Pancaro, Cosimo, 2021. "The disciplining effect of supervisory scrutiny in the EU-wide stress test," CEPR Discussion Papers 16157, C.E.P.R. Discussion Papers.
• Lugo, Stefano, 2023. "Cost of monitoring and risk taking in the money market funds industry," Journal of Financial Intermediation, Elsevier, vol. 53(C).
• Fan, John Hua & Qiao, Xiao, 2023. "Commodity momentum: A tale of countries and sectors," Journal of Commodity Markets, Elsevier, vol. 29(C).
• El Ammari, Anis & Vidal, Marta & Vidal-García, Javier, 2023. "European market timing," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
• Alshater, Muneer M. & Alqaralleh, Huthaifa & El Khoury, Rim, 2023. "Dynamic asymmetric connectedness in technological sectors," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
• Lei, Heng & Xue, Minggao & Liu, Huiling & Ye, Jing, 2023. "Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing," Resources Policy, Elsevier, vol. 80(C).
• Huang, Yisu & Xu, Weiju & Huang, Dengshi & Zhao, Chenchen, 2023. "Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective," Resources Policy, Elsevier, vol. 80(C).
• Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2023. "Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities," Resources Policy, Elsevier, vol. 81(C).
• Guru, Biplab Kumar & Pradhan, Ashis Kumar & Bandaru, Ramakrishna, 2023. "Volatility contagion between oil and the stock markets of G7 countries plus India and China," Resources Policy, Elsevier, vol. 81(C).
• Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023. "Transition risk, physical risk, and the realized volatility of oil and natural gas prices," Resources Policy, Elsevier, vol. 81(C).
• Jia, Zhenzhen & Tiwari, Sunil & Zhou, Jianhua & Farooq, Muhammad Umar & Fareed, Zeeshan, 2023. "Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates," Resources Policy, Elsevier, vol. 81(C).
• Lin, Chaonan & Ho, Hsiao-Wei & Ko, Kuan-Cheng, 2023. "Shorting flows and return predictability in Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
• Chen, Qi-An & Li, Huashi & Lin, Jianyi & Yan, Youliang, 2023. "Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
• Bradrania, Reza & Veron, Jose Francisco, 2023. "The beta anomaly in the Australian stock market and the lottery demand," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
• Chen, Shu & Han, Xiaoyan & Zhang, Zili & Zhao, Xuejun, 2023. "ESG investment in China: Doing well by doing good," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
• Luo, Deming & Jiang, Sainan & Yao, Zhongwei, 2023. "Economic policy uncertainty and mutual fund risk shifting," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
• Li, Zhiyong & Rao, Xiao, 2023. "Exploring the zoo of predictors for mutual fund performance in China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
• Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023. "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
• Su, Xuan-Qi, 2023. "Directors' and Officers' liability insurance and cross section of expected stock returns: A mispricing explanation," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
• Feng, Xunan & Johansson, Anders C. & Wei, Dengxi, 2023. "Judging a book by its cover: Analysts and attention-driven price patterns in China's IPO market," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
• Chen, Hong-Yi & Hsieh, Chia-Hsun & Lee, Cheng-Few, 2023. "Revisiting the momentum effect in Taiwan: The role of persistency," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
• Li, Ang & Liu, Mark & Sheather, Simon, 2023. "Predicting stock splits using ensemble machine learning and SMOTE oversampling," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
• Wang, Kemin & Zhang, Guanglong & Zhou, Lin, 2023. "Managerial disposition effect: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
• Han, Min-Yeon & Jun, Sang-Gyung & Oh, Ji Yeol Jimmy & Kang, Hyoung-Goo, 2023. "Who should choose the money managers? Institutional sponsors' equity manager performance," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
• Xu, Yongan & Liang, Chao & Wang, Jianqiong, 2023. "Financial stress and returns predictability: Fresh evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
• Guidolin, Massimo & Wang, Kai, 2023. "The empirical performance of option implied volatility surface-driven optimal portfolios," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 618(C).
• Phan, Thi Nha Truc & Bertrand, Philippe & Vo, Xuan Vinh & Jones, Kirsten, 2023. "Investigating financial decision-making when facing skewed distributions of return: A survey study in Vietnam," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 318-329.
• Ahmad, Muhammad Munir & Hunjra, Ahmed Imran & Taskin, Dilvin, 2023. "Do asymmetric information and leverage affect investment decisions?," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 337-345.
• Christiansen, Charlotte & Jansson, Thomas & Kallestrup-Lamb, Malene & Noren, Vicke, 2023. "Households' investments in socially responsible mutual funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 46-67.
• Samet, Anis & Abdallah, Wissam & Abdallah, Abed AL-Nasser, 2023. "The geography and determinants of ADR holdings," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 228-243.
• Khalfaoui, Rabeh & Shahzad, Umer & Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2023. "Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 88(C), pages 63-80.
• Bergeaud, Antonin & Eyméoud, Jean-Benoît & Garcia, Thomas & Henricot, Dorian, 2023. "Working from home and corporate real estate," Regional Science and Urban Economics, Elsevier, vol. 99(C).
  • Antonin Bergeaud & Jean-Benoît Eymeoud & Thomas Garcia & Dorian Henricot, 2022. "Working From Home and Corporate Real Estate," Working Papers hal-03548889, HAL.
  • Antonin Bergeaud & Jean-Benoît Eymeoud & Thomas Garcia & Dorian Henricot, 2022. "Working From Home and Corporate Real Estate," SciencePo Working papers Main hal-03548889, HAL.
  • Bergeaud, Antonin & Eyméoud, Jean-Benoît & Garcia, Thomas & Henricot, Dorian, 2022. "Working from home and corporate real estate," LSE Research Online Documents on Economics 117800, London School of Economics and Political Science, LSE Library.
  • Antonin Bergeaud & Jean Benoit Eymeoud & Thomas Garcia & Dorian Henricot, 2022. "Working from home and corporate real estate," CEP Discussion Papers dp1831, Centre for Economic Performance, LSE.
• De Pace, Pierangelo & Rao, Jayant, 2023. "Comovement and instability in cryptocurrency markets," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 173-200.
• Sun, Hang & Bos, Jaap.W.B. & Rodrigues, Paulo, 2023. "Destabilizing or passive? The impact of commodity index traders on equilibrium prices," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 271-285.
• Su, Kuangxi & Yao, Yinhong & Zheng, Chengli & Xie, Wenzhao, 2023. "A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 35-50.
• Gould, John & Yang, Joey W. & Singh, Ranjodh & Yeo, Ben, 2023. "The seasonality of lottery-like stock returns," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 383-400.
• Liu, Huan & Hou, Canran, 2023. "The external effect of institutional cross-ownership on excessive managerial perks," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 483-501.
• Yao, Youfu & Hong, Yun, 2023. "Can comment letters impact excess cash holdings? Evidence from China," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 900-922.
• Sahibzada, Irfan Ullah, 2023. "To what extent do sovereign rating actions affect global equity market sectors?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 240-261.
• Wang, Fang, 2023. "Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 318-331.
• Hong, Yanran & Yu, Jize & Su, Yuquan & Wang, Lu, 2023. "Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 358-368.
• Chen, Zhonglu & Zhang, Li & Weng, Chen, 2023. "Does climate policy uncertainty affect Chinese stock market volatility?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 369-381.
• Mercado, Rogelio V., 2023. "Bilateral capital flows: Transaction patterns and gravity," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 39-54.
• Liu, Jianing & Man, Yuanyuan & Dong, Xiuliang, 2023. "Tail dependence and risk spillover effects between China's carbon market and energy markets," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 553-567.
• Chen, Qi-an & Li, Huashi, 2023. "How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 590-610.
• Chen, Haiyang & Dai, Ya & Guo, David, 2023. "Financial literacy as a determinant of market participation: New evidence from China using IV-GMM," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 611-623.
• Shome, Samik & Hassan, M. Kabir & Verma, Sushma & Panigrahi, Tushar Ranjan, 2023. "Impact investment for sustainable development: A bibliometric analysis," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 770-800.
• Xiaoli, Gan & xiaoyi, Zhang & Xiaoyang, Ma & Khalid, Fahad, 2023. "Impact of financial environment on household risk financial asset selection: A micro perspective," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 137-145.
• Liu, Xiaoqun & Zhang, Yuchen & Tian, Mengqiao & Chao, Youcong, 2023. "Financial distress and jump tail risk: Evidence from China's listed companies," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 316-336.
• Ali, Fahad & Sensoy, Ahmet & Goodell, John W., 2023. "Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 744-792.
• Aharon, David Y. & Kizys, Renatas & Umar, Zaghum & Zaremba, Adam, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Research in International Business and Finance, Elsevier, vol. 64(C).
• Lee, Junyong & Lee, Kyounghun & Oh, Frederick Dongchuhl, 2023. "International portfolio diversification and the home bias puzzle," Research in International Business and Finance, Elsevier, vol. 64(C).
• Khaki, Audil & Prasad, Mason & Al-Mohamad, Somar & Bakry, Walid & Vo, Xuan Vinh, 2023. "Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?," Research in International Business and Finance, Elsevier, vol. 64(C).
• Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Zhu, You & Uddin, Gazi Salah, 2023. "Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).
• Hong, Yanran & Li, Pan & Wang, Lu & Zhang, Yaojie, 2023. "New evidence of extreme risk transmission between financial stress and international crude oil markets," Research in International Business and Finance, Elsevier, vol. 64(C).
• Awijen, Haithem & Ben Zaied, Younes & Ben Lahouel, Béchir & Khlifi, Foued, 2023. "Machine learning for US cross-industry return predictability under information uncertainty," Research in International Business and Finance, Elsevier, vol. 64(C).
• Liu, Yujun & Li, Zhongfei & Nekhili, Ramzi & Sultan, Jahangir, 2023. "Forecasting cryptocurrency returns with machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).
• Back, Camila & Morana, Stefan & Spann, Martin, 2023. "When do robo-advisors make us better investors? The impact of social design elements on investor behavior," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 103(C).
• Łęt, Blanka & Sobański, Konrad & Świder, Wojciech & Włosik, Katarzyna, 2023. "What drives the popularity of stablecoins? Measuring the frequency dynamics of connectedness between volatile and stable cryptocurrencies," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
• Bottazzi, Giulio & Cordoni, Francesco & Livieri, Giulia & Marmi, Stefano, 2023. "Uncertainty in firm valuation and a cross-sectional misvaluation measure," LSE Research Online Documents on Economics 118172, London School of Economics and Political Science, LSE Library.
• Guenther, Benno & Lordan, Grace, 2023. "When the disposition effect proves to be rational: experimental evidence from professional traders," LSE Research Online Documents on Economics 118353, London School of Economics and Political Science, LSE Library.

2022

• Yang, Yanlin & Hu, Xuemei & Jiang, Huifeng, 2022. "Group penalized logistic regressions predict up and down trends for stock prices," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Mo, Guoli & Zhang, Weiguo & Tan, Chunzhi & Liu, Xing, 2022. "Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Huang, Xiaoyong & Yu, Cong & Chen, Yunping & Jia, Fei & Xu, Xiangyun, 2022. "Rigid payment breaking, default spread and yields of Chinese treasury bonds," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Ho, Kung-Cheng & Lee, Shih-Cheng & Sun, Ping-Wen, 2022. "Disclosure quality, price efficiency, and expected returns," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Zhang, Caibin & Liang, Zhibin, 2022. "Optimal time-consistent reinsurance and investment strategies for a jump–diffusion financial market without cash," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Haensly, Paul J., 2022. "Lessons from naïve diversification about the risk-reward trade-off," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Yang, Haijun & Ge, Hengshun & Gao, Xinpeng, 2022. "An information diffusion model for momentum effect based on investor wealth," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Alomari, Mohammad & Al Rababa'a, Abdel Razzaq & Ur Rehman, Mobeen & Power, David M., 2022. "Infectious diseases tracking and sectoral stock market returns: A quantile regression analysis," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Aloui, Chaker & Asadov, Alam & Al-kayed, Lama & Hkiri, Besma & Danila, Nevi, 2022. "Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Pan, Qunxing & Mei, Xiaowen & Gao, Tianqing, 2022. "Modeling dynamic conditional correlations with leverage effects and volatility spillover effects: Evidence from the Chinese and US stock markets affected by the recent trade friction," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Curatola, Giuliano, 2022. "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Chen, Qi-an & Hu, Qingyu & Yang, Hu & Qi, Kai, 2022. "A kind of new time-weighted nonnegative lasso index-tracking model and its application," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Yang, Tingting & Huang, Xiaoxia, 2022. "Two new mean–variance enhanced index tracking models based on uncertainty theory," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
• Xu, Yuhong, 2022. "Optimal growth under model uncertainty," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
• Song, Lu & Tian, Gengyu & Jiang, Yonghong, 2022. "Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
• Wang, Hu & Li, Shouwei & Ma, Yuyin & Jiang, Shuyang, 2022. "Does investor sentiment affect fund crashes? Evidence from Chinese open-end funds," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
• Çelik, İsmail & Sak, Ahmet Furkan & Höl, Arife Özdemir & Vergili, Gizem, 2022. "The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
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• Lars Hengmith & Sophia Licht, 2022. "Objectification of Subjective Risk Assessments," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 10, pages 219-245, World Scientific Publishing Co. Pte. Ltd..
• Stefan Huschens & Gerhard Stahl, 2022. "Model Risk as Multiplicative Risk Factor," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 11, pages 247-267, World Scientific Publishing Co. Pte. Ltd..
• Krzysztof Jajuga, 2022. "Model Risk in Option Pricing — Estimation Risk of Volatility Parameter," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 12, pages 269-287, World Scientific Publishing Co. Pte. Ltd..
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• Harald Kinateder & Niklas Wagner, 2022. "Oil and Stock Market Returns: Direction, Volatility or Liquidity?," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 15, pages 335-351, World Scientific Publishing Co. Pte. Ltd..
• Sven Loßagk, 2022. "Risk Reduction by Law: An Assessment of the German Renewable Energy Sources Act," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 16, pages 353-377, World Scientific Publishing Co. Pte. Ltd..
• Andreas Horsch & Steffen Hundt, 2022. "Corporate Risk Management with Power Purchase Agreements," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 17, pages 379-400, World Scientific Publishing Co. Pte. Ltd..
• Thomas Burkhardt & Dominik Möhring, 2022. "The Christenson Gold Price Model Reconsidered," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 18, pages 401-415, World Scientific Publishing Co. Pte. Ltd..
• Siegfried Köstlmeier & Klaus Röder, 2022. "In Gold We Trust: Should German Investors Consider Gold in Stock Portfolios?," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 19, pages 417-436, World Scientific Publishing Co. Pte. Ltd..
• Tony Klein & Thomas Walther, 2022. "Dynamic Correlation of Precious Metals and Equity Markets: A Mixed Data Sampling Approach," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 20, pages 437-452, World Scientific Publishing Co. Pte. Ltd..
• Mario Straßberger, 2022. "Cryptocurrencies as an Asset Class — Holding Bitcoin in German Equities Portfolios," World Scientific Book Chapters, in: Tony Klein & Sven Loßagk & Mario Straßberger & Thomas Walther (ed.), Modern Finance and Risk Management Festschrift in Honour of Hermann Locarek-Junge, chapter 21, pages 453-474, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Efficient Markets," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 1, pages 1-19, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Real Markets," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 2, pages 21-38, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Discretionary Adventures," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 3, pages 39-96, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Systematic Profits," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 4, pages 97-132, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "The Factor Game," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 5, pages 133-147, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "AI Again," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 6, pages 149-172, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "ESG Investing," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 7, pages 173-186, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Towards Quantamental," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 8, pages 187-201, World Scientific Publishing Co. Pte. Ltd..
• Richard D. Bateson, 2022. "Appendices," World Scientific Book Chapters, in: QUANTITATIVE HEDGE FUNDS Discretionary, Systematic, AI, ESG and Quantamental, chapter 9, pages 203-249, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Introduction," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 1, pages 1-10, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #1: Southeast Asia is Not Silicon Valley," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 2, pages 11-36, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #2: If You Think You are Aiming Big, You Need to Go Bigger," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 3, pages 37-67, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #3: Diversify, Diversify, Diversify," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 4, pages 69-91, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #4: Finding the Next Billion-Dollar Company Starts with Asking the Right Questions," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 5, pages 93-129, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #5: Always Have a Fresh Approach to Due Diligence," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 6, pages 131-163, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #6: Don’t Just Invest, Build Companies," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 7, pages 165-199, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #7: Growth is All About De-risking Failure," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 8, pages 201-237, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #8: Culture is a Leading Indicator of Startup Success," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 9, pages 239-276, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #9: Scaling is Growing by Doing More with Less," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 10, pages 277-305, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #10: Always Be Fundraising," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 11, pages 307-329, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #11: Building a Strong Board of Directors is about Balance, Not Control," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 12, pages 331-348, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #12: Finding Exits is an Exercise in Creativity," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 13, pages 349-398, World Scientific Publishing Co. Pte. Ltd..
• Paulo Joquiño & Yinglan Tan, 2022. "Rule #13: There are Rules to Being Good, but No Rules to Being Great," World Scientific Book Chapters, in: Yinglan Tan (ed.), Backing the Bold A Primer on Early-Stage Venture Capital in Southeast Asia, chapter 14, pages 399-428, World Scientific Publishing Co. Pte. Ltd..
• Chen, An & Hieber, Peter & Sureth, Caren, 2022. "Pay for tax certainty? Advance tax rulings for risky investment under multi-dimensional tax uncertainty," arqus Discussion Papers in Quantitative Tax Research 273, arqus - Arbeitskreis Quantitative Steuerlehre.
• Andrada Bilan & Yalin Gündüz, 2022. "CDS market structure and bond spreads," Working Papers 2022-09, Swiss National Bank.
  • Bilan, Andrada & Gündüz, Yalın, 2022. "CDS market structure and bond spreads," Discussion Papers 24/2022, Deutsche Bundesbank.
• Bittner, Christian & Fecht, Falko & Pala, Melissa & Saidi, Farzad, 2022. "Information transmission between banks and the market for corporate control," Discussion Papers 29/2022, Deutsche Bundesbank.
• Fricke, Daniel & Jank, Stephan & Wilke, Hannes, 2022. "Who creates and who bears flow externalities in mutual funds?," Discussion Papers 41/2022, Deutsche Bundesbank.
