Research classified by Journal of Economic Literature (JEL) codes

2022

• Han, Bing & Hirshleifer, David & Walden, Johan, 2022, "Social Transmission Bias and Investor Behavior," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 57, issue 1, pages 390-412, February.
• Habis, Helga & Perge, Laura, 2022, "A Three-Period Extension of The CAPM," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2022/01, Jan.
• Eduardo Dávila & Daniel Graves & Cecilia Parlatore, 2022, "The Value of Arbitrage," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2322, Jan.
• Immel, Moritz & Hachenberg, Britta & Kiesel, Florian & Schiereck, Dirk, 2022, "Green bonds: Shades of green and brown," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 136489, Nov.
• Светослав Илийчовски, 2022, "Възможности За Определяне На Ликвидационната Стойност На Търговско Предприятие," Electronic magazine "Dialogue", D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 1-30.
• Angélica Domínguez-Cardoza & Adelina Garamow & Josefin Meyer, 2022, "Global Commodity Markets and Sovereign Risk across 150 Years," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2020.
• Dirk Broeders & Leo de Haan & Jan Willem van den End, 2022, "How QE changes the nature of sovereign risk," Working Papers, DNB, number 737, Feb.
• C.E.S. WARBURTON, Ph.D., 2022, "How Currencies Crash And Die: Wars And Currency Valuation," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 22, issue 2, pages 49-66.
• Chiţu, Livia & Grothe, Magdalena & Schulze, Tatjana, 2022, "The role of credit risk in recent global corporate bond valuations," Economic Bulletin Boxes, European Central Bank, volume 2.
• Ampudia, Miguel & Bua, Giovanna & Kapp, Daniel & Salakhova, Dilyara, 2022, "The role of speculation during the recent increase in EU emissions allowance prices," Economic Bulletin Boxes, European Central Bank, volume 3.
• Boucinha, Miguel & Burlon, Lorenzo & Corsi, Marco & della Valle, Guido & Eisenschmidt, Jens & Pool, Sebastiaan & Schumacher, Julian & Vergote, Olivier & Marmara, Iwona, 2022, "Two-tier system for remunerating excess reserve holdings," Occasional Paper Series, European Central Bank, number 302, Sep.
• Barbiero, Francesca & Schepens, Glenn & Sigaux, Jean-David, 2022, "Liquidation value and loan pricing," Working Paper Series, European Central Bank, number 2645, Feb.
• Altunbas, Yener & Gambacorta, Leonardo & Reghezza, Alessio & Velliscig, Giulio, 2022, "Does gender diversity in the workplace mitigate climate change?," Working Paper Series, European Central Bank, number 2650, Feb.
• Bats, Joost & Greif, William & Kapp, Daniel, 2022, "The rise in the cross-sectoral dispersion of earnings expectations during COVID-19," Working Paper Series, European Central Bank, number 2664, May.
• Bua, Giovanna & Kapp, Daniel & Ramella, Federico & Rognone, Lavinia, 2022, "Transition versus physical climate risk pricing in European financial markets: a text-based approach," Working Paper Series, European Central Bank, number 2677, Jul.
• Fukker, Gábor & Kaijser, Michiel & Mingarelli, Luca & Sydow, Matthias, 2022, "Contagion from market price impact: a price-at-risk perspective," Working Paper Series, European Central Bank, number 2692, Aug.
• Bats, Joost & Hoondert, Jurian J.A., 2022, "The relationship between central bank auctions and bill market liquidity," Working Paper Series, European Central Bank, number 2708, Aug.
• Bletzinger, Tilman & Greif, William & Schwaab, Bernd, 2022, "Can EU bonds serve as euro-denominated safe assets?," Working Paper Series, European Central Bank, number 2712, Aug.
• Del Vecchio, Leonardo & Giglio, Carla & Shaw, Frances & Spanò, Guido & Cappelletti, Giuseppe, 2022, "A sensitivities based CoVaR approach to assets commonality and its application to SSM banks," Working Paper Series, European Central Bank, number 2725, Sep.
• Pietsch, Allegra & Salakhova, Dilyara, 2022, "Pricing of green bonds: drivers and dynamics of the greenium," Working Paper Series, European Central Bank, number 2728, Sep.
• Rubaszek, Michał & Beckmann, Joscha & Ca' Zorzi, Michele & Kwas, Marek, 2022, "Boosting carry with equilibrium exchange rate estimates," Working Paper Series, European Central Bank, number 2731, Sep.
