Research classified by Journal of Economic Literature (JEL) codes

2022

• Weidong Tian & Zimu Zhu, 2022, "A portfolio choice problem under risk capacity constraint," Annals of Finance, Springer, volume 18, issue 3, pages 285-326, September, DOI: 10.1007/s10436-021-00404-5.
• Dilip B. Madan & King Wang, 2022, "Two sided efficient frontiers at multiple time horizons," Annals of Finance, Springer, volume 18, issue 3, pages 327-353, September, DOI: 10.1007/s10436-022-00411-0.
• Max Schreder & Pawel Bilinski, 2022, "Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 2, pages 139-170, June, DOI: 10.1007/s10690-021-09342-8.
• Sanjay Kumar Rout & Hrushikesh Mallick, 2022, "Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 4, pages 697-734, December, DOI: 10.1007/s10690-022-09371-x.
• Ryuichi Yamamoto, 2022, "Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 325-356, January, DOI: 10.1007/s10614-020-10084-4.
• Thomas Lux, 2022, "Bayesian Estimation of Agent-Based Models via Adaptive Particle Markov Chain Monte Carlo," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 2, pages 451-477, August, DOI: 10.1007/s10614-021-10155-0.
• Servaas Bilsen & Roel J. Mehlkopf & Stephan Stalborch, 2022, "Intergenerational Transfers in the New Dutch Pension Contract," De Economist, Springer, volume 170, issue 1, pages 37-67, February, DOI: 10.1007/s10645-022-09399-4.
• Imlak Shaikh, 2022, "Impact of COVID-19 pandemic on the energy markets," Economic Change and Restructuring, Springer, volume 55, issue 1, pages 433-484, February, DOI: 10.1007/s10644-021-09320-0.
• Hans-Bernd Schäfer & Alexander J. Wulf, 2022, "Premature repayment of fixed interest mortgage loans without compensation, a case of misguided consumer protection in the EU," European Journal of Law and Economics, Springer, volume 53, issue 2, pages 175-208, April, DOI: 10.1007/s10657-021-09719-0.
• Sérgio C. Lagoa & Emanuel R. Leão & Diptes P. Bhimjee, 2022, "Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 49, issue 4, pages 1089-1122, November, DOI: 10.1007/s10663-022-09547-8.
• Stephanie Heck, 2022, "Corporate bond yields and returns: a survey," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 2, pages 179-201, June, DOI: 10.1007/s11408-021-00394-4.
• Thomas Paul & Thomas Walther & André Küster-Simic, 2022, "Empirical analysis of the illiquidity premia of German real estate securities," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 2, pages 203-260, June, DOI: 10.1007/s11408-021-00398-0.
• Jonathan Fletcher, 2022, "Exploring the diversification benefits of US international equity closed-end funds," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 3, pages 297-320, September, DOI: 10.1007/s11408-021-00397-1.
• Padma Kadiyala, 2022, "Response of ETF flows and long-run returns to investor sentiment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 4, pages 489-531, December, DOI: 10.1007/s11408-022-00410-1.
• Samir Kadiric, 2022, "The determinants of sovereign risk premiums in the UK and the European government bond market: the impact of Brexit," International Economics and Economic Policy, Springer, volume 19, issue 2, pages 267-298, May, DOI: 10.1007/s10368-022-00535-8.
• Joscha Beckmann & Klaus-Jürgen Gern & Nils Jannsen, 2022, "Should they stay or should they go? Negative interest rate policies under review," International Economics and Economic Policy, Springer, volume 19, issue 4, pages 885-912, October, DOI: 10.1007/s10368-022-00547-4.
• Leilei Gu & Jinyu Liu & Yuchao Peng, 2022, "Locality Stereotype, CEO Trustworthiness and Stock Price Crash Risk: Evidence from China," Journal of Business Ethics, Springer, volume 175, issue 4, pages 773-797, February, DOI: 10.1007/s10551-020-04631-0.
• Collin Gilstrap & Alex Petkevich & Ozcan Sezer & Pavel Teterin, 2022, "REIT Debt Pricing and Ownership Structure," The Journal of Real Estate Finance and Economics, Springer, volume 64, issue 4, pages 546-589, May, DOI: 10.1007/s11146-020-09806-0.