• Lesmeister, Simon & Limbach, Peter & Rau, P. Raghavendra & Sonnenburg, Florian, 2022. "Indexing and the performance-flow relation of actively managed mutual funds," CFR Working Papers 22-02, University of Cologne, Centre for Financial Research (CFR).
• Ammann, Manuel & Cochardt, Alexander Elmar & Straumann, Simon & Weigert, Florian, 2022. "Back to the roots: Ancestral origin and mutual fund manager portfolio choice," CFR Working Papers 22-04, University of Cologne, Centre for Financial Research (CFR).
• Gehde-Trapp, Monika & Klingler, Linda, 2022. "The effect of sentiment on institutional investors: A gender analysis," CFR Working Papers 22-08, University of Cologne, Centre for Financial Research (CFR).
• Agarwal, Vikas & Cochardt, Alexander Elmar & Orlov, Vitaly, 2022. "Birth order and fund manager's trading behavior: Role of sibling rivalry," CFR Working Papers 22-12, University of Cologne, Centre for Financial Research (CFR).
• Burger, Eric & Grba, Fabian & Heidorn, Thomas, 2022. "The impact of ESG ratings on implied and historical volatility," Frankfurt School - Working Paper Series 230, Frankfurt School of Finance and Management.
• Heidorn, Thomas & Schlamann, Sara, 2022. "The dynamics of rating based credit benchmark curves," Frankfurt School - Working Paper Series 231, Frankfurt School of Finance and Management.
• Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022. "Intertemporal Consumption and Debt Aversion: A Replication and Extension," Papers 2201.06006, arXiv.org, revised Jun 2022.
  • Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022. "Intertemporal consumption and debt aversion: A replication and extension," Discussion Papers 2022/1, Free University Berlin, School of Business & Economics.
  • Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022. "Intertemporal Consumption and Debt Aversion: A Replication and Extension," Rationality and Competition Discussion Paper Series 312, CRC TRR 190 Rationality and Competition.
• Ahrens, Steffen & Bosch-Rosa, Ciril, 2022. "Motivated beliefs, social preferences, and limited liability in financial decision-making," Discussion Papers 2022/8, Free University Berlin, School of Business & Economics.
• Schlütter, Sebastian & Fianu, Emmanuel Senyo & Gründl, Helmut, 2022. "Responsible investments in life insurers' optimal portfolios under solvency constraints," ICIR Working Paper Series 45/22, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• Müller, Carola, 2022. "Capital requirements, market structure, and heterogeneous banks," IWH Discussion Papers 15/2022, Halle Institute for Economic Research (IWH).
• Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022. "Option characteristics as cross-sectional predictors," LawFin Working Paper Series 37, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
• Huning, Thilo R. & Wahl, Fabian, 2022. "Identity, instability, and investors: An empirical investigation of the home bias," Working Papers 35, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Bogle, David A. & Campbell, Gareth & Coyle, Christopher & Turner, John D., 2022. "Why did shareholder liability disappear?," QUCEH Working Paper Series 2022-12, Queen's University Belfast, Queen's University Centre for Economic History.
• Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2022. "Sustainable finance: A journey toward ESG and climate risk," SAFE Working Paper Series 349, Leibniz Institute for Financial Research SAFE.
• Olga Balakina & Claes Bäckman & Andreas Hackethal & Tobin Hanspal & Dominique M. Lammer, 2022. "Good Peers, Good Apples? Peer Effects in Portfolio Quality," Economics Working Papers 2022-02, Department of Economics and Business Economics, Aarhus University.
  • Balakina, Olga & Bäckman, Claes & Hackethal, Andreas & Hanspal, Tobin & Lammer, Dominique Marcel, 2022. "Good peers, good apples? Peer effects in portfolio quality," SAFE Working Paper Series 353, Leibniz Institute for Financial Research SAFE.
• Bucher-Koenen, Tabea & Hackethal, Andreas & Kasinger, Johannes & Laudenbach, Christine, 2022. "Disparities in financial literacy, pension planning, and saving behavior," SAFE Working Paper Series 362, Leibniz Institute for Financial Research SAFE.
• Pollastri, Alessandro & Rodrigues, Paulo Jorge Maurício & Schlag, Christian & Seeger, Norman, 2022. "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks," SAFE Working Paper Series 372, Leibniz Institute for Financial Research SAFE.
• Kormanyos, Emily & Hanspal, Tobin & Hackethal, Andreas, 2023. "Do gamblers invest in lottery stocks?," SAFE Working Paper Series 373, Leibniz Institute for Financial Research SAFE.
• Heinke, Steve & Olschewski, Sebastian & Rieskamp, Jörg, 2022. "Experiences and Asset Price Dynamics," VfS Annual Conference 2022 (Basel): Big Data in Economics 264017, Verein für Socialpolitik / German Economic Association.
• Tischer, Johannes, 2022. "Quantitative Easing, Safe Asset Scarcity and Bank Lending," VfS Annual Conference 2022 (Basel): Big Data in Economics 264035, Verein für Socialpolitik / German Economic Association.
• Daniel Fehrle, 2021. "Hedging Against Inflation: Housing vs. Equity," Discussion Paper Series 342, Universitaet Augsburg, Institute for Economics.
  • Fehrle, Daniel, 2022. "Hedging Against Inflation: Housing vs. Equity," VfS Annual Conference 2022 (Basel): Big Data in Economics 264044, Verein für Socialpolitik / German Economic Association.
• Bucher-Koenen, Tabea & Hackethal, Andreas & Kasinger, Johannes & Laudenbach, Christine, 2022. "Disparities in financial literacy, pension planning, and saving behavior," ZEW Discussion Papers 22-037, ZEW - Leibniz Centre for European Economic Research.
• Olivier Ledoit & Michael Wolf, 2022. "Markowitz portfolios under transaction costs," ECON - Working Papers 420, Department of Economics - University of Zurich.
• Xing Han, 2022. "Understanding the Performance of Components in Betting Against Beta," Critical Finance Review, now publishers, vol. 11(1), pages 1-36, February.
• Ivo Welch, 2022. "Simply Better Market Betas," Critical Finance Review, now publishers, vol. 11(1), pages 37-64, February.
  • Ivo Welch, 2019. "Simpler Better Market Betas," NBER Working Papers 26105, National Bureau of Economic Research, Inc.
• Andrea L. Eisfeldt & Edward T. Kim & Dimitris Papanikolaou, 2022. "Intangible Value," Critical Finance Review, now publishers, vol. 11(2), pages 299-332, May.
• Baruch Lev & Srivastava Anup, 2022. "Explaining the Recent Failure of Value Investing," Critical Finance Review, now publishers, vol. 11(2), pages 333-360, May.
• Thiago de Oliveira Souza, 2022. "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios," Critical Finance Review, now publishers, vol. 11(2), pages 361-373, May.
• John Adams & Darren Hayunga & Sattar Mansi, 2022. "Scale and Performance in Active Management are Not Negatively Related," Critical Finance Review, now publishers, vol. 11(3-4), pages 541-592, August.
• LuboÅ¡ Pástor & Robert F. Stambaugh & Lucian A. Taylor & Min Zhu, 2022. "Diseconomies of Scale in Active Management: Robust Evidence," Critical Finance Review, now publishers, vol. 11(3-4), pages 593-611, August.
  • Stambaugh, Robert F. & Taylor, Lucian & Zhu, Min, 2021. "Diseconomies of Scale in Active Management: Robust Evidence," CEPR Discussion Papers 16376, C.E.P.R. Discussion Papers.
• Jake Gorman & Farida Akhtar & Robert B. Durand & John Gould, 2022. "It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect," Critical Finance Review, now publishers, vol. 11(3-4), pages 647-675, August.
• Minxia Chen & Joseph Cherian & Ziyun Li & Yuping Shao & Marti G. Subrahmanyam, 2022. "Clientele Effect in Sovereign Bonds: Evidence From Islamic Sukuk Bonds in Malaysia," Critical Finance Review, now publishers, vol. 11(3-4), pages 677-745, August.
• Florian Fuchs & Roland Füss & Tim Jenkinson & Stefan Morkoetter, 2022. "Should Investors Care Where Private Equity Managers Went to School?," Review of Corporate Finance, now publishers, vol. 2(3), pages 451-449, December.
• Erin E. Smith & Janet Kiholm Smith & Richard L. Smith, 2022. "Bias in the Reporting of Venture Capital Performance: The Disciplinary Role of FOIA," Review of Corporate Finance, now publishers, vol. 2(3), pages 493-525, December.
• Lukas Koenig & Hans-Peter Burghof, 2022. "The Investment Style Drift Puzzle and Risk-Taking in Venture Capital," Review of Corporate Finance, now publishers, vol. 2(3), pages 527-585, December.
• Ronald Anderson & Nan Li & David M. Reeb & Masud Karim, 2022. "The Family Firm Ownership Puzzle," Review of Corporate Finance, now publishers, vol. 2(4), pages 679-720, December.
• L. Bloch & B. Favetto & A. Lagouge & F. Sã‰Dillot, 2022. "Inégalités de rendements et de patrimoine en France en 2017," Documents de Travail de l'Insee - INSEE Working Papers 2022-14, Institut National de la Statistique et des Etudes Economiques.
• Anton Gerunov, 2022. "Risk Management for Crypto Assets: Towards Volume-Adjusted Metrics," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 1, pages 111-131, March.
• Zlatko Zlatkov, 2022. "Investment in Cyclic Economy and Investment Growth," Ikonomiceski i Sotsialni Alternativi, University of National and World Economy, Sofia, Bulgaria, issue 3, pages 18-32, September.
• Dimiter Nenkov, 2022. "The “New Normality†and the Lessons of Stock-Market History," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 11-40, July.
• Anton Schautzer & Helmut Stix, 2022. "Past and future development of euro cash in Austria – resilience in light of technological change and economic crises," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 1, pages 21-46.
• Anton Schautzer & Helmut Stix, 2022. "Past and future development of euro cash in Austria – resilience in light of technological change and economic crises," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue 22/Q1-Q2, pages 21-46.
• Anton Schautzer & Helmut Stix, 2022. "Past and future development of euro cash in Austria – resilience in light of technological change and economic crises," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q1-Q2/22, pages 21-46.
• Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d'Artis Kancs, 2022. "Environmental-Social-Governance Preferences and the Holding of Crypto-Assets," EERI Research Paper Series EERI RP 2022/07, Economics and Econometrics Research Institute (EERI), Brussels.
  • Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d'Artis Kancs, 2022. "Environmental-Social-Governance Preferences and Investments in Crypto-Assets (Pavel Ciaian, Andrej Cupak, Pirmin Fessler, d’Artis Kancs)," Working Papers 243, Oesterreichische Nationalbank (Austrian Central Bank).
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• Ion FRECAUTAN & Andreea NITA (DANILA), 2022. "Who Is Going To Win: The Eu Esg Regulation Or The Rest Of The World? €“ A Critical Review," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 2(2), pages 109-120, December.
• Julien Hugonnier & Florian Pelgrin & Pascal St-Amour, 2022. "Valuing Life as an Asset, as a Statistic and at Gunpoint [‘Lectures in labor economics’]," The Economic Journal, Royal Economic Society, vol. 132(643), pages 1095-1122.
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• Amar Anwar & Ichiro Iwasaki & Utz Dornberger, 2022. "Investment Motives in Africa: What Does the Meta-Analytic Review Tell? [Confucius Institutes and FDI Flows from China to Africa]," Journal of African Economies, Centre for the Study of African Economies (CSAE), vol. 31(1), pages 1-52.
• Olivier Ledoit & Michael Wolf, 2022. "The Power of (Non-)Linear Shrinking: A Review and Guide to Covariance Matrix Estimation [Design-Free Estimation of Variance Matrices]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 20(1), pages 187-218.
• Tim Bollerslev, 2022. "Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal [Vulnerable Growth]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 20(2), pages 219-252.
• Ricardo Laborda & Jose Olmo, 2022. "Hedging Demand in Long-Term Asset Allocation with an Application to Carry Trade Strategies [Variable Selection for Portfolio Choice]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 20(3), pages 472-504.
• Mathias S Kruttli, 2022. "From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors [Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 20(3), pages 539-567.
• Gianluca De Nard, 2022. "Oops! I Shrunk the Sample Covariance Matrix Again: Blockbuster Meets Shrinkage [Eigenvalue Ratio Test for the Number of Factors]," The Journal of Financial Econometrics, Society for Financial Econometrics, vol. 20(4), pages 569-611.
• Raslan Alzuabi & Sarah Brown & Daniel Gray & Mark N Harris & Christopher Spencer, 2022. "Household saving, health, and healthcare utilization in Japan [Stature, obesity, and portfolio choice]," Oxford Economic Papers, Oxford University Press, vol. 74(2), pages 473-497.
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• Andrea Frazzini & Lasse Heje Pedersen, 2022. "Embedded Leverage [Asset pricing with liquidity risk]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(1), pages 1-52.
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• Huafeng (Jason) Chen & Jason V Chen & Feng Li & Pengfei Li, 2022. "Measuring Operating Leverage [Measuring economic policy uncertainty]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(1), pages 112-154.
• Sangmin S Oh & Jessica A Wachter, 2022. "Cross-Sectional Skewness [Endogenous information flows and the clustering of announcements]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(1), pages 155-198.
• Bastian von Beschwitz & Sandro Lunghi & Daniel Schmidt, 2022. "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data [Leverage, moral hazard, and liquidity]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(1), pages 199-242.
• Te-Feng Chen & Tarun Chordia & San-Lin Chung & Ji-Chai Lin, 2022. "Volatility-of-Volatility Risk in Asset Pricing [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(1), pages 289-335.
• Steffen Windmüller, 2022. "Firm Characteristics and Global Stock Returns: A Conditional Asset Pricing Model [Illiquidity and stock returns: Cross-section and time-series effects]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(2), pages 447-499.
• Sudheer Chava & Soohun Kim & Daniel Weagley, 2022. "Revealed Heuristics: Evidence from Investment Consultants’ Search Behavior [Which factors matter to investors? Evidence from mutual fund flows]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(2), pages 543-592.
• Pekka Honkanen & Daniel Schmidt, 2022. "Learning from Noise? Price and Liquidity Spillovers around Mutual Fund Fire Sales [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(2), pages 593-637.
• Alexander K Zentefis, 2022. "Self-Fulfilling Asset Prices [Limited market participation and volatility of asset prices]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(4), pages 886-917.
• Qi Lin, 2022. "Is Economic Uncertainty a Valid Intertemporal CAPM State Variable? [Basis assets]," The Review of Asset Pricing Studies, Oxford University Press, vol. 12(4), pages 999-1040.
• Jongsub Lee & Tao Li & Donghwa Shin, 2022. "The Wisdom of Crowds in FinTech: Evidence from Initial Coin Offerings," Review of Corporate Finance Studies, Oxford University Press, vol. 11(1), pages 1-46.
• Marco Pagano & Josef Zechner, 2022. "COVID-19 and Corporate Finance [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]," Review of Corporate Finance Studies, Oxford University Press, vol. 11(4), pages 849-879.
  • Marco Pagano & Josef Zechner, 2022. "COVID-19 and Corporate Finance," CSEF Working Papers 651, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Adam Jørring & Andrew W Lo & Tomas J Philipson & Manita Singh & Richard T Thakor, 2022. "Sharing R&D Risk in Healthcare via FDA Hedges [Bank lines of credit as contingent liquidity: Covenant violations and their implications]," Review of Corporate Finance Studies, Oxford University Press, vol. 11(4), pages 880-922.
• John H Cochrane, 2022. "Portfolios for Long-Term Investors [Rare disasters and asset markets in the twentieth century]," Review of Finance, European Finance Association, vol. 26(1), pages 1-42.
• James Brugler & Carole Comerton-Forde & J Spencer Martin, 2022. "Secondary Market Transparency and Corporate Bond Issuing Costs [Asset pricing and the bid–ask spread]," Review of Finance, European Finance Association, vol. 26(1), pages 43-77.
• Christopher Hrdlicka, 2022. "Trading Volume and Time Varying Betas [Alpha or beta in the eye of the beholder: what drives hedge fund flows?]," Review of Finance, European Finance Association, vol. 26(1), pages 79-116.
• Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022. "Momentum, Reversals, and Investor Clientele [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 26(2), pages 217-255.
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• Bjarne Florentsen & Ulf Nielsson & Peter Raahauge & Jesper Rangvid, 2022. "How Important is Affiliation Between Mutual Funds and Distributors for Fund Flows? [Is unbiased financial advice to retail investors sufficient? Answers from a large field study]," Review of Finance, European Finance Association, vol. 26(4), pages 971-1009.
• Susan K Christoffersen & Donald B Keim & David K Musto & Aleksandra Rzeźnik, 2022. "Passive-Aggressive Trading: The Supply and Demand of Liquidity by Mutual Funds [Does motivation matter when assessing trade performance? An analysis of mutual funds]," Review of Finance, European Finance Association, vol. 26(5), pages 1145-1177.
• Raymond Fisman & April Knill & Sergey Mityakov & Margarita Portnykh, 2022. "Political Beta [The impact of the 2018 tariffs on prices and welfare]," Review of Finance, European Finance Association, vol. 26(5), pages 1179-1215.
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• Alex Edmans & Marcin Kacperczyk, 2022. "Sustainable Finance [A simplemodel of capital market equilibrium with incomplete information]," Review of Finance, European Finance Association, vol. 26(6), pages 1309-1313.
• Olivier David Zerbib, 2022. "A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, vol. 26(6), pages 1345-1388.
• Steven D. Baker & Burton Hollifield & Emilio Osambela, 2022. "Asset Prices and Portfolios with Externalities [Pricedetermination in the EU ETS market: theory and econometric analysis with market fundamentals]," Review of Finance, European Finance Association, vol. 26(6), pages 1433-1468.
• Konstantin Bräuer & Andreas Hackethal & Tobin Hanspal, 2022. "Consuming Dividends [Dynamic spending responses to wealth shocks: Evidence from quasi-lotteries on the stock market]," Review of Financial Studies, Society for Financial Studies, vol. 35(10), pages 4802-4857.
• Nelson Camanho & Harald Hau & Hélène Rey, 2022. "Global Portfolio Rebalancing and Exchange Rates [Risk appetite and exchange rates]," Review of Financial Studies, Society for Financial Studies, vol. 35(11), pages 5228-5274.
• Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner, 2022. "Insurers as Asset Managers and Systemic Risk [Measuring systemic risk]," Review of Financial Studies, Society for Financial Studies, vol. 35(12), pages 5483-5534.
• Gerard Hoberg & Nitin Kumar & Nagpurnanand Prabhala, 2022. "Buy-Side Competition and Momentum Profits [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 254-298.