• Fornari, Fabio & Zaghini, Andrea, 2022, "It’s not time to make a change: sovereign fragility and the corporate credit risk," Working Paper Series, European Central Bank, number 2740, Oct.
• Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2022, "Diving into Dark Pools," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-01, Feb.
• Bai, Hang & Li, Erica X. N. & Xue, Chen & Zhang, Lu, 2022, "Asymmetric Investment Rates," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-03, Apr.
• Zhang, Shaojun, 2022, "Do Investors Care about Carbon Risk? A Global Perspective," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-06, Sep, DOI: 10.2139/ssrn.4174429.
• Melone, Alessandro & Randl, Otto & Sogner, Leopold & Zechner, Josef, 2022, "Stock-Oil Comovement: Fundamentals or Financialization?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-08, Nov, DOI: 10.2139/ssrn.4205724.
• Cao, Sean & Green, T. Clifton & Lei, Lijun (Gillian) & Zhang, Shaojun, 2022, "Expert Network Calls," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-13, Nov.
• Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2022, "The Rest of the World's Dollar-Weighted Return on U.S. Treasurys," Research Papers, Stanford University, Graduate School of Business, number 4014, Apr.
• Chen, Zefeng & Jiang, Zhengyang & Lustig, Hanno N. & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z., 2022, "Exorbitant Privilege Gained and Lost: Fiscal Implications," Research Papers, Stanford University, Graduate School of Business, number 4020, Apr.
• Du, Wenxin & Hebert, Benjamin & Li, Wenhao, 2022, "Intermediary Balance Sheets and the Treasury Yield Curve," Research Papers, Stanford University, Graduate School of Business, number 4036, Jun.
• Ilyes Abidi & Mariem Nsaibi, 2022, "Does Gender Diversity on Boards Influence Stock Market Liquidity? Empirical Evidence from the Tunisian Market," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 3, pages 110-120, May.
• Sijia Zhao & Ying Liu & Benfu Lv & Zijian Shangguan, 2022, "How Government Information Release Affect Stock Market during Dramatic Public Health Shocks? The Intermediating Role of Public Sentiment," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 3, pages 60-67, May.
• Salma Damak & Hend Guermazi & Adel Beldi, 2022, "The Stock Market Reaction to Securities Class Action Filings," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 6, pages 127-132, November.
• Ayben Koy, 2022, "Regime Switching Mechanism during Energy Futures Price Bubbles," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 373-382.
• Shazia Kousar & Iqra Khalid & Farhan Ahmed & Jose Pedro Ramos-Requena, 2022, "Asymmetric Effect of Oil Prices on Export Performance: The Role of Export Financing Schemes in Pakistan," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 188-197, March.
• Le Thanh Ha & Nguyen Thi Thanh Huyen, 2022, "Dynamic Connectedness between Renewable and Nonrenewable Energy Consumptions, Economic Growth and Carbon Dioxide Emissions in Vietnam: Extension of the TVP-VAR Joint Connected Approach," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 3, pages 361-372, May.
• Ikhlaas Gurrib & Firuz Kamalov & Elgilani E. Alshareif, 2022, "High Frequency Return and Risk Patterns in U.S. Sector ETFs during COVID-19," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 5, pages 441-456, September.
• Luangaram, Pongsak & Thepmongkol, Athakrit, 2022, "Loan-to-value policy in a bubble-creation economy," Journal of Asian Economics, Elsevier, volume 79, issue C, DOI: 10.1016/j.asieco.2021.101433.
• Kim, Myeong Hyeon & Kim, Young Min & Yang, Kisung, 2022, "Understanding BOXPI — Industry portfolio perspectives," Journal of Asian Economics, Elsevier, volume 81, issue C, DOI: 10.1016/j.asieco.2022.101500.
• Machus, Tobias & Mestel, Roland & Theissen, Erik, 2022, "Heroes, just for one day: The impact of Donald Trump’s tweets on stock prices," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100594.
• Becker, Mary & Cardazzi, Alexander & McGurk, Zachary, 2022, "Employee satisfaction and stock returns during the COVID-19 Pandemic," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100603.
• Hasan, Mostafa Monzur & Cheung, Adrian (Wai Kong) & Marwick, Trevor, 2022, "Corporate sexual orientation equality policies and the cost of equity capital," Journal of Behavioral and Experimental Finance, Elsevier, volume 34, issue C, DOI: 10.1016/j.jbef.2022.100664.