• Michael Wickens, 2022, "Forward Interest Rates as Predictors of Future US Spot Rates Before and After the 2008 Financial Crisis," Open Economies Review, Springer, volume 33, issue 3, pages 391-406, July, DOI: 10.1007/s11079-021-09637-3.
• Anna Battauz & Marzia De Donno & Janusz Gajda & Alessandro Sbuelz, 2022, "Optimal exercise of American put options near maturity: A new economic perspective," Review of Derivatives Research, Springer, volume 25, issue 1, pages 23-46, April, DOI: 10.1007/s11147-021-09180-w.
• Kazuhiro Takino, 2022, "The impact of non-cash collateralization on the over-the-counter derivatives markets," Review of Derivatives Research, Springer, volume 25, issue 2, pages 137-171, July, DOI: 10.1007/s11147-021-09184-6.
• Philip Stahl, 2022, "Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index," Review of Derivatives Research, Springer, volume 25, issue 3, pages 315-339, October, DOI: 10.1007/s11147-022-09190-2.
• Liang-Chih Liu & Chun-Yuan Chiu & Chuan-Ju Wang & Tian-Shyr Dai & Hao-Han Chang, 2022, "Analytical pricing formulae for vulnerable vanilla and barrier options," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 1, pages 137-170, January, DOI: 10.1007/s11156-021-00990-5.
• Jungshik Hur & Vivek Singh, 2022, "The role of investor attention in idiosyncratic volatility puzzle and new results," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 1, pages 409-434, January, DOI: 10.1007/s11156-021-00999-w.
• Audrey Hsu & Cheng-Few Lee & Sophia Liu, 2022, "Book-tax differences, CEO overconfidence, and bank loan contracting," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 437-472, February, DOI: 10.1007/s11156-021-00992-3.
• Cathy Xuying Cao & Chongyang Chen & Ekaterina E. Emm & Bo Han, 2022, "Corporate diversification and seasoned equity offering performance," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 581-614, February, DOI: 10.1007/s11156-021-01003-1.
• Ahmed S. Baig & Benjamin M. Blau & R. Jared DeLisle, 2022, "Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 615-647, February, DOI: 10.1007/s11156-021-01004-0.
• Linda H. Chen & Wei Huang & George J. Jiang & Kevin X. Zhu, 2022, "Why do investors discount earnings announced late?," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 3, pages 977-1014, April, DOI: 10.1007/s11156-021-01015-x.
• Luiz Vitiello & Ser-Huang Poon, 2022, "Option pricing with random risk aversion," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 4, pages 1665-1684, May, DOI: 10.1007/s11156-021-01034-8.
• Irfan Safdar & Michael Neel & Babatunde Odusami, 2022, "Accounting information and left-tail risk," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 4, pages 1709-1740, May, DOI: 10.1007/s11156-021-01036-6.
• Marko Krause & Alexander Lahmann, 2022, "Differential taxation and security market lines–a clarification," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 1, pages 171-203, July, DOI: 10.1007/s11156-022-01040-4.
• Zi-Mei Wang & Donald Lien, 2022, "Is maximum daily return a lottery? Evidence from monthly revenue announcements," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 545-600, August, DOI: 10.1007/s11156-022-01051-1.
• Osman Kilic & Joseph M. Marks & Kiseok Nam, 2022, "Predictable asset price dynamics, risk-return tradeoff, and investor behavior," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 749-791, August, DOI: 10.1007/s11156-022-01057-9.
• Maretno A. Harjoto & Andreas G. F. Hoepner & Marcus A. Nilsson, 2022, "Bondholders’ returns and stakeholders’ interests," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 4, pages 1271-1301, November, DOI: 10.1007/s11156-022-01075-7.
• Wei Zhang & Xiong Xiong & Guanying Wang & Jing Li, 2022, "The accounting and trading information channels of excess control rights on IPO long-term return in China," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 4, pages 1609-1646, November, DOI: 10.1007/s11156-022-01084-6.
• Michael Berlemann & Vera Jahn & Robert Lehmann, 2022, "Is the German Mittelstand more resistant to crises?," Small Business Economics, Springer, volume 59, issue 3, pages 1169-1195, October, DOI: 10.1007/s11187-021-00573-7.
