Research classified by Journal of Economic Literature (JEL) codes

2021

• Schularick, Moritz & Amaral, Francisco & Kohl, Sebastian & Dohmen, Martin, 2021, "Superstar Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16806, Dec.
• Caballero, Ricardo & Simsek, Alp, 2022, "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16814, Jun.
• Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," Working Papers, Center for Research in Economics and Statistics, number 2021-05, Mar.
• Bertrand Candelon & Angelo Luisi & Francesco Roccazzella, 2021, "Fragmentation in the European Monetary Union: Is it really over?," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_016, May.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021, "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," Annals of Economics and Finance, Society for AEF, volume 22, issue 1, pages 25-62, May.
• Escanciano, Juan Carlos & Hoderlein, Stefan & Lewbel, Arthur & Linton, Oliver & Srisuma, Sorawoot, 2021, "Nonparametric Euler Equation Identification And Estimation," Econometric Theory, Cambridge University Press, volume 37, issue 5, pages 851-891, October.
• Hu, Grace Xing & Pan, Jun & Wang, Jiang, 2021, "Tri-Party Repo Pricing," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 1, pages 337-371, February.
• Christoffersen, Peter & Fournier, Mathieu & Jacobs, Kris & Karoui, Mehdi, 2021, "Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 1, pages 65-91, February.
• Beber, Alessandro & Driessen, Joost & Neuberger, Anthony & Tuijp, Patrick, 2021, "Pricing Liquidity Risk with Heterogeneous Investment Horizons," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 2, pages 373-408, March.
• Doan, Minh Phuong & Sercu, Piet, 2021, "Merging One's Way to the Top: AB Inbev versus Heineken," Journal of Wine Economics, Cambridge University Press, volume 16, issue 1, pages 32-55, February.
• Oleksy, Paweł & Czupryna, Marcin & Jakubczyk, Michał, 2021, "On Fine Wine Pricing across Different Trading Venues," Journal of Wine Economics, Cambridge University Press, volume 16, issue 2, pages 189-209, May.
• John Leventides & Evangelos Melas & Costas Poulios & Paraskevi Boufounou & Rena Artemis Leventides, 2021, "Designing GDP-Linked Bonds with Default," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 67, issue 4, pages 311-335, DOI: 10.3790/aeq.67.4.311.
• Franziska Bremus & Franziska Schütze & Aleksandar Zaklan, 2021, "ECB Policy Facilitating Corporate Financing in the Green Bond Market," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 11, issue 22, pages 147-154.
• Franziska Bremus & Franziska Schütze & Aleksandar Zaklan, 2021, "EZB-Politik erleichtert Unternehmen Finanzierung am Markt grüner Anleihen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 88, issue 22, pages 367-375.
• Franziska Bremus & Franziska Schütze & Aleksandar Zaklan, 2021, "The Impact of ECB Corporate Sector Purchases on European Green Bonds," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1938.
• Yvo Mudde & Anna Samarina & Robert Vermeulen, 2021, "Spillover effects of sovereign bond purchases in the euro area," Working Papers, DNB, number 706, Jan.
• Joost Bats & William Greif & Daniel Kapp, 2021, "The rise in the cross-sectoral dispersion of earnings expectations during COVID-19," Working Papers, DNB, number 724, Sep.
• Goetzmann, William N. & Spaenjers, Christophe & Van Nieuwerburgh, Stijn, 2021, "Real and Private-Value Assets," HEC Research Papers Series, HEC Paris, number 1421, Mar, DOI: 10.2139/ssrn.3803091.
• Anghel, Dan & Caraiani, Petre & Rosu, Alina & Rosu, Ioanid, 2021, "Asset Pricing with Systematic Skewness: Two Decades Later," HEC Research Papers Series, HEC Paris, number 1432, Jul, DOI: 10.2139/ssrn.3872128.
• Langlois, Hugues, 2021, "What Matters in a Characteristic?," HEC Research Papers Series, HEC Paris, number 1439, May, DOI: 10.2139/ssrn.3848587.
• Bats, Joost & Greif, William & Kapp, Daniel, 2021, "Cross-sectoral dispersion in firms’ earnings expectations during the COVID-19 crisis," Economic Bulletin Boxes, European Central Bank, volume 5.