• Ford, Jansson M. & Gehricke, Sebastian A. & Zhang, Jin E., 2022, "Option traders are concerned about climate risks: ESG ratings and short-term sentiment," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100687.
• Umar, Zaghum & Alwahedi, Wafa & Zaremba, Adam & Vo, Xuan Vinh, 2022, "Return and volatility connectedness of the non-fungible tokens segments," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100692.
• Zaevski, Tsvetelin S., 2022, "Pricing discounted American capped options," Chaos, Solitons & Fractals, Elsevier, volume 156, issue C, DOI: 10.1016/j.chaos.2022.111833.
• Xie, Yurong & Deng, Guohe, 2022, "Vulnerable European option pricing in a Markov regime-switching Heston model with stochastic interest rate," Chaos, Solitons & Fractals, Elsevier, volume 156, issue C, DOI: 10.1016/j.chaos.2022.111896.
• Swanson, Edward P. & Young, Glen M. & Yust, Christopher G., 2022, "Are all activists created equal? The effect of interventions by hedge funds and other private activists on long-term shareholder value," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102144.
• Biguri, Kizkitza & Brownlees, Christian & Ippolito, Filippo, 2022, "Corporate hedging and the variance of stock returns," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102147.
• Onali, Enrico & Mascia, Danilo V., 2022, "Corporate diversification and stock risk: Evidence from a global shock," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2021.102150.
• Roy, Partha P. & Rao, Sandeep & Zhu, Min, 2022, "Mandatory CSR expenditure and stock market liquidity," Journal of Corporate Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.jcorpfin.2022.102158.
• Li, Chengcheng & Wang, Xiaoqiong, 2022, "Local peer effects of corporate social responsibility," Journal of Corporate Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.jcorpfin.2022.102187.
• Banerjee, Rajabrata & Gupta, Kartick & Krishnamurti, Chandrasekhar, 2022, "Does corrupt practice increase the implied cost of equity?," Journal of Corporate Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.jcorpfin.2022.102191.
• Ambrocio, Gene & Gu, Xian & Hasan, Iftekhar, 2022, "Political ties and raising capital in global markets: Evidence from Yankee bonds," Journal of Corporate Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jcorpfin.2022.102223.
• Bernales, Alejandro & Reus, Lorenzo & Valdenegro, Víctor, 2022, "Speculative bubbles under supply constraints, background risk and investment fraud in the art market," Journal of Corporate Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jcorpfin.2020.101746.
• Koziol, Christian & Roßmann, Philipp, 2022, "Contingent convertible bonds: Optimal call strategy and the impact of refinancing," Journal of Corporate Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jcorpfin.2022.102277.
• Altunbas, Yener & Gambacorta, Leonardo & Reghezza, Alessio & Velliscig, Giulio, 2022, "Does gender diversity in the workplace mitigate climate change?," Journal of Corporate Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jcorpfin.2022.102303.
• Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2022, "Media-expressed tone, option characteristics, and stock return predictability," Journal of Economic Dynamics and Control, Elsevier, volume 134, issue C, DOI: 10.1016/j.jedc.2021.104290.
• Guo, Bin & Huang, Fuzhe & Li, Kai, 2022, "Time to build and bond risk premia," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2021.104080.
• Kang, Junqing & Lin, Shen & Xiong, Xiong, 2022, "What drives intraday reversal? illiquidity or liquidity oversupply?," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2022.104313.
• Dierkes, Maik & Krupski, Jan & Schroen, Sebastian, 2022, "Option-implied lottery demand and IPO returns," Journal of Economic Dynamics and Control, Elsevier, volume 138, issue C, DOI: 10.1016/j.jedc.2022.104356.
• Li, Frank Weikai & Sun, Chengzhu, 2022, "Information acquisition and expected returns: Evidence from EDGAR search traffic," Journal of Economic Dynamics and Control, Elsevier, volume 141, issue C, DOI: 10.1016/j.jedc.2022.104384.
• Lu, Dong & Zhan, Yaosong, 2022, "Over-the-counter versus double auction in asset markets with near-zero-intelligence traders," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104510.
• Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2022, "Risk pooling, intermediation efficiency, and the business cycle," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104500.
• Gouriéroux, C. & Monfort, A. & Renne, J.-P., 2022, "Required Capital for Long-Run Risks," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104502.
• Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2022, "Momentum and the Cross-section of Stock Volatility," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104524.