• Neszveda, Gábor & Csillag, Balázs, 2022, "Gyorsjelentés - lassú árfolyam? A gyorsjelentés utáni árfolyamsodródás vizsgálata a magyar részvénypiacon
  [Post-earnings announcement drift 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 801-824, DOI: 10.18414/KSZ.2022.7-8.801.
• Takács, András & Várkonyi, Patrik, 2022, "A hazai kis- és középvállalati szektor vállalatértékelési sajátosságai
  [Specialities in the valuation of Hungarian SMEs]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 1195-1212, DOI: 10.18414/KSZ.2022.10.1195.
• Tanweer Akram & Khawaja Mamun, 2022, "A GARCH Approach to Modeling Chilean Long-Term Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1008, May.
• Tanweer Akram & Khawaja Mamun, 2022, "The Dynamics of Monthly Changes in US Swap Yields: A Keynesian Perspective," Economics Working Paper Archive, Levy Economics Institute, number wp_1011, Sep.
• Tanweer Akram & Khawaja Mamun, 2022, "An Analysis of UK Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1012, Dec.
• Deimantė Teresienė & Linas Jurkšas & Rokas Kaminskas, 2022, "ECB monetary policy communication: does it move euro area yields?," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 28, Apr.
• Ega Annisa Rizti & Berly Martawardaya, 2022, "Does It Pay to be Good? The Performance of Indonesian Green Companies from 2009–2018," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 68, pages 17-36, Juni.
• Sirnes Espen, 2022, "Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy," Review of Economics, De Gruyter, volume 73, issue 1, pages 57-77, April, DOI: 10.1515/roe-2021-0015.
• Kwaku Boafo Baidoo, 2022, "Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 2, pages 233-243, DOI: 10.11118/ejobsat.2022.013.
• Balazs J. Csillag & Marcell P. Granat & Gabor Neszveda, 2022, "Media Attention to Environmental Issues and ESG Investing," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 21, issue 4, pages 129-149.
• Laszlo Bokor, 2022, "Regulatory and Market Trends for ESG Bonds and Funds, and Some of the Associated Risks of Sovereigns," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 21, issue 4, pages 150-179.
• Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2022, "Asset Pricing with Free Entry and Exit of Firms," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2022/5.
• Costanza Torricelli & Eleonora Pellati, 2022, "Social Bonds and the “Social Premiumâ€," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0085, Apr.
• Marianna Brunetti & Roberta de Luca, 2022, "Pre-selection in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0089, Nov.
• Marianna Brunetti & Roberta de Luca, 2022, "Sensitivity of profitability in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0090, Nov.
• Antoine Parent & Pierre-Charles Pradier, 2022, "A la Recherche du Temps Perdu : Legal and Quantitative Analysis of the First Documented Option Market - Paris 1844-1939," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 22018, Oct.
• Agata Gniadkowska-Szymańska, 2022, "The liquidity of shares and the risk of bankruptcy," Bank i Kredyt, Narodowy Bank Polski, volume 53, issue 6, pages 565-586.
• Markus K. Brunnermeier & Sebastian A. Merkel & Yuliy Sannikov, 2022, "Debt as Safe Asset," NBER Working Papers, National Bureau of Economic Research, Inc, number 29626, Jan.
• Isaac Ehrlich & Yong Yin, 2022, "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," NBER Working Papers, National Bureau of Economic Research, Inc, number 29649, Jan.
• Ralph S. J. Koijen & Motohiro Yogo, 2022, "Understanding the Ownership Structure of Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29679, Jan.
• Eduardo Dávila & Daniel D. Graves & Cecilia Parlatore, 2022, "The Value of Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 29744, Feb.
• Tomohiro Hirano & Joseph E. Stiglitz, 2022, "Land Speculation and Wobbly Dynamics with Endogenous Phase Transitions," NBER Working Papers, National Bureau of Economic Research, Inc, number 29745, Feb.
• Stefan Nagel & Zhengyang Xu, 2022, "Dynamics of Subjective Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 29803, Feb.
• Ricardo J. Caballero & Alp Simsek, 2022, "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," NBER Working Papers, National Bureau of Economic Research, Inc, number 29815, Mar.