• Corradin, Stefano & Hoerova, Marie & Schepens, Glenn, 2021, "Euro area money markets over the past 15 years: changes, driving factors and implications for monetary policy," Research Bulletin, European Central Bank, volume 82.
• Jaccard, Ivan, 2021, "A time-varying carbon tax to protect the environment while safeguarding the economy," Research Bulletin, European Central Bank, volume 86.
• Breckenfelder, Johannes & Ivashina, Victoria, 2021, "Bank leverage constraints and bond market illiquidity during the COVID-19 crisis," Research Bulletin, European Central Bank, volume 89.
• Pegoraro, Stefano & Montagna, Mattia, 2021, "Issuance and valuation of corporate bonds with quantitative easing," Working Paper Series, European Central Bank, number 2520, Jan.
• Colliard, Jean-Edouard & Foucault, Thierry & Hoffmann, Peter, 2021, "Inventory management, dealers’ connections, and prices in OTC markets," Working Paper Series, European Central Bank, number 2529, Feb.
• Kapp, Daniel & Kristiansen, Kristian, 2021, "Euro area equity risk premia and monetary policy: a longer-term perspective," Working Paper Series, European Central Bank, number 2535, Apr.
• Breckenfelder, Johannes & Ivashina, Victoria, 2021, "Bank balance sheet constraints and bond liquidity," Working Paper Series, European Central Bank, number 2589, Sep.
• Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2021, "Natural rate chimera and bond pricing reality," Working Paper Series, European Central Bank, number 2612, Nov.
• Ben-David, Itzhak & Franzoni, Francesco A. & Kim, Byungwook & Moussawi, Rabih, 2021, "Competition for Attention in the ETF Space," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-01, Mar.
• Ben-David, Itzhak & Kim, Byungwook & Moussawi, Hala & Roulstone, Darren T., 2021, "Corporate Transactions in Hard-to-Value Stocks," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2021-16, Sep.
• Greenwald, Daniel L. & Leombroni, Matteo & Lustig, Hanno & Van Nieuwerburgh, Stijn, 2021, "Financial and Total Wealth Inequality with Declining Interest Rates," Research Papers, Stanford University, Graduate School of Business, number 3948, Mar, DOI: 10.2139/ssrn.3789220.
• Krishnamurthy, Arvind & Li, Wenhao, 2021, "The Demand for Money, Near-Money, and Treasury Bonds," Research Papers, Stanford University, Graduate School of Business, number 3991, Aug.
• Garrison Hongyu Song & Ajeet Jain, 2021, "Revisit Closed-End Fund Puzzles via Dynamic Capital Mobility," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 1-10.
• Levon Goukasian & Emily Jian Huang & Qingzhong Ma & Wei Zhang, 2021, "Anchoring and Risk Factors," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 4, pages 82-96.
• Katarzyna Czech & Michal Wielechowski, 2021, "Energy Commodity Price Response to COVID-19: Impact of Epidemic Status, Government Policy, and Stock Market Volatility," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 3, pages 443-453.
• Zeravan Abdulmuhsen Asaad, 2021, "Oil Price, Gold Price, Exchange Rate and Stock Market in Iraq Pre-During COVID19 Outbreak: An ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 562-571.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Mathew Thomas Gil & Deebom Zorle Dum, 2021, "Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 489-502.
• Jung, JiYong & Jung, Kuk Mo, 2021, "Stock market uncertainty and uncovered equity parity deviation: Evidence from Asia," Journal of Asian Economics, Elsevier, volume 73, issue C, DOI: 10.1016/j.asieco.2020.101271.
• Wan, Die & Yang, Teng & Yang, Xiaoguang, 2021, "IPO relative difficulty, M&A option and size effect," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101350.
• Fink, Josef, 2021, "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100446.
• Nguyen, Hung T. & Pham, Mia Hang, 2021, "Does investor attention matter for market anomalies?," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100451.
• Fernandez-Perez, Adrian & Gilbert, Aaron & Indriawan, Ivan & Nguyen, Nhut H., 2021, "COVID-19 pandemic and stock market response: A culture effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100454.
• Truong, Quang-Thai & Tran, Quynh-Nhu & Bakry, Walid & Nguyen, Duc Nguyen & Al-Mohamad, Somar, 2021, "Football sentiment and stock market returns: Evidence from a frontier market," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100472.
