Research classified by Journal of Economic Literature (JEL) codes

2022

• Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022, "The role of asset payouts in the estimation of default barriers," MPRA Paper, University Library of Munich, Germany, number 112317, Feb.
• Godwin, Alexander, 2022, "Hedge fund alpha and beta corrected for stale pricing," MPRA Paper, University Library of Munich, Germany, number 112509, Mar.
• Godwin, Alexander, 2022, "Estimating illiquid asset class alpha and beta using secondary transaction prices," MPRA Paper, University Library of Munich, Germany, number 112510, Mar.
• Pastén, Boris & Tapia, Pablo & Sepúlveda, Jorge, 2022, "Returns in US copper companies the face of the volatility and stringency of COVID-19," MPRA Paper, University Library of Munich, Germany, number 112574, Mar.
• Olkhov, Victor, 2022, "Economic Policy - the Forth Dimension of the Economic Theory," MPRA Paper, University Library of Munich, Germany, number 112685, Apr.
• Aysan, Ahmet Faruk & Polat, Ali Yavuz & Tekin, Hasan & Tunalı, Ahmet Semih, 2022, "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," MPRA Paper, University Library of Munich, Germany, number 112741, Apr.
• Mandal, Nivedita & Das, Rituparna, 2022, "Price Discovery Efficiency and Resilience of Financial Futures - A Case Study of Indian Banking Sector," MPRA Paper, University Library of Munich, Germany, number 112844, Mar.
• Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022, "Earthquakes in Chile-Peru and the price of copper," MPRA Paper, University Library of Munich, Germany, number 113078, May.
• Alfarano, Simone & Camacho-Cuena, Eva & Colasante, Annarita & Ruiz-Buforn, Alba, 2022, "The effect of time-varying fundamentals in Learning-to-Forecast Experiments," MPRA Paper, University Library of Munich, Germany, number 113086, Apr.
• Olkhov, Victor, 2022, "The Market-Based Asset Price Probability," MPRA Paper, University Library of Munich, Germany, number 113096, May.
• Ramos Murillo, Erick, 2022, "Case studies’ evidence of greenium in green bond sovereign issuances during the pandemic selloff of March 2020," MPRA Paper, University Library of Munich, Germany, number 113145, May.
• Hlongwane, Nyiko Worship, 2022, "The relationship between oil prices and exchange rates in South Africa," MPRA Paper, University Library of Munich, Germany, number 113209, Mar.
• Tiamiyu, Kehinde A., 2022, "Financial deepening and stock market development in Nigeria: evidence from recent data (1981-2019)," MPRA Paper, University Library of Munich, Germany, number 113224, Mar.
• Allen, David, 2022, "Asset Pricing Tests, Endogeneity issues and Fama-French factors," MPRA Paper, University Library of Munich, Germany, number 113610, Jun.
• Fantazzini, Dean, 2022, "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper, University Library of Munich, Germany, number 113744.
• Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022, "Valuation of European firms during the Russia-Ukraine war," MPRA Paper, University Library of Munich, Germany, number 113791, Jul.
• Cafferata, Alessia & Tramontana, Fabio, 2022, "Disposition Effect and its outcome on endogenous price fluctuations," MPRA Paper, University Library of Munich, Germany, number 113904, Apr.
• Lee, David, 2022, "Pricing Cancellation Product," MPRA Paper, University Library of Munich, Germany, number 114147, Aug.
• Yang, Bill Huajian, 2022, "Modeling Path-Dependent State Transition by a Recurrent Neural Network," MPRA Paper, University Library of Munich, Germany, number 114188, Aug, revised 18 Jul 2022.
• Lee, David, 2022, "Generic Price Model for Commodity Derivatives," MPRA Paper, University Library of Munich, Germany, number 114283, Aug.
• El-Khatib, Youssef & Hatemi-J, Abdulnasser, 2022, "On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies," MPRA Paper, University Library of Munich, Germany, number 114556, Sep.
• Carrasco Gutierrez, Carlos Enrique & Peixoto Messias, Iasmin Emillyn, 2022, "Macroeconomic factors and value and growth strategies: evidence from Brazil," MPRA Paper, University Library of Munich, Germany, number 114875, Jan.
• Steenkamp, Daan & Erasmus, Ruan, 2022, "Term premium estimation for South Africa," MPRA Paper, University Library of Munich, Germany, number 114895, Oct.
• Podshivalov, Georgii Gordon, 2022, "Predicting a recession with ensemble forecasting: the Fisher Knight recession indicator," MPRA Paper, University Library of Munich, Germany, number 115002, Oct, revised 16 Oct 2022.
• Olkhov, Victor, 2022, "The Market-Based Asset Price Probability," MPRA Paper, University Library of Munich, Germany, number 115382, May, revised 16 Nov 2022.
• Yang, Zixiu & Fantazzini, Dean, 2022, "Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading," MPRA Paper, University Library of Munich, Germany, number 115508.
• Wang, Yijing, 2022, "A Liquidity-based Resolution to the Dividend Puzzle," MPRA Paper, University Library of Munich, Germany, number 115560, Nov.
• Venetis, Ioannis & Ladas, Avgoustinos, 2022, "Co-movement and global factors in sovereign bond yields," MPRA Paper, University Library of Munich, Germany, number 115801, Dec.
• Kabby, Williams, 2022, "The valuation of barrier options prices : A methods review," MPRA Paper, University Library of Munich, Germany, number 117460, Apr, revised 12 Aug 2022.