• Min Dai & Cong Qin & Neng Wang, 2022, "Dynamic Trading with Realization Utility," NBER Working Papers, National Bureau of Economic Research, Inc, number 29821, Mar.
• Martin Lettau, 2022, "High-Dimensional Factor Models with an Application to Mutual Fund Characteristics," NBER Working Papers, National Bureau of Economic Research, Inc, number 29833, Mar.
• Pierre-Olivier Gourinchas & Walker D. Ray & Dimitri Vayanos, 2022, "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 29875, Mar.
• Thomas Ernst & Chester S. Spatt, 2022, "Payment for Order Flow And Asset Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 29883, Mar.
• Bo Becker & Victoria Ivashina, 2022, "Disruption and Credit Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29890, Mar.
• Maryam Farboodi & Dhruv Singal & Laura Veldkamp & Venky Venkateswaran, 2022, "Valuing Financial Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 29894, Mar.
• Zhiguo He & Zhaogang Song, 2022, "Agency MBS as Safe Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29899, Apr.
• John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2022, "Idiosyncratic Equity Risk Two Decades Later," NBER Working Papers, National Bureau of Economic Research, Inc, number 29916, Apr.
• Wei Jiang & Thomas J. Sargent & Neng Wang & Jinqiang Yang, 2022, "A p Theory of Taxes and Debt Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 29931, Apr.
• Hang Bai & Erica X. N. Li & Chen Xue & Lu Zhang, 2022, "Asymmetric Investment Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 29957, Apr.
• David Lucca & Jonathan H. Wright, 2022, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," NBER Working Papers, National Bureau of Economic Research, Inc, number 29971, Apr.
• Klaus Adam & Stefan Nagel, 2022, "Expectations Data in Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29977, Apr.
• Lee H. Seltzer & Laura Starks & Qifei Zhu, 2022, "Climate Regulatory Risk and Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29994, Apr.
• Priit Jeenas & Ricardo Lagos, 2022, "Q-Monetary Transmission," NBER Working Papers, National Bureau of Economic Research, Inc, number 30023, May.
• David Hirshleifer & Yushui Shi & Weili Wu, 2022, "Do Sell-Side Analysts Say “Buy” While Whispering “Sell”?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30032, May.
• Naz Koont & Yiming Ma & Lubos Pastor & Yao Zeng, 2022, "Steering a Ship in Illiquid Waters: Active Management of Passive Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 30039, May.
• Zefeng Chen & Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2022, "Exorbitant Privilege Gained and Lost: Fiscal Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 30059, May.
• Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2022, "A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History," NBER Working Papers, National Bureau of Economic Research, Inc, number 30072, May.
• Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2022, "The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys," NBER Working Papers, National Bureau of Economic Research, Inc, number 30089, May.
• Ricardo J. Caballero & Alp Simsek, 2022, "A Monetary Policy Asset Pricing Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 30132, Jun.
• Xiang Fang & Yang Liu & Nikolai Roussanov, 2022, "Getting to the Core: Inflation Risks Within and Across Asset Classes," NBER Working Papers, National Bureau of Economic Research, Inc, number 30169, Jun.
• Ralph S. J. Koijen & Hae Kang Lee & Stijn Van Nieuwerburgh, 2022, "Aggregate Lapsation Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 30187, Jun.
• Charles W. Calomiris & Joanna Harris & Harry Mamaysky & Cristina Tessari, 2022, "Fed Implied Market Prices and Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 30210, Jul.
• Wenxin Du & Benjamin M. Hébert & Wenhao Li, 2022, "Intermediary Balance Sheets and the Treasury Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 30222, Jul.
• Winston Wei Dou & Leonid Kogan & Wei Wu, 2022, "Common Fund Flows: Flow Hedging and Factor Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 30234, Jul.
• Leonid Kogan & Jun Li & Harold Zhang, 2022, "Operating Hedge and Gross Profitability Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 30241, Jul.
• Harald Uhlig, 2022, "A Luna-tic Stablecoin Crash," NBER Working Papers, National Bureau of Economic Research, Inc, number 30256, Jul.
• Yacine Aït-Sahalia & Jianqing Fan & Lirong Xue & Yifeng Zhou, 2022, "How and When are High-Frequency Stock Returns Predictable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30366, Aug.
• Leland Farmer & Roger Farmer, 2022, "Zoomers and Boomers: Asset Prices and Intergenerational Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 30419, Sep.