• Erik Stafford, 2022. "Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting [The risk-adjusted cost of financial distress]," Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 299-342.
• Samuel M Hartzmark & David H Solomon, 2022. "Reconsidering Returns [De facto political power and institutional persistence]," Review of Financial Studies, Society for Financial Studies, vol. 35(1), pages 343-393.
• Mahdi Nezafat & Mark Schroder, 2022. "Private Information, Securities Lending, and Asset Prices [Do heterogeneous beliefs matter for asset pricing?]," Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 1009-1063.
• Pedro Barroso & Konark Saxena, 2022. "Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios [Inferring reporting-related biases in hedge fund databases from hedge fund equity holdings]," Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1222-1278.
• Jacopo Magnani & Jean Paul Rabanal & Olga A Rud & Yabin Wang, 2022. "Efficiency of Dynamic Portfolio Choices: An Experiment [Hedge fund performance 1990–2000: Do the “money machines” really add value?]," Review of Financial Studies, Society for Financial Studies, vol. 35(3), pages 1279-1309.
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• Rawley Z Heimer & Alex Imas, 2022. "Biased by Choice: How Financial Constraints Can Reduce Financial Mistakes [Made poorer by choice: Worker outcomes in social security vs. private retirement accounts]," Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 1643-1681.
• Jingchi Liao & Cameron Peng & Ning Zhu, 2022. "Extrapolative Bubbles and Trading Volume [Wealth redistribution in bubbles and crashes]," Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 1682-1722.
• Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song, 2022. "What Do Mutual Fund Investors Really Care About? [Systematic mistakes in the mortgage market and lack of financial sophistication]," Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 1723-1774.
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• Christian Heyerdahl-Larsen & Johan Walden, 2022. "Distortions and Efficiency in Production Economies with Heterogeneous Beliefs [What do we learn from Schumpetarian growth theory]," Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 1775-1812.
• Sophia Zhengzi Li & Ernst Maug & Miriam Schwartz-Ziv, 2022. "When Shareholders Disagree: Trading after Shareholder Meetings [Fragility of asymptotic agreement under Bayesian learning]," Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 1813-1867.
• Ravi Bansal & Di (Andrew) Wu & Amir Yaron, 2022. "Socially Responsible Investing in Good and Bad Times [Luxury goods and the equity premium]," Review of Financial Studies, Society for Financial Studies, vol. 35(4), pages 2067-2099.
• Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song, 2022. "Ratings-Driven Demand and Systematic Price Fluctuations [Abnormal returns to a fundamental analysis strategy]," Review of Financial Studies, Society for Financial Studies, vol. 35(6), pages 2790-2838.
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• Alexander Dyck & Paulo Manoel & Adair Morse, 2022. "Outraged by Compensation: Implications for Public Pension Performance [Pension fund asset allocation and liability discount rates]," Review of Financial Studies, Society for Financial Studies, vol. 35(6), pages 2928-2980.
• Scott R Baker & Lorenz Kueng & Steffen Meyer & Michaela Pagel, 2022. "Consumption Imputation Errors in Administrative Data [Consistency between household-level consumption data from registers and surveys]," Review of Financial Studies, Society for Financial Studies, vol. 35(6), pages 3021-3059.
• Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022. "Where Has All the Data Gone? [A noisy rational expectations equilibrium for multi-asset securities markets]," Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3101-3138.
• Gregory W Brown & Philip Howard & Christian T Lundblad, 2022. "Crowded Trades and Tail Risk [Risks and portfolio decisions involving hedge funds]," Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3231-3271.
• Irem Demirci & Miguel A Ferreira & Pedro Matos & Clemens Sialm, 2022. "How Global Is Your Mutual Fund? International Diversification from Multinationals [Information costs and home bias: An analysis of US holdings of foreign equities]," Review of Financial Studies, Society for Financial Studies, vol. 35(7), pages 3337-3372.
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• Aleksandar Andonov & Joshua D Rauh, 2022. "The Return Expectations of Public Pension Funds [From the horse’s mouth: Economic conditions and investor expectations of risk and return]," Review of Financial Studies, Society for Financial Studies, vol. 35(8), pages 3777-3822.
• Sylvain Catherine, 2022. "Countercyclical Labor Income Risk and Portfolio Choices over the Life Cycle [How do household portfolio shares vary with age?]," Review of Financial Studies, Society for Financial Studies, vol. 35(9), pages 4016-4054.
• Filippo De Marco & Marco Macchiavelli & Rosen Valchev, 2022. "Beyond Home Bias: International Portfolio Holdings and Information Heterogeneity [A noisy rational expectations equilibrium for multi-asset securities markets]," Review of Financial Studies, Society for Financial Studies, vol. 35(9), pages 4387-4422.
• Gabriel Druta & Laura Raisa Milos, 2022. "Importance of Fundamental Analysis in the Market Valuation of the Medical Sector. Evidence from a Developed Stock Market," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 873-881, September.
• Oana Oprisan & Ana-Maria Dumitrache (Serbanescu) & Remus Spinu, 2022. "Crypto Currencies and Block Chain System," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 948-951, September.
• Oana Oprisan & Ana-Maria Dumitrache (Serbanescu) & Remus Spinu, 2022. "Evolutions and Trends on the Romanian Capital Market in the Post-Covid-19 Period," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(1), pages 952-956, September.
• Mitica Pepi, 2022. "The Interdependence of the Stock Markets Developed in Central and Eastern- European Stock Markets - Represented by the Stock Indices," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 995-1000, Decembrie.
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• Giraldo Cardona, Ingrid & Socorro Márquez, Félix O. & Reyes Ortiz, Giovanni E., 2022. "Caracterización de la financiación para desarrollo en Colombia (2010-2018): caso empresa ACME SA [Characterization of financing for development in Colombia (2010-2018): case company ACME SA]," 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, vol. 34(1), pages 17-36, December.
• Martínez Vargas, Agustín María & Edilson Hernández, Marcos & Velásquez Cerón, Omar, 2022. "Evaluación de las decisiones financieras operacionales que generan flujo de caja en las MIPYMES [Evaluation of Operational Financial Decisions that Generate Cash Flow in Msmes]," 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, vol. 34(1), pages 60-82, December.
• Murat Yaş & Ahmet Faruk Aysan & Mohamed Eskandar Shah Mohd Rasid, 2022. "Are religious investors financially smart? evidence from equity funds," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 33-45, February.
• Siri Tronslien Sagbakken & Dan Zhang, 2022. "European sin stocks," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 1-18, February.
• Mayank Patel & Vinodh Madhavan & Supratim Gupta, 2022. "Selection ability, timing ability, and performance persistence of Indian fixed income mutual funds," Journal of Asset Management, Palgrave Macmillan, vol. 23(1), pages 46-61, February.
• Gerasimos G. Rompotis, 2022. "The ESG ETFs in the UK," Journal of Asset Management, Palgrave Macmillan, vol. 23(2), pages 114-129, March.
• Seungho Lee, 2022. "The COVID-19 pandemic, short-sale ban, and market efficiency: empirical evidence from the European equity markets," Journal of Asset Management, Palgrave Macmillan, vol. 23(2), pages 156-171, March.
• Sangapta Damarjati Purba & Tastaftiyan Risfandy & Muizzuddin Muizzuddin & Muh. Rudi Nugroho, 2022. "Foreign institutional investors and dividend policy in Indonesia," Journal of Asset Management, Palgrave Macmillan, vol. 23(3), pages 235-245, May.
• Adlane Haffar & Éric Le Fur, 2022. "Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 297-309, July.
• Boris Fays & Georges Hübner & Marie Lambert, 2022. "Harvesting the seasons of the size anomaly," Journal of Asset Management, Palgrave Macmillan, vol. 23(4), pages 337-349, July.
• Soumaya Ben Khelife & Christian Urom & Khaled Guesmi & Ramzi Benkraiem, 2022. "American hedge funds industry, market timing and COVID-19 crisis," Journal of Asset Management, Palgrave Macmillan, vol. 23(5), pages 390-399, September.
• Lorenzo Casavecchia & Gerhard Hambusch & Justin Hitchen, 2022. "The impact of analyst forecast errors on fundamental indexation: the Australian evidence," Journal of Asset Management, Palgrave Macmillan, vol. 23(5), pages 400-418, September.
• Andreas Oehler & Julian Schneider, 2022. "Gambling with lottery stocks?," Journal of Asset Management, Palgrave Macmillan, vol. 23(6), pages 477-503, October.
• Martin Kipp & Christian Koziol, 2022. "Tail risk management and the skewness premium," Journal of Asset Management, Palgrave Macmillan, vol. 23(6), pages 534-546, October.
• Philippe Dupuy & Jean-Charles Garibal, 2022. "Cross-dispersion bias-adjusted ESG rankings," Journal of Asset Management, Palgrave Macmillan, vol. 23(7), pages 631-643, December.
• Abdessamad Ouchen, 2022. "Is the ESG portfolio less turbulent than a market benchmark portfolio?," Risk Management, Palgrave Macmillan, vol. 24(1), pages 1-33, March.
• Damien Kunjal & Faeezah Peerbhai & Paul-Francois Muzindutsi, 2022. "Political, economic, and financial country risks and the volatility of the South African Exchange Traded Fund market: A GARCH-MIDAS approach," Risk Management, Palgrave Macmillan, vol. 24(3), pages 236-258, September.
• Ebenezer Boateng & Emmanuel Asafo-Adjei & John Gartchie Gatsi & ªtefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2022. "Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 699-743, September.
• José Luis Miralles-Quirós & María Mar Miralles-Quirós, 2022. "A new perspective of the day-of-the-week effect on Bitcoin returns: evidence from an event study hourly approach," Oeconomia Copernicana, Institute of Economic Research, vol. 13(3), pages 745-782, September.
• Virginia Kirigo Wachira & Esther Wanjiru Wachira, 2022. "Equity Based Crowdfunding: Determinants of Successful Campaign: the Case of Crowdcube Platform in the United Kingdom," Public Finance Quarterly, State Audit Office of Hungary, vol. 67(1), pages 130-149.
• Anita Boros & Csaba Lentner & Vitez Nagy, 2022. "New aspects of sustainability: analysis of the European practice of non-financial reports," Public Finance Quarterly, State Audit Office of Hungary, vol. 67(2), pages 181-195.
• Paladino, Giovanna, 2022. "Quanto conta il modo in cui viene posta la domanda? Un’analisi dell’effetto “framing” sul livello di alfabetizzazione finanziaria in Italia [Does the question wording matter? A study of the framing," MPRA Paper 111527, University Library of Munich, Germany.
• Paladino, Giovanna, 2022. "Ask a question, get an answer. A study of the framing effect on financial literacy in Italy," MPRA Paper 112168, University Library of Munich, Germany.
• Pedini, Luca & Severini, Sabrina, 2022. "Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis," MPRA Paper 112339, University Library of Munich, Germany.
• Godwin, Alexander, 2022. "Hedge fund alpha and beta corrected for stale pricing," MPRA Paper 112509, University Library of Munich, Germany.
• Godwin, Alexander, 2022. "Estimating illiquid asset class alpha and beta using secondary transaction prices," MPRA Paper 112510, University Library of Munich, Germany.
• Pastén, Boris & Tapia, Pablo & Sepúlveda, Jorge, 2022. "Returns in US copper companies the face of the volatility and stringency of COVID-19," MPRA Paper 112574, University Library of Munich, Germany.
• Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022. "Performance of the Chinese energy market in times of Russian military interventions," MPRA Paper 112747, University Library of Munich, Germany.
• Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022. "Earthquakes in Chile-Peru and the price of copper," MPRA Paper 113078, University Library of Munich, Germany.
• Ramos Murillo, Erick, 2022. "Case studies’ evidence of greenium in green bond sovereign issuances during the pandemic selloff of March 2020," MPRA Paper 113145, University Library of Munich, Germany.
• Shah, Anand & Bahri, Anu, 2022. "Metanomics: Adaptive market and volatility behaviour in Metaverse," MPRA Paper 114442, University Library of Munich, Germany.
• Yang, Zixiu & Fantazzini, Dean, 2022. "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper 115508, University Library of Munich, Germany.
• Wang, Yijing, 2022. "A Liquidity-based Resolution to the Dividend Puzzle," MPRA Paper 115560, University Library of Munich, Germany.
• Gaete, Michael & Herrera, Rodrigo, 2022. "Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach," MPRA Paper 115641, University Library of Munich, Germany.
• Razo-De-Anda, Jorge Omar & Cruz-Aké, Salvador & Venegas-Martínez, Francisco, 2022. "Can the stock market boost economic growth? Evidence from the Mexican real estate investment trust (REIT)," MPRA Paper 115967, University Library of Munich, Germany.
• Jiawen Luo & Oguzhan Cepni & Riza Demirer & Rangan Gupta, 2022. "Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies," Working Papers 202258, University of Pretoria, Department of Economics.
• Karel Janda & Evzen Kocenda & Anna Kortusova & Binyi Zhang, 2022. "Estimation of green bond premiums On the Chinese secondary market," Politická ekonomie, Prague University of Economics and Business, vol. 2022(6), pages 684-710.
  • Karel Janda & Anna Kortusova & Binyi Zhang, 2022. "Estimation of green bond premiums in the Chinese secondary market," CAMA Working Papers 2022-38, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Jakub Drahokoupil, 2022. "Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period," FFA Working Papers 4.006, Prague University of Economics and Business, revised 09 May 2022.
• Warinthip Worasak & Nuwat Nookhwun & Pongpitch Amatyakul, 2022. "Monetary Policy and Risk-Taking: Evidence from Thai Corporate Bond Markets," PIER Discussion Papers 186, Puey Ungphakorn Institute for Economic Research.
• Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022. "Intertemporal Consumption and Debt Aversion: A Replication and Extension," Papers 2201.06006, arXiv.org, revised Jun 2022.
  • Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022. "Intertemporal Consumption and Debt Aversion: A Replication and Extension," Rationality and Competition Discussion Paper Series 312, CRC TRR 190 Rationality and Competition.
  • Ahrens, Steffen & Bosch-Rosa, Ciril & Meissner, Thomas, 2022. "Intertemporal consumption and debt aversion: A replication and extension," Discussion Papers 2022/1, Free University Berlin, School of Business & Economics.
• Marwan Mohamed Abdeldayem & Saeed Hameed Al Dulaimi, 2022. "The dynamics of crowdfunding campaigns in the Middle East: Does social capital matter?," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 40(1), pages 63-78.
• Bojan Tomiæ & Saša Žikoviæ & Lorena Jovanoviæ, 2022. "Crypto portfolio optimization through lens of tail risk and variance measures," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 40(2), pages 297-312.
• Acharya, Viral V. & Anshuman, V. Ravi & Kumar, K. Kiran, 2022. "Foreign Fund Flows and Equity Prices during the COVID-19 Pandemic: Evidence from India," ADBI Working Papers 1333, Asian Development Bank Institute.
• Galvani, Valentina & Faychuk, Vita, 2022. "The Mean-Variance Core of Cryptocurrencies: When More is Not Better," Working Papers 2022-4, University of Alberta, Department of Economics.
• Galvani, Valentina, 2022. "Country-Based Investing with Exchange Rate and Reserve Currency," Working Papers 2022-5, University of Alberta, Department of Economics.
• Nittayakamolphun, Pitipat & Bejrananda, Thanchanok & Pholkerd, Panjamapon, 2022. "The Dynamic Relationship of Volatilities and Hedging between Cryptocurrencies and Other Financial Assets," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 29(1), pages 78-99, June.
• Nittayakamolphun, Pitipat & Bejrananda, Thanchanok & Pholkerd, Panjamapon, 2022. "Stablecoins as Safe Haven or Hedging Asset for Cryptocurrencies (in Thai)," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 29(2), pages 45-70, December.
• Kalima, Bwalya & Gopane, Thabo, 2022. "Portfolio performance under dynamic systematic risk and conditional betas: The South African unit trust market," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 66, pages 85-98.
• Senol, Zekai & Gulcemal, Tuba, 2022. "The Determinants of Foreign Portfolio Investments Based on Firm Levels: The Example of Borsa Istanbul (Yabancı Portföy Yatırımlarının Firma Düzeyinde Belirleyicileri: Borsa İstanbul Örneği)," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 13(3), pages 435-448, July.
• Falzon, Joseph & Bonnici, Elaine, 2022. "Does it pay to be a faithful investor? A risk-based approach performance analysis of Islamic funds vs UCITS schemes," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 29, pages 100-118.
• Harris, David & Staal, Arne & Soubeyran, Sandrine, 2022. "Enabling systematic engagement through index investing," Journal of Financial Transformation, Capco Institute, vol. 56, pages 119-126.
• Mostafaei Darmian, Sobhan & Doaei , Meysam, 2022. "Optimization of Stock Portfolio Selection in Iran Capital Market Using Meta-heuristic Algorithms," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 8(4), pages 253-284, March.
• Asadollahzadeh, Amirhossein & Keramati, Mohammad Ali & Haghighat Monfared, Jalal, 2022. "The Relationship Between Economic Preferences, Personality Traits and Financial Iiteracy:An Experimental Study in Tehran City," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, vol. 9(3), pages 59-86, December.
• Zura Kakushadze & Willie Yu, 2022. "ETF Risk Models," Bulletin of Applied Economics, Risk Market Journals, vol. 9(1), pages 1-17.
• Hong-Wen Tsai & Hui-Chung Che & Bo Bai, 2022. "Longer Patent Life Representing Higher Value? A Study on China Stock Market and China Patents," Bulletin of Applied Economics, Risk Market Journals, vol. 9(1), pages 115-136.
• Tzu-Pu Chang & Yu-Cheng Chang & Po-Ching Chou, 2022. "The Trend is Your Friend: A Note on An Ensemble Learning Approach to Finding It," Bulletin of Applied Economics, Risk Market Journals, vol. 9(1), pages 19-25.
• Felicia Anikpe NAIMO & Sunday Oseiweh OGBEIDE, 2022. "Evidences and Determinants of Zombie Firms: Implication on Economic Growth," Management and Economics Review, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 7(2), pages 141-158, June.
• Cristian Bricicaru & Ioana Natalia Beleiu, 2022. "Cost-Benefit Analysis of Road Infrastructure Projects," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 23(1), pages 150-162, March.
• Yasin Kürsat Önder, 2022. "Optimal GDP-indexed Bonds," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 22/1056, Ghent University, Faculty of Economics and Business Administration.
• Geoffrey J Warren, 2022. "Design of comprehensive income products for retirement using utility functions," Australian Journal of Management, Australian School of Business, vol. 47(1), pages 105-134, February.