• Olkhov, Victor, 2022, "Market-Based Price Autocorrelation," MPRA Paper, University Library of Munich, Germany, number 120288, Jan, revised 26 Feb 2024.
• Siddiqi, Hammad, 2022, "Asset Pricing in the Resource-Constrained Brain," MPRA Paper, University Library of Munich, Germany, number 120526, Apr, revised 05 Feb 2024.
• Obregon, Carlos, 2022, "The Resolution of Economic Conflicts: Beyond the Economic System," MPRA Paper, University Library of Munich, Germany, number 122463, Apr.
• B M, Lithin & Chakraborty, Suman & M N, Nikhil, 2022, "Are Liquidity and Credit Risk Key Determinants of Corporate Credit Spreads (CCS) in India?," MPRA Paper, University Library of Munich, Germany, number 127581, Nov, revised 05 May 2023.
• Alex Plastun & Xolani Sibande & Rangan Gupta & Qiang Ji, 2022, "Price Effects After One-Day Abnormal Returns and Crises in the Stock Markets," Working Papers, University of Pretoria, Department of Economics, number 202222, May.
• Štěpán Kohoutek & Pavla Maříková, 2022, "Methodological approach to business valuation by market multiples
  [Metodický postup při ocenění podniku tržními násobiteli]," Oceňování, Prague University of Economics and Business, volume 15, issue 1, pages 3-16, DOI: 10.18267/j.ocenovani.271.
• Pavel Svačina, 2022, "Approaches and methods of valuation of intangible assets - a comparison of the OECD Transfer Pricing Guidelines and International Valuation Standards
  [Přístupy a metody ocenění nehmotných aktiv - porovnání Směrnice OECD k převodním cenám a Mezinár," Oceňování, Prague University of Economics and Business, volume 15, issue 4, pages 44-60, DOI: 10.18267/j.ocenovani.286.
• Štěpán Pekárek, 2022, "Simulace "systémového" rizika v důsledku náhlých výprodejů aktiv: Aplikace na bankovní sektor Evropské unie
  [Simulation of Systemic Risk as a Consequence of Fire Sales: Application to EU Banking Sector]," Politická ekonomie, Prague University of Economics and Business, volume 2022, issue 4, pages 440-476, DOI: 10.18267/j.polek.1361.
• 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, volume 2022, issue 6, pages 684-710, DOI: 10.18267/j.polek.1363.
• Oľga Jakubíková, 2022, "Profit smoothing of European banks under IFRS 9," FFA Working Papers, Prague University of Economics and Business, number 4.003, Jan, revised 21 Feb 2022.
• Jason Allen & Jakub Kastl & Milena Wittwer, 2022, "Maturity Composition and the Demand for Government Debt," Working Papers, Princeton University. Economics Department., number 2022-12, Mar.
• Caio Almeida & Gustavo Freire, 2022, "Demand in the Option Market and the Pricing Kernel," Working Papers, Princeton University. Economics Department., number 2022-32, Dec.
• Jonah M. Rexer & Ethan B. Kapstein & Andres F. Rivera, 2022, "Pricing Conflict Risk: Evidence from Sovereign Bonds," Empirical Studies of Conflict Project (ESOC) Working Papers, Empirical Studies of Conflict Project, number 33, Nov.
• Marinela BÃRBULESCU & Alina HAGIU, 2022, "The Connotations Of The Crisis On The Cryptoassets Market," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 21, issue 3, pages 123-136.
• Warinthip Worasak & Nuwat Nookhwun & Pongpitch Amatyakul, 2022, "Monetary Policy and Risk-Taking: Evidence from Thai Corporate Bond Markets," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 186, Aug.
• Alina Garnham & Derek G. Stacey, 2022, "Fighting for Fares: Uber and the Declining Market Price of Licensed Taxicabs," Working Paper, Economics Department, Queen's University, number 1487, Jun.
• Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers, South African Reserve Bank, number 11024, Mar.
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2022, "Online Appendix to "The Strategic Determination of the Supply of Liquid Assets"," Online Appendices, Review of Economic Dynamics, number 22-72.
• Johannes Brumm & Michael Grill & Felix Kubler & Karl Schmedders, 2022, "Code and data files for "Re-use of collateral: Leverage, volatility, and welfare"," Computer Codes, Review of Economic Dynamics, number 20-480, revised .
• Greg Howard & Jack Liebersohn, 2022, "Code and data files for "Regional Divergence and House Prices"," Computer Codes, Review of Economic Dynamics, number 21-308, revised .
• Robert Barro, 2022, "Data files for "r Minus g"," Computer Codes, Review of Economic Dynamics, number 22-139, revised .
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2022, "Code and data files for "The Strategic Determination of the Supply of Liquid Assets"," Computer Codes, Review of Economic Dynamics, number 22-72, revised .
• Biwei Chen, 2022, "Shape Evolution of the Interest Rate Term Structure," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 4, pages 427-457, January, DOI: https://doi.org/10.15353/rea.v13i3..
• van der Ploeg, Frederick & Emmerling, Johannes & Groom, Ben, 2022, "The Social Cost of Carbon with Intragenerational Inequality under Economic Uncertainty," RFF Working Paper Series, Resources for the Future, number 22-08, Jun.