• Viral V. Acharya & Timothy Johnson & Suresh Sundaresan & Tuomas Tomunen, 2022, "Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress," NBER Working Papers, National Bureau of Economic Research, Inc, number 30445, Sep.
• Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2022, "Perceptions about Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 30480, Sep.
• Emil Siriwardane & Adi Sunderam & Jonathan L. Wallen, 2022, "Segmented Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 30561, Oct.
• Florian Berg & Julian F. Koelbel & Anna Pavlova & Roberto Rigobon, 2022, "ESG Confusion and Stock Returns: Tackling the Problem of Noise," NBER Working Papers, National Bureau of Economic Research, Inc, number 30562, Oct.
• Stijn Van Nieuwerburgh, 2022, "The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment," NBER Working Papers, National Bureau of Economic Research, Inc, number 30662, Nov.
• Samuel M. Hartzmark & David H. Solomon, 2022, "Predictable Price Pressure," NBER Working Papers, National Bureau of Economic Research, Inc, number 30688, Nov.
• Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022, "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 30703, Dec.
• Alexandra M. Tabova & Francis E. Warnock, 2022, "Preferred Habitats and Timing in the World’s Safe Asset," NBER Working Papers, National Bureau of Economic Research, Inc, number 30722, Dec.
• Joachim Freyberger & Björn Höppner & Andreas Neuhierl & Michael Weber, 2022, "Missing Data in Asset Pricing Panels," NBER Working Papers, National Bureau of Economic Research, Inc, number 30761, Dec.
• Harrison Hong & Edward P. Shore, 2022, "Corporate Social Responsibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 30771, Dec.
• Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022, "Growing the Efficient Frontier on Panel Trees," NBER Working Papers, National Bureau of Economic Research, Inc, number 30805, Dec.
• Teplova, T. & Sokolova, T. & Tomtosov, A. & Buchko, D. & Nikulin, D., 2022, "The sentiment of private investors in explaining the differences in the trade characteristics of the Russian market stocks," Journal of the New Economic Association, New Economic Association, volume 53, issue 1, pages 53-84, DOI: 10.31737/2221-2264-2022-53-1-3.
• Zelenkov, Yu. & Solntsev, I., 2022, "Predicting the value of professional sport clubs. A study of European soccer, 2005-2018," Journal of the New Economic Association, New Economic Association, volume 56, issue 4, pages 28-46, DOI: 10.31737/2221-2264-2022-56-4-2.
• Timothy C. Johnson, 2022, "Economic Uncertainty, Aggregate Debt, and the Real Effects of Corporate Finance," Critical Finance Review, now publishers, volume 11, issue 1, pages 79-116, February, DOI: 10.1561/104.00000068.
• Xing Han, 2022, "Understanding the Performance of Components in Betting Against Beta," Critical Finance Review, now publishers, volume 11, issue 1, pages 1-36, February, DOI: 10.1561/104.00000099.
• Hyuna Park, 2022, "An Intangible-Adjusted Book-to-Market Ratio Still Predicts Stock Returns," Critical Finance Review, now publishers, volume 11, issue 2, pages 265-297, May, DOI: 10.1561/104.00000100.
• Paul Borochin & Yanhui Zhao, 2022, "Risk Neutral Skewness Predicts Price Rebounds and So Can Improve Momentum Performance," Critical Finance Review, now publishers, volume 11, issue 2, pages 383-429, May, DOI: 10.1561/104.00000101.
• Gunter Löffler, 2022, "Equity Premium Forecasts Tend to Perform Worse Against a Buy-and-Hold Benchmark," Critical Finance Review, now publishers, volume 11, issue 1, pages 65-77, February, DOI: 10.1561/104.00000110.
• Andrew Y. Chen & Tom Zimmermann, 2022, "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, volume 11, issue 2, pages 207-264, May, DOI: 10.1561/104.00000112.
• Bryan Kelly & Seth Pruitt, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment," Critical Finance Review, now publishers, volume 11, issue 2, pages 375-381, May, DOI: 10.1561/104.00000114.
• Thiago de Oliveira Souza, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios," Critical Finance Review, now publishers, volume 11, issue 2, pages 361-373, May, DOI: 10.1561/104.00000116.