• Luciano, Elisa & Rochet, Jean Charles, 2022, "The fluctuations of insurers’ risk appetite," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104543.
• Xu, Liao & Pu, Wenyan, 2022, "ETFs, arbitrage activity, and stock market efficiency: Evidence from Chinese CSI 300 ETFs," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 1-9, DOI: 10.1016/j.eap.2021.10.015.
• Prodromou, Tina & Westerholm, P. Joakim, 2022, "Are high frequency traders responsible for extreme price movements?," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 94-111, DOI: 10.1016/j.eap.2021.11.001.
• Ferragina, Anna Maria & Iandolo, Stefano, 2022, "Reacting to the economic fallout of the COVID-19: Evidence on debt exposure and asset management of Italian firms," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 530-547, DOI: 10.1016/j.eap.2022.06.005.
• Maeda, Kou & Shino, Junnosuke & Takahashi, Koji, 2022, "Counteracting large-scale asset purchase program: The Bank of Japan’s ETF purchases and securities lending," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 563-576, DOI: 10.1016/j.eap.2022.06.007.
• Reboredo, Juan C. & Ugolini, Andrea & Ojea-Ferreiro, Javier, 2022, "Do green bonds de-risk investment in low-carbon stocks?," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105765.
• Houari, Oussama, 2022, "Uncertainty shocks and business cycles in the US: New insights from the last three decades," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105762.
• Liebi, Luca J., 2022, "Is there a value premium in cryptoasset markets?," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105777.
• Insana, Alessandra, 2022, "Does systematic risk change when markets close? An analysis using stocks’ beta," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105782.
• André, Christophe & Caraiani, Petre & Călin, Adrian Cantemir & Gupta, Rangan, 2022, "Can monetary policy lean against housing bubbles?," Economic Modelling, Elsevier, volume 110, issue C, DOI: 10.1016/j.econmod.2022.105801.
• Das, Piyali & Ghate, Chetan, 2022, "Debt decomposition and the role of inflation: A security level analysis for India," Economic Modelling, Elsevier, volume 113, issue C, DOI: 10.1016/j.econmod.2022.105855.
• Chari, Anusha & Henry, Peter Blair & Moussa, Racha, 2022, "Do finite horizons matter? The welfare consequences of capital account liberalization," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105903.
• Deng, Kebin & Peng, Jiaxin & Peng, Juan & Zhang, Yuhua, 2022, "Real options with overextrapolation," Economic Modelling, Elsevier, volume 114, issue C, DOI: 10.1016/j.econmod.2022.105915.
• Li, Zhiyong & Rao, Xiao, 2022, "Evaluating asset pricing models: A revised factor model for China," Economic Modelling, Elsevier, volume 116, issue C, DOI: 10.1016/j.econmod.2022.106001.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Ghardallou, Wafa & Umar, Zaghum, 2022, "Is greenness an optimal hedge for sectoral stock indices?," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106030.
• Plogmann, Jana & Mußhoff, Oliver & Odening, Martin & Ritter, Matthias, 2022, "Farmland sales under returns and price uncertainty," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106044.
• Irina-Marilena, Ban, 2022, "Introducing house prices to the intertemporal current account model: An application to the European Union," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106061.
• Richardson, Grant & Obaydin, Ivan & Liu, Chelsea, 2022, "The effect of accounting fraud on future stock price crash risk," Economic Modelling, Elsevier, volume 117, issue C, DOI: 10.1016/j.econmod.2022.106072.
• Zhang, Tianyang & Lence, Sergio H., 2022, "Liquidity and asset pricing: Evidence from the Chinese stock markets," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101557.
• Bruzgė, Rasa & Šapkauskienė, Alfreda, 2022, "Network analysis on Bitcoin arbitrage opportunities," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101562.
• Kamada, Koichiro & Kurosaki, Tetsuo & Miura, Ko & Yamada, Tetsuya, 2022, "Central bank policy announcements and changes in trading behavior: Evidence from bond futures high frequency price data," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101569.
• 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, volume 59, issue C, DOI: 10.1016/j.najef.2021.101571.
• Plastun, Alex & Bouri, Elie & Gupta, Rangan & Ji, Qiang, 2022, "Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101572.
• Xu, Qiuhua & Yan, Haoyang & Zhao, Tianyu, 2022, "Contagion effect of systemic risk among industry sectors in China’s stock market," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101576.