• Valentina Galvani & Vita Faychuk, 2022, "The Mean-Variance Core of Cryptocurrencies: When More is Not Better," Working Papers, University of Alberta, Department of Economics, number 2022-04, Mar.
• Valentina Galvani, 2022, "Country-Based Investing with Exchange Rate and Reserve Currency," Working Papers, University of Alberta, Department of Economics, number 2022-05, Mar.
• Cengiz Samur, 2022, "Financial Bubbles and Bursts by Quarterly Periods in the Three Countries at the Core of 1997 Asian Crisis: South Korea, Philippines, and Thailand (1990-2019)," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 13, issue 1, pages 31-57.
• Deniz Ikizlerli, 2022, "The Relation Between Trading Volume and Return Volatility: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 13, issue 4, pages 607-623.
• Yuri Bragancini Giacometti & Tabajara Pimenta Junior & Marcelo Augusto Ambrozini & Luiz Eduardo Gaio, 2022, "The Influence of the Destination of IPO Capital Resources on the Shares Return," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 6, issue 2, pages 87-99.
• Jihee Ann & Cheolbeom Park, 2022, "Demographic Structure and House Prices in the United States: Reconciliation Using Metropolitan Area Data," Journal of Economic Development, The Economic Research Institute, Chung-Ang University, volume 47, issue 3, pages 57-71.
• Renee Cho, 2022, "Bitcoin’s impacts on climate and the environment: The cryptocurrency’s high value comes at a high cost to the planet," Journal of Financial Transformation, Capco Institute, volume 55, pages 76-81.
• Akram Falahi & Mehdi Toghyani & Hamid Asaiesh & Mahdi Zahed Gharavi, 2022, "Public Banking System Using the Griton and Roper Model," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 1, pages 207-238.
• Maryam Falah Tafti & Sayed yahya Abtahi & Jalil Totonchi & Zohreh Tabatabaii nasab, 2022, "Fluctuations in Financial Markets and Macroeconomic Fundamentals in Iran (Combined Data Pattern Method with Different Frequency (Midas))," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 3, pages 31-58.
• Forod Bayat Baghaei & Roya Seifipour & Teymor Mohammadi & Azadeh Mehrabian, 2022, "Investigating the Impact of Natural Resource Abundance and Institutional Quality on Economic Growth in Recession and Boom Regimes," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 3, pages 231-256.
• Daniel DĂIANU & Alexie ALUPOAIEI & Matei KUBINSCHI, 2022, "Revisiting Limits and Pitfalls of QE in the Emerging Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 5-25, April.
• Mustafa Tevfik KARTAL, 2022, "The Role of Macroeconomic and Market Indicators in Explaining Sovereign Credit Default Swaps (CDS) Spread Changes: Evidence from Türkiye," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 145-164, April.
• Huihui WU & Chunpeng YANG, 2022, "Investor Sentiment, Extrapolation and Asset Pricing," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 182-205, December.
• Zura Kakushadze & Willie Yu, 2022, "ETF Risk Models," Bulletin of Applied Economics, Risk Market Journals, volume 9, issue 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, volume 9, issue 1, pages 115-136.
• Kuznetsova, Mariya (Кузнецова, Мария) & Sinelnikova-Muryleva, Elena (Синельникова-Мурылева, Елена) & Shilov, Kirill (Шилов, Кирилл), 2022, "Factor models of cryptocurrency return within homogeneous groups
  [Факторные Модели Доходности Однородных Групп Криптовалют]," Working Papers, Russian Presidential Academy of National Economy and Public Administration, number w20220112, Nov.
• Ying-Sing LIU & Liza LEE, 2022, "Are Modifications in the ETF's Investment Performance and Risks during the COVID-19 Pandemic Event?," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 23, issue 1, pages 05-17, June.
• Marianna Brunetti & Roberta De Luca, 2022, "Sensitivity of Profitability in Cointegration-Based Pairs Trading," CEIS Research Paper, Tor Vergata University, CEIS, number 540, Apr, revised 11 Apr 2022.
• Daan Steenkamp & Henk Janse van Vuuren & Rossouw van Jaarsveld & Roy Havemann, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number 876, Mar.
• Mulalo Mamburu, 2022, "Local-Currency sovereign risk on South African government bonds," ERSA Working Paper Series, Economic Research Southern Africa, number 882, Nov.
• Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, , "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2022:i::id:38.
• Hui Zeng & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022, "Are individual stock returns predictable?," Australian Journal of Management, Australian School of Business, volume 47, issue 1, pages 135-162, February, DOI: 10.1177/03128962211001509.
• Glenn Kit Foong Ho & Sirimon Treepongkaruna & Marvin Wee & Chaiyuth Padungsaksawasdi, 2022, "The effect of short selling on volatility and jumps," Australian Journal of Management, Australian School of Business, volume 47, issue 1, pages 34-52, February, DOI: 10.1177/0312896221996416.
• Mousumi Bhattacharya & Sharad Nath Bhattacharya & Sumit Kumar Jha, 2022, "Does time-varying illiquidity matter for the Indian stock market? Evidence from high-frequency data," Australian Journal of Management, Australian School of Business, volume 47, issue 2, pages 251-272, May, DOI: 10.1177/03128962211010243.
• 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, volume 47, issue 4, pages 664-685, November, DOI: 10.1177/03128962211059576.
• 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, volume 21, issue 1, pages 32-63, March, DOI: 10.1177/09726527211068411.