• John Adams & Darren Hayunga & Sattar Mansi, 2022, "Scale and Performance in Active Management are Not Negatively Related," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 541-592, August, DOI: 10.1561/104.00000120.
• Charles Martineau, 2022, "Rest in Peace Post-Earnings Announcement Drift," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 613-646, August, DOI: 10.1561/104.00000122.
• Jake Gorman & Farida Akhtar & Robert B. Durand & John Gould, 2022, "It Could Be Overreaction, Not Lottery Seeking, That Is Behind Bali, Cakici and Whitelaw’s Max Effect," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 647-675, August, DOI: 10.1561/104.00000123.
• Minxia Chen & Joseph Cherian & Ziyun Li & Yuping Shao & Marti G. Subrahmanyam, 2022, "Clientele Effect in Sovereign Bonds: Evidence From Islamic Sukuk Bonds in Malaysia," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 677-745, August, DOI: 10.1561/104.00000124.
• Shaen Corbet & Yang (Greg) Hou & Yang Hu & Les Oxley, 2022, "We Reddit in a Forum: The Influence of Message Boards on Firm Stability," Review of Corporate Finance, now publishers, volume 2, issue 1, pages 151-190, March, DOI: 10.1561/114.00000014.
• Carlton Osakwe & Jess Chua & James J. Chrisman, 2022, "Asset Market Equilibrium and Family Firm Cost of Capital: Implications for Corporate Finance," Review of Corporate Finance, now publishers, volume 2, issue 4, pages 791-817, December, DOI: 10.1561/114.00000030.
• William A. Allen, 2022, "Box A: Quantitative easing, government debt management and debt interest," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 8, pages 10-12.
• Dimiter Nenkov, 2022, "The “New Normality” and the Lessons of Stock-Market History," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 2, pages 11-40, June, DOI: 10.37075/RP.2022.2.01.
• Francisco Buera & Sudipto Karmakar, 2022, "Real Effects of Financial Distress: The Role of Heterogeneity," The Economic Journal, Royal Economic Society, volume 132, issue 644, pages 1309-1348.
• Robert J Barro & Jesús Fernández-Villaverde & Oren Levintal & Andrew Mollerus, 2022, "Safe Assets," The Economic Journal, Royal Economic Society, volume 132, issue 646, pages 2075-2100.
• Lena Boneva & David Elliott & Iryna Kaminska & Oliver Linton & Nick McLaren & Ben Morley, 2022, "The Impact of Corporate QE on Liquidity: Evidence from the UK," The Economic Journal, Royal Economic Society, volume 132, issue 648, pages 2615-2643.
• Vadim Elenev & Tim Landvoigt & Stijn Van Nieuwerburgh, 2022, "Can the covid bailouts save the economy?," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 37, issue 110, pages 277-330.
• Ravi Jagannathan, 2022, "On Frequent Batch Auctions for Stocks
  [Tail Expectation and Imperfect Competition in Limit Order Book Markets]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 1-17.
• Yue Qiu & Tian Xie & Jun Yu & Qiankun Zhou, 2022, "Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks
  [Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 160-186.
• Tim Bollerslev, 2022, "Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
  [Vulnerable Growth]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 219-252.
• Yuting Gong & Ruijun Bu & Qiang Chen, 2022, "What Affects the Relationship Between Oil Prices and the U.S. Stock Market? A Mixed-Data Sampling Copula Approach
  [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 253-277.
• Lily Y Liu, 2022, "Estimating Loss Given Default from CDS under Weak Identification
  [Estimation and Inference with Weak, Semi-Strong, and Strong Identification]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 310-344.
• Young Min Kim & Kyu Ho Kang, 2022, "Bayesian Inference of Multivariate Regression Models with Endogenous Markov Regime-Switching Parameters
  [“Bayes Inference via Gibbs Sampling of Autoregressive Time-Series Subject to Markov Mean and Variance Shifts.”]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 391-436.
• Rogier Quaedvlieg & Peter Schotman, 2022, "Hedging Long-Term Liabilities
  [Pricing the Term Structure with Linear Regressions]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 505-538.
• Mathias S Kruttli, 2022, "From Which Consumption-Based Asset Pricing Models Can Investors Profit? Evidence from Model-Based Priors
  [Are Stocks Riskier over the Long Run? Taking Cues from Economic Theory]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 3, pages 539-567.