• 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, volume 59, issue C, DOI: 10.1016/j.najef.2021.101583.
• Russ, David, 2022, "Multidimensional noise and non-fundamental information diversity," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101593.
• Curatola, Giuliano, 2022, "Price impact, strategic interaction and portfolio choice," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101594.
• Zhang, Xiaoge, 2022, "Belief-driven growth slowdowns and zero-bounded risk-free rate," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101600.
• Choi, Sun-Yong, 2022, "Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101614.
• Shi, Qi & Li, Bin, 2022, "Further evidence on financial information and economic activity forecasts in the United States," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101647.
• Casta, Martin, 2022, "Deriving equity risk premium using dividend futures," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101667.
• Aharon, David Y. & Umar, Zaghum & Aziz, Mukhriz Izraf Azman & Vo, Xuan vinh, 2022, "COVID-19 related media sentiment and the yield curve of G-7 economies," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101678.
• Chen, Jun-Home & Lian, Yu-Min & Liao, Szu-Lang, 2022, "Pricing catastrophe equity puts with counterparty risks under Markov-modulated, default-intensity processes," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101699.
• Song, Jian & Balvers, Ronald J., 2022, "Seasonality and momentum across national equity markets," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101706.
• Jiang, Yong & Ren, Yi-Shuai & Narayan, Seema & Ma, Chao-Qun & Yang, Xiao-Guang, 2022, "Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101711.
• Dash, Saumya Ranjan & Maitra, Debasish, 2022, "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101712.
• Trabelsi, Nader & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2022, "Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101715.
• Pan, Zhiyuan & Shuai, Jiangyu & Liang, Zhilei & Sun, Xianchao, 2022, "Jump dynamics, spillover effect and option valuation," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101717.
• Ahmed, Walid M.A., 2022, "Robust drivers of Bitcoin price movements: An extreme bounds analysis," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101728.
• Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2022, "Scheduled macroeconomic news announcements and intraday market sentiment," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101739.
• Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022, "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101744.
• Huang, Shuyang & Zeng, Ming, 2022, "Political sentiment and MAX effect," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101760.
• Peng, Juan & Huang, Wenli & Gao, Han & Wang, Hongli, 2022, "Modeling the unintended consequences of short selling for innovation investment," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101763.
• Zhao, Wandi & Gao, Yang & Wang, Mingjin, 2022, "Measuring liquidity with return volatility: An analytical approach based on heavy-tailed Censored-GARCH model," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101774.
• Božović, Miloš, 2022, "Recent evidence on the short-term and long-term performance persistence of emerging-market mutual fund returns," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101783.
• Pérez-Rodríguez, Jorge V. & Sosvilla-Rivero, Simón & Andrada-Felix, Julián & Gómez-Déniz, Emilio, 2022, "Searching for informed traders in stock markets: The case of Banco Popular," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101791.
• Li, Jinfang, 2022, "The sentiment pricing dynamics with short-term and long-term learning," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101812.
• Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022, "Hedging the extreme risk of cryptocurrency," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101813.
• Ling, Aifan & Huang, Xinrui & Ling, Boya (Vivye), 2022, "Fund immunity to the COVID-19 pandemic: Evidence from Chinese equity funds," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101822.
• Wang, Hailong & Hu, Duni, 2022, "Heterogenous beliefs with sentiments and asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101824.
• Yi, Biao & Guo, Shuxin, 2022, "Common analyst links and predictable returns: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101832.
• Mbanyele, William & Huang, Hongyun & Li, Yafei & Muchenje, Linda T. & Wang, Fengrong, 2022, "Corporate social responsibility and green innovation: Evidence from mandatory CSR disclosure laws," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110322.
• Liu, Sha & Gaskell, Paul & McGroarty, Frank, 2022, "Where and about what? Price relevant narratives depend on topic and media type," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110363.
• van Wijnbergen, Sweder, 2022, "Lockdowns as options," Economics Letters, Elsevier, volume 214, issue C, DOI: 10.1016/j.econlet.2022.110420.
• Shi, Ning & Wang, Ying & Chen, Wenzhe, 2022, "Many hands make light work: Evidence from China’s anti-epidemic bonds," Economics Letters, Elsevier, volume 214, issue C, DOI: 10.1016/j.econlet.2022.110426.
• Mignanego, Fausto & Sbuelz, Alessandro, 2022, "Analytical cyclical price–dividend ratios," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110510.