• Hui Zeng & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022. "Are individual stock returns predictable?," Australian Journal of Management, Australian School of Business, vol. 47(1), pages 135-162, February.
• Andrew Grant & David Johnstone & Oh Kang Kwon, 2022. "How an idiosyncratic (zero-beta) risk can greatly increase the firm’s cost of capital," Australian Journal of Management, Australian School of Business, vol. 47(4), pages 664-685, November.
• Rui Ma & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022. "Does bitcoin liquidity resemble the liquidity of other financial assets?," Australian Journal of Management, Australian School of Business, vol. 47(4), pages 729-748, November.
• Janani Sri S. & Parthajit Kayal & G. Balasubramanian, 2022. "Can Equity be Safe-haven for Investment?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 21(1), pages 32-63, March.
• Amit Kumar Singh & Mohit Kumar, 2022. "Analyzing the Relationship Between Psychological Biases and Initial Public Offerings Investment Decision-making in India," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 47(4), pages 407-430, November.
• Soham Banerjee & Diganta Mukherjee, 2022. "Short Term Stock Price Prediction in Indian Market: A Neural Network Perspective," Studies in Microeconomics, , vol. 10(1), pages 23-49, June.
• Ferreira, Paulo & Almeida, Dora & Dionísio, Andreia & Quintino, Derick & Aslam, Faheem, 2022. "The use of transfer entropy to analyse the comovements of European Union stock markets: a dynamical analysis in times of crises," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., vol. 31(3), pages 1-21.
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• Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Geoff Kenny, 2022. "Wealth Shocks and Portfolio Choice," CSEF Working Papers 652, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
• Raslan Alzuabi & Sarah Brown & Mark N. Harris & Karl Taylor, 2022. "Modelling the composition of household portfolios: A latent class approach," Working Papers 2022019, The University of Sheffield, Department of Economics.
• Alain Galli & Rina Rosenblatt-Wisch, 2022. "Analysing households' consumption and saving patterns using tax data," Working Papers 2022-03, Swiss National Bank.
• Bilan, Andrada & Gündüz, Yalın, 2022. "CDS market structure and bond spreads," Discussion Papers 24/2022, Deutsche Bundesbank.
  • Andrada Bilan & Yalin Gündüz, 2022. "CDS market structure and bond spreads," Working Papers 2022-09, Swiss National Bank.
• Kim Oosterlinck & Ariane Reyns & Ariane Szafarz, 2022. "Gold, Bitcoin, and Portfolio Diversification: Lessons from the Ukrainian War," Working Papers CEB 22-008, ULB -- Universite Libre de Bruxelles.
• Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022. "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 72(3-4), pages 3-55, July-Dece.
• S. Geissel & H. Graf & J. Herbinger & F. T. Seifried, 2022. "Portfolio optimization with optimal expected utility risk measures," Annals of Operations Research, Springer, vol. 309(1), pages 59-77, February.
• Alejandro Balbás & Beatriz Balbás & Raquel Balbás, 2022. "Pareto efficient buy and hold investment strategies under order book linked constraints," Annals of Operations Research, Springer, vol. 311(2), pages 945-965, April.
• Syed Jawad Hussain Shahzad & Elie Bouri & Mobeen Ur Rehman & Muhammad Abubakr Naeem & Tareq Saeed, 2022. "Oil price risk exposure of BRIC stock markets and hedging effectiveness," Annals of Operations Research, Springer, vol. 313(1), pages 145-170, June.
• Qiang Ji & Dayong Zhang & Yuqian Zhao, 2022. "Intra-day co-movements of crude oil futures: China and the international benchmarks," Annals of Operations Research, Springer, vol. 313(1), pages 77-103, June.
• Lu Wang & Ferhana Ahmad & Gong-li Luo & Muhammad Umar & Dervis Kirikkaleli, 2022. "Portfolio optimization of financial commodities with energy futures," Annals of Operations Research, Springer, vol. 313(1), pages 401-439, June.
• Syed Kumail Abbas Rizvi & Bushra Naqvi & Nawazish Mirza, 2022. "Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs," Annals of Operations Research, Springer, vol. 313(1), pages 495-524, June.
• Mondher Bellalah & Xu Guo & Shuo Wu & Detao Zhang, 2022. "General equilibrium with heterogeneous participants and continuous consumption with information costs and short selling constraints," Annals of Operations Research, Springer, vol. 313(2), pages 713-732, June.
• Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2022. "Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion," Annals of Operations Research, Springer, vol. 313(2), pages 691-712, June.
• Erdinc Akyildirim & Frank J. Fabozzi & Ahmet Goncu & Ahmet Sensoy, 2022. "Statistical arbitrage in jump-diffusion models with compound Poisson processes," Annals of Operations Research, Springer, vol. 313(2), pages 1357-1371, June.
• Mariya Gubareva & Maria Rosa Borges, 2022. "Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, vol. 313(2), pages 991-1019, June.
• Aviral Kumar Tiwari & Sangram Keshari Jena & Satish Kumar & Erik Hille, 2022. "Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach," Annals of Operations Research, Springer, vol. 315(1), pages 429-461, August.
• Ravi Kashyap, 2022. "Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory," Annals of Operations Research, Springer, vol. 315(2), pages 1175-1215, August.
• Petr Fiala & Adam Borovička, 2022. "Stock portfolio selection using aspiration level-oriented procedure: real case on the RM-SYSTEM Czech stock exchange," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(2), pages 781-805, June.
• Adam Borovička, 2022. "Stock portfolio selection under unstable uncertainty via fuzzy mean-semivariance model," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 30(2), pages 595-616, June.
• Sakine Owjimehr & Ali Hussein Samadi, 2022. "Government Policy Response to COVID-19 and Stock Market Return: The Case of Iran," Contributions to Economics, in: Nezameddin Faghih & Amir Forouharfar (ed.), Socioeconomic Dynamics of the COVID-19 Crisis, chapter 0, pages 423-439, Springer.
• Christos E. Kountzakis & Damiano Rossello, 2022. "Monetary risk measures for stochastic processes via Orlicz duality," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 35-56, June.
• Michael Heinrich Baumann, 2022. "Beating the market? A mathematical puzzle for market efficiency," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 279-325, June.
• Damiano Rossello, 2022. "Performance measurement with expectiles," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 343-374, June.
• Charl Maree & Christian W. Omlin, 2022. "Reinforcement learning with intrinsic affinity for personalized prosperity management," Digital Finance, Springer, vol. 4(2), pages 241-262, September.
• Judith Avrahami & Werner Güth & Yaakov Kareev & Matteo Ploner, 2022. "Impulse balancing versus equilibrium learning an experimental study of competitive portfolio selection," Evolutionary and Institutional Economics Review, Springer, vol. 19(2), pages 587-610, September.
• Francesca Battaglia & Francesco Busato & Maria Manganiello, 2022. "A cross-platform analysis of the equity crowdfunding Italian context: the role of intellectual capital," Electronic Commerce Research, Springer, vol. 22(2), pages 649-689, June.
• Zaghum Umar & Dennis Olson, 2022. "Strategic asset allocation and the demand for real estate: international evidence," Empirical Economics, Springer, vol. 62(5), pages 2461-2513, May.
• Hasan Fehmi Baklaci & Tezer Yelkenci, 2022. "Cross-time-frequency analysis of volatility linkages in global currency markets: an extended framework," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 267-314, June.
• Yudistira Permana & Saiqa Akbar & Anisa Nurpita, 2022. "Systemic risk and the financial network system: an experimental investigation," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(4), pages 631-651, December.
• Rocco Caferra & Pasquale Marcello Falcone & Andrea Morone & Piergiuseppe Morone, 2022. "Is COVID-19 anticipating the future? Evidence from investors’ sustainable orientation," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 12(1), pages 177-196, March.
• François-Éric Racicot & Raymond Théoret, 2022. "Tracking market and non-traditional sources of risks in procyclical and countercyclical hedge fund strategies under extreme scenarios: a nonlinear VAR approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
• Paresh Kumar Narayan & Syed Aun R. Rizvi & Ali Sakti, 2022. "Did green debt instruments aid diversification during the COVID-19 pandemic?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-15, December.
• Thorsten Lehnert, 2022. "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-18, December.
• Xuejun Jin & Jiawei Yu, 2022. "Does communication increase investors’ trading frequency? Evidence from a Chinese social trading platform," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-32, December.
• Yang Gao & Chengjie Zhao & Bianxia Sun & Wandi Zhao, 2022. "Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-30, December.
• Sebastian Jaimungal, 2022. "Reinforcement learning and stochastic optimisation," Finance and Stochastics, Springer, vol. 26(1), pages 103-129, January.
• Asaf Cohen & Yan Dolinsky, 2022. "A scaling limit for utility indifference prices in the discretised Bachelier model," Finance and Stochastics, Springer, vol. 26(2), pages 335-358, April.
• Alain Bensoussan & Guiyuan Ma & Chi Chung Siu & Sheung Chi Phillip Yam, 2022. "Dynamic mean–variance problem with frictions," Finance and Stochastics, Springer, vol. 26(2), pages 267-300, April.
• Shuoqing Deng & Xun Li & Huyên Pham & Xiang Yu, 2022. "Optimal consumption with reference to past spending maximum," Finance and Stochastics, Springer, vol. 26(2), pages 217-266, April.
• Tahir Choulli & Sina Yansori, 2022. "Log-optimal and numéraire portfolios for market models stopped at a random time," Finance and Stochastics, Springer, vol. 26(3), pages 535-585, July.
• Mikhail Zhitlukhin, 2022. "A continuous-time asset market game with short-lived assets," Finance and Stochastics, Springer, vol. 26(3), pages 587-630, July.
• Henryk Zähle, 2022. "A concept of copula robustness and its applications in quantitative risk management," Finance and Stochastics, Springer, vol. 26(4), pages 825-875, October.
• Elizabeth Nedumparambil & Anup Kumar Bhandari, 2022. "Risk factors, uncertainty, and investment decision: evidence from mutual fund flows from India," Indian Economic Review, Springer, vol. 57(2), pages 349-372, December.
• Gülcan Erkilet & Gerrit Janke & Rainer Kasperzak, 2022. "How valuation approach choice affects financial analysts’ target price accuracy," Journal of Business Economics, Springer, vol. 92(5), pages 741-779, July.
• Alessandro Leardi, 2022. "Fuelling fire sales? Prudential regulation and crises: evidence from the Italian market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(1), pages 121-144, January.
• Barry R. Cobb & Tim Murray & Jeffrey S. Smith, 2022. "Adjustable consumption model for retirees to balance spending and risk," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(2), pages 420-451, April.
• Seyed Alireza Athari & Ngo Thai Hung, 2022. "Time–frequency return co-movement among asset classes around the COVID-19 outbreak: portfolio implications," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(4), pages 736-756, October.
• Hung-Wen Lin & Jing-Bo Huang & Kun-Ben Lin & Shu-Heng Chen, 2022. "The competitions of time-varying and constant loadings in asset pricing models: empirical evidence and agent-based simulations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 577-612, April.
• Steffen Ahrens & Ciril Bosch-Rosa & Thomas Meissner, 2022. "Intertemporal consumption and debt aversion: a replication and extension," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 8(1), pages 56-84, December.
• Rabah Amir & Sergei Belkov & Igor V. Evstigneev & Thorsten Hens, 2022. "An evolutionary finance model with short selling and endogenous asset supply," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 655-677, April.
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• Alain Chateauneuf & Bernard Cornet, 2022. "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(2), pages 721-744, April.
• Lars Peter Hansen & Jianjun Miao, 2022. "Asset pricing under smooth ambiguity in continuous time," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 335-371, September.
• Kirti Sood & Simarjeet Singh, 2022. "Marin Laboure and Nicolas Deffrennes (2022): Democratizing finance – the Radical promises of Fintech," Journal of Evolutionary Economics, Springer, vol. 32(5), pages 1581-1586, November.
• Eduard Gaar & David Scherer & Dirk Schiereck, 2022. "The home bias and the local bias: A survey," Management Review Quarterly, Springer, vol. 72(1), pages 21-57, February.
• Bolorsuvd Batbold & Kentaro Kikuchi & Koji Kusuda, 2022. "Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk," Mathematics and Financial Economics, Springer, volume 16, number 4, December.
• Luca Bernardinelli & Paolo Guasoni & Eberhard Mayerhofer, 2022. "Informational efficiency and welfare," Mathematics and Financial Economics, Springer, volume 16, number 2, December.
• Moritz Voß, 2022. "A two-player portfolio tracking game," Mathematics and Financial Economics, Springer, volume 16, number 6, December.
• Dipankar Mondal & N. Selvaraju, 2022. "Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 44(1), pages 225-248, March.
• Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2022. "Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2199-2214, August.
• Benjamin R. Auer, 2022. "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, vol. 16(3), pages 751-768, April.
• Jorma J. Schäublin, 2022. "Swiss pension funds: funding ratio, discount rate, and asset allocation," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-23, December.
• Mohamad Hassan Abou Daya & Carole Bernard, 2022. "What matters in the annuitization decision?," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 158(1), pages 1-12, December.
• Haydory Akbar Ahmed & M. Wasiqur Rahman Khan, 2022. "Short-term and long-term interest rate spread’s dynamics to risk and the yield curve," SN Business & Economics, Springer, vol. 2(10), pages 1-19, October.
• Robiyanto Robiyanto & Fanny Yunitaria, 2022. "Dividend announcement effect analysis before and during the COVID-19 pandemic in the Indonesia Stock Exchange," SN Business & Economics, Springer, vol. 2(2), pages 1-20, February.
• Panagiotis Anastasiadis & Stephanos Papadamou, 2022. "The dimension of popularity in the cryptocurrency market," SN Business & Economics, Springer, vol. 2(5), pages 1-15, May.
• Mohammad Tariqul Islam Khan, 2022. "Prior perceived losses and investment objectives after stock market crisis: a moderated-mediation model of risk tolerance and loss aversion," SN Business & Economics, Springer, vol. 2(7), pages 1-22, July.
• Wilton Bernardino & João B. Amaral & Nelson L. Paes & Raydonal Ospina & José L. Távora, 2022. "A statistical investigation of a stock valuation model," SN Business & Economics, Springer, vol. 2(8), pages 1-25, August.
• Liu Min Shirley, 2022. "Accrual Accounting and Risk: Abnormal Sales Growth, Accruals Quality, and Returns," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 103, pages 2501-2537, Springer.
• Matthew Brigida & Chin W. Yang & Ken Hung, 2022. "How Consistent Are the Judges of Portfolio Performance?," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 107, pages 2627-2631, Springer.
• Richard E. Kihlstrom, 2022. "Risk Aversion and the Value of Information for Investors," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 108, pages 2633-2653, Springer.
• Jonathan Fletcher, 2022. "Evaluating Fund Performance Within the Stochastic Discount Factor Framework," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 13, pages 667-680, Springer.
• Fernando Gómez-Bezares & Fernando R. Gómez-Bezares, 2022. "An Analysis of Risk Treatment in the Field of Finance," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 60, pages 1397-1409, Springer.
• Rachel Calipha & Itzhak Venezia, 2022. "A Global Comparative Study of Impact Investments Research in Academic Institutions," Springer Books, in: Cheng-Few Lee & Alice C. Lee (ed.), Encyclopedia of Finance, edition 0, chapter 84, pages 1963-1982, Springer.
• Matthew Muntifering, 2022. "Air Pollution, Investor Sentiment and Excessive Returns," Springer Books, in: Marielle de Jong & Dan diBartolomeo (ed.), Risks Related to Environmental, Social and Governmental Issues (ESG), pages 35-44, Springer.
• Chin-Yi Chen & Ching-Lin Chu & Hui-Chung Che & Hong-Wen Tsai & Bo Bai, 2022. "Using Patent Drawings to Differentiate Stock Return Rate of China Listed Companies. A Study on China Patent Species of Invention Grant," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(3), pages 1-4.
• Han-Ching Huang & Shan-He Huang, 2022. "The Difference Between Conditional and Unconditional Insider Silence Effect: Evidence from China," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(3), pages 1-5.
• Chin-Yi Chen & Ching-Lin Chu & Hui-Chung Che & Hong-Wen Tsai, 2022. "Using Patent Drawings to Differentiate Stock Return Rate of China Listed Companies. A Study on China Patent Species of Utility Model Grant," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 12(4), pages 1-1.
• Mahfuza Khatun & K. M. Zahidul Islam, 2022. "“Beta†with “Size Premium†an Augmented Approach in the Frontier Equity Market: Evidence from Dhaka Stock Exchange," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(1), pages 1-5.
• Jacob H. Schmidt PhD & Charlie McCann, 2022. "ESG Challenges in the Construction of UK Balanced Portfolios for Private Investors: An Analysis of the Availability and Performance of ESG Funds Across Various Asset Classes," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(1), pages 1-6.
• Shihong Zeng & Fan Li & Zhen Zhong, 2022. "Research on Influencing Factors of the Leverage Ratio of Non-financial Enterprises in the GBA," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(1), pages 1-7.
• Han-Ching Huang & William Indajang, 2022. "The Information Content of Indirect Insider Trading: Empirical Evidence from Vietnam Security Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(3), pages 1-2.
• Jingya Hou & Daoguo Wang, 2022. "International Fund Allocation under Economic Policy Uncertainty Shock," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(5), pages 1-5.
• Frieder Meyer-Bullerdiek, 2022. "Selected Methods of optimized Sampling for Index Tracking – Evidence from German Stocks," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 12(6), pages 1-8.
• Gianluca Vagnani & Francesco Mazzurco, 2022. "Incidental Negative Life Events and the Disposition Effect at the Individual Level," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(2), pages 1-1.
• Damonte Marco & Cardullo Gabriele, 2022. "The end of the Equity Premium Puzzle? An analysis of the European Financial Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(2), pages 1-2.
• Claudio Boido & Paolo Ceccherini & Alessia D'Imperio, 2022. "ESG Scores - Is it the new way to build a European portfolio?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 11(3), pages 1-1.
• Ryan, Ellen, 2022. "Are fund managers rewarded for taking cyclical risks?," ESRB Working Paper Series 134, European Systemic Risk Board.
• Tomáš Krulický & Veronika Machová & Ondřej Dvorák, 2022. "Actual paid cost of equity in construction," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(1), pages 408-419, September.
• Jiří Kučera & Eva Kalinová & Lenka Divoká, 2022. "Profitability of current investments in stock indexes," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 10(1), pages 420-434, September.