• Qiang Liu & Zhi Liu, 2022, "Statistical Inference of Spot Correlation and Spot Market Beta under Infinite Variation Jumps
  [High Frequency Covariance Estimates with Noisy and Asynchronous Data]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 612-654.
• Simona Boffelli & Jan Novotny & Giovanni Urga, 2022, "A Frequency-Specific Factorization to Identify Commonalities with an Application to the European Bond Markets
  [Systemic Risk and Stability in Financial Networks]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 681-715.
• Soosung Hwang & Alexandre Rubesam, 2022, "Bayesian Selection of Asset Pricing Factors Using Individual Stocks
  [Bayesian Variable Selection for the Seemingly Unrelated Regression Model with a Large Number of Predictors]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 716-761.
• Marcello Pericoli & Marco Taboga, 2022, "Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models
  [Pricing the Term Structure with Linear Regressions]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 807-838.
• Valentina Bruno & Ilhyock Shim & Hyun Song Shin, 2022, "Dollar beta and stock returns," Oxford Open Economics, Oxford University Press, volume 1, issue , pages 1-10.
• Dao Le Kieu Oanh & Le Dinh Hac & Do Phuong Thao & Shin-Hung Pan, 2022, "Review of Matrix Theory with Applications in Economics and Finance," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 3, pages 54-74, September.
• Janani Ravinagarajan & Sharon Sophia, 2022, "Empirical Significance of Movements in Stock Trading Platforms in NSE Market Structure," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue 3, pages 99-122, September.
• Ashutosh Yadav & Deepak Kumar Behera & Shin-Hung Pan, 2022, "How Does Investors' Attention Influence Equity Trading and Performance? Evidence from Listed Indian Companies," Advances in Decision Sciences, Asia University, Taiwan, volume 26, issue Special, pages 77-101, December.
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• Ole Linnemann Nielsen & Anders Merrild Posselt, 2022, "Betting on mean reversion in the VIX? Evidence from ETP flows," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2022-06, Jan.
• Karima Saci, 2022, "Modelling the Relationship Between Trading Volume and Stock Returns Volatility for Islamic and Conventional Banks: The Case of Saudi Arabia نمذجة العلاقة بين حجم التداول وتقلب عوائد الأسهم للبنوك الإسلامية والتقليدية: حالة المملكة العربية السعودية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., volume 35, issue 1, pages 41-55, January, DOI: 10.4197/Islec.35-1.3.
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• Saroj Bhattarai & Christopher J. Neely, 2022, "An Analysis of the Literature on International Unconventional Monetary Policy," Journal of Economic Literature, American Economic Association, volume 60, issue 2, pages 527-597, June, DOI: 10.1257/jel.20201493.
• Hanna Halaburda & Guillaume Haeringer & Joshua Gans & Neil Gandal, 2022, "The Microeconomics of Cryptocurrencies," Journal of Economic Literature, American Economic Association, volume 60, issue 3, pages 971-1013, September, DOI: 10.1257/jel.20201593.
• Hilal Anwar Butt & Mohsin Sadaqat & Syed Mujahid Hussain, 2022, "Did all Emerging Equity Markets get Equally Affected by Covid-19? Role of Market Characteristics, Economic Conditions, and Government Policies," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 12, issue 2, pages 56-63.
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• Munyaradzi Chawana & Ilse Botha & Yolanda Stander, 2022, "Out-of-sample Predictability of the South African Equity Risk Premium Distribution: A Quantile Regression Approach," The African Finance Journal, Africagrowth Institute, volume 24, issue 2, pages 51-65.
• Vinícius Naves Andrade & João Gonçalves Silva Muntaser & Thiago Alberto dos Reis Prado, 2022, "Influência de variáveis macroeconômicas no preço das ações do setor financeiro da b3," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, volume 19, issue 1, pages 170-190, january-j, DOI: 10.5935/1808-2785/rem.v19n1p.170-19.
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• Ioana Raluca DIACONU, 2022, "Bitcoin: Medium of Exchange or Speculative Asset?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 24, pages 72-82, November.
• Lassance, Nathan & Vanderveken, Rodolphe & