Research classified by Journal of Economic Literature (JEL) codes

2022

• Mwangele Kaluba & Yudhvir Seetharam, 2022, "Can market state and market volatility explain time-varying momentum profits in South Africa?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 4363-4382, January, DOI: 10.1108/IJOEM-03-2021-0406.
• Andrea Delle Foglie & J.S. Keshminder, 2022, "Challenges and opportunities of SRI sukuk toward financial system sustainability: a bibliometric and systematic literature review," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 10, pages 3202-3225, December, DOI: 10.1108/IJOEM-04-2022-0601.
• Jungmu Kim & Changjun Lee & Woo-Hyuk Lee & Youngkyung Ok & Thuy Thi Thu Truong, 2022, "Idiosyncratic volatility, turnover and the cross-section of stock returns: evidence from the Korean stock market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 12, pages 6192-6213, May, DOI: 10.1108/IJOEM-09-2021-1499.
• Sumaira Chamadia & Mobeen Ur Rehman & Muhammad Kashif, 2022, "Do average higher moments predict aggregate returns in emerging stock markets?," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 120-145, January, DOI: 10.1108/JABES-08-2021-0140.
• Redhwan Aldhamari & Mohamad Naimi Mohamad Nor & Omar Al Farooque & Haithm Mohammed Al-sabri, 2022, "Risk committee and stock price crash risk in the Malaysian financial sector: the moderating role of institutional ownership," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 13, issue 3, pages 509-540, July, DOI: 10.1108/JAEE-09-2021-0298.
• Cynthia Weiyi Cai, 2022, "Filling the gap and moving forward: a review of analytical and empirical studies of disclosure and cost of capital," Journal of Accounting Literature, Emerald Group Publishing Limited, volume 45, issue 1, pages 130-153, December, DOI: 10.1108/JAL-08-2022-0083.
• Abdulazeez Y.H. Saif-Alyousfi, 2022, "The impact of COVID-19 and the stringency of government policy responses on stock market returns worldwide," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 15, issue 1, pages 87-105, January, DOI: 10.1108/JCEFTS-07-2021-0030.
• Hakan Yildirim & Saffet Akdag & Andrew Adewale Alola, 2022, "Is there a price bubble in the exchange rates of the developing countries? The case of BRICS and Turkey," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 247-261, May, DOI: 10.1108/JEFAS-04-2021-0025.
• Sana Tauseef & Philippe Dupuy, 2022, "Pakistan: a study of market's returns and anomalies," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 344-363, March, DOI: 10.1108/JEFAS-06-2021-0098.
• Simarjeet Singh & Nidhi Walia & Stelios Bekiros & Arushi Gupta & Jigyasu Kumar & Amar Kumar Mishra, 2022, "Risk-managed time-series momentum: an emerging economy experience," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 328-343, November, DOI: 10.1108/JEFAS-08-2021-0159.
• Le Thanh Ha, 2022, "Interlinkages of cryptocurrency and stock markets during COVID-19 pandemic by applying a TVP-VAR extended joint connected approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 407-428, March, DOI: 10.1108/JES-01-2022-0055.
• Le Thanh Ha, 2022, "Fat tails and network interlinkages of crude oil and cryptocurrency during the COVID-19 health crisis," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 5, pages 1087-1104, October, DOI: 10.1108/JES-03-2022-0144.
• Ali Yavuz Polat, 2022, "Investor bias, risk and price volatility," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 7, pages 1317-1335, November, DOI: 10.1108/JES-04-2022-0211.
• Abdulnasser Hatemi-J & Eduardo Roca & Alan Mustafa, 2022, "Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 4, pages 790-805, June, DOI: 10.1108/JES-04-2022-0214.
• Fatima N. Ali Taher & Mohammad Al-Shboul, 2022, "Dividend policy, its asymmetric behavior and stock liquidity," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 3, pages 578-600, May, DOI: 10.1108/JES-10-2021-0513.
• Florian Barth & Benjamin Hübel & Hendrik Scholz, 2022, "ESG and corporate credit spreads," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 2, pages 169-190, February, DOI: 10.1108/JRF-03-2021-0045.
• Wajih Abbassi & Vineeta Kumari & Dharen Kumar Pandey, 2022, "What makes firms vulnerable to the Russia–Ukraine crisis?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 1, pages 24-39, July, DOI: 10.1108/JRF-05-2022-0108.