• Shekar Bose & Hafizur Rahman, 2022, "Are News Effects Necessarily Asymmetric? Evidence from Bangladesh Stock Market," SAGE Open, , volume 12, issue 4, pages 21582440221, October, DOI: 10.1177/21582440221127157.
• Lorenzo Danieli & Petr Jakubik, 2022, "Early Warning System for the European Insurance Sector," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 1, pages 3-21, January.
• Dejan Živkov & Marina Gajic-Glamoclija & Jasmina Duraskovic & Mirela Momcilovic, 2022, "Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, volume 70, issue 6, pages 523-542, June.
• Fida Hussain & Fayyaz Hussain & Kalim Hyder, 2022, "Monetary Policy Effectiveness in Pakistan:An In-depth Analysis of Four Transmission Channels," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 109, Apr.
• Lobão, Júlio & Costa, Ana, 2022, "The week-of-the-year effect and the Adaptive Markets Hypothesis: Evidence from a new database," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 31, issue 3, pages 1-17.
• Marco Pagano & Josef Zechner, 2022, "COVID-19 and Corporate Finance," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 651, Aug.
• Tomasz P. Kostyra, 2022, "Yield Curve Modelling with the Nelson-Siegel Method for Poland," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 44-56.
• Bing Anderson, 2022, "How Do the Lengths of the Lead Lag Time between Stocks Evolve? Tick-by-tick Level Measurements across Two Decades," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 18, pages 49-59, November.
• Michal Gnap, 2022, "Problems Related to the Capital Assets Pricing Model on the Warsaw Stock Exchange: Applications of the 5-Factor Fama and French Model," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 36, pages 4-14.
• Eymen Errais, 2022, "Pricing insurance premia: a top down approach," Annals of Operations Research, Springer, volume 313, issue 2, pages 899-914, June, DOI: 10.1007/s10479-019-03459-w.
• 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, volume 313, issue 2, pages 713-732, June, DOI: 10.1007/s10479-020-03663-z.
• 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, volume 313, issue 2, pages 1357-1371, June, DOI: 10.1007/s10479-021-03965-w.
• Mariya Gubareva & Maria Rosa Borges, 2022, "Governed by the cycle: interest rate sensitivity of emerging market corporate debt," Annals of Operations Research, Springer, volume 313, issue 2, pages 991-1019, June, DOI: 10.1007/s10479-021-03972-x.
• Faruk Balli & Hatice Ozer Balli & Mudassar Hasan & Russell Gregory-Allen, 2022, "Geopolitical risk spillovers and its determinants," The Annals of Regional Science, Springer;Western Regional Science Association, volume 68, issue 2, pages 463-500, April, DOI: 10.1007/s00168-021-01081-y.
• Alessandro Gnoatto & Martino Grasselli & Eckhard Platen, 2022, "Calibration to FX triangles of the 4/2 model under the benchmark approach," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 1-34, June, DOI: 10.1007/s10203-021-00330-1.
• Gaetano La Bua & Daniele Marazzina, 2022, "A new class of multidimensional Wishart-based hybrid models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 209-239, June, DOI: 10.1007/s10203-021-00357-4.
• Nicole El Karoui & Caroline Hillairet & Mohamed Mrad, 2022, "Ramsey rule with forward/backward utility for long-term yield curves modeling," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 375-414, June, DOI: 10.1007/s10203-022-00370-1.
• Michael C. Burda, 2022, "Discussion on: “Programmable money: next generation blockchain-based conditional payments” by Ingo Weber and Mark Staples," Digital Finance, Springer, volume 4, issue 2, pages 127-131, September, DOI: 10.1007/s42521-022-00064-8.
• Tao Chen, 2022, "Are individuals informed in global markets?," Empirical Economics, Springer, volume 63, issue 1, pages 243-263, July, DOI: 10.1007/s00181-021-02141-0.
• Michele Costola & Michael Donadelli & Luca Gerotto & Ivan Gufler, 2022, "Global risks, the macroeconomy, and asset prices," Empirical Economics, Springer, volume 63, issue 5, pages 2357-2388, November, DOI: 10.1007/s00181-022-02205-9.
• Nicholas Apergis & Ioannis Chatziantoniou, 2022, "US partisan conflict shocks and international stock market returns," Empirical Economics, Springer, volume 63, issue 6, pages 2817-2854, December, DOI: 10.1007/s00181-022-02237-1.
• Tuyen Tiet & Nguyen To-The & Tuan Nguyen-Anh, 2022, "Farmers’ behaviors and attitudes toward climate change adaptation: evidence from Vietnamese smallholder farmers," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, volume 24, issue 12, pages 14235-14260, December, DOI: 10.1007/s10668-021-02030-7.
• Alain Chateauneuf & Bernard Cornet, 2022, "The risk-neutral non-additive probability with market frictions," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 10, issue 1, pages 13-25, May, DOI: 10.1007/s40505-022-00216-4.
• Arif Orçun Söylemez, 2022, "Volatility dependent smooth transitions and abrupt switches: why they are needed for better forecasting the FX rates," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 2, pages 315-332, June, DOI: 10.1007/s40822-022-00211-x.
• Aktham Maghyereh & Hussein Abdoh, 2022, "Can news-based economic sentiment predict bubbles in precious metal markets?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-29, December, DOI: 10.1186/s40854-022-00341-w.