• Wang, Xinjie & Xiang, Zhiqiang & Xu, Weike & Yuan, Peixuan, 2022, "The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110598.
• Laine, Olli-Matti, 2022, "The term structure of equity premia and the macroeconomy: some results," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110606.
• Kaszab, Lorant & Marsal, Ales & Rabitsch, Katrin, 2022, "Asset pricing with free entry and exit of firms," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110648.
• Lee, Seunghyup, 2022, "Political orientation and compensation for idiosyncratic risk," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110699.
• Bottazzi, Giulio & Giachini, Daniele, 2022, "A general equilibrium model of investor sentiment," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110749.
• Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022, "Valuation of European firms during the Russia–Ukraine war," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110750.
• Ullah, Muhammad & Zahid, Muhammad & All-e-Raza Rizvi, Syed Muhammad & Qureshi, Qazi Ghulam Mustafa & Ali, Farman, 2022, "Do green supply chain management practices improve organizational resilience during the COVID-19 crisis? A survival analysis of global firms," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110802.
• Fengler, Matthias & Polivka, Jeanine, 2022, "Identifying Structural Shocks to Volatility through a Proxy-MGARCH Model," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264010.
• Huang, Wenqian & Ranaldo, Angelo & Schrimpf, Andreas & Somogyi, Fabricius, 2022, "Constrained Dealers and Market Efficiency," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264054.
• Cumming, Douglas & Köchling, Gerrit & Neukirchen, Daniel & Posch, Peter, 2022, "Does Corporate Culture Influence IPO Pricing?," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264105.
• Zhiguo He & Paymon Khorrami & Zhaogang Song, 2022, "Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 10, pages 4630-4673.
• Yiming Ma & Kairong Xiao & Yao Zeng, 2022, "Mutual Fund Liquidity Transformation and Reverse Flight to Liquidity," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 10, pages 4674-4711.
• Matthias Fleckenstein & Francis A Longstaff, 2022, "The Market Risk Premium for Unsecured Consumer Credit Risk," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 10, pages 4756-4801.
• Adlai Fisher & Charles Martineau & Jinfei Sheng, 2022, "Macroeconomic Attention and Announcement Risk Premia," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5057-5093.
• Devdeepta Bose & Henning Cordes & Sven Nolte & Judith Christiane Schneider & Colin Farrell Camerer, 2022, "Decision Weights for Experimental Asset Prices Based on Visual Salience," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5094-5126.
• Andrew J Patton & Brian M Weller, 2022, "Risk Price Variation: The Missing Half of Empirical Asset Pricing," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 11, pages 5127-5184.
• Andrew Ellul & Chotibhak Jotikasthira & Anastasia Kartasheva & Christian T Lundblad & Wolf Wagner, 2022, "Insurers as Asset Managers and Systemic Risk," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 12, pages 5483-5534.
• Erik Stafford, 2022, "Replicating Private Equity with Value Investing, Homemade Leverage, and Hold-to-Maturity Accounting," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 299-342.
• Samuel M Hartzmark & David H Solomon, 2022, "Reconsidering Returns," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 343-393.
• Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2022, "Can Cross-Border Funding Frictions Explain Financial Integration Reversals?," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 394-437.
• Caitlin D Dannhauser & Saeid Hoseinzade, 2022, "The Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 51-90.
• Davidson Heath & Daniele Macciocchi & Roni Michaely & Matthew C Ringgenberg, 2022, "Do Index Funds Monitor?," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 91-131.
• Mahdi Nezafat & Mark Schroder, 2022, "Private Information, Securities Lending, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 1009-1063.
• Peter Christoffersen & Kris Jacobs & Xuhui (Nick) Pan, 2022, "The State Price Density Implied by Crude Oil Futures and Option Prices," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 1064-1103.
• Emiliano S Pagnotta, 2022, "Decentralizing Money: Bitcoin Prices and Blockchain Security," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 866-907.
• Snehal Banerjee & Bradyn Breon-Drish, 2022, "Dynamics of Research and Strategic Trading," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 908-961.
• Terrence Hendershott & Albert J Menkveld & Rémy Praz & Mark Seasholes, 2022, "Asset Price Dynamics with Limited Attention," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 962-1008.
• Pedro Barroso & Konark Saxena, 2022, "Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1222-1278.