2021

• Rossi, Stefano & Tinn, Katrin, 2021, "Rational quantitative trading in efficient markets," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105127.
• Heumann, Tibor, 2021, "Efficiency in trading markets with multi-dimensional signals," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105156.
• Gabrovski, Miroslav & Kospentaris, Ioannis, 2021, "Intermediation in over-the-counter markets with price transparency," Journal of Economic Theory, Elsevier, volume 198, issue C, DOI: 10.1016/j.jet.2021.105364.
• Keloharju, Matti & Linnainmaa, Juhani T. & Nyberg, Peter, 2021, "Are return seasonalities due to risk or mispricing?," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 138-161, DOI: 10.1016/j.jfineco.2020.07.009.
• Xu, Nancy R., 2021, "Procyclicality of the comovement between dividend growth and consumption growth," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 288-312, DOI: 10.1016/j.jfineco.2020.07.013.
• Ben-Rephael, Azi & Choi, Jaewon & Goldstein, Itay, 2021, "Mutual fund flows and fluctuations in credit and business cycles," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 84-108, DOI: 10.1016/j.jfineco.2020.07.004.
• Ghent, Andra C., 2021, "What’s wrong with Pittsburgh? Delegated investors and liquidity concentration," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 337-358, DOI: 10.1016/j.jfineco.2020.08.015.
• Barroso, Pedro & Boons, Martijn & Karehnke, Paul, 2021, "Time-varying state variable risk premia in the ICAPM," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 428-451, DOI: 10.1016/j.jfineco.2020.07.016.
• Barahona, Ricardo & Driessen, Joost & Frehen, Rik, 2021, "Can unpredictable risk exposure be priced?," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 522-544, DOI: 10.1016/j.jfineco.2020.08.006.
• Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021, "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 545-560, DOI: 10.1016/j.jfineco.2020.08.004.
• Bali, Turan G. & Subrahmanyam, Avanidhar & Wen, Quan, 2021, "Long-term reversals in the corporate bond market," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 656-677, DOI: 10.1016/j.jfineco.2020.08.007.
• Liu, Yan, 2021, "Index option returns and generalized entropy bounds," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 1015-1036, DOI: 10.1016/j.jfineco.2020.08.011.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2021, "The real value of China’s stock market," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 679-696, DOI: 10.1016/j.jfineco.2020.08.012.
• Barro, Robert J. & Liao, Gordon Y., 2021, "Rare disaster probability and options pricing," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 750-769, DOI: 10.1016/j.jfineco.2020.10.001.
• Chen, Hui & Xu, Yu & Yang, Jun, 2021, "Systematic risk, debt maturity, and the term structure of credit spreads," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 770-799, DOI: 10.1016/j.jfineco.2020.09.002.
• Corte, Pasquale Della & Kozhan, Roman & Neuberger, Anthony, 2021, "The cross-section of currency volatility premia," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 950-970, DOI: 10.1016/j.jfineco.2020.08.010.
• Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021, "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 1-20, DOI: 10.1016/j.jfineco.2020.11.006.
• Schlag, Christian & Thimme, Julian & Weber, Rüdiger, 2021, "Implied volatility duration: A measure for the timing of uncertainty resolution," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 127-144, DOI: 10.1016/j.jfineco.2020.11.003.
• Da, Zhi & Huang, Xing & Jin, Lawrence J., 2021, "Extrapolative beliefs in the cross-section: What can we learn from the crowds?," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 175-196, DOI: 10.1016/j.jfineco.2020.10.003.
• Aghamolla, Cyrus & An, Byeong-Je, 2021, "Voluntary disclosure with evolving news," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 21-53, DOI: 10.1016/j.jfineco.2020.11.004.
• Bongaerts, Dion & Achter, Mark Van, 2021, "Competition among liquidity providers with access to high-frequency trading technology," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 220-249, DOI: 10.1016/j.jfineco.2020.11.002.
• Gospodinov, Nikolay & Robotti, Cesare, 2021, "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 292-324, DOI: 10.1016/j.jfineco.2020.12.001.
• Wang, Zijun, 2021, "The high volume return premium and economic fundamentals," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 325-345, DOI: 10.1016/j.jfineco.2020.10.006.
• Gârleanu, Nicolae & Panageas, Stavros, 2021, "What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 54-73, DOI: 10.1016/j.jfineco.2020.10.007.