• Białkowski, Jędrzej & Yaghoubi, Mona, 2021, "The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100480.
• Arumugam, Devika & Krishna Prasanna, P., 2021, "Commonality and contrarian trading among algorithmic traders," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100495.
• Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib, 2021, "A tale of company fundamentals vs sentiment driven pricing: The case of GameStop," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100501.
• Prasad, Mason & Bakry, Walid & Varua, Maria Estela, 2021, "Abnormal volatility in seasoned equity offerings during economic disruptions," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100509.
• Chen, Zhongdong & Schmidt, Adam & Wang, Jin’ai, 2021, "Retail investor risk-seeking, attention, and the January effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100511.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2021, "Bond intraday momentum," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100515.
• Ariff, Mohamed & Zarei, Alireza & Bhatti, M. Ishaq, 2021, "Monitoring exchange rate instability in 12 selected Islamic economies," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100517.
• Biktimirov, Ernest N. & Sokolyk, Tatyana & Ayanso, Anteneh, 2021, "Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100542.
• Krishnamurti, Chandrasekhar & Chowdhury, Hasibul & Han, Hien Duc, 2021, "CEO centrality and stock price crash risk," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100551.
• Onishchenko, Olena & Zhao, Jing & Kuruppuarachchi, Duminda & Roberts, Helen, 2021, "Intraday time-series momentum and investor trading behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100557.
• Baur, Dirk G. & Hoang, Lai, 2021, "The Bitcoin gold correlation puzzle," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100561.
• Barnes, Spencer, 2021, "Killing in the stock market: Evidence from organ donations," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100563.
• Kirk-Reeve, Samuel & Gehricke, Sebastian A. & Ruan, Xinfeng & Zhang, Jin E., 2021, "National air pollution and the cross-section of stock returns in China," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100572.
• Eichel, Ron, 2021, "Momentum in real economy and industry stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100576.
• Kleinlercher, Daniel & Stöckl, Thomas, 2021, "Thou shalt not trade—An analysis of the violations of no-trade predictions in experimental asset markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100590.
• Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021, "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100591.
• Ferri, Giovanni & Ploner, Matteo & Rizzolli, Matteo, 2021, "Trading fast and slow: The role of deliberation in experimental financial markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100593.
• Andreou, Christoforos K. & Lambertides, Neophytos & Panayides, Photis M., 2021, "Distress risk anomaly and misvaluation," The British Accounting Review, Elsevier, volume 53, issue 5, DOI: 10.1016/j.bar.2020.100972.
• Kim, Byung-June & Jang, Bong-Gyu, 2021, "Convertible bond valuation with regime switching," Chaos, Solitons & Fractals, Elsevier, volume 150, issue C, DOI: 10.1016/j.chaos.2021.111201.
• Del Viva, Luca & Kasanen, Eero & Saunders, Anthony & Trigeorgis, Lenos, 2021, "US government TARP bailout and bank lottery behavior," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101777.
• Abdelsalam, Omneya & Chantziaras, Antonios & Batten, Jonathan A. & Aysan, Ahmet Faruk, 2021, "Major shareholders’ trust and market risk: Substituting weak institutions with trust," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101784.
• Docherty, Paul & Easton, Steve & Pinder, Sean, 2021, "Flights-to-control: Time variation in the value of a vote," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101790.
• Mansi, Sattar A. & Qi, Yaxuan & Wald, John K., 2021, "Bond covenants, bankruptcy risk, and the cost of debt," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101799.
• Gyoshev, Stanley B. & Kaplan, Todd R. & Szewczyk, Samuel H. & Tsetsekos, George P., 2021, "Why do investment banks buy put options from companies?," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101718.
• Andreou, Christoforos K. & Andreou, Panayiotis C. & Lambertides, Neophytos, 2021, "Financial distress risk and stock price crashes," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101870.
• Cole, Rebel & Johan, Sofia & Schweizer, Denis, 2021, "Corporate failures: Declines, collapses, and scandals," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101872.
• Gu, Dingwei & Liu, Xin & Sun, Hanwen & Zhao, Huainan, 2021, "Strategic insider trading: Disguising order flows to escape trading competition," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101891.
• Rjiba, Hatem & Saadi, Samir & Boubaker, Sabri & Ding, Xiaoya (Sara), 2021, "Annual report readability and the cost of equity capital," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101902.