• Mikhail Chernov & Lars A Lochstoer & Stig R H Lundeby, 2022, "Conditional Dynamics and the Multihorizon Risk-Return Trade-Off," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1310-1347.
• Adem Atmaz, 2022, "Stock Return Extrapolation, Option Prices, and Variance Risk Premium," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1348-1393.
• Xintong (Eunice) Zhan & Bing Han & Jie Cao & Qing Tong, 2022, "Option Return Predictability," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1394-1442.
• Benjamin Golez & Ruslan Goyenko, 2022, "Disagreement in the Equity Options Market and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1443-1479.
• Mamdouh Medhat & Maik Schmeling, 2022, "Short-term Momentum," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1480-1526.
• Jens Hilscher & Alon Raviv & Ricardo Reis, 2022, "Inflating Away the Public Debt? An Empirical Assessment," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1553-1595.
• Jingchi Liao & Cameron Peng & Ning Zhu, 2022, "Extrapolative Bubbles and Trading Volume," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 4, pages 1682-1722.
• Sophia Zhengzi Li & Ernst Maug & Miriam Schwartz-Ziv, 2022, "When Shareholders Disagree: Trading after Shareholder Meetings," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 4, pages 1813-1867.
• Kimberly Cornaggia & John Hund & Giang Nguyen & Zihan Ye, 2022, "Opioid Crisis Effects on Municipal Finance," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 4, pages 2019-2066.
• Matthew Baron & Tyler Muir, 2022, "Intermediaries and Asset Prices: International Evidence since 1870," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2144-2189.
• Stefan Nagel & Zhengyang Xu, 2022, "Asset Pricing with Fading Memory," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2190-2245.
• Jessica A Wachter & Yicheng Zhu, 2022, "A Model of Two Days: Discrete News and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2246-2307.
• David K Backus & Mikhail Chernov & Stanley E Zin & Irina Zviadadze, 2022, "Monetary Policy Risk: Rules versus Discretion," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2308-2344.
• Riccardo Colacito & Mariano M Croce & Yang Liu & Ivan Shaliastovich, 2022, "Volatility Risk Pass-Through," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2345-2385.
• Giovanni Cespa & Antonio Gargano & Steven J Riddiough & Lucio Sarno, 2022, "Foreign Exchange Volume," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2386-2427.
• Ekkehart Boehmer & Zsuzsa R Huszár & Yanchu Wang & Xiaoyan Zhang & Xinran Zhang, 2022, "Can Shorts Predict Returns? A Global Perspective," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2428-2463.
• Giovanni Cespa & Xavier Vives, 2022, "Exchange Competition, Entry, and Welfare," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2570-2624.
• Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022, "Where Has All the Data Gone?," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3101-3138.
• Dong Lou & Christopher Polk, 2022, "Comomentum: Inferring Arbitrage Activity from Return Correlations," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3272-3302.
• Simon Huang, 2022, "The Momentum Gap and Return Predictability," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3303-3336.
• Andrea Buraschi & Ilaria Piatti & Paul Whelan, 2022, "Subjective Bond Returns and Belief Aggregation," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 8, pages 3710-3741.
• Thien T Nguyen, 2022, "Public Debt, Consumption Growth, and the Slope of the Term Structure," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 8, pages 3742-3776.
• Stefanos Delikouras & Robert F Dittmar, 2022, "Do Investment-Based Models Explain Equity Returns? Evidence from Euler Equations," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 8, pages 3823-3866.
• Winston Wei Dou & Yan Ji & Wei Wu, 2022, "The Oligopoly Lucas Tree," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 8, pages 3867-3921.
• Sylvain Catherine, 2022, "Countercyclical Labor Income Risk and Portfolio Choices over the Life Cycle," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4016-4054.
• Assaf Eisdorfer & Kenneth Froot & Gideon Ozik & Ronnie Sadka, 2022, "Competition Links and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4300-4340.
• Jonathan Brogaard & Thanh Huong Nguyen & Talis J Putnins & Eliza Wu, 2022, "What Moves Stock Prices? The Roles of News, Noise, and Information," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4341-4386.
• Andrei-Dragos Popescu & Cristi-Marcel Spulbar, 2022, "The Impact of Returns and Influence of Crypto Assets on Different Asset Classes," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 969-980, September.
• 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, volume 23, issue 1, pages 33-45, February, DOI: 10.1057/s41260-021-00240-2.