• Augustin, P. & Chernov, M. & Schmid, L. & Song, D., 2021, "Benchmark interest rates when the government is risky," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 74-100, DOI: 10.1016/j.jfineco.2020.10.009.
• Ranaldo, Angelo & Somogyi, Fabricius, 2021, "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 391-411, DOI: 10.1016/j.jfineco.2020.12.007.
• Cremers, Martijn & Fleckenstein, Matthias & Gandhi, Priyank, 2021, "Treasury yield implied volatility and real activity," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 412-435, DOI: 10.1016/j.jfineco.2020.12.009.
• Cosemans, Mathijs & Frehen, Rik, 2021, "Salience theory and stock prices: Empirical evidence," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 460-483, DOI: 10.1016/j.jfineco.2020.12.012.
• Dixon, Peter N. & Fox, Corbin A. & Kelley, Eric K., 2021, "To own or not to own: Stock loans around dividend payments," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 539-559, DOI: 10.1016/j.jfineco.2020.12.010.
• Dou, Winston Wei & Ji, Yan & Wu, Wei, 2021, "Competition, profitability, and discount rates," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 582-620, DOI: 10.1016/j.jfineco.2020.12.013.
• Neuhierl, Andreas & Varneskov, Rasmus T., 2021, "Frequency dependent risk," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 644-675, DOI: 10.1016/j.jfineco.2021.01.007.
• Kelly, Bryan T. & Moskowitz, Tobias J. & Pruitt, Seth, 2021, "Understanding momentum and reversal," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 726-743, DOI: 10.1016/j.jfineco.2020.06.024.
• Barroso, Pedro & Detzel, Andrew, 2021, "Do limits to arbitrage explain the benefits of volatility-managed portfolios?," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 744-767, DOI: 10.1016/j.jfineco.2021.02.009.
• Noh, Suzie & So, Eric C. & Verdi, Rodrigo S., 2021, "Calendar rotations: A new approach for studying the impact of timing using earnings announcements," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 865-893, DOI: 10.1016/j.jfineco.2021.01.009.
• Armstrong, Will J. & Cardella, Laura & Sabah, Nasim, 2021, "Information shocks, disagreement, and drift," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 916-940, DOI: 10.1016/j.jfineco.2021.02.002.
• Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2021, "Asset pricing with heterogeneous agents and long-run risk," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 941-964, DOI: 10.1016/j.jfineco.2021.01.005.
• Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021, "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 965-986, DOI: 10.1016/j.jfineco.2021.02.003.
• Bogousslavsky, Vincent, 2021, "The cross-section of intraday and overnight returns," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 172-194, DOI: 10.1016/j.jfineco.2020.07.020.
• Chabakauri, Georgy & Rytchkov, Oleg, 2021, "Asset pricing with index investing," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 195-216, DOI: 10.1016/j.jfineco.2020.06.023.
• Xu, Yongxin & Xuan, Yuhao & Zheng, Gaoping, 2021, "Internet searching and stock price crash risk: Evidence from a quasi-natural experiment," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 255-275, DOI: 10.1016/j.jfineco.2021.03.003.
• Ramachandran, Lakshmi Shankar & Tayal, Jitendra, 2021, "Mispricing, short-sale constraints, and the cross-section of option returns," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 297-321, DOI: 10.1016/j.jfineco.2021.03.006.
• Huang, Dashan & Li, Jiangyuan & Wang, Liyao, 2021, "Are disagreements agreeable? Evidence from information aggregation," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 83-101, DOI: 10.1016/j.jfineco.2021.02.006.
• Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey, 2021, "Macro risks and the term structure of interest rates," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 479-504, DOI: 10.1016/j.jfineco.2021.03.011.
• Kargar, Mahyar, 2021, "Heterogeneous intermediary asset pricing," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 505-532, DOI: 10.1016/j.jfineco.2021.04.012.
• Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021, "The rate of communication," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 533-550, DOI: 10.1016/j.jfineco.2021.03.013.
• Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021, "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 669-692, DOI: 10.1016/j.jfineco.2021.04.007.
• Klingler, Sven & Syrstad, Olav, 2021, "Life after LIBOR," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 783-801, DOI: 10.1016/j.jfineco.2021.04.017.