• Fernando García & Tsvetelina Gankova-Ivanova & Jairo González-Bueno & Javier Oliver & Rima Tamošiūnienė, 2022. "What is the cost of maximizing ESG performance in the portfolio selection strategy? The case of The Dow Jones Index average stocks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 9(4), pages 178-192, June.
• Pavel Ciaian & Andrej Cupak & Pirmin Fessler & d’Artis Kancs, 2022. "Environmental and Social Preferences and Investments in Crypto-Assets," JRC Research Reports JRC129919, Joint Research Centre (Seville site).
  • Pavel Ciaian & Andrej Cupák & Pirmin Fessler & d’Artis Kancs, 2022. "Environmental and Social Preferences and Investments in Crypto-Assets," Working and Discussion Papers WP 3/2022, Research Department, National Bank of Slovakia.
• Paulo Pereira da Silva & Victor Mendes & Margarida Abreu, 2022. "The disposition effect among mutual fund participants: a re-examination," The European Journal of Finance, Taylor & Francis Journals, vol. 28(12), pages 1237-1256, August.
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• Jing Zhang & Wei Zhang & Youwei Li & Xu Feng, 2022. "The role of hedge funds in the asset pricing: evidence from China," The European Journal of Finance, Taylor & Francis Journals, vol. 28(2), pages 219-243, January.
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• Dimitris Christopoulos & Stefan Koeppl & Monika Köppl-Turyna, 2022. "Syndication networks and company survival: evidence from European venture capital deals," Venture Capital, Taylor & Francis Journals, vol. 24(2), pages 105-135, April.
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• Oliver Borgards & Robert L. Czudaj, 2022. "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers 055, Department of Economics, Chemnitz University of Technology, revised Jan 2022.
• Hong-Wen Tsai & Hui-Chung Che, 2022. "Patent Claim's Impact on Stock Return Rate Based on China Stock Market's Empirical Study," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 15(1), pages 27-46, July.
• Jan Nokkala, 2022. "High and Low Credit Risk in SME Portfolios: Evidence from Regulatory Risk Grade Dissemination," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 15(2), pages 25-34, December.
• Catherine Georgiou, 2022. "Modifications on Book-Valued Ratios," International Journal of Business and Economic Sciences Applied Research (IJBESAR), International Hellenic University (IHU), Kavala Campus, Greece (formerly Eastern Macedonia and Thrace Institute of Technology - EMaTTech), vol. 15(3), pages 24-37, December.
• Fulton, Chad, 2022. "Choosing what to pay attention to," Theoretical Economics, Econometric Society, vol. 17(1), January.
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• Daniel Dimitrov, 2022. "Intergenerational Risk Sharing with Market Liquidity Risk," Tinbergen Institute Discussion Papers 22-028/VI, Tinbergen Institute.
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• Afees Salisu & Jean Paul Tchankam, 2022. "Uncertainty due to pandemics and epidemics and the behavior of Travel & Leisure stocks in the UK, the USA and Europe," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(5), pages 619-638, July.
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• Augustine C. Arize & John Malindretos & Ikechukwu Ndu & Demetri Tsanacas & Neirouz Watad, 2022. "A Survey of Multinational Company Accounting Foreign Exchange Exposure," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 12(2), pages 128-135.
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• Alexander E. Abramov & Alexander D. Radygin & Maria I. Chernova & Andrey G. Kosyrev, 2022. "Factor Investing amid Increased Volatility of Financial Markets [Факторное Инвестирование В Условиях Повышенной Волатильности Финансовых Рынков]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, February.
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• Boungou, Whelsy & Yatié, Alhonita, 2022. "The impact of the Ukraine–Russia war on world stock market returns," Economics Letters, Elsevier, vol. 215(C).
  • Whelsy BOUNGOU & Alhonita YATIE, 2022. "The impact of the Ukraine-Russia war on world stock market returns," Bordeaux Economics Working Papers 2022-06, Bordeaux School of Economics (BSE).
  • Whelsy Boungou & Alhonita Yatié, 2022. "The impact of the Ukraine–Russia war on world stock market returns," Post-Print hal-03675532, HAL.
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• Philippe Bertrand & Jean-Luc Prigent, 2022. "Performance Participation Strategies: OBPP versus CPPP," Finance, Presses universitaires de Grenoble, vol. 43(1), pages 123-150.
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• Godfred Aawaar & Eric Nkansah & Irrshad Kaseeram, 2022. "Currency Carry Trades and Stock Market Returns in Africa Abstract: Research Question: Is there a causal link between African currency targeted carry trades and the returns of their stock market indice," Capital Markets Review, Malaysian Finance Association, vol. 30(1), pages 65-83.
• Gergely Manasses & Eva Paulik & Attila Tapaszti, 2022. "Green Bond Impact Report as an Essential Next Step in Market Development," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 21(4), pages 180-204.
• Costanza Torricelli & Eleonora Pellati, 2022. "Social Bonds and the “Social Premiumâ€," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0085, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Costanza Torricelli & Beatrice Bertelli, 2022. "ESG screening strategies and portfolio performance: how do they fare in periods of financial distress?," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0087, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Costanza Torricelli & Beatrice Bertelli, 2022. "ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 0088, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
• Andreas Ek & Gunes Gokmen & Kaveh Majlesi, 2022. "Cultural Origins of Investment Behavior," Monash Economics Working Papers 2022-16, Monash University, Department of Economics.
• Artur A. Trzebiński, 2022. "Assessing the performance of mutual funds with multifactor asset pricing models," Bank i Kredyt, Narodowy Bank Polski, vol. 53(1), pages 79-106.
• Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael L. Li & Andrew W. Lo & Kevin Shi & Qingyang Xu, 2022. "Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery," NBER Chapters, in: Entrepreneurship and Innovation Policy and the Economy, volume 2, pages 9-39, National Bureau of Economic Research, Inc.
  • Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael Lingzhi Li & Andrew W. Lo & Kevin Shi & Qingyang Xu, 2022. "Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery," NBER Working Papers 30126, National Bureau of Economic Research, Inc.
• Markus K. Brunnermeier & Sebastian Merkel & Yuliy Sannikov, 2021. "Debt as Safe Asset," Working Papers 2021-30, Princeton University. Economics Department..
  • Markus K. Brunnermeier & Sebastian A. Merkel & Yuliy Sannikov, 2022. "Debt as Safe Asset," NBER Working Papers 29626, National Bureau of Economic Research, Inc.
• Jean-François Bonnefon & Augustin Landier & Parinitha R. Sastry & David Thesmar, 2022. "The Moral Preferences of Investors: Experimental Evidence," NBER Working Papers 29647, National Bureau of Economic Research, Inc.
• Isaac Ehrlich & Yong Yin, 2022. "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., vol. 39(01), pages 5-49, March.
  • Isaac Ehrlich & Yong Yin, 2022. "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," NBER Working Papers 29649, National Bureau of Economic Research, Inc.
• Katja Hanewald & Hazel Bateman & Hanming Fang & Tin Long Ho, 2022. "Long-Term Care Insurance Financing Using Home Equity Release: Evidence from an Online Experimental Survey," NBER Working Papers 29689, National Bureau of Economic Research, Inc.
• Ron Kaniel & Zihan Lin & Markus Pelger & Stijn Van Nieuwerburgh, 2022. "Machine-Learning the Skill of Mutual Fund Managers," NBER Working Papers 29723, National Bureau of Economic Research, Inc.
• Min Dai & Cong Qin & Neng Wang, 2022. "Portfolio Rebalancing with Realization Utility," NBER Working Papers 29821, National Bureau of Economic Research, Inc.
• Francesco D'Acunto & Ulrike M. Malmendier & Michael Weber & Michael Weber, 2022. "What Do the Data Tell Us about Inflation Expectations?," CESifo Working Paper Series 9602, CESifo.
  • Francesco D’Acunto & Ulrike Malmendier & Michael Weber, 2022. "What Do the Data Tell Us About Inflation Expectations?," NBER Working Papers 29825, National Bureau of Economic Research, Inc.
  • D'Acunto, Francesco & Malmendier, Ulrike M., 2022. "What Do the Data Tell Us About Inflation Expectations?," CEPR Discussion Papers 17094, C.E.P.R. Discussion Papers.
• Gourinchas, Pierre-Olivier & Ray, Walker, 2022. "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," CEPR Discussion Papers 17119, C.E.P.R. Discussion Papers.
  • Pierre-Olivier Gourinchas & Walker D. Ray & Dimitri Vayanos, 2022. "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," NBER Working Papers 29875, National Bureau of Economic Research, Inc.
• Jonathan A. Parker & Antoinette Schoar & Allison T. Cole & Duncan Simester, 2022. "Household Portfolios and Retirement Saving over the Life Cycle," NBER Working Papers 29881, National Bureau of Economic Research, Inc.
• Juliane Begenau & Emil Siriwardane, 2022. "How do Private Equity Fees vary across Public Pensions?," NBER Working Papers 29887, National Bureau of Economic Research, Inc.
• Maryam Farboodi & Dhruv Singal & Laura Veldkamp & Venky Venkateswaran, 2022. "Valuing Financial Data," NBER Working Papers 29894, National Bureau of Economic Research, Inc.
• Joseph Kopecky & Alan M. Taylor, 2022. "The Savings Glut of the Old: Population Aging, the Risk Premium, and the Murder-Suicide of the Rentier," NBER Working Papers 29944, National Bureau of Economic Research, Inc.
• Fang, Xiang & Hardy, Bryan, 2022. "Who Holds Sovereign Debt and Why It Matters," CEPR Discussion Papers 17338, C.E.P.R. Discussion Papers.
  • Xiang Fang & Bryan Hardy & Karen K. Lewis, 2022. "Who Holds Sovereign Debt and Why It Matters," NBER Working Papers 30087, National Bureau of Economic Research, Inc.
• Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael L. Li & Andrew W. Lo & Kevin Shi & Qingyang Xu, 2022. "Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery," NBER Chapters, in: Entrepreneurship and Innovation Policy and the Economy, volume 2, pages 9-39, National Bureau of Economic Research, Inc.
  • Joseph Barberio & Jacob Becraft & Zied Ben Chaouch & Dimitris Bertsimas & Tasuku Kitada & Michael Lingzhi Li & Andrew W. Lo & Kevin Shi & Qingyang Xu, 2022. "Accelerating Vaccine Innovation for Emerging Infectious Diseases via Parallel Discovery," NBER Working Papers 30126, National Bureau of Economic Research, Inc.
• William N. Goetzmann & Dasol Kim & Robert J. Shiller, 2022. "Crash Narratives," NBER Working Papers 30195, National Bureau of Economic Research, Inc.
• Winston Wei Dou & Leonid Kogan & Wei Wu, 2022. "Common Fund Flows: Flow Hedging and Factor Pricing," NBER Working Papers 30234, National Bureau of Economic Research, Inc.
• Jonathan Reuter & David P. Richardson, 2022. "New Evidence on the Demand for Advice within Retirement Plans," NBER Working Papers 30261, National Bureau of Economic Research, Inc.
• Nicolas Crouzet & Janice C. Eberly & Andrea L. Eisfeldt & Dimitris Papanikolaou, 2022. "A Model of Intangible Capital," NBER Working Papers 30376, National Bureau of Economic Research, Inc.
• Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2021. "Broadband internet and the stock market investments of individual investors," Discussion Papers 946, Statistics Norway, Research Department.
  • Hans K. Hvide & Tom G. Meling & Magne Mogstad & Ola L. Vestad, 2022. "Broadband Internet and the Stock Market Investments of Individual Investors," NBER Working Papers 30383, National Bureau of Economic Research, Inc.
• James J. Choi, 2022. "Popular Personal Financial Advice versus the Professors," Journal of Economic Perspectives, American Economic Association, vol. 36(4), pages 167-192, Fall.
  • James J. Choi, 2022. "Popular Personal Financial Advice versus the Professors," NBER Working Papers 30395, National Bureau of Economic Research, Inc.
• Dilts Stedman, Karlye & Lundblad, Christian, 2022. "Global Fund Flows and Emerging Market Tail Risk," CEPR Discussion Papers 17697, C.E.P.R. Discussion Papers.
  • Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2022. "Global Fund Flows and Emerging Market Tail Risk," NBER Working Papers 30577, National Bureau of Economic Research, Inc.
• Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022. "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers 30703, National Bureau of Economic Research, Inc.
• Malcolm Baker & Mark L. Egan & Suproteem K. Sarkar, 2022. "How Do Investors Value ESG?," NBER Working Papers 30708, National Bureau of Economic Research, Inc.
• Veronika K. Pool & Clemens Sialm & Irina Stefanescu, 2022. "Mutual Fund Revenue Sharing in 401(k) Plans," NBER Working Papers 30721, National Bureau of Economic Research, Inc.
• Alexandra M. Tabova & Francis E. Warnock, 2022. "Preferred Habitats and Timing in the World’s Safe Asset," NBER Working Papers 30722, National Bureau of Economic Research, Inc.
• Felipe E. Aldunate & Zhi Da & Borja Larrain & Clemens Sialm, 2022. "Non-Fundamental Flows and Foreign Exchange Rates," NBER Working Papers 30753, National Bureau of Economic Research, Inc.
• Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022. "Asset Pricing with Panel Tree Under Global Split Criteria," NBER Working Papers 30805, National Bureau of Economic Research, Inc.
• Katarzyna A. Bilicka & Irem Guceri & Evangelos Koumanakos, 2022. "Dividend Taxation and Firm Performance with Heterogeneous Payout Responses," NBER Working Papers 30808, National Bureau of Economic Research, Inc.
• Fedorova, E. & Pyltsin, I. & Kovalchuk, Yu. & Drogovoz, P., 2022. "News and social networks of Russian companies: Degree of influence on the securities market," Journal of the New Economic Association, New Economic Association, vol. 53(1), pages 32-52.
• Teplova, T. & Sokolova, T. & Tomtosov, A. & Buchko, D. & Nikulin, D., 2022. "The sentiment of private investors in explaining the differences in the trade characteristics of the Russian market stocks," Journal of the New Economic Association, New Economic Association, vol. 53(1), pages 53-84.

2021

• Mohamed Fakhfekh & Ahmed Jeribi & Ahmed Ghorbel & Nejib Hachicha, 2021. "Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(4), pages 978-1006, June.
• Tauhidul Islam Tanin & Abu Umar Faruq Ahmad & Aishath Muneeza, 2021. "Shariah-compliant equities and Shariah screening: need for convergence of ethical screening of stocks with Shariah screening," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(2), pages 296-315, May.
• Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd Sukor & Mohamed Albaity & Izlin Ismail, 2021. "Financial liberalization and the behavior of reversals in emerging market economies," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(6), pages 1565-1582, January.
• Eyup Kadioglu, 2021. "Intraday analysis of regulation change in microstructure: evidence from an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(5), pages 1216-1235, June.
• Burak Çıkıryel & Hakan Aslan & Mücahit Özdemir, 2021. "Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 179-202, August.
• Syed Alamdar Ali Shah & Raditya Sukmana & Bayu Arie Fianto, 2021. "Integration of Islamic bank specific risks and their impact on the portfolios of Islamic Banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 14(3), pages 561-578, January.
• Syed Moudud-Ul-Huq & Tanmay Biswas & Md. Abdul Halim & Miroslav Mateev & Imran Yousaf & Mohammad Zoynul Abedin, 2021. "The effects of bank competition, financial stability and ownership structure: evidence from the Middle East and North African (MENA) countries," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(4), pages 717-738, November.
• Rifki Ismal, 2021. "Assessing the application of Islamic and conventional hedgings in Indonesia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 32-47, July.
• Burak Çıkıryel & Hakan Aslan & Mücahit Özdemir, 2021. "Impact of Brexit on Islamic stock markets: employing MGARCH-DCC and wavelet correlation analysis," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 179-202, August.
• Syed Alamdar Ali Shah & Raditya Sukmana & Bayu Arie Fianto, 2021. "Integration of Islamic bank specific risks and their impact on the portfolios of Islamic Banks," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 14(3), pages 561-578, January.
• Syed Moudud-Ul-Huq & Tanmay Biswas & Md. Abdul Halim & Miroslav Mateev & Imran Yousaf & Mohammad Zoynul Abedin, 2021. "The effects of bank competition, financial stability and ownership structure: evidence from the Middle East and North African (MENA) countries," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(4), pages 717-738, November.
• Rifki Ismal, 2021. "Assessing the application of Islamic and conventional hedgings in Indonesia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, vol. 15(1), pages 32-47, July.
• Harjum Muharam & Aditya Dharmawan & Najmudin Najmudin & Robiyanto Robiyanto & William A. Barnett & Bruno S. Sergi, 2021. "Herding Behavior: Evidence from Southeast Asian Stock Markets," International Symposia in Economic Theory and Econometrics, in: Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics, volume 28, pages 207-220, Emerald Group Publishing Limited.
• Taufik Faturohman & Karina Agri Widjaya & Kurnia Fajar Afgani & William A. Barnett & Bruno S. Sergi, 2021. "Sin Stock Proportion and Investment Manager Education Background in Indonesian Equity Funds," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 83-99, Emerald Group Publishing Limited.
• Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi & William A. Barnett & Bruno S. Sergi, 2021. "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 131-149, Emerald Group Publishing Limited.
• Dito Rinaldo & Vina Anggilia Puspita & William A. Barnett & Bruno S. Sergi, 2021. "Education and Socialization Investment Galleries to Improve Capital Market Inclusion," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 169-184, Emerald Group Publishing Limited.
• Harjum Muharam & Aditya Dharmawan & Najmudin Najmudin & Robiyanto Robiyanto, 2021. "Herding Behavior: Evidence from Southeast Asian Stock Markets," International Symposia in Economic Theory and Econometrics, in: Recent Developments in Asian Economics International Symposia in Economic Theory and Econometrics, volume 28, pages 207-220, Emerald Group Publishing Limited.
• Taufik Faturohman & Karina Agri Widjaya & Kurnia Fajar Afgani, 2021. "Sin Stock Proportion and Investment Manager Education Background in Indonesian Equity Funds," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 83-99, Emerald Group Publishing Limited.
• Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi, 2021. "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 131-149, Emerald Group Publishing Limited.
• Dito Rinaldo & Vina Anggilia Puspita, 2021. "Education and Socialization Investment Galleries to Improve Capital Market Inclusion," International Symposia in Economic Theory and Econometrics, in: Environmental, Social, and Governance Perspectives on Economic Development in Asia, volume 29, pages 169-184, Emerald Group Publishing Limited.
• Bayu Adi Nugroho, 2021. "Dynamic risk-based optimization on cryptocurrencies," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 5(1), pages 28-48, March.