• Siri Tronslien Sagbakken & Dan Zhang, 2022, "European sin stocks," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 1, pages 1-18, February, DOI: 10.1057/s41260-021-00247-9.
• 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, volume 23, issue 1, pages 46-61, February, DOI: 10.1057/s41260-021-00253-x.
• Klaus Grobys & James W. Kolari & Jere Rutanen, 2022, "Factor momentum, option-implied volatility scaling, and investor sentiment," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 2, pages 138-155, March, DOI: 10.1057/s41260-021-00229-x.
• Murat Yaş & Ahmet Faruk Aysan & Mohamed Eskandar Shah Mohd Rasid, 2022, "Correction to: Are religious investors financially smart? Evidence from equity funds," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 2, pages 172-172, March, DOI: 10.1057/s41260-021-00252-y.
• 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, volume 23, issue 2, pages 156-171, March, DOI: 10.1057/s41260-021-00254-w.
• Surbhi Gupta & Anil Kumar Sharma, 2022, "Evolution of infrastructure as an asset class: a systematic literature review and thematic analysis," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 3, pages 173-200, May, DOI: 10.1057/s41260-022-00255-3.
• Adlane Haffar & Éric Le Fur, 2022, "Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 4, pages 297-309, July, DOI: 10.1057/s41260-022-00271-3.
• Boris Fays & Georges Hübner & Marie Lambert, 2022, "Harvesting the seasons of the size anomaly," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 4, pages 337-349, July, DOI: 10.1057/s41260-022-00272-2.
• Daouda Lawa tan Toe & Salifou Ouedraogo, 2022, "Dynamic relationship between trading volume, returns and returns volatility: an empirical investigation on the main African’s stock markets," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 5, pages 429-444, September, DOI: 10.1057/s41260-022-00274-0.
• 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, volume 23, issue 5, pages 400-418, September, DOI: 10.1057/s41260-022-00276-y.
• Andreas Oehler & Julian Schneider, 2022, "Gambling with lottery stocks?," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 6, pages 477-503, October, DOI: 10.1057/s41260-022-00268-y.
• Yanan Li & Wenjun Wang, 2022, "Company visits and mutual fund performance: new evidence on managerial skills," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 6, pages 504-521, October, DOI: 10.1057/s41260-022-00273-1.
• Federico Nucera & Björn Uhl, 2022, "The impact of volatility scaling on factor portfolio performance and factor timing," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 6, pages 522-533, October, DOI: 10.1057/s41260-022-00279-9.
• Martin Kipp & Christian Koziol, 2022, "Tail risk management and the skewness premium," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 6, pages 534-546, October, DOI: 10.1057/s41260-022-00281-1.
• Steven J. Davis & Dingqian Liu & Xuguang Simon Sheng, 2022, "Stock Prices and Economic Activity in the Time of Coronavirus," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 1, pages 32-67, March, DOI: 10.1057/s41308-021-00146-4.
• Katarzyna Perez & £ukasz Szymczyk, 2022, "Actual rate of the management fee in mutual funds of different styles," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 17, issue 4, pages 969-1014, December, DOI: 10.24136/eq.2022.033.
• Magas, Antal István, 2022, "Special Difficulties in Forecasting GDP in the Pandemic Situation (2020–2021) — Is there a Keynesian resurgence?," Public Finance Quarterly, Corvinus University of Budapest, volume 67, issue 1, pages 68-82, DOI: https://doi.org/10.35551/PFQ_2022_1.
• Biagio Bossone, 2022, "A Modigliani-Miller Theorem for the Public Finances of Globalized Economies: Theory, Policy Implications, and Keynesian Reflections," Working Papers, Post Keynesian Economics Society (PKES), number PKWP2202, Jan.
• Halim, Edward & Riyanto, Yohanes E. & Roy, Nilanjan & Wang, Yan, 2022, "The Bright Side of Dark Markets: Experiments," MPRA Paper, University Library of Munich, Germany, number 111803, Feb.
• Shah, Anand, 2022, "Valuation of Loyalty Tokens," MPRA Paper, University Library of Munich, Germany, number 111986, Feb.
• Olkhov, Victor, 2022, "Introduction of the Market-Based Price Autocorrelation," MPRA Paper, University Library of Munich, Germany, number 112003, Jan.
• Olkhov, Victor, 2022, "Price and Payoff Autocorrelations in the Consumption-Based Asset Pricing Model," MPRA Paper, University Library of Munich, Germany, number 112255, Mar.