• Ding, Wenzhi & Levine, Ross & Lin, Chen & Xie, Wensi, 2021, "Corporate immunity to the COVID-19 pandemic," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 802-830, DOI: 10.1016/j.jfineco.2021.03.005.
• Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei, 2021, "Diagnostic bubbles," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1060-1077, DOI: 10.1016/j.jfineco.2020.06.019.
• Box, Travis & Davis, Ryan & Evans, Richard & Lynch, Andrew, 2021, "Intraday arbitrage between ETFs and their underlying portfolios," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1078-1095, DOI: 10.1016/j.jfineco.2021.04.023.
• Sharifkhani, Ali & Simutin, Mikhail, 2021, "Feedback loops in industry trade networks and the term structure of momentum profits," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1171-1187, DOI: 10.1016/j.jfineco.2021.04.028.
• Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul, 2021, "Central bank communication and the yield curve," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 860-880, DOI: 10.1016/j.jfineco.2021.04.036.
• Gonçalves, Andrei S., 2021, "The short duration premium," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 919-945, DOI: 10.1016/j.jfineco.2021.04.019.
• Keloharju, Matti & Linnainmaa, Juhani T. & Nyberg, Peter, 2021, "Long-term discount rates do not vary across firms," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 946-967, DOI: 10.1016/j.jfineco.2021.04.031.
• Lewis, Kurt F. & Longstaff, Francis A. & Petrasek, Lubomir, 2021, "Asset mispricing," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 981-1006, DOI: 10.1016/j.jfineco.2020.05.011.
• Bai, Hang, 2021, "Unemployment and credit risk," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 127-145, DOI: 10.1016/j.jfineco.2021.05.046.
• Maurer, Thomas & Tran, Ngoc-Khanh, 2021, "Entangled risks in incomplete FX markets," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 146-165, DOI: 10.1016/j.jfineco.2021.05.051.
• Allen, Franklin & Haas, Marlene D. & Nowak, Eric & Tengulov, Angel, 2021, "Market efficiency and limits to arbitrage: Evidence from the Volkswagen short squeeze," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 166-194, DOI: 10.1016/j.jfineco.2021.05.015.
• Bandi, Federico M. & Chaudhuri, Shomesh E. & Lo, Andrew W. & Tamoni, Andrea, 2021, "Spectral factor models," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 214-238, DOI: 10.1016/j.jfineco.2021.04.024.
• Dew-Becker, Ian & Giglio, Stefano & Kelly, Bryan, 2021, "Hedging macroeconomic and financial uncertainty and volatility," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 23-45, DOI: 10.1016/j.jfineco.2021.05.053.
• Hagströmer, Björn, 2021, "Bias in the effective bid-ask spread," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 314-337, DOI: 10.1016/j.jfineco.2021.04.018.
• Baltussen, Guido & Da, Zhi & Lammers, Sten & Martens, Martin, 2021, "Hedging demand and market intraday momentum," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 377-403, DOI: 10.1016/j.jfineco.2021.04.029.
• Guo, Yifeng & Mota, Lira, 2021, "Should information be sold separately? Evidence from MiFID II," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 97-126, DOI: 10.1016/j.jfineco.2021.05.037.
• Bolton, Patrick & Kacperczyk, Marcin, 2021, "Do investors care about carbon risk?," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 517-549, DOI: 10.1016/j.jfineco.2021.05.008.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021, "Sustainable investing in equilibrium," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 550-571, DOI: 10.1016/j.jfineco.2020.12.011.
• Pedersen, Lasse Heje & Fitzgibbons, Shaun & Pomorski, Lukasz, 2021, "Responsible investing: The ESG-efficient frontier," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 572-597, DOI: 10.1016/j.jfineco.2020.11.001.
• Kashyap, Anil K & Kovrijnykh, Natalia & Li, Jian & Pavlova, Anna, 2021, "The benchmark inclusion subsidy," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 756-774, DOI: 10.1016/j.jfineco.2021.04.021.
• Duffie, Darrell & Dworczak, Piotr, 2021, "Robust benchmark design," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 775-802, DOI: 10.1016/j.jfineco.2021.06.024.
• Cieslak, Anna & Pang, Hao, 2021, "Common shocks in stocks and bonds," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 880-904, DOI: 10.1016/j.jfineco.2021.06.008.
• Nyborg, Kjell G. & Wang, Zexi, 2021, "The effect of stock liquidity on cash holdings: The repurchase motive," Journal of Financial Economics, Elsevier, volume 142, issue 2, pages 905-927, DOI: 10.1016/j.jfineco.2021.05.027.
• Carey, Mark & Gordy, Michael B., 2021, "The bank as Grim Reaper: Debt composition and bankruptcy thresholds," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1092-1108, DOI: 10.1016/j.jfineco.2021.05.048.
• Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021, "Global factor premiums," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1128-1154, DOI: 10.1016/j.jfineco.2021.06.030.
• Bansal, Ravi & Miller, Shane & Song, Dongho & Yaron, Amir, 2021, "The term structure of equity risk premia," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1209-1228, DOI: 10.1016/j.jfineco.2021.05.043.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1253-1274, DOI: 10.1016/j.jfineco.2021.05.049.
• Alperovych, Yan & Cumming, Douglas & Czellar, Veronika & Groh, Alexander, 2021, "M&A rumors about unlisted firms," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1324-1339, DOI: 10.1016/j.jfineco.2021.05.012.
• Wang, Liying, 2021, "Lifting the veil: The price formation of corporate bond offerings," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1340-1358, DOI: 10.1016/j.jfineco.2021.06.037.
• Liu, Yan & Wu, Jing Cynthia, 2021, "Reconstructing the yield curve," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1395-1425, DOI: 10.1016/j.jfineco.2021.05.059.
• Lim, Jongha & Schwert, Michael & Weisbach, Michael S., 2021, "The economics of PIPEs," Journal of Financial Intermediation, Elsevier, volume 45, issue C, DOI: 10.1016/j.jfi.2019.100832.
• Fabozzi, Frank J. & Klingler, Sven & Mølgaard, Pia & Nielsen, Mads Stenbo, 2021, "Active loan trading," Journal of Financial Intermediation, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfi.2020.100868.
• Rischen, Tobias & Theissen, Erik, 2021, "Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing," Journal of Financial Intermediation, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfi.2020.100871.
• Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2021, "The agency of CoCos: Why contingent convertible bonds are not for everyone," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2020.100882.
• Czech, Robert, 2021, "Credit default swaps and corporate bond trading," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2021.100932.
• Alter, Adrian & Mahoney, Elizabeth M., 2021, "Local house-price vulnerability: Evidence from the U.S. and Canada," Journal of Housing Economics, Elsevier, volume 54, issue C, DOI: 10.1016/j.jhe.2021.101791.
• Chen, Tao, 2021, "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 43, issue C, DOI: 10.1016/j.intaccaudtax.2021.100379.
• Nikbakht, Ehsan & Sarkar, Sayan & Smith, Garrett C. & Spieler, Andrew C., 2021, "Pre-IPO earnings management: Evidence from India," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 44, issue C, DOI: 10.1016/j.intaccaudtax.2021.100400.
• Dupuy, Philippe & James, Jessica & Marsh, Ian W., 2021, "Attractive and non-attractive currencies," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102253.
• Roevekamp, Ingmar, 2021, "The impact of US monetary policy on managed exchange rates and currency peg regimes," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102266.
• Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T., 2021, "Can risk explain the profitability of technical trading in currency markets?," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102285.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2021, "The maturity of sovereign debt issuance in the euro area," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102293.
• Boehm, Hannes & Eichler, Stefan & Giessler, Stefan, 2021, "What drives the commodity-sovereign risk dependence in emerging market economies?," Journal of International Money and Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jimonfin.2020.102308.
• Hwang, Soosung & Rubesam, Alexandre & Salmon, Mark, 2021, "Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly," Journal of International Money and Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jimonfin.2020.102318.
• Corvino, Raffaele & Ruggiero, Francesco, 2021, "The relative pricing of sovereign credit risk after the Eurozone crisis," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102337.
• Kohlscheen, Emanuel & Takáts, Előd, 2021, "What can commercial property performance reveal about bank valuations?," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2020.102350.
• Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2021, "Stock market volatility and jumps in times of uncertainty," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102355.
• Cheng, Xin & Chen, Hongyi & Zhou, Yinggang, 2021, "Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102359.
• Hoque, Hafiz & Mu, Shaolong, 2021, "Does a reduction of state control affect IPO underpricing? Evidence from the Chinese A-share market," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102384.
• Li, Yulin, 2021, "Investor sentiment and sovereign bonds," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102388.
• Konstantinov, Gueorgui S. & Fabozzi, Frank J., 2021, "Towards a dead end? EMU bond market exposure and manager performance," Journal of International Money and Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jimonfin.2021.102433.
• Christensen, Jens H.E. & Fischer, Eric & Shultz, Patrick J., 2021, "Bond flows and liquidity: Do foreigners matter?," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102397.
• Bernoth, Kerstin & Herwartz, Helmut, 2021, "Exchange rates, foreign currency exposure and sovereign risk," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102454.
• Hudepohl, Tom & van Lamoen, Ryan & de Vette, Nander, 2021, "Quantitative easing and exuberance in stock markets: Evidence from the euro area," Journal of International Money and Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jimonfin.2021.102471.
• Consoli, Sergio & Pezzoli, Luca Tiozzo & Tosetti, Elisa, 2021, "Emotions in macroeconomic news and their impact on the European bond market," Journal of International Money and Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jimonfin.2021.102472.
• Lakdawala, Aeimit, 2021, "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102478.
• Hattori, Masazumi & Shim, Ilhyock & Sugihara, Yoshihiko, 2021, "Cross-stock market spillovers through variance risk premiums and equity flows," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102480.
• Krebbers, Arthur & Marshall, Andrew & McColgan, Patrick & Neupane, Biwesh, 2021, "Bookrunner syndicate geography and the quality of service: The benefits of a local team," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102500.
• Nagao, Ryoya & Kondo, Yoshihiro & Nakazono, Yoshiyuki, 2021, "The macroeconomic effects of monetary policy: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, volume 61, issue C, DOI: 10.1016/j.jjie.2021.101149.
• Jermann, Urban J., 2021, "Cryptocurrencies and Cagan’s model of hyperinflation," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103340.
• Ruan, Xinfeng & Zhang, Jin E., 2021, "Time-varying uncertainty and variance risk premium," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103347.
• Chipeniuk, Karsten O. & Walker, Todd B., 2021, "Forward inflation expectations: Evidence from inflation caps and floors," Journal of Macroeconomics, Elsevier, volume 70, issue C, DOI: 10.1016/j.jmacro.2021.103348.
• Huang, Dayong & Li, Jay Y. & Wu, Kai, 2021, "The effect of oil supply shocks on industry returns," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100172.
• Emm, Ekaterina E. & Gay, Gerald D. & Ma, Han & Ren, Honglin, 2021, "The rise and breakup of the commodity exchange membership: An analysis of CBOT seat prices," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100173.
• Echaust, Krzysztof, 2021, "Asymmetric tail dependence between stock market returns and implied volatility," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2020.e00190.
• Farinha, Jorge Bento & Vidrago, José, 2021, "The impact of the ECB's asset purchase programme on core and peripheral sovereign yields and its transmission channels," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00213.
• Batabyal, Sourav & Killins, Robert, 2021, "Economic policy uncertainty and stock market returns: Evidence from Canada," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00215.
• Bordo, Michael D. & Duca, John V., 2021, "An overview of the Fed's new credit policy tools and their cushioning effect on the COVID-19 recession," Journal of Government and Economics, Elsevier, volume 3, issue C, DOI: 10.1016/j.jge.2021.100013.
• Bulíř, Aleš & Vlček, Jan, 2021, "Monetary transmission: Are emerging market and low-income countries different?," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 95-108, DOI: 10.1016/j.jpolmod.2020.06.006.
• Carnazza, Giovanni & Liberati, Paolo, 2021, "The asymmetric impact of the pandemic crisis on interest rates on public debt in the Eurozone," Journal of Policy Modeling, Elsevier, volume 43, issue 3, pages 521-542, DOI: 10.1016/j.jpolmod.2021.04.001.
• Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Bhutto, Niaz Ahmed, 2021, "Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101946.
• Kirkulak-Uludag, Berna & Safarzadeh, Omid, 2021, "Exploring shock and volatility transmission between oil and Chinese industrial raw materials," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101974.
• Borgards, Oliver & Czudaj, Robert L. & Hoang, Thi Hong Van, 2021, "Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101966.
• Qadan, Mahmoud & Idilbi-Bayaa, Yasmeen, 2021, "The day-of-the-week-effect on the volatility of commodities," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101980.
• Shaikh, Imlak, 2021, "On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102025.
• Yilanci, Veli & Kilci, Esra N., 2021, "The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102039.