• Abad, Pilar & Díaz, Antonio & Escribano, Ana & Robles, M.-Dolores, 2021, "Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101903.
• Baker, Edward D. & Boulton, Thomas J. & Braga-Alves, Marcus V. & Morey, Matthew R., 2021, "ESG government risk and international IPO underpricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101913.
• Chen, Yangyang & Fan, Qingliang & Yang, Xin & Zolotoy, Leon, 2021, "CEO early-life disaster experience and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101928.
• Dick-Nielsen, Jens & Nielsen, Mads Stenbo & von Rüden, Stine Louise, 2021, "The value of bond underwriter relationships," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101930.
• Galvez, Julio & Gambacorta, Leonardo & Mayordomo, Sergio & Serena, Jose Maria, 2021, "Dollar borrowing, firm credit risk, and FX-hedged funding opportunities," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101945.
• Kita, Arben & Tortorice, Daniel L., 2021, "Same firm, two volatilities: How variance risk is priced in credit and equity markets," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.101885.
• Chiu, Wan-Chien & King, Tao-Hsien Dolly & Wang, Chih-Wei, 2021, "Debt maturity dispersion and the cost of bank loans," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102049.
• Attig, Najah & El Ghoul, Sadok, 2021, "Flying under the radar: The real effects of anonymous trading," Journal of Corporate Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.jcorpfin.2021.102092.
• Ni, Xiaoran & Wang, Ye & Yin, David, 2021, "Does Modern Information Technology Attenuate Managerial Information Hoarding? Evidence from the EDGAR Implementation," Journal of Corporate Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.jcorpfin.2021.102100.
• Zimmermann, Paul, 2021, "The role of the leverage effect in the price discovery process of credit markets," Journal of Economic Dynamics and Control, Elsevier, volume 122, issue C, DOI: 10.1016/j.jedc.2020.104033.
• Bianchi, Daniele, 2021, "Adaptive expectations and commodity risk premiums," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2021.104078.
• Takayama, Shino, 2021, "Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104086.
• Chan, Joshua C.C. & Santi, Caterina, 2021, "Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104101.
• Zhang, Tongbin, 2021, "Stock prices and the risk-free rate: An internal rationality approach," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104103.
• Chen, Zilin & Guo, Li & Tu, Jun, 2021, "Media connection and return comovement," Journal of Economic Dynamics and Control, Elsevier, volume 130, issue C, DOI: 10.1016/j.jedc.2021.104191.
• Braga, Joao Paulo & Semmler, Willi & Grass, Dieter, 2021, "De-risking of green investments through a green bond market – Empirics and a dynamic model," Journal of Economic Dynamics and Control, Elsevier, volume 131, issue C, DOI: 10.1016/j.jedc.2021.104201.
• Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021, "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104248.
• Li, Kai, 2021, "Nonlinear effect of sentiment on momentum," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104253.
• Dissanayake, Ruchith, 2021, "Geographic distribution of firms and expected stock returns," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104267.
• Nguyen, Dat Thanh & Phan, Dinh Hoang Bach & Ming, Tee Chwee & Nguyen, Van Ky Long, 2021, "An assessment of how COVID-19 changed the global equity market," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 480-491, DOI: 10.1016/j.eap.2021.01.003.
• Størdal, Ståle & Lien, Gudbrand & Mydland, Ørjan & Haugom, Erik, 2021, "Effects of strong and weak non-pharmaceutical interventions on stock market returns: A comparative analysis of Norway and Sweden during the initial phase of the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 341-350, DOI: 10.1016/j.eap.2021.03.009.
• Ren, Zhaomin & Zhang, Xuan & Zhang, Zhekai, 2021, "New evidence on COVID-19 and firm performance," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 213-225, DOI: 10.1016/j.eap.2021.08.002.
• Lehrer, Steven & Xie, Tian & Zhang, Xinyu, 2021, "Social media sentiment, model uncertainty, and volatility forecasting," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105556.
• Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021, "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105576.
• Ben Cheikh, Nidhaleddine & Ben Naceur, Sami & Kanaan, Oussama & Rault, Christophe, 2021, "Investigating the asymmetric impact of oil prices on GCC stock markets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105589.
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105592.
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2021, "Realized skewness and the short-term predictability for aggregate stock market volatility," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105614.