• Bayu Adi Nugroho, 2021. "Dynamic risk-based optimization on cryptocurrencies," Journal of Capital Markets Studies, Emerald Group Publishing Limited, vol. 5(1), pages 28-48, March.
• Eduardo Saucedo & Jorge González, 2021. "The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, vol. 26(52), pages 252-267, August.
• Imlak Shaikh & Toan Luu Duc Huynh, 2021. "Does disease outbreak news impact equity, commodity and foreign exchange market? Investors' fear of the pandemic COVID-19," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(4), pages 647-664, May.
• Mahmoud Shahin, 2021. "The impact of long-term riskless asset on ensuring liquidity and preventing banking fragility," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 49(4), pages 683-698, June.
• Saji Thazhugal Govindan Nair, 2021. "Price discovery and pairs trading potentials: the case of metals markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(5), pages 565-586, March.
• Saji Thazhugal Govindan Nair, 2021. "Price discovery and pairs trading potentials: the case of metals markets," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 13(5), pages 565-586, March.
• A.K.M. Kamrul Hasan & Yasushi Suzuki, 2021. "“Sub-debt trap”: a real effect of an ill-design adoption of basel accord in the Bangladeshi banking industry," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, vol. 12(8), pages 1124-1145, October.
• Alain Coën & Benoit Lefebvre, 2021. "Money supply, exchange rates and office market dynamics: comparative evidence from the UK and Germany," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 40(2), pages 237-248, November.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021. "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 40(6), pages 548-570, November.
• Alain Coën & Benoit Lefebvre, 2021. "Money supply, exchange rates and office market dynamics: comparative evidence from the UK and Germany," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 40(2), pages 237-248, November.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021. "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 40(6), pages 548-570, November.
• Carla Henriques & Elisabete Neves, 2021. "Exploring the trade-off between liquidity, risk and return under sectoral diversification across distinct economic settings," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(2), pages 130-152, May.
• Joel R. Barber, 2021. "Power law bond price and yield approximation," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 14-31, December.
• Ángel León & Trino-Manuel Ñíguez, 2021. "Copula methods for evaluating relative tail forecasting performance," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(5), pages 332-344, September.
• Hirotaka Fushiya & Tomoki Kitamura & Munenori Nakasato, 2021. "Structured product investment behavior in low-interest rate environments," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(2), pages 113-129, May.
• Carla Henriques & Elisabete Neves, 2021. "Exploring the trade-off between liquidity, risk and return under sectoral diversification across distinct economic settings," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(2), pages 130-152, May.
• Joel R. Barber, 2021. "Power law bond price and yield approximation," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 23(1), pages 14-31, December.
• Ángel León & Trino-Manuel Ñíguez, 2021. "Copula methods for evaluating relative tail forecasting performance," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(5), pages 332-344, September.
• Hirotaka Fushiya & Tomoki Kitamura & Munenori Nakasato, 2021. "Structured product investment behavior in low-interest rate environments," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(2), pages 113-129, May.
• Asgar Ali & Hajam Abid Bashir, 2021. "Bibliometric study on asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 14(3), pages 433-460, October.
• Dulani Jayasuriya Daluwathumullagamage, 2021. "Icarus of the 21st century: bond/monoline insurance," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 14(1), pages 1-52, October.
• Bei Chen & Quan Gan, 2021. "Measuring gambling activity in options market," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(3), pages 345-378, March.
• Jennifer Brodmann & Phuvadon Wuthisatian & Rama K. Malladi, 2021. "The liquidity, performance and investor preference of socially responsible investments," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(2), pages 224-239, December.
• Wendy Kesuma & Irwan Adi Ekaputra & Dony Abdul Chalid, 2021. "Individual investor attention to stock split and the disposition effect," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(5), pages 701-717, May.
• Nuno Silva, 2021. "Life-cycle asset allocation and the peso problem: does ambiguity aversion matter?," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 14(5), pages 718-732, May.
• Szymon Stereńczak, 2021. "Conditional stock liquidity premium: is Warsaw stock exchange different?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(1), pages 67-85, January.
• Sinem Guler Kangalli Uyar & Umut Uyar & Emrah Balkan, 2021. "The role of precious metals in extreme market conditions: evidence from stock markets," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(1), pages 63-78, August.
• Florin Aliu & Ujkan Bajra & Naim Preniqi, 2021. "Analysis of diversification benefits for cryptocurrency portfolios before and during the COVID-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(3), pages 444-457, September.
• Ghulame Rubbaniy & Ali Awais Khalid & Muhammad Faisal Rizwan & Shoaib Ali, 2021. "Are ESG stocks safe-haven during COVID-19?," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 39(2), pages 239-255, December.
• Pradipta Kumar Sahoo, 2021. "COVID-19 pandemic and cryptocurrency markets: an empirical analysis from a linear and nonlinear causal relationship," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(2), pages 454-468, March.
• Awatef Ourir & Elie Bouri & Essahbi Essaadi, 2023. "Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach," Computational Economics, Springer;Society for Computational Economics, vol. 61(1), pages 197-231, January.
  • Awatef Ourir & Elie Bouri & Essahbi Essaadi, 2021. "Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach," Working Papers 1511, Economic Research Forum, revised 20 Nov 2021.
• Debabrata Mukhopadhyay & Nityananda Sarkar, 2021. "A Starting Note: Do Green Indices Outperform BSESENSEX and Energy Indices in India? Some Evidence on Investors’ Commitment Towards Green Investing," International Econometric Review (IER), Econometric Research Association, vol. 13(2), pages 41-58, June.
• Tunahan Yilmaz, 2021. "Optimal Dynamic Hedging in Selected Markets," International Econometric Review (IER), Econometric Research Association, vol. 13(4), pages 89-117, December.
• Augustine C. Arize & Ioannis N. Kallianiotis & John Malindretos & Alexis Panayides & Cheickna Sylla, 2021. "An Econometric Study of Forecasting French Foreign Exchange Rates," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, vol. 11(1), pages 3-14.
• Ilona Urych, 2021. "The Use of Models for the Diagnosis of Defence Potential in the Strategic Management of Activities by Civilians to Strengthen National Security," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 830-840.
• Joanna Kowalik, 2021. "The “UMO” as an Example of Scientific Project Implementation," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 1055-1068.
• Tomasz Lukaszewski, 2021. "Buildings Thermal Retrofit Investement under ESCO Formula - A Case Study from Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 1081-1093.
• Rubaj Piotr & Wazna Elzbieta, 2021. "Investment Funds of Emerging Markets as Alternative Forms of Capital Investment in the Conditions of Low Interest Rates," European Research Studies Journal, European Research Studies Journal, vol. 0(2B), pages 290-307.
• Mariusz Czekala & Zbigniew Kurylek, 2021. "Inversions Distribution and Testing Correlation Changes for Rates of Return," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 633-650.
• Dariusz Siudak, 2021. "Sectoral Analysis of the US Stock Market through Complex Networks," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 951-966.
• Marek Andrzej Kocinski, 2021. "The Analysis of Some Trading Strategy on the Stock Market with the Liquidity Shortage," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 273-286.
• Magdalena Mikolajek-Gocejna, 2021. "Estimation, Instability, and Non-Stationarity of Beta Coefficients for Twenty-four Emerging Markets in 2005-2021," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 370-395.
• Eryka Probierz & Adam Galuszka & Katarzyna Klimczak & Karol Jedrasiak & Tomasz Wisniewski & Tomasz Dzida, 2021. "Financial Sentiment on Twitter's Community and it's Connection to Polish Stock Market Movements in Context of Behavior Modelling," European Research Studies Journal, European Research Studies Journal, vol. 0(4B), pages 56-65.
• Joanna Holub-Iwan, 2021. "Management Information Systems of Public Health Behaviors based on Evidence in Medicine and Health Management," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 623-643.
• Katarzyna Puszko, 2021. "Effectivity of Leadership," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 644-663.
• Katarzyna Puszko, 2021. "Denotation of Leadership Efficiency," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 1), pages 664-676.
• Christian Gollier & Sébastien Pouget, 2022. "Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership," Economica, London School of Economics and Political Science, vol. 89(356), pages 997-1023, October.
  • Sebastien Pouget & Christian Gollier, 2021. "Investment Strategies and Corporate Behaviour with Socially Responsible Investors: A Theory of Active Ownership," Working Papers 2021.15, FAERE - French Association of Environmental and Resource Economists.
• Dejan Živkov & Slavica Manic & Jasmina Duraskovic & Dejan Viduka, 2021. "Measuring Downside Risk in Portfolios with Bitcoin," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 71(2), pages 178-200, October.
• Lenka Nechvatalova, 2021. "Multi-Horizon Equity Returns Predictability via Machine Learning," Working Papers IES 2021/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2021.
• Jozef Barunik & Josef Kurka, 2021. "Frequency-Dependent Higher Moment Risks," Papers 2104.04264, arXiv.org.
  • Jozef Barunik & Josef Kurka, 2021. "Frequency-Dependent Higher Moment Risks," Working Papers IES 2021/11, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2021.
• Weizhi Sun & Ladislav Kristoufek, 2021. "Diversification Among Cryptoassets: Bitcoin Maximalism, Active Portfolio Management, and Survival Bias," Working Papers IES 2021/31, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2021.
• Nan Li & Yuhong Zhu, 2021. "The Impact of COVID-19 on Stock Market in China," Frontiers of Economics in China, IAR, Shanghai University of Finance and Economics, vol. 16(4), pages 714-743, December.
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• Carlos Cristian De la Rosa Flores & Ana Isabel Ordóñez Parada & Cristina Cabrera Ramos & Viviana Berroterán Martínez, 2021. "Estadística multivariada aplicada a la clasificación de empresas que cotizan en la Bolsa Mexicana de Valores," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-23, Enero - M.
• David Juárez-Luna, 2021. "Power generation portfolios: A parametric formulation of the efficient frontier," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(1), pages 1-29, Enero - M.
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• Bárbara Ruth Trejo Becerril & Alberto Gallegos David, 2021. "Estimación del Riesgo de Mercado utilizando el VaR y la Beta del CAPM," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(2), pages 1-26, Abril - J.
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• Jorge M. Uribe & Montserrat Guillen & Xenxo Vidal-Llana, 2021. ""Rethinking Asset Pricing with Quantile Factor Models"," IREA Working Papers 202104, University of Barcelona, Research Institute of Applied Economics, revised Mar 2021.
• Carlos Alberto Piscarreta Pinto Ferreira, 2021. "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM 2021/0190, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Hongwei Chuang, 2021. "How Much Does Nominal Share Price Matter?," Working Papers EMS_2021_01, Research Institute, International University of Japan.
• Hongwei Chuang, 2021. "Momentum Has Its Own Values," Working Papers EMS_2021_02, Research Institute, International University of Japan.
• Tamás Peragovics, 2021. "China’s Mergers & Acquisitions Activity in the United States – The Case of TikTok," IWE Working Papers 264, Institute for World Economics - Centre for Economic and Regional Studies.
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• Sarah Brown & Alessandro Bucciol & Alberto Montagnoli & Karl Taylor, 2020. "Financial Advice and Household Financial Portfolios," Working Papers 15/2020, University of Verona, Department of Economics.
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• Agnese, Pablo & Thoss, Jonathan, 2021. "New Moneys under the New Normal? Bitcoin and Gold Interdependence during COVID Times," IZA Discussion Papers 14323, Institute of Labor Economics (IZA).
• Sangwon Suh, 2021. "A Filtering Strategy for Improving Charateristics-Based Portfolios," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, vol. 46(2), pages 119-153, June.
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• Alessi, Lucia & Elisa, Ossola & Panzica, Roberto, 2021. "When do investors go green? Evidence from a time-varying asset-pricing model," Working Papers 2021-13, Joint Research Centre, European Commission.
• Haim Shalit, 2021. "The Shapley value decomposition of optimal portfolios," Annals of Finance, Springer, vol. 17(1), pages 1-25, March.
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• Chongyu Wang & Tingyu Zhou, 2021. "Trade-offs between Asset Location and Proximity to Home: Evidence from REIT Property Sell-offs," The Journal of Real Estate Finance and Economics, Springer, vol. 63(1), pages 82-121, July.
• Liqun Liu & Jack Meyer, 2021. "Stochastic superiority," Journal of Risk and Uncertainty, Springer, vol. 62(3), pages 225-246, June.
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• Shuonan Yuan & Marc Oliver Rieger, 2021. "Diversification with options and structured products," Review of Derivatives Research, Springer, vol. 24(1), pages 55-77, April.
• Nusret Cakici & Sris Chatterjee & Yi Tang & Lin Tong, 2021. "Alternative profitability measures and cross-section of expected stock returns: international evidence," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 369-391, January.
• Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021. "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 849-889, April.
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• Gil Cohen, 2021. "Optimizing candlesticks patterns for Bitcoin's trading systems," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 1155-1167, October.
• Prodosh Simlai, 2021. "Accrual mispricing, value-at-risk, and expected stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 57(4), pages 1487-1517, November.
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• Meg Adachi-Sato, 2021. "Contract Duration and Socially Responsible Investment," Discussion Paper Series DP2021-14, Research Institute for Economics & Business Administration, Kobe University.
• Meg Adachi-Sato, 2021. "Socially Responsible Investment: Ex-ante Contracting or Ex-post Bargaining?," Discussion Paper Series DP2021-20, Research Institute for Economics & Business Administration, Kobe University, revised Feb 2023.
• Cem Cakmakli & Verda Ozturk, 2021. "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers 2110, Koc University-TUSIAD Economic Research Forum.
• Neszveda, Gábor & Vágó, Ákos, 2021. "A likviditásnyújtás kereskedési stratégiájának hozamvizsgálata a magyar részvénypiacon [Examining trade-strategy results of liquidity provision on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 794-814.
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• Christopher Roth & Mirko Wiederholt & Johannes Wohlfart, 2021. "The Effects of Forward Guidance: Theory with Measured Expectations," ECONtribute Discussion Papers Series 126, University of Bonn and University of Cologne, Germany.
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• Rüdiger Weber & Annika Weber & Christine Laudenbach & Johannes Wohlfart, 2021. "Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment," CEBI working paper series 21-17, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Mikosch, Heiner & Sarferaz, Samad & Wohlfart, Johannes, 2021. "Uncertainty and Information Acquisition: Evidence from Firms and Households," CEPR Discussion Papers 16765, C.E.P.R. Discussion Papers.
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• Thorsten Polleit, 2021. "Modern Financial Market Theory – A Critique Based on the Logic of Human Action," Credit and Capital Markets, Credit and Capital Markets, vol. 54(3), pages 447-467.
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• Takeo Hori & Ryonghun Im, 2021. "Asset Bubbles, Entrepreneurial Risks, and Economic Growth," KIER Working Papers 1052, Kyoto University, Institute of Economic Research.
• Marie-Hélène BROIHANNE, 2021. "Testing the gender gap in subjective financial literacy of spouses," Working Papers of LaRGE Research Center 2021-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
• Askandarou Diallo, & Jacolin Luc, & Isabelle Rabaud., 2021. "Foreign Direct Investment and Domestic Private Investment in Sub-Saharan African Countries: Crowding-In or Out ?," Working papers 816, Banque de France.
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• Luik Marc-André & Salland Jan, 2021. "Inheritance and Stockholding: The Role of Expectations," Review of Economics, De Gruyter, vol. 72(1), pages 1-28, April.
• Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021. "The political reception of innovations," Cahiers de recherche 2107, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques.
• Isil Erol & Umut Unal & Yener Coskun, 2021. "ESG Investing and the Financial Performance: A Panel Data Analysis of Developed REIT Markets," MAGKS Papers on Economics 202123, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
• Tehrani , Reza & Veisizadeh , Vahid, 2021. "Dynamic Cross Hedging Effectiveness between Gold and Stock Market Based on Downside Risk Measures: Evidence from Iran Emerging Capital Market," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(1), pages 43-70, March.
• Feghhi Kashani , Mohammad & Mohebimajd , Ahmadreza, 2021. "Outperformance Testing of a Dynamic Assets Portfolio Selection Supplemented with a Continuous Paths Levy Process," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(2), pages 253-282, June.
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• Despina Gavresi & Anastasia Litina & Christos A. Makridis, 2021. "Split Personalities? Behavioral Effects of Temperature on Financial Decision-making," Discussion Paper Series 2021_16, Department of Economics, University of Macedonia, revised Nov 2021.
• Beate Monika Philipps, 2021. "Commercial Real Estate Loans - Categorization of an Investment Segment," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 7(1), pages 5-26.
• Ritesh Patel, 2021. "ASEAN-5 and Indian Financial Market Linkages: Evidence from Cointegration and Factor Analysis," Capital Markets Review, Malaysian Finance Association, vol. 29(1), pages 41-58.
• Balazs Stempler, 2021. "ESG Investing: The Use of ESG Ratings in a Smart Beta Strategy," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(2), pages 91-116.
• Klaudia Radoczy & Akos Toth-Pajor, 2021. "Investors' Reactions to Extreme Events in the Hungarian Stock Market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 20(3), pages 5-30.
• Zhengqing Gui & Yangguang Huang & Xiaojian Zhao, 2020. "Financial Fraud and Investor Awareness," HKUST CEP Working Papers Series 202002, HKUST Center for Economic Policy.
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• Christophe Chorro & Emmanuelle Jay & Philippe De Peretti & Thibault Soler, 2021. "Frequency causality measures and Vector AutoRegressive (VAR) models: An improved subset selection method suited to parsimonious systems," Documents de travail du Centre d'Economie de la Sorbonne 21013, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Didier Nibbering & Coos van Buuren & Wei Wei, 2021. "Real Options Valuation of Wind Energy Based on the Empirical Production Uncertainty," Monash Econometrics and Business Statistics Working Papers 19/21, Monash University, Department of Econometrics and Business Statistics.
• Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus R. Schenk-Hoppé, 2021. "Evolution in pecunia," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(26), pages 2016514118-, June.
  • Rabah Amir & Igor V. Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Reiner Schenk-Hoppé, 2020. "Evolution in Pecunia," Swiss Finance Institute Research Paper Series 20-44, Swiss Finance Institute.
  • Rabah Amir & Igor Evstigneev & Thorsten Hens & Valeriya Potapova & Klaus Schenk-Hoppé, 2021. "Evolution in pecunia," Post-Print hal-03589215, HAL.
• Jędrzej Białkowski & Anna Sławik, 2021. "Do investors respond to changes in the composition of sustainability indices?," Bank i Kredyt, Narodowy Bank Polski, vol. 52(4), pages 319-338.
• Ankit Kalda & Benjamin Loos & Alessandro Previtero & Andreas Hackethal, 2021. "Smart(Phone) Investing? A within Investor-time Analysis of New Technologies and Trading Behavior," NBER Working Papers 28363, National Bureau of Economic Research, Inc.
• Alp Simsek, 2021. "The Macroeconomics of Financial Speculation," NBER Working Papers 28426, National Bureau of Economic Research, Inc.
• Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021. "Is There A Replication Crisis In Finance?," NBER Working Papers 28432, National Bureau of Economic Research, Inc.
• Guillermo Ordonez & Gaetano Gaballo, 2017. "The Two Faces of Information," 2017 Meeting Papers 811, Society for Economic Dynamics.
  • Gaetano Gaballo & Guillermo Ordoñez, 2021. "The Two Faces of Information," NBER Working Papers 28489, National Bureau of Economic Research, Inc.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2021. "Do Required Minimum Distribution 401(k) Rules Matter, and for Whom? Insights from a Lifecylce Model," LawFin Working Paper Series 17, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
  • Vanya Horneff & Raimond Maurer & Olivia S. Mitchell, 2021. "Do Required Minimum Distribution 401(k) Rules Matter, and For Whom? Insights from a Lifecycle Model," NBER Working Papers 28490, National Bureau of Economic Research, Inc.
• John H. Cochrane, 2021. "Portfolios for Long-Term Investors," NBER Working Papers 28513, National Bureau of Economic Research, Inc.
• Greenwald, Daniel L. & Leombroni, Matteo & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2021. "Financial and Total Wealth Inequality with Declining Interest Rates," Research Papers 3948, Stanford University, Graduate School of Business.
  • Daniel L. Greenwald & Matteo Leombroni & Hanno Lustig & Stijn Van Nieuwerburgh, 2021. "Financial and Total Wealth Inequality with Declining Interest Rates," NBER Working Papers 28613, National Bureau of Economic Research, Inc.
  • Greenwald, Dan & Leombroni, Matteo & Lustig, Hanno, 2021. "Financial and Total Wealth Inequality with Declining Interest Rates," CEPR Discussion Papers 16081, C.E.P.R. Discussion Papers.
• Itzhak Ben-David & Jiacui Li & Andrea Rossi & Yang Song, 2021. "Discontinued Positive Feedback Trading and the Decline of Return Predictability," NBER Working Papers 28624, National Bureau of Economic Research, Inc.
• Boyer, Brian & Nadauld, Taylor D. & Vorkink, Keith P. & Weisbach, Michael S., 2021. "Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions," Working Paper Series 2021-04, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  • Brian Boyer & Taylor D. Nadauld & Keith P. Vorkink & Michael S. Weisbach, 2021. "Discount Rate Risk in Private Equity: Evidence from Secondary Market Transactions," NBER Working Papers 28691, National Bureau of Economic Research, Inc.
• Hardouvelis, Gikas & Karalas, Georgios, 2021. "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," CEPR Discussion Papers 16029, C.E.P.R. Discussion Papers.
  • Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2021. "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," NBER Working Papers 28697, National Bureau of Economic Research, Inc.
• Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021. "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers 28800, National Bureau of Economic Research, Inc.
• Nicolae B. Gârleanu & Stavros Panageas & Geoffery X. Zheng, 2021. "A Long and a Short Leg Make For a Wobbly Equilibrium," NBER Working Papers 28824, National Bureau of Economic Research, Inc.
• John Y. Campbell & Ian Martin, 2021. "Sustainability in a Risky World," NBER Working Papers 28899, National Bureau of Economic Research, Inc.
  • Campbell, John Y, 2022. "Sustainability in a Risky World," CEPR Discussion Papers 16219, C.E.P.R. Discussion Papers.
• Haoyang Liu & Christopher Palmer, 2021. "Are Stated Expectations Actual Beliefs? New Evidence for the Beliefs Channel of Investment Demand," NBER Working Papers 28926, National Bureau of Economic Research, Inc.
• Balasubramaniam, Vimal & Campbell, John Y & Ranish, Benjamin, 2021. "Who Owns What? A Factor Model for Direct Stockholding," CEPR Discussion Papers 16378, C.E.P.R. Discussion Papers.
  • Vimal Balasubramaniam & John Y. Campbell & Tarun Ramadorai & Benjamin Ranish, 2021. "Who Owns What? A Factor Model for Direct Stock Holding," NBER Working Papers 29065, National Bureau of Economic Research, Inc.
• Clemens Sialm & Qifei Zhu, 2021. "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers 29082, National Bureau of Economic Research, Inc.
• Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021. "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," Finance and Economics Discussion Series 2021-063, Board of Governors of the Federal Reserve System (U.S.).
  • Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021. "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," NBER Working Papers 29195, National Bureau of Economic Research, Inc.
• Itzhak Ben-David & Mark J. Johnson & René M. Stulz, 2021. "Why Did Small Business FinTech Lending Dry Up During the COVID-19 Crisis?," NBER Working Papers 29205, National Bureau of Economic Research, Inc.
• Elisabeth Kempf & Mancy Luo & Larissa Schäfer & Margarita Tsoutsoura, 2021. "Political Ideology and International Capital Allocation," NBER Working Papers 29280, National Bureau of Economic Research, Inc.
  • Tsoutsoura, Margarita & Schäfer, Larissa & Luo, Mancy, 2022. "Political Ideology and International Capital Allocation," CEPR Discussion Papers 16533, C.E.P.R. Discussion Papers.
• Jacquelyn Humphrey & Shimon Kogan & Jacob Sagi & Laura Starks, 2021. "The Asymmetry in Responsible Investing Preferences," NBER Working Papers 29288, National Bureau of Economic Research, Inc.
• Alexandra M. Tabova & Francis E. Warnock, 2021. "Foreign Investors and US Treasuries," NBER Working Papers 29313, National Bureau of Economic Research, Inc.
• Ulrike Malmendier, 2021. "Exposure, Experience, and Expertise: Why Personal Histories Matter in Economics," NBER Working Papers 29336, National Bureau of Economic Research, Inc.
• Nicholas Z. Muller, 2021. "Measuring Firm Environmental Performance to Inform ESG Investing," NBER Working Papers 29454, National Bureau of Economic Research, Inc.
• Victor Duarte & Julia Fonseca & Aaron S. Goodman & Jonathan A. Parker, 2021. "Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle," NBER Working Papers 29559, National Bureau of Economic Research, Inc.
• Mark L. Egan & Alexander MacKay & Hanbin Yang, 2021. "What Drives Variation in Investor Portfolios? Estimating the Roles of Beliefs and Risk Preferences," NBER Working Papers 29604, National Bureau of Economic Research, Inc.
• Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Bohme, 2021. "Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform," Papers 2109.10958, arXiv.org.
  • Pietro Saggese & Alessandro Belmonte & Nicola Dimitri & Angelo Facchini & Rainer Böhme, 2021. "Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform," Department of Economics University of Siena 860, Department of Economics, University of Siena.
• Doguhan Sundal, 2021. "Not your average firm: a quantile regression approach to the firm level investment," Working Paper Series, Department of Economics, University of Utah 2021_02, University of Utah, Department of Economics.
• Lo Prete, Anna, 2022. "Digital and financial literacy as determinants of digital payments and personal finance," Economics Letters, Elsevier, vol. 213(C).
  • Lo Prete, Anna, 2021. "Digital and Financial Literacy as Determinants of Digital Payments and Personal Finance," Department of Economics and Statistics Cognetti de Martiis. Working Papers 202120, University of Turin.
• DIONISIJEV, Ivan, 2021. "The Audit Opinion In The Role Of Stock Prices Fluctuations On The Macedonian Stock Exchange," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(3), pages 29-43, September.
• ÇELÄ°K, Ä°smail, 2021. "Optimal Hedge Ratio In Turkish Stock Index Futures Market: A Deco-Fiaparch Approach," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(4), pages 17-33, December.
• Courage Ose Eburajolo & Sunday Oseiweh Ogbeide, 2021. "An Empirical Analysis of Stochastic Dominance and Portfolio Selection in the Stock Market: Evidence from Nigeria," Izvestiya, Varna University of Economics, issue 4, pages 412-428.
• Siemaszkiewicz Karolina, 2021. "Safe Haven Instruments – A Comparison Between the Global Financial Crisis and the Covid-19 Pandemic," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(4), pages 1-16, December.
• Gaspars-Wieloch Helena, 2021. "On some analogies between one-criterion decision making under uncertainty and multi-criteria decision making under certainty," Economics and Business Review, Sciendo, vol. 7(2), pages 17-36, June.
• Kądziołka Kinga, 2021. "Comparison of Selected Portfolio Strategies Based on the Example of Cryptocurrency Portfolios," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 14(1), pages 44-60, March.
• Daniluk Katarzyna, 2021. "Profitability and Risk of Selected Forms of Investment on the Polish Capital Market," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, vol. 14(2), pages 209-219, June.
• Radojković Ivan & Ranđelović Branislav & Ilić Ivana, 2021. "Modelling Development of Voluntary Pension Fund Using Mathematical Model of Approximation with Lagrange Interpolation Polynomials," Economic Themes, Sciendo, vol. 59(2), pages 243-257, June.
• Urbański Stanisław, 2021. "The Cost of Capital for Investment in the Warsaw Stock Exchange Indexes – Versus Djia," Folia Oeconomica Stetinensia, Sciendo, vol. 21(1), pages 122-143, June.
• Malik M Asad Saleem & Zafar Muhammad & Ullah Saif & Ullah Atta, 2021. "Role of Behavioral Biases in Real Estate Prices in Pakistan," Real Estate Management and Valuation, Sciendo, vol. 29(1), pages 41-53, March.
• Catan Daniela, 2021. "The Nexus Between Hedge Fund Size and Risk-Adjusted Performance," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 66(3), pages 40-56, December.
• Ceylan Nesrin & Münyas Turgay, 2021. "An Empirical Investigation on the Relationship Between the Eurozone Zew Index and the Eurozone Stock Markets," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 31(4), pages 1-17, December.
• Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers e163, Tokyo Center for Economic Research.
  • Junko Koeda & Yosuke Kimura, 2021. "Government Debt Maturity in Japan: 1965 to the Present," Working Papers 2103, Waseda University, Faculty of Political Science and Economics.
• Gunnar Gutsche & Miwa Nakai & Toshi H. Arimura, 2021. "Individual Sustainable Investment in Japan," RIEEM Discussion Paper Series 2006, Research Institute for Environmental Economics and Management, Waseda University.
• Mariana Escobar & Lorenzo Pandolfi & Alvaro Pedraza & Tomas Williams, 2021. "The Anatomy of Index Rebalancings: Evidence from Transaction Data," CSEF Working Papers 621, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 12 2021.
  • Escobar,Mariana,Pandolfi,Lorenzo,Pedraza Morales,Alvaro Enrique,Williams,Tomas, 2021. "The Anatomy of Index Rebalancings : Evidence from Transaction Data," Policy Research Working Paper Series 9770, The World Bank.
• Vikram Ghandeeswaran Narayanan & Gopakumar Kattiparambil Unni, 2021. "Determinants of Volume of IPOs in India: A Case of Count Model with Overdispersion," Economic Research Guardian, Weissberg Publishing, vol. 11(1), pages 27-46, June.
• Feixue Gong & Gregory Phelan, 2023. "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 75(2), pages 317-340, February.
  • Feixue Gong & Gregory Phelan, 2020. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2020-03, Department of Economics, Williams College.
  • Feixue Gong & Gregory Phelan, 2021. "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers 2021-07, Department of Economics, Williams College.
• Monica Billio & Michele Costola & Iva Hristova & Carmelo Latino & Loriana Pelizzon, 2021. "Inside the ESG ratings: (Dis)agreement and performance," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1426-1445, September.
  • Monica Billio & Michele Costola & Iva Histova & Carmelo Latino & Loriana Pelizzon, 2020. "Inside the ESG Ratings: (Dis)agreement and performance," Working Papers 2020:17, Department of Economics, University of Venice "Ca' Foscari".
  • Billio, Monica & Costola, Michele & Hristova, Iva & Latino, Carmelo & Pelizzon, Loriana, 2020. "Inside the ESG ratings: (Dis)agreement and performance," SAFE Working Paper Series 284, Leibniz Institute for Financial Research SAFE.
• Marc‐André Luik & Amelia Guha Thakurta & Dennis Wesselbaum, 2021. "Child health, human capital, and adult financial behavior," Health Economics, John Wiley & Sons, Ltd., vol. 30(11), pages 2722-2750, November.
  • Luik, Marc-André, 2016. "Child Health, Human Capital and Adult Financial Behavior," Working Paper 174/2013, Helmut Schmidt University, Hamburg.
• Agnes Kovacs & Hamish Low & Patrick Moran, 2021. "Estimating Temptation And Commitment Over The Life Cycle," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 62(1), pages 101-139, February.
  • Agnes Kovacs & Hamish Low & Patrick Moran, 2020. "Estimating temptation and commitment over the life-cycle," IFS Working Papers W20/24, Institute for Fiscal Studies.
  • Hamish Low & Agnes Kovacs, 2020. "Estimating Temptation and Commitment Over the Life-Cycle," Economics Series Working Papers 796, University of Oxford, Department of Economics.
• Jimmy A. Saravia & Carlos S. García & Paula M. Almonacid, 2021. "The determinants of systematic risk: A firm lifecycle perspective," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 1037-1049, January.
  • Jimmy Saravia & Carlos Garcia & Paula Almonacid, 2016. "The Determinants of Systematic Risk: A Firm Lifecycle Perspective," Documentos de Trabajo CIEF 015299, Universidad EAFIT.
• Janis Becker & Christian Leschinski, 2021. "Estimating the volatility of asset pricing factors," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(2), pages 269-278, March.
  • Becker, Janis & Leschinski, Christian, 2018. "Estimating the Volatility of Asset Pricing Factors," Hannover Economic Papers (HEP) dp-631, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Afees A. Salisu & Juncal Cuñado & Kazeem Isah & Rangan Gupta, 2021. "Stock markets and exchange rate behavior of the BRICS," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1581-1595, December.
  • Afees A. Salisu & Juncal Cunado & Kazeem Isah & Rangan Gupta, 2020. "Stock Markets and Exchange Rate Behaviour of the BRICS," Working Papers 202086, University of Pretoria, Department of Economics.
• Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2021. "Exploring Differences in Household Debt across the United States and Euro Area Countries," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 53(2-3), pages 477-501, March.
  • Dimitris Christelis & Michael Ehrmann & Dimitris Georgarakos, 2017. "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CSEF Working Papers 465, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Christelis, Dimitris & Georgarakos, Dimitris, 2020. "Exploring Differences in Household Debt Across the United States and Euro Area Countries," CEPR Discussion Papers 15368, C.E.P.R. Discussion Papers.
• Rajnish Mehra & Sunil Wahal & Daruo Xie, 2021. "Is idiosyncratic risk conditionally priced?," Quantitative Economics, Econometric Society, vol. 12(2), pages 625-646, May.
  • Rajnish Mehra & Sunil Wahal & Daruo Xie, 2016. "Is Idiosyncratic Risk Conditionally Priced?," NBER Working Papers 22016, National Bureau of Economic Research, Inc.
• Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2019. "Subjective Models of the Macroeconomy: Evidence from Experts and Representative Samples," CESifo Working Paper Series 7850, CESifo.
  • Andre, Peter & Pizzinelli, Carlo & Roth, Christopher & Wohlfart, Johannes, 2021. "Subjective Models of the Macroeconomy : Evidence from Experts and a Representative Sample," The Warwick Economics Research Paper Series (TWERPS) 1342, University of Warwick, Department of Economics.
  • Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2021. "Subjective Models of the Macroeconomy: Evidence From Experts and Representative Samples," ECONtribute Discussion Papers Series 119, University of Bonn and University of Cologne, Germany.
  • Peter Andre & Carlo Pizzinelli & Christopher Roth & Johannes Wohlfart, 2019. "Subjective Models Of The Macroeconomy: Evidence From Experts And A Representative Sample," CEBI working paper series 19-11, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).
• Dimitrios Zormpas & Rossella Agliardi, 2021. "The Effect of Vertical Relationships on Investment Timing," International Game Theory Review (IGTR), World Scientific Publishing Co. Pte. Ltd., vol. 23(03), pages 1-10, September.
• Hazik Mohamed, 2020. "Beyond Fintech:Technology Applications for the Islamic Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11885, June.
• Frank J Fabozzi & Francesco A Fabozzi & Marcos López de Prado & Stoyan V Stoyanov, 2021. "Asset Management:Tools and Issues," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11901, February.
• Karen Wong & Daryl Guppy, 2021. "Stocks and Forex Trading:How to Win," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12274, June.
• Anatoly B Schmidt, 2021. "Modern Equity Investing Strategies," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12347, June.
• Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), 2021. "Cryptofinance:A New Currency for a New Economy," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12353, June.
• Romain Deguest & Lionel Martellini & Vincent Milhau, 2021. "Goal-based Investing:Theory and Practice," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12386, June.
• Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), 2021. "Financial and Economic Systems:Transformations and New Challenges," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0279, June.
• Elias Bengtsson, 2021. "Macroprudential Policy in the EU — Policy Reflections on Institutional Contexts and Governance Arrangements," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 1, pages 3-25, World Scientific Publishing Co. Pte. Ltd..
• Xiaofei Ma, 2021. "The Effect of Austerity Measures Under Sovereign Risk and Financial Frictions," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 2, pages 27-55, World Scientific Publishing Co. Pte. Ltd..
• Abir Abid, 2021. "How Do Financial Markets Listen to the Economic Policy Uncertainty?," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 3, pages 57-85, World Scientific Publishing Co. Pte. Ltd..
• Zaineb Hlioui & Sonia Boukattaya & Zyed Achour, 2021. "Regulation, Ethics, and Economic Stability Evidence from Eastern European Countries," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 4, pages 87-119, World Scientific Publishing Co. Pte. Ltd..
• Jean-François Boulier, 2021. "Beyond the Myths: Questions for Post Modern Finance," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 5, pages 123-134, World Scientific Publishing Co. Pte. Ltd..
• Eric Le Fur, 2021. "Contagion Effect Between Financial Markets and Collectibles Markets: A Review of Empirical Research," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 6, pages 135-159, World Scientific Publishing Co. Pte. Ltd..
• Mazin A. M. Al Janabi, 2021. "Machine Learning, Computational Techniques, and Reporting Processes: Risk Exposure in GCC Markets in the Wake of the 2007–2009 Global Financial Meltdown," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 7, pages 161-186, World Scientific Publishing Co. Pte. Ltd..
• Saker Sabkha, 2021. "On the Performances of Dynamic Conditional Correlation Models in the Sovereign CDS Market and the Corresponding Bond Market," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 8, pages 187-212, World Scientific Publishing Co. Pte. Ltd..
• Warwick Anderson & Jȩdrzej Białkowski & Moritz Wagner, 2021. "Development of Socially Responsible Investing (SRI) — Evidence from the Mutual Funds Industry," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 9, pages 213-249, World Scientific Publishing Co. Pte. Ltd..
• Lan-Phuong Nguyen & Lionel Touchais & Jean-Laurent Viviani, 2021. "The Relationship Between CSR Disclosure and CSR Performance: A Western European Sample," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 10, pages 253-284, World Scientific Publishing Co. Pte. Ltd..
• Rania Béji & Ouidad Yousfi & Abdelwahed Omri, 2021. "Corporate Social Responsibility and Corporate Governance: A Cognitive Approach," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 11, pages 285-326, World Scientific Publishing Co. Pte. Ltd..
• Anissa Naouar, 2021. "ESG Performance and ESG Rating: A Critical Review of the Screening Methodologies and the Way Forward," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 12, pages 327-359, World Scientific Publishing Co. Pte. Ltd..
• Zyed Achour & Zaineb Hlioui & Sonia Boukattaya, 2021. "Corporate Social Responsibility and Firm Risk: Evidence from France," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 13, pages 361-383, World Scientific Publishing Co. Pte. Ltd..
• Meriam Attia & Ouidad Yousfi & Abdelwahed Omri, 2021. "Does Board Structure Matter for Innovation?," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 14, pages 385-424, World Scientific Publishing Co. Pte. Ltd..
• Assen Slim & Fernanda Arreola & Éric Magnin, 2021. "Blockchain Technology: Beyond Cryptocurrencies," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 15, pages 427-449, World Scientific Publishing Co. Pte. Ltd..
• Teresa Schützeichel, 2021. "FinTech Development, Digital Infrastructure and Institutions in the SSA Zone," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 16, pages 451-480, World Scientific Publishing Co. Pte. Ltd..
• Youssra Ben Romdhane Loukil & Souhaila Kammoun & Sahar Loukil, 2021. "Fintech Development, Digital Infrastructure and Institutions in the MENA Zone," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 17, pages 481-506, World Scientific Publishing Co. Pte. Ltd..
• Firas Batnini & Florian Bercaut, 2021. "Banks vs FinTech in the French Market," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 18, pages 507-536, World Scientific Publishing Co. Pte. Ltd..
• Małgorzata Pawłowska & Aleksandra Staniszewska, 2021. "Impact of Fintech on the Level of Competition in the EU Banking Sector," World Scientific Book Chapters, in: Zied Ftiti & Hachmi Ben Ameur & Waël Louhichi (ed.), FINANCIAL AND ECONOMIC SYSTEMS Transformations and New Challenges, chapter 19, pages 537-560, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Introduction," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 1, pages 1-19, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "An Ai-Driven And Blockchain-Based Islamic Capital Market," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 2, pages 21-42, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Digital Sukuk Issuance For Business Financing," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 3, pages 43-67, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Smart Islamic Asset And Wealth Management," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 4, pages 69-88, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Digitalized Takāful Claims Processing," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 5, pages 89-103, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Digitizing Medical Records And Healthcare Management," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 6, pages 105-119, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Rethinking Supply Chain Management Through New Digital Applications," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 7, pages 121-142, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Smart Manufacturing And The Factory Of The Future," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 8, pages 143-163, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Central Bank Digital Currency (Cbdc) Formats And Their Implications," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 9, pages 165-176, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Modernizing Fara’Id, Waqf, And Zakat," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 10, pages 193-208, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Enhancing Legal And Regulatory Framework For Digital Transformation," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 11, pages 209-226, World Scientific Publishing Co. Pte. Ltd..
• Hazik Mohamed, 2020. "Managing Regulatory Change For Financial Institutions," World Scientific Book Chapters, in: BEYOND FINTECH Technology Applications for the Islamic Economy, chapter 12, pages 227-246, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Asset Management Companies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 1, pages 1-28, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Fundamentals of Financial Statements," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 2, pages 29-75, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Securitization and the Creation of Residential Mortgage-Related Securities," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 3, pages 77-105, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Financial Econometrics Tools for Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 4, pages 107-145, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Monte Carlo Applications to Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 5, pages 147-172, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Optimization Models for Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 6, pages 173-191, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Machine Learning and its Applications to Asset Management," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 7, pages 193-228, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Risk Measures and Asset Allocation Problems," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 8, pages 229-259, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Securities Lending and its Alternatives in the Equity Market," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 9, pages 261-276, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Repurchase Agreements for Financing Positions and Shorting in the Bond Market," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 10, pages 277-293, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Implementable Quantitative Research," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 11, pages 295-313, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Quantitative Equity Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 12, pages 315-343, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Challenges in Implementing Equity Factor Investing Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 13, pages 345-358, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Transaction and Trading Costs," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 14, pages 359-385, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Managing a Common Stock Portfolio with a Multifactor Risk Model Using Fundamental Factor," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 15, pages 387-416, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Managing a Bond Portfolio Using a Multifactor Risk Model," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 16, pages 417-434, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Backtesting Investment Strategies," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 17, pages 435-461, World Scientific Publishing Co. Pte. Ltd..
• Frank J. Fabozzi & Francesco A. Fabozzi & Marcos López de Prado & Stoyan V. Stoyanov, 2021. "Monte Carlo Backtesting Method," World Scientific Book Chapters, in: Asset Management Tools and Issues, chapter 18, pages 463-474, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Ten Thousand Hours," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 1, pages 3-9, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Battle Planning," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 2, pages 11-18, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Not Just a Game," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 3, pages 19-27, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Trading Trading Recommendations," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 4, pages 29-37, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Child’s Play," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 5, pages 39-44, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Trading Between the Lines," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 6, pages 45-54, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Big, Round, and Probable," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 7, pages 55-59, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Double Dipping," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 8, pages 61-67, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Rise of the Mid-trend Trade," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 9, pages 69-72, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "The Long and the Short of It," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 10, pages 73-76, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Three Trade Bites Make Up a Whole," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 11, pages 77-81, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Trade Management — A Comparison of Three Ways to Profit," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 12, pages 83-86, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Tale of a GUD Trade Gone Bad," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 13, pages 87-90, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Defend Your Position," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 14, pages 93-98, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Milking the Trade," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 15, pages 99-103, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "The Ultimate Question," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 16, pages 105-108, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "“LOV” Gone Wrong," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 17, pages 111-113, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Don’t Show Me the Money," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 18, pages 115-119, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Listen to Your Chart," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 19, pages 121-124, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Greener Pastures," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 20, pages 127-131, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Stepping Up to FX," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 21, pages 133-139, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "High Probability FX," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 22, pages 141-147, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Guppy FX," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 23, pages 149-153, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "FX Protection," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 24, pages 155-160, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Home on the Range," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 25, pages 161-168, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Scurry with the Ants," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 26, pages 169-171, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Best Time to Forex," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 27, pages 173-176, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Pip Fiction," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 28, pages 177-180, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Larger Piece of the Pie," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 29, pages 181-188, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Time Matters as Trend Shatters," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 30, pages 189-194, World Scientific Publishing Co. Pte. Ltd..
• Karen Wong & Daryl Guppy, 2021. "Bitcoin Boom or Bust!," World Scientific Book Chapters, in: STOCKS and FOREX TRADING HOW TO WIN, chapter 31, pages 195-198, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Equity Markets: Traders, Orders, and Structures," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 1, pages 3-24, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Models of Dealer Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 2, pages 25-42, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Models of the Limit-Order Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 3, pages 43-64, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Dynamics of Returns," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 4, pages 67-86, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Price Volatility," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 5, pages 87-99, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Agent-Based Modeling of Financial Markets," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 6, pages 101-117, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Mean–Variance Portfolio Theory," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 7, pages 121-148, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Portfolio Optimization," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 8, pages 149-155, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Risk-Based Asset Allocation," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 9, pages 157-163, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Factor Models," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 10, pages 165-176, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Technical Analysis-Based Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 11, pages 179-196, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Arbitrage Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 12, pages 197-216, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "News and Sentiment-Based Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 13, pages 217-236, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Back-Testing of Trading Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 14, pages 237-252, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Execution Strategies," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 15, pages 253-269, World Scientific Publishing Co. Pte. Ltd..
• Anatoly B. Schmidt, 2021. "Appendices," World Scientific Book Chapters, in: Modern Equity Investing Strategies, chapter 16, pages 271-291, World Scientific Publishing Co. Pte. Ltd..
• Octavian Nica & Karolina Piotrowska & Klaus Reiner Schenk-Hoppé, 2021. "Cryptocurrencies: Concept and Current Market Structure," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 1, pages 1-28, World Scientific Publishing Co. Pte. Ltd..
• Devinder Gandhi & Shaista Jaffer & Sahar Shabani, 2021. "The Impact of Coronavirus Pandemic on Bitcoin: A Literary Overview," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 2, pages 29-47, World Scientific Publishing Co. Pte. Ltd..
• Usman W. Chohan, 2021. "Cryptocurrencies and Inequality," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 3, pages 49-62, World Scientific Publishing Co. Pte. Ltd..
• Sihem Ben Saad & Aida Allaya & Fayda Taârit & Rafla Hchaichi, 2021. "Towards a Better Understanding of the Resistance Factors of Cryptocurrency Spread," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 4, pages 63-86, World Scientific Publishing Co. Pte. Ltd..
• Ralf Wandmacher, 2021. "Tokenization Disrupts ETFs," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 5, pages 87-103, World Scientific Publishing Co. Pte. Ltd..
• Usman W. Chohan, 2021. "Oversight and Regulation of Cryptocurrencies: BitLicense," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 6, pages 105-120, World Scientific Publishing Co. Pte. Ltd..
• Sonia Arsi & Soumaya Ben Khelifa & Yosra Ghabri & Hela Mzoughi, 2021. "Cryptocurrencies: Key Risks and Challenges," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 7, pages 121-145, World Scientific Publishing Co. Pte. Ltd..
• Khouloud Senda Bennani & Ibrahim Arpaci, 2021. "Factors Influencing Individual and Organizational Adoption of Cryptocurrencies," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 8, pages 147-169, World Scientific Publishing Co. Pte. Ltd..
• Chen Liu, 2021. "Crypto-asset Valuation: A Review and Analysis of Current Methods," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 9, pages 171-190, World Scientific Publishing Co. Pte. Ltd..
• Siavash Taheri & Janelle Mann & Austin McWhirter, 2021. "The Nexus between Cryptocurrencies, Currencies and Commodities: A Primer," World Scientific Book Chapters, in: Stéphane Goutte & Khaled Guesmi & Samir Saadi (ed.), Cryptofinance A New Currency for a New Economy, chapter 10, pages 191-206, World Scientific Publishing Co. Pte. Ltd..
• Hong, Claire Yurong & Lu, Xiaomeng & Pan, Jun, 2021. "FinTech adoption and household risk-taking," BOFIT Discussion Papers 14/2021, Bank of Finland Institute for Emerging Economies (BOFIT).
• Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 53-69.
  • Beutel, Johannes & Metiu, Norbert & Stockerl, Valentin, 2021. "Toothless tiger with claws? Financial stability communication, expectations, and risk-taking," Discussion Papers 05/2021, Deutsche Bundesbank.
• Fricke, Daniel, 2021. "Synthetic Leverage and Fund Risk-Taking," ESRB Working Paper Series 126, European Systemic Risk Board.
  • Fricke, Daniel, 2021. "Synthetic leverage and fund risk-taking," Discussion Papers 09/2021, Deutsche Bundesbank.
• Littke, Helge C.N. & Ossandon Busch, Matias, 2021. "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," Journal of International Money and Finance, Elsevier, vol. 119(C).
  • Littke, Helge C. N. & Ossandon Busch, Matias, 2018. "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," IWH Discussion Papers 12/2018, Halle Institute for Economic Research (IWH).
  • Littke, Helge & Ossandon Busch, Matias, 2021. "Banks fearing the drought? Liquidity hoarding as a response to idiosyncratic interbank funding dry-ups," Discussion Papers 16/2021, Deutsche Bundesbank.
• , & Stein, Tobias, 2021. "Equity premium predictability over the business cycle," CEPR Discussion Papers 16357, C.E.P.R. Discussion Papers.
  • Mönch, Emanuel & Stein, Tobias, 2021. "Equity premium predictability over the business cycle," Discussion Papers 25/2021, Deutsche Bundesbank.
• Fenner, Arved & Klein, Philipp & Mössinger, Carina, 2021. "Better be careful: The replenishment of ABS backed by SME loans," Discussion Papers 30/2021, Deutsche Bundesbank.
• Tischer, Johannes, 2021. "Quantitative easing, safe asset scarcity and bank lending," Discussion Papers 35/2021, Deutsche Bundesbank.
• Mukashov, Askar, 2021. "Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility," Working Papers of Agricultural Policy WP2021-01, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy.
• Jin, Ding, 2021. "Metamodeling: A useful tool for applying innovative simulation techniques in agricultural economics," Working Papers of Agricultural Policy WP2021-02, University of Kiel, Department of Agricultural Economics, Chair of Agricultural Policy.
• Lampe, Florian & Löscher, Anne, 2021. "A post Keynesian perspective on the eco zone project: Liquidity premia and external financial fragility in the West African Economic and Monetary Union, Ghana and Nigeria," ZÖSS-Discussion Papers 89, University of Hamburg, Centre for Economic and Sociological Studies (CESS/ZÖSS).
• Bali, Turan G. & Weigert, Florian, 2021. "Hedge funds and the positive idiosyncratic volatility effect," CFR Working Papers 21-01, University of Cologne, Centre for Financial Research (CFR).
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2021. "Multivariate crash risk," CFR Working Papers 21-07, University of Cologne, Centre for Financial Research (CFR).
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021. "The Geography of Investor Attention," CSEF Working Papers 630, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Mengoli, Stefano & Pagano, Marco & Pattitoni, Pierpaolo, 2021. "The geography of investor attention," CFS Working Paper Series 671, Center for Financial Studies (CFS).
  • mengoli, stefano & Pattitoni, Pierpaolo, 2021. "The Geography of Investor Attention," CEPR Discussion Papers 16747, C.E.P.R. Discussion Papers.
  • Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021. "The Geography of Investor Attention," EIEF Working Papers Series 2114, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," Papers 2005.08929, arXiv.org, revised May 2020.
  • Pagano, Marco & Wagner, Christian & Zechner, Josef, 2021. "Disaster resilience and asset prices," CFS Working Paper Series 673, Center for Financial Studies (CFS).
  • Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," EIEF Working Papers Series 2008, Einaudi Institute for Economics and Finance (EIEF), revised Nov 2021.
  • Marco Pagano & Christian Wagner & Josef Zechner, 2020. "Disaster Resilience and Asset Prices," CSEF Working Papers 563, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  • Pagano, Marco & Wagner, Christian, 2020. "Disaster Resilience and Asset Prices," CEPR Discussion Papers 14773, C.E.P.R. Discussion Papers.
• Dimitris Christopoulos & Stefan Koeppl & Monika Köppl-Turyna, 2022. "Syndication networks and company survival: evidence from European venture capital deals," Venture Capital, Taylor & Francis Journals, vol. 24(2), pages 105-135, April.
  • Christopoulos, Dimitris & Köppl, Stefan & Köppl-Turyna, Monika, 2020. "Syndication networks and company survival: Evidence from European venture-capital deals," Working Papers 21, Agenda Austria.
  • Christopoulos, Dimitris & Köppl, Stefan & Köppl-Turyna, Monika, 2021. "Syndication networks and company survival: Evidence from European venture-capital deals," Research Papers 16, EcoAustria – Institute for Economic Research.
• Christoph Breunig & Steffen Huck & Tobias Schmidt & Georg Weizsäcker, 2021. "The Standard Portfolio Choice Problem in Germany," The Economic Journal, Royal Economic Society, vol. 131(638), pages 2413-2446.
  • Breunig, Christoph & Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2021. "The Standard Portfolio Choice Problem in Germany," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 2413-2446.
  • Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2014. "The standard portfolio choice problem in Germany," Discussion Papers, Research Unit: Economics of Change SP II 2014-308, WZB Berlin Social Science Center.
  • Steffen Huck & Tobias Schmidt & Georg Weizsäcker, 2015. "The Standard Portfolio Choice Problem in Germany," CESifo Working Paper Series 5441, CESifo.
  • Breunig, Christoph & Huck, Steffen & Schmidt, Tobias & Weizsäcker, Georg, 2019. "The Standard Portfolio Choice Problem in Germany," Rationality and Competition Discussion Paper Series 171, CRC TRR 190 Rationality and Competition.
  • Steffen Huck & Tobias Schmidt & Georg Weizsäcker, 2014. "The Standard Portfolio Choice Problem in Germany," SOEPpapers on Multidisciplinary Panel Data Research 650, DIW Berlin, The German Socio-Economic Panel (SOEP).
• Regele, Fabian & Gründl, Helmut, 2021. "Asset concentration risk and insurance solvency regulation," ICIR Working Paper Series 40/21, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR).
• Souhir Ben Amor & Michael Althof & Wolfgang Karl Hardle, 2021. "FRM Financial Risk Meter for Emerging Markets," Papers 2102.05398, arXiv.org.
  • Ben Amor, Souhir & Althof, Michael & Härdle, Wolfgang Karl, 2021. "FRM Financial Risk Meter for Emerging Markets," IRTG 1792 Discussion Papers 2021-002, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Elizaveta Zinovyeva & Raphael C. G. Reule & Wolfgang Karl Hardle, 2021. "Understanding Smart Contracts: Hype or Hope?," Papers 2103.08447, arXiv.org.
  • Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021. "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers 2021-004, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Packham, Natalie & Woebbeking, Fabian, 2021. "Correlation scenarios and correlation stress testing," IRTG 1792 Discussion Papers 2021-012, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
• Wang, Ruting & Althof, Michael & Härdle, Wolfgang, 2021. "A financial risk meter for China," IRTG 1792 Discussion Papers 2021-022, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
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