• Heni Boubaker & Bassem Saidane & Mouna Ben Saad Zorgati, 2022, "Modelling the dynamics of stock market in the gulf cooperation council countries: evidence on persistence to shocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-22, December, DOI: 10.1186/s40854-022-00348-3.
• Thorsten Lehnert, 2022, "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-18, December, DOI: 10.1186/s40854-022-00365-2.
• Xiaoyu Tan & Zili Zhang & Xuejun Zhao & Shuyi Wang, 2022, "DeepPricing: pricing convertible bonds based on financial time-series generative adversarial networks," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-38, December, DOI: 10.1186/s40854-022-00369-y.
• Gianluca P. M. Virgilio, 2022, "A theory of very short-time price change: security price drivers in times of high-frequency trading," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00371-4.
• Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022, "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00375-0.
• Ala’a Adden Abuhommous & Ahmad Salim Alsaraireh & Huthaifa Alqaralleh, 2022, "The impact of working capital management on credit rating," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-20, December, DOI: 10.1186/s40854-022-00376-z.
• 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, volume 8, issue 1, pages 1-30, December, DOI: 10.1186/s40854-022-00381-2.
• Ozkan Haykir & Ibrahim Yagli, 2022, "Speculative bubbles and herding in cryptocurrencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-33, December, DOI: 10.1186/s40854-022-00383-0.
• Ons Triki & Fathi Abid, 2022, "Contingent convertible lease modeling and credit risk management," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-29, December, DOI: 10.1186/s40854-022-00393-y.
• Sebastian Jaimungal, 2022, "Reinforcement learning and stochastic optimisation," Finance and Stochastics, Springer, volume 26, issue 1, pages 103-129, January, DOI: 10.1007/s00780-021-00467-2.
• Denis Belomestny & Tobias Hübner & Volker Krätschmer, 2022, "Solving optimal stopping problems under model uncertainty via empirical dual optimisation," Finance and Stochastics, Springer, volume 26, issue 3, pages 461-503, July, DOI: 10.1007/s00780-022-00480-z.
• Christoph Kühn & Alexander Molitor, 2022, "Semimartingale price systems in models with transaction costs beyond efficient friction," Finance and Stochastics, Springer, volume 26, issue 4, pages 927-982, October, DOI: 10.1007/s00780-022-00484-9.
• Jorge González Cázares & Aleksandar Mijatović, 2022, "Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation," Finance and Stochastics, Springer, volume 26, issue 4, pages 671-732, October, DOI: 10.1007/s00780-022-00486-7.
• Tariq H. Ismail & Yousra R. Obiedallah, 2022, "Firm performance and cost of equity capital: the moderating role of narrative risk disclosure quality in Egypt," Future Business Journal, Springer, volume 8, issue 1, pages 1-19, December, DOI: 10.1186/s43093-022-00156-2.
• Nagaraju Thota & Pranesh Bhargava & A. C. V. Subrahmanyam, 2022, "Are Bank Revenue Diversification Strategies Paying off for India?," India Studies in Business and Economics, Springer, in: Naoyuki Yoshino & Rajendra N. Paramanik & Anoop S. Kumar, "Studies in International Economics and Finance", DOI: 10.1007/978-981-16-7062-6_21.
• Gülcan Erkilet & Gerrit Janke & Rainer Kasperzak, 2022, "How valuation approach choice affects financial analysts’ target price accuracy," Journal of Business Economics, Springer, volume 92, issue 5, pages 741-779, July, DOI: 10.1007/s11573-021-01061-w.
• Christoph Kaserer, 2022, "Estimating the market risk premium for valuations: arithmetic or geometric mean or something in between?," Journal of Business Economics, Springer, volume 92, issue 8, pages 1373-1415, October, DOI: 10.1007/s11573-022-01104-w.
• Doron Reichmann & Rouven Möller & Tobias Hertel, 2022, "Nothing but good intentions: the search for equity and stock price crash risk," Journal of Business Economics, Springer, volume 92, issue 9, pages 1455-1489, November, DOI: 10.1007/s11573-022-01085-w.
• Sujata Saha, 2022, "Asymmetric Impact of Oil Price Changes on Stock Prices: Evidence from Country and Sectoral Level Data," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 2, pages 237-282, April, DOI: 10.1007/s12197-021-09559-3.
• Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun & Inna Makarenko, 2022, "Persistence in ESG and conventional stock market indices," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 678-703, October, DOI: 10.1007/s12197-022-09580-0.
• Siab Mamipour & Sanaz Yazdani & Elmira Sepehri, 2022, "Examining the spillover effects of volatile oil prices on Iran’s stock market using wavelet-based multivariate GARCH model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 785-801, October, DOI: 10.1007/s12197-022-09587-7.
• Dung Viet Tran & M. Kabir Hassan & Ahmed W. Alam & Nam Dau, 2022, "Banks’ financial soundness during the COVID-19 pandemic," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 4, pages 713-735, October, DOI: 10.1007/s12197-022-09591-x.
• Noemi Schmitt & Frank Westerhoff, 2022, "Speculative housing markets and rent control: insights from nonlinear economic dynamics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 17, issue 1, pages 141-163, January, DOI: 10.1007/s11403-020-00312-3.
• 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, volume 17, issue 2, pages 577-612, April, DOI: 10.1007/s11403-021-00337-2.
• Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 721-744, April, DOI: 10.1007/s00199-022-01415-7.
• Alain Chateauneuf & Bernard Cornet, 2022, "Correction to: Submodular financial markets with frictions," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 73, issue 2, pages 745-746, April, DOI: 10.1007/s00199-022-01430-8.
• 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), volume 74, issue 2, pages 335-371, September, DOI: 10.1007/s00199-022-01441-5.
• Eduard Gaar & David Scherer & Dirk Schiereck, 2022, "The home bias and the local bias: A survey," Management Review Quarterly, Springer, volume 72, issue 1, pages 21-57, February, DOI: 10.1007/s11301-020-00203-8.
• Simarjeet Singh & Nidhi Walia, 2022, "Momentum investing: a systematic literature review and bibliometric analysis," Management Review Quarterly, Springer, volume 72, issue 1, pages 87-113, February, DOI: 10.1007/s11301-020-00205-6.
• Luca Bernardinelli & Paolo Guasoni & Eberhard Mayerhofer, 2022, "Informational efficiency and welfare," Mathematics and Financial Economics, Springer, number 2, December, DOI: 10.1007/s11579-022-00319-3.
• Yinfen Tang & Tao Su & Zhiyuan Zhang, 2022, "Distribution-free specification test for volatility function based on high-frequency data with microstructure noise," Metrika: International Journal for Theoretical and Applied Statistics, Springer, volume 85, issue 8, pages 977-1022, November, DOI: 10.1007/s00184-021-00857-8.
• 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., volume 44, issue 1, pages 225-248, March, DOI: 10.1007/s00291-021-00657-6.
• Ralph Chami & Thomas Cosimano & Connel Fullenkamp & Fabio Berzaghi & Sonia Español-Jiménez & Milton Marcondes & Jose Palazzo, 2022, "The Value of Nature to Our Health and Economic Well-Being: A Framework with Application to Elephants and Whales," Springer Proceedings in Business and Economics, Springer, in: Luigi Paganetto, "Economic Challenges for Europe After the Pandemic", DOI: 10.1007/978-3-031-10302-5_7.
• Aytekin Ertan & Stephen A. Karolyi & Peter W. Kelly & Robert Stoumbos, 2022, "Earnings announcement return extrapolation," Review of Accounting Studies, Springer, volume 27, issue 1, pages 185-230, March, DOI: 10.1007/s11142-021-09593-w.
• Ray Ball & Gil Sadka & Ayung Tseng, 2022, "Using accounting earnings and aggregate economic indicators to estimate firm-level systematic risk," Review of Accounting Studies, Springer, volume 27, issue 2, pages 607-646, June, DOI: 10.1007/s11142-021-09594-9.
• Doron Israeli & Ron Kasznik & Suhas A. Sridharan, 2022, "Unexpected distractions and investor attention to corporate announcements," Review of Accounting Studies, Springer, volume 27, issue 2, pages 477-518, June, DOI: 10.1007/s11142-021-09618-4.
• Ray Ball & Gil Sadka & Ayung Tseng, 2022, "Correction to: using accounting earnings and aggregate economic indicators to estimate firm-level systematic risk," Review of Accounting Studies, Springer, volume 27, issue 2, pages 647-648, June, DOI: 10.1007/s11142-021-09637-1.
• Bradley S. Blaylock & Jimmy F. Downes & Mollie E. Mathis & Scott D. White, 2022, "Do bondholders incorporate expected repatriation taxes into their pricing of debt?," Review of Accounting Studies, Springer, volume 27, issue 4, pages 1457-1492, December, DOI: 10.1007/s11142-021-09632-6.
• Ana González-Urteaga & Belén Nieto & Gonzalo Rubio, 2022, "Spillover dynamics effects between risk-neutral equity and Treasury volatilities," SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, volume 13, issue 4, pages 663-708, December, DOI: 10.1007/s13209-022-00264-w.
• Florian Barth & Christian Eckert & Nadine Gatzert & Hendrik Scholz, 2022, "Spillover Effects from the Volkswagen Emissions Scandal: An Analysis of Stock and Corporate Bond Markets," Schmalenbach Journal of Business Research, Springer, volume 74, issue 1, pages 37-76, March, DOI: 10.1007/s41471-021-00121-9.
• Christian Manicaro, 2022, "The link between regional CDS spreads and equity returns: a multivariate GARCH approach," SN Business & Economics, Springer, volume 2, issue 2, pages 1-15, February, DOI: 10.1007/s43546-021-00197-9.
• 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, volume 2, issue 8, pages 1-25, August, DOI: 10.1007/s43546-022-00270-x.
• Xu Guo & Chunchi Wu, 2022, "Short Selling Activity and Effects on Financial Markets and Corporate Decisions," Springer Books, Springer, chapter 98, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_100.
• Jonathan Fletcher, 2022, "Evaluating Fund Performance Within the Stochastic Discount Factor Framework," Springer Books, Springer, chapter 13, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_13.
• Cheng-Few Lee & Lie-Jane Kao & Po-Cheng Wu, 2022, "Alternative Models for Evaluating Convertible Bond: Review and Integration," Springer Books, Springer, chapter 68, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_68.
• Moritz Immel & Britta Hachenberg & Florian Kiesel & Dirk Schiereck, 2022, "Green Bonds: Shades of Green and Brown," Springer Books, Springer, in: Marielle de Jong & Dan diBartolomeo, "Risks Related to Environmental, Social and Governmental Issues (ESG)", DOI: 10.1007/978-3-031-18227-3_3.
• Matthew Muntifering, 2022, "Air Pollution, Investor Sentiment and Excessive Returns," Springer Books, Springer, in: Marielle de Jong & Dan diBartolomeo, "Risks Related to Environmental, Social and Governmental Issues (ESG)", DOI: 10.1007/978-3-031-18227-3_4.
• Olaf Stotz, 2022, "Expected and Realized Returns on Stocks with High- and Low-ESG Exposure," Springer Books, Springer, in: Marielle de Jong & Dan diBartolomeo, "Risks Related to Environmental, Social and Governmental Issues (ESG)", DOI: 10.1007/978-3-031-18227-3_6.
• 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, volume 12, issue 3, pages 1-4.
• 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, volume 12, issue 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, volume 12, issue 1, pages 1-5.
• Michele Anelli & Michele Patanè, 2022, "The Role of CDS Market in the Price Discovery Process of the “PIIGS†Countries Sovereign Credit Risk During the Recent Decade of Monetary Easing," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 1, 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, volume 11, issue 2, pages 1-2.
• Andrea Carriero & Lorenzo Ricci & Elisabetta Vangelista, 2022, "Expectations and term premia in EFSF bond yields," Working Papers, European Stability Mechanism, number 54, Jul.
• Reza Bradrania & Davood Pirayesh Neghab, 2022, "State-dependent asset allocation using neural networks," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 11, pages 1130-1156, July, DOI: 10.1080/1351847X.2021.1960404.
• 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, volume 28, issue 2, pages 219-243, January, DOI: 10.1080/1351847X.2021.1929373.
• Jason Shachat & Anand Srinivasan, 2022, "Informational Price Cascades and Non-Aggregation of Asymmetric Information in Experimental Asset Markets," Journal of Behavioral Finance, Taylor & Francis Journals, volume 23, issue 4, pages 388-407, November, DOI: 10.1080/15427560.2022.2081970.
• 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), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 1, pages 27-46, July.
• Catherine Georgiou, 2022, "Modifications on Book-Valued Ratios," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 3, pages 24-37, December.
• Lester, Benjamin & Weill, Pierre-Olivier & Hugonnier, Julien, 2022, "Heterogeneity in decentralized asset markets," Theoretical Economics, Econometric Society, volume 17, issue 3, July.
• Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2022, "Where is the carbon premium? Global performance of green and brown stocks," Other publications TiSEM, Tilburg University, School of Economics and Management, number 6b117156-316d-440a-9fa5-b.
• Adefemi A. OBALADE & Akona TSHUTSHA & Lungelo MVUYANA & Nothando NDLOVU & Paul-Francois MUZINDUTSI, 2022, "Are Frontier African Markets Inefficient or Adaptive? Application of Rolling GARCH Models," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 6, issue 1, pages 19-35, DOI: 10.1991/jefa.v6i1.a49.
• John Cotter & Enrique Salvador, 2022, "The non-linear trade-off between return and risk and its determinants," Working Papers, Geary Institute, University College Dublin, number 202203, Feb.
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• Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2022, "Asset Management Contracts and Equilibrium Prices," Journal of Political Economy, University of Chicago Press, volume 130, issue 12, pages 3146-3201, DOI: 10.1086/720515.
• Michael Barnett & William Brock & Lars Peter Hansen, 2022, "Climate Change Uncertainty Spillover in the Macroeconomy," NBER Macroeconomics Annual, University of Chicago Press, volume 36, issue 1, pages 253-320, DOI: 10.1086/718668.
• Carlos Maquieira & Christian Espinosa-Méndez, 2022, "Herding behavior in the Chinese stock market and the impact of COVID-19," Estudios de Economia, University of Chile, Department of Economics, volume 49, issue 2 Year 20, pages 199-229, December.
• Michael Dueker & Laura E. Jackson & Michael T. Owyang & Martin Sola, 2022, "A Time-Varying Threshold STAR Model with Applications," Department of Economics Working Papers, Universidad Torcuato Di Tella, number 2022_04, Dec.
• Urom, C. & Ndubuisi, Gideon & Guesmi, K., 2022, "Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-017, May.
• Priit Jeenas & Ricardo Lagos, 2022, "Q-Monetary Transmission," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1839, May.
• Gabriel Jiménez & Dmitry Kuvshinov & José-Luis Peydró & Bjoern Richter, 2022, "Monetary policy, inflation, and crises: New evidence from history and administrative data," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1854, Dec, revised May 2023.
• Xiang Gao & Kees Koedijk & Thomas Walther & Zhan Wang, 2022, "Relative Investor Sentiment Measurement," Working Papers, Utrecht School of Economics, number 2205.
• Heinger, Sandro & Koeniger, Winfried & Lechner, Michael, 2022, "The Heterogeneous Response of Real Estate Asset Prices to a Global Shock," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2214, Nov.
• Luca Bagato & Alessio Gioia & Enrico Mandelli, 2022, "A Reflexivity-Volatility Based Risk Assessment Tool," Rivista Internazionale di Scienze Sociali, Vita e Pensiero, Pubblicazioni dell'Universita' Cattolica del Sacro Cuore, volume 130, issue 1, pages 29-44.
• Menevşe Özdemir Dilidüzgün & Ayşe Altıok Yılmaz & Elif Akben Selçuk, 2022, "Spread Determinants in Corporate Bond Pricing: The Effect of Market and Liquidity Risks," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 69, issue 3, pages 407-425.
• Bolek Monika & Gniadkowska-Szymańska Agata & Lyroudi Katerina, 2022, "Covid-19 Pandemic and Day-of-the-week Anomaly in Omx Markets," Central European Economic Journal, Sciendo, volume 9, issue 56, pages 158-177, January, DOI: 10.2478/ceej-2022-0010.
• Marchewka-Bartkowiak Kamilla & Wiśniewski Marcin, 2022, "Energy tokens as digital instruments of financial investment," Economics and Business Review, Sciendo, volume 8, issue 3, pages 109-125, October, DOI: 10.18559/ebr.2022.3.6.
• Wajebo Temesgen Woldamanuel, 2022, "Volatility Spillover Across Sovereign Bond Markets Between African, Emerging and USA Economies," Economics and Business, Sciendo, volume 36, issue 1, pages 149-163, January, DOI: 10.2478/eb-2022-0010.
• Srbinoski Bojan & Meceski Stevco & Joldeska Irina, 2022, "Market Reactions to Government Support Packages During the Pandemic in North Macedonia," Economic Themes, Sciendo, volume 60, issue 4, pages 429-440, December, DOI: 10.2478/ethemes-2022-0023.
• Tekin Bilgehan, 2022, "What are the internal determinants of return on assets and equity of the energy sector in Turkey?," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 18, issue 3, pages 35-50, September, DOI: 10.2478/fiqf-2022-0018.
• Popoola Mufutau Akanmu & Ajayi Jimoh Olayinka & Abiodun Tijani Saheed, 2022, "Exchange Rate Policy Regimes, Private Investment Behaviour and Economic Growth in Nigeria (1960-2020)," Financial Markets, Institutions and Risks, Sciendo, volume 6, issue 3, pages 105-115, September, DOI: 10.21272/fmir.63.105-115.2022.
• Tahat Ibrahim, 2022, "Correlation between Cost of Capital, Book Values and Shares Prices: Evidence from Qatar Stock Exchange," Financial Markets, Institutions and Risks, Sciendo, volume 6, issue 3, pages 40-48, September, DOI: 10.21272/fmir.63.40-48.2022.
• Adaramola Anthony Olugbenga & Oyedeko Yusuf Olatunji, 2022, "Effect of Drawdown Strategy on Risk and Return in Nigerian Stock Market," Financial Markets, Institutions and Risks, Sciendo, volume 6, issue 3, pages 71-82, September, DOI: 10.21272/fmir.63.71-82.2022.
• Magwedere Margaret Rutendo & Marozva Godfrey, 2022, "The Nexus Between Bank Credit Risk and Liquidity: Does the Covid-19 Pandemic Matter? A Case of the Oligopolistic Banking Sector," Folia Oeconomica Stetinensia, Sciendo, volume 22, issue 1, pages 152-171, June, DOI: 10.2478/foli-2022-0008.
• Szymczyk Łukasz & Van Horne Richard & Perez Katarzyna, 2022, "Modeling Distress in US High Yield Mutual Funds Before and During the Covid-19 Pandemic," Folia Oeconomica Stetinensia, Sciendo, volume 22, issue 1, pages 263-286, June, DOI: 10.2478/foli-2022-0013.
• Śliwiński Paweł & Ablewski Szymon & Gemra Kamil & Łukowski Michał, 2022, "Where is the missing value? Evidence from the game industry IPOs underpricing in Poland," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 58, issue 4, pages 335-350, December, DOI: 10.2478/ijme-2022-0024.
• Kantšukov Mark & Sander Priit, 2022, "Optimal Holding Period of an Investment Property Under Different Systems of Income Taxation – An Individual Investor’s Perspective," Real Estate Management and Valuation, Sciendo, volume 30, issue 3, pages 12-29, September, DOI: 10.2478/remav-2022-0018.
• Hossain Mohammed Sawkat, 2022, "Asset Pricing Puzzle: New Evidence of Fama-French Five-Factors in Emerging Market Perspectives," Real Estate Management and Valuation, Sciendo, volume 30, issue 3, pages 73-85, September, DOI: 10.2478/remav-2022-0022.
• Mehta Meera & Arora Shivani & Gupta Shikha & Jhulka Arun, 2022, "Social Listening Through Sentiment Analysis of Twitter Data: A Case Study of Paytm IPO," SocioEconomic Challenges (SEC), Sciendo, volume 6, issue 3, pages 39-47, September, DOI: 10.21272/sec.63.39-47.2022.
• Szymon Lis, 2022, "Investor Sentiment in Asset Pricing Models: A Review," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-14.
• Ewelina Plachimowicz & Piotr Wójcik, 2022, "What makes Punks worthy? Valuation of Non-Fungible Tokens based on the CryptoPunks collection using the hedonic pricing method," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-27.
• Arezki,Rabah & Cho,Caleb Sungwoo & Ha Nguyen & Pham,Anh, 2022, "Corporate Debt and Stock Returns : Evidence from U.S. Firms during the 2020 Oil Crash," Policy Research Working Paper Series, The World Bank, number 10079, Jun.
• Meyer,Josefin & Reinhart,Carmen M. & Trebesch,Christoph, 2022, "Sovereign Bonds since Waterloo," Policy Research Working Paper Series, The World Bank, number 9906, Jan.