• Ji, Xiangfeng & Chen, Xueqi & Mirza, Nawazish & Umar, Muhammad, 2021, "Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102387.
• Shen, Lily & Ross, Stephen, 2021, "Information value of property description: A Machine learning approach," Journal of Urban Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.jue.2020.103299.
• Cui, Wei & Kaas, Leo, 2021, "Default cycles," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 377-394, DOI: 10.1016/j.jmoneco.2020.02.001.
• Brownlees, Christian & Hans, Christina & Nualart, Eulalia, 2021, "Bank credit risk networks: Evidence from the Eurozone," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 585-599, DOI: 10.1016/j.jmoneco.2020.03.014.
• Li, Jun & Wang, Huijun & Yu, Jianfeng, 2021, "Aggregate expected investment growth and stock market returns," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 618-638, DOI: 10.1016/j.jmoneco.2020.03.016.
• Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021, "Do survey expectations of stock returns reflect risk adjustments?," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 723-740, DOI: 10.1016/j.jmoneco.2020.04.010.
• Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021, "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, volume 120, issue C, pages 21-39, DOI: 10.1016/j.jmoneco.2021.02.003.
• Fernández-Villaverde, Jesús & Mandelman, Federico & Yu, Yang & Zanetti, Francesco, 2021, "The “Matthew effect” and market concentration: Search complementarities and monopsony power," Journal of Monetary Economics, Elsevier, volume 121, issue C, pages 62-90, DOI: 10.1016/j.jmoneco.2021.04.005.
• Bretscher, Lorenzo & Malkhozov, Aytek & Tamoni, Andrea, 2021, "Expectations and aggregate risk," Journal of Monetary Economics, Elsevier, volume 123, issue C, pages 91-108, DOI: 10.1016/j.jmoneco.2021.08.001.
• Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021, "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, volume 124, issue C, pages 48-65, DOI: 10.1016/j.jmoneco.2021.07.009.
• Marx, Magali & Mojon, Benoît & Velde, François R., 2021, "Why have interest rates fallen far below the return on capital?," Journal of Monetary Economics, Elsevier, volume 124, issue S, pages 57-76, DOI: 10.1016/j.jmoneco.2021.09.008.
• Butt, Hilal Anwar & Högholm, Kenneth & Sadaqat, Mohsin, 2021, "Reversal returns and expected returns from liquidity provision: Evidence from emerging markets," Journal of Multinational Financial Management, Elsevier, volume 59, issue C, DOI: 10.1016/j.mulfin.2020.100664.
• Fletcher, Jonathan, 2021, "Evaluating the performance of U.S. international equity closed-end funds," Journal of Multinational Financial Management, Elsevier, volume 60, issue C, DOI: 10.1016/j.mulfin.2021.100692.
• Darby, Julia & Zhang, Hai & Zhang, Jinkai, 2021, "Institutional trading in volatile markets: Evidence from Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101484.
• Zhang, Bing & Chen, Wei & Yeh, Chung-Ying, 2021, "Turnover premia in China's stock markets," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101487.
• Miu, Peter & Yueh, Meng-Lan & Han, Jing, 2021, "Performance of Japanese leveraged ETFs," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101490.
• Omar, Arti & Prasanna, P. Krishna, 2021, "Asymmetric effects of noise in Merton default risk model: Evidence from emerging Asia," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2021.101497.
• Gui, Pingshu & Zhu, Yifeng, 2021, "Value at risk and the cross-section of expected returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.pacfin.2021.101498.
• Wang, Shaoping & Yu, Lu & Zhao, Qing, 2021, "Do factor models explain stock returns when prices behave explosively? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101535.
• Song, Pengcheng & Ma, Xinxin & Zhang, Xuan & Zhao, Qin, 2021, "The influence of the SARS pandemic on asset prices," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101543.
• Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2021, "The effect of language on investing: Evidence from searches in Chinese versus English," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101553.
• Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021, "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101563.
• Li, Lu & Li, Yang & Wang, Xueding & He, Yuqian, 2021, "Limited attention, managerial multitasking, and hedge fund performance in China," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101568.
• Gong, Qiang & Jacoby, Gady & Li, Shi & Lu, Lei, 2021, "Commonality in disagreement," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101573.
• Cheng, Xu & Kong, Dongmin & Wang, Junbo, 2021, "Political uncertainty and A-H share premium," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2020.101388.
• Diaz, Juan & Duarte, Diogo & Galindo, Hamilton & Montecinos, Alexis & Truffa, Santiago, 2021, "The importance of large shocks to return predictability," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101518.
• Yin, Xiao-Cui & Li, Xin & Wang, Min-Hui & Qin, Meng & Shao, Xue-Feng, 2021, "Do economic policy uncertainty and its components predict China's housing returns?," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101575.
• Bian, Shibo & Jia, Dekui & Li, Ruihai & Sun, Wujun & Yan, Zhipeng & Zheng, Yingfei, 2021, "Can management tone predict IPO performance? – Evidence from mandatory online roadshows in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101588.
• Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021, "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101591.
• Zhang, Han, 2021, "An inflation-based ICAPM in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101601.
• Ahn, Yongkil & Tsai, Shih-Chuan, 2021, "What factors are associated with stock price jumps in high frequency?," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101602.
• Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021, "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101607.
• Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021, "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101611.
• Jun, Xiao & Ren, He & Sun, Ping-Wen, 2021, "Deriving managerial skills by dissecting holding changes of mutual funds: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101612.
• Chen, Kuan-Hau & Su, Xuan-Qi & Lin, Li-Feng & Shih, Yi-Cheng, 2021, "Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101633.
• Wang, Hua & Xu, Liao & Sharma, Susan Sunila, 2021, "Does investor attention increase stock market volatility during the COVID-19 pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101638.
• Charoenwong, Ben & Nettayanun, Sampan & Saengchote, Kanis, 2021, "Digesting anomalies: A q-factor approach for the Thai market," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101647.
• Rahman, Md Lutfur & Al Mamun, Mohammed Abdullah, 2021, "How resilient are the Asia Pacific financial markets against a global pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101656.
• Zhang, Heming & Wang, Guanying, 2021, "Reversal effect and corporate bond pricing in China," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101664.
• Cakici, Nusret & Zaremba, Adam & Bianchi, Robert J. & Pham, Nga, 2021, "False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987)," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101675.
• Ardila-Alvarez, Diego & Forro, Zalan & Sornette, Didier, 2021, "The acceleration effect and Gamma factor in asset pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 569, issue C, DOI: 10.1016/j.physa.2020.125367.
• Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021, "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 151-160, DOI: 10.1016/j.qref.2020.05.016.
• Zakamulin, Valeriy & Hunnes, John A., 2021, "Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 182-197, DOI: 10.1016/j.qref.2020.05.013.
• Jiang, Minqi & Liu, Jiapeng & Zhang, Lu, 2021, "An extended regularized Kalman filter based on Genetic Algorithm: Application to dynamic asset pricing models," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 28-44, DOI: 10.1016/j.qref.2020.12.005.
• Gregory, Richard P., 2021, "Climate disasters, carbon dioxide, and financial fundamentals," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 45-58, DOI: 10.1016/j.qref.2020.12.008.
• Abanto-Valle, Carlos A. & Rodríguez, Gabriel & Garrafa-Aragón, Hernán B., 2021, "Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 272-286, DOI: 10.1016/j.qref.2021.02.005.
• McMillan, David G., 2021, "When and why do stock and bond markets predict US economic growth?," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 331-343, DOI: 10.1016/j.qref.2021.03.004.
• Chamizo, Álvaro & Novales, Alfonso, 2021, "Evaluation of market risk associated with hedging a credit derivative portfolio," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 411-430, DOI: 10.1016/j.qref.2021.03.006.
• Marmora, Paul, 2021, "Individual investor ownership and the news coverage premium," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 494-507, DOI: 10.1016/j.qref.2021.03.010.
• Kenourgios, Dimitris & Samios, Yiannis, 2021, "Halloween effect and active fund management," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 534-544, DOI: 10.1016/j.qref.2021.04.006.
• Semenov, Andrei, 2021, "Measuring the stock's factor beta and identifying risk factors under market inefficiency," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 635-649, DOI: 10.1016/j.qref.2021.03.014.
• Herold, Michael & Kanz, Andreas & Muck, Matthias, 2021, "Do opinion polls move stock prices? Evidence from the US presidential election in 2016," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 665-690, DOI: 10.1016/j.qref.2021.03.013.
• Argyropoulos, Efthymios & Tzavalis, Elias, 2021, "The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 785-796, DOI: 10.1016/j.qref.2018.10.005.