• Dunbar, Kwamie & Owusu-Amoako, Johnson, 2021, "The impact of hedging on risk-averse agents’ output decisions," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105638.
• Liao, Cunfei & Luo, Qianlin & Tang, Guohao, 2021, "Aggregate liquidity premium and cross-sectional returns: Evidence from China," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105645.
• Becker, Christoph, 2021, "The liquidity mechanics of dealer banks in the market-based credit system," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105648.
• Luo, Dan & Mao, Yipeng, 2021, "Fundamental volatility and informative trading volume in a rational expectations equilibrium," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105663.
• Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021, "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, volume 94, issue C, pages 170-183, DOI: 10.1016/j.econmod.2020.10.001.
• Li, Kaifeng & Xia, Bobo & Guo, Zhaoxuan, 2021, "A consumption-based asset pricing model with disappointment aversion and uncertainty shocks," Economic Modelling, Elsevier, volume 94, issue C, pages 235-243, DOI: 10.1016/j.econmod.2020.09.016.
• Qin, Meng & Su, Chi-Wei & Tao, Ran, 2021, "BitCoin: A new basket for eggs?," Economic Modelling, Elsevier, volume 94, issue C, pages 896-907, DOI: 10.1016/j.econmod.2020.02.031.
• Wang, Hanjie & Feil, Jan-Henning & Yu, Xiaohua, 2021, "Disagreement on sunspots and soybeans futures price," Economic Modelling, Elsevier, volume 95, issue C, pages 385-393, DOI: 10.1016/j.econmod.2020.03.005.
• Horvath, Roman & Kaszab, Lorant & Marsal, Ales, 2021, "Equity premium and monetary policy in a model with limited asset market participation," Economic Modelling, Elsevier, volume 95, issue C, pages 430-440, DOI: 10.1016/j.econmod.2020.03.010.
• Combes, Jean-Louis & Minea, Alexandru & Sawadogo, Pegdéwendé Nestor, 2021, "Does the composition of government spending matter for government bond spreads?," Economic Modelling, Elsevier, volume 96, issue C, pages 409-420, DOI: 10.1016/j.econmod.2020.03.025.
• Li, Yan & Li, Weiping, 2021, "Firm-specific investor sentiment for the Chinese stock market," Economic Modelling, Elsevier, volume 97, issue C, pages 231-246, DOI: 10.1016/j.econmod.2021.01.006.
• Jiang, Shangwei & Jin, Xiu, 2021, "Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model," Economic Modelling, Elsevier, volume 97, issue C, pages 298-306, DOI: 10.1016/j.econmod.2020.04.002.
• Zaremba, Adam & Szyszka, Adam & Karathanasopoulos, Andreas & Mikutowski, Mateusz, 2021, "Herding for profits: Market breadth and the cross-section of global equity returns," Economic Modelling, Elsevier, volume 97, issue C, pages 348-364, DOI: 10.1016/j.econmod.2020.04.006.
• Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Waël, 2021, "Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.003.
• Kim, Byungoh & Suh, Sangwon, 2021, "Overnight stock returns, intraday returns, and firm-specific investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101287.
• Hsieh, Hui-Ching & Nguyen, Van Quoc Thinh, 2021, "Economic policy uncertainty and illiquidity return premium," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101291.
• Du, Brian & Serrano, Alejandro & Vianna, Andre, 2021, "Short-term institutions’ information advantage and overvaluation," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101299.
• Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021, "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101310.
• Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021, "Network VAR models to measure financial contagion," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101318.
• Hattori, Takahiro & Ishida, Ryo, 2021, "Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101322.
• Pérez-Soba, Inés & Martínez-Cañete, Ana R. & Márquez–de-la-Cruz, Elena, 2021, "Private benefits from control block trades in the Spanish stock exchange," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101338.
• Akari, Mohamed-Ali & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges, 2021, "The impact of central clearing on the market for single-name credit default swaps," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101346.
• Tan, Zhengxun & Xiao, Binuo & Huang, Yilong & Zhou, Li, 2021, "Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101371.
• Li, Xingjian & Feng, Hongrui & Yan, Shu & Wang, Heng, 2021, "Dispersion in analysts’ target prices and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101385.
• Wang, Qiyu & Chong, Terence Tai-Leung, 2021, "Factor pricing of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2020.101348.
• Kang, Wensheng & Perez de Gracia, Fernando & Ratti, Ronald A., 2021, "Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101388.
• Dai, Zhifeng & Zhu, Huan, 2021, "Indicator selection and stock return predictability," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101394.
• Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021, "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101405.
• Yang, Haijun & Qi, Shu & Zhang, Zhou & Koslowsky, David, 2021, "A model of information diffusion with asymmetry and confidence effects in financial markets," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101404.
• Kshatriya, Saranya & Prasanna, Krishna, 2021, "Jump Interdependencies: Stochastic linkages among international stock markets," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101418.
• Borgards, Oliver, 2021, "Dynamic time series momentum of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101428.
• Donadelli, Michael & Grüning, Patrick, 2021, "Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101430.
• Wang, Hailong & Hu, Duni, 2021, "Heterogeneous beliefs with herding behaviors and asset pricing in two goods world," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101434.
• Lin, Qi & Lin, Xi, 2021, "Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101460.
• Li, Wenqi, 2021, "COVID-19 and asymmetric volatility spillovers across global stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101474.
• Shi, Huai-Long & Zhou, Wei-Xing, 2021, "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101478.
• Go, You-How & Lau, Wee-Yeap, 2021, "Extreme risk spillovers between crude palm oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101513.
• Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2021, "Stock Market’s responses to intraday investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101516.
• Freire, Gustavo, 2021, "Tail risk and investors’ concerns: Evidence from Brazil," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101519.
• Wang, Ruina & Li, Jinfang, 2021, "The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101522.
• Suh, Sangwon & Kim, Daehwan, 2021, "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101535.
• Dong, Xiyong & Song, Li & Yoon, Seong-Min, 2021, "How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101546.
• Wu, Wei-Hwa, 2021, "Extendible stock loan," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101549.
• Cepni, Oguzhan & Gupta, Rangan, 2021, "Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101550.
• Apergis, Nicholas, 2021, "The role of housing market in the effectiveness of monetary policy over the Covid-19 era," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109749.
• Boubaker, Sabri & Li, Bo & Liu, Zhenya & Zhang, Yifan, 2021, "Decomposing anomalies," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109835.
• Marinč, Matej & Massoud, Nadia & Ichev, Riste & Valentinčič, Aljoša, 2021, "Presidential candidates linguistic tone: The impact on the financial markets," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109876.
• Bertelsen, Kristoffer Pons & Borup, Daniel & Jakobsen, Johan Stax, 2021, "Stock market volatility and public information flow: A non-linear perspective," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109905.
• Na, Haejung & Kim, Soonho, 2021, "Predicting stock prices based on informed traders’ activities using deep neural networks," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109917.
• Liu, Hao & Chen, Yue & Wan, Wei & Zhang, Qun, 2021, "A novel explanation for idiosyncratic volatility anomaly: An asset decomposition perspective," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109994.
• Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2021, "Inflation and cryptocurrencies revisited: A time-scale analysis," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109996.
• Kim, Taejin, 2021, "Trust and trading volume," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110003.
• Rubbaniy, Ghulame & Polyzos, Stathis & Rizvi, Syed Kumail Abbas & Tessema, Abiot, 2021, "COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110017.
• Wang, Wenzhao, 2021, "The mean–variance relation: A 24-hour story," Economics Letters, Elsevier, volume 208, issue C, DOI: 10.1016/j.econlet.2021.110053.
• Qiu, Yue & Wang, Yifan & Xie, Tian, 2021, "Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies," Economics Letters, Elsevier, volume 208, issue C, DOI: 10.1016/j.econlet.2021.110092.
• Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2021, "The SOFR and the Fed’s influence over market interest rates," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110095.
• Koo, Bonsoo & La Vecchia, Davide & Linton, Oliver, 2021, "Estimation of a nonparametric model for bond prices from cross-section and time series information," Journal of Econometrics, Elsevier, volume 220, issue 2, pages 562-588, DOI: 10.1016/j.jeconom.2020.04.014.
• Bu, Ruijun & Hadri, Kaddour & Kristensen, Dennis, 2021, "Diffusion copulas: Identification and estimation," Journal of Econometrics, Elsevier, volume 221, issue 2, pages 616-643, DOI: 10.1016/j.jeconom.2020.06.004.
• Ma, Shujie & Linton, Oliver & Gao, Jiti, 2021, "Estimation and inference in semiparametric quantile factor models," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 295-323, DOI: 10.1016/j.jeconom.2020.07.003.
• Aït-Sahalia, Yacine & Li, Chenxu & Li, Chen Xu, 2021, "Closed-form implied volatility surfaces for stochastic volatility models with jumps," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 364-392, DOI: 10.1016/j.jeconom.2020.07.006.
• Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021, "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 451-467, DOI: 10.1016/j.jeconom.2020.07.010.
• Sönksen, Jantje & Grammig, Joachim, 2021, "Empirical asset pricing with multi-period disaster risk: A simulation-based approach," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 805-832, DOI: 10.1016/j.jeconom.2020.08.001.
• Cui, Liyuan & Hong, Yongmiao & Li, Yingxing, 2021, "Solving Euler equations via two-stage nonparametric penalized splines," Journal of Econometrics, Elsevier, volume 222, issue 2, pages 1024-1056, DOI: 10.1016/j.jeconom.2020.04.042.
• Hansen, Lars Peter & Sargent, Thomas J., 2021, "Macroeconomic uncertainty prices when beliefs are tenuous," Journal of Econometrics, Elsevier, volume 223, issue 1, pages 222-250, DOI: 10.1016/j.jeconom.2019.11.010.
• Andersen, Torben G. & Varneskov, Rasmus T., 2021, "Consistent inference for predictive regressions in persistent economic systems," Journal of Econometrics, Elsevier, volume 224, issue 1, pages 215-244, DOI: 10.1016/j.jeconom.2020.04.051.
• Hannes Mohrschladt & Judith C. Schneider, 2021, "Idiosyncratic volatility, option-based measures of informed trading, and investor attention," Review of Derivatives Research, Springer, volume 24, issue 3, pages 197-220, October, DOI: 10.1007/s11147-021-09175-7.
• Nusret Cakici & Sris Chatterjee & Yi Tang & Lin Tong, 2021, "Alternative profitability measures and cross-section of expected stock returns: international evidence," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 1, pages 369-391, January, DOI: 10.1007/s11156-020-00897-7.
• Nancy L. Harp & Kevin H. Kim & Derek K. Oler, 2021, "A bold move or biting off more than they can chew: examining the performance of small acquirers," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 393-422, February, DOI: 10.1007/s11156-020-00893-x.
• Vitor Azevedo & Patrick Bielstein & Manuel Gerhart, 2021, "Earnings forecasts: the case for combining analysts’ estimates with a cross-sectional model," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 545-579, February, DOI: 10.1007/s11156-020-00902-z.
• A. Hachicha & F. Hachicha, 2021, "Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 647-673, February, DOI: 10.1007/s11156-020-00905-w.
• Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021, "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 849-889, April, DOI: 10.1007/s11156-020-00911-y.
• Mohamed S. Ahmed & John A. Doukas, 2021, "Revisiting disposition effect and momentum: a quantile regression perspective," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 1087-1128, April, DOI: 10.1007/s11156-020-00919-4.
• Sonnan Chen & Yuchi Gu, 2021, "Joint estimation of volatility risk and tail risk premia with time-varying macro-state-dependent property," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1357-1397, May, DOI: 10.1007/s11156-020-00925-6.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2021, "Investor sentiment effects on share price deviations from their intrinsic values based on accounting fundamentals," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 4, pages 1593-1621, May, DOI: 10.1007/s11156-020-00937-2.
• Cheng Jiang & Kose John & David Larsen, 2021, "R&D investment intensity and jump volatility of stock price," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 235-277, July, DOI: 10.1007/s11156-020-00944-3.
• Gurdip Bakshi & Charles Cao & Zhaodong (Ken) Zhong, 2021, "Assessing models of individual equity option prices," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 1, pages 1-28, July, DOI: 10.1007/s11156-020-00951-4.
• Yashu Dong & Danqing Young & Yinglei Zhang, 2021, "Familiarity bias and earnings-based equity valuation," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 2, pages 795-818, August, DOI: 10.1007/s11156-020-00949-y.
• Qingjing Zhang & Taufiq Choudhry & Jing-Ming Kuo & Xiaoquan Liu, 2021, "Does liquidity drive stock market returns? The role of investor risk aversion," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 3, pages 929-958, October, DOI: 10.1007/s11156-021-00966-5.
• Prodosh Simlai, 2021, "Accrual mispricing, value-at-risk, and expected stock returns," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 4, pages 1487-1517, November, DOI: 10.1007/s11156-021-00985-2.
• Sam-Ho Lee, 2021, "Credit Constraint and Excess Return: The Case of Chonsei Leases in Korea," Korean Economic Review, Korean Economic Association, volume 37, pages 157-197.
• Jinyong Kim & Kun Ho Kim & Jeong Hwan Lee, 2021, "Efficient Mimicking Portfolios in Asset Pricing Tests," Korean Economic Review, Korean Economic Association, volume 37, pages 399-417.
• Shigenori Shiratsuka, 2021, "Monetary Policy Effectiveness under the Ultra-Low Interest Rate Environment: Evidence from Yield Curve Dynamics in Japan," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number 2021-012, Jun.
• Neszveda, Gábor & Vágó, Ákos, 2021, "A likviditásnyújtás kereskedési stratégiájának hozamvizsgálata a magyar részvénypiacon
  [Examining trade-strategy results of liquidity provision on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 794-814, DOI: 10.18414/KSZ.2021.7-8.794.
• Till, Gábor, 2021, "Az árfolyam-nyereség arány szerepe a német tőzsdei kereskedésben
  [The role of the P/E ratio in trading on the German stock exchange]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 815-846, DOI: 10.18414/KSZ.2021.7-8.815.
• Rüdiger Weber & Annika Weber & Christine Laudenbach & Johannes Wohlfart, 2021, "Beliefs About the Stock Market and Investment Choices: Evidence from a Field Experiment," CEBI working paper series, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI), number 21-17, Nov.
• Maya Jalloul & Mirela Miescu, 2021, "Equity Market Connectedness across Regimes of Geopolitical Risks," Working Papers, Lancaster University Management School, Economics Department, number 324219805.
• Matthieu PICAULT & Julien PINTER & Thomas RENAULT, 2021, "Media sentiment on monetary policy: determinants and relevance for inflation expectations," LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans, number 2895.
• Tanweer Akram & Syed Al-Helal Uddin, 2021, "The Empirics of Long-Term Mexican Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_984, Feb.
• Tanweer Akram, 2021, "A Keynesian Approach to Modeling the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_988, Jun.
• Tanweer Akram, 2021, "Multifactor Keynesian Models of the Long-Term Interest Rate," Economics Working Paper Archive, Levy Economics Institute, number wp_991, Jul.
• Rokas Kaminskas & Modestas Stukas & Linas Jurksas, 2021, "ECB Communication: What Is It Telling Us?," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 25, May.
• Soroosh Soofi-Siavash & Emanuel Moench, 2021, "What Moves Treasury Yields?," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 88, Mar.
• Muhammad Zubair Mumtaz, 2021, "Predicting Stock Indices Trends using Neuro-fuzzy Systems in COVID-19," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, volume 26, issue 2, pages 1-18, July-Dec.
• Benoit Carmichael & Gilles Boevi Koumou & Kevin Moran, 2021, "The political reception of innovations," Cahiers de recherche, Centre de recherche sur les risques, les enjeux économiques, et les politiques publiques, number 2107.
• Costas Milas & Theodore Panagiotidis & Theologos Dergiades, 2021, "Does it Matter where you Search? Twitter versus Traditional News Media," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_04, Feb, revised Feb 2021.
• Josef Pavlata & Petr Strejček & Peter Albrecht & Martin Širůček, 2021, "The Empirical Linkage between Oil Prices and the Stock Returns of Oil Companies," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 7, issue 2, pages 186-197, DOI: 10.11118/ejobsat.2021.016.
• Jan Hanousek & Christos Pantzalis & Jung Chul Park, 2021, "Political Insider Trading: A narrow versus comprehensive approach," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2021-77, Apr.
• Klaudia Radoczy & Akos Toth-Pajor, 2021, "Investors' Reactions to Extreme Events in the Hungarian Stock Market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 3, pages 5-30.
• Marek Sojka, 2021, "PEAD na polskim rynku akcji," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 2, pages 143-166.
• Agata Gniadkowska-Szymańska, 2021, "Liquidity of assets and liquidity of shares: the example of the Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 1, pages 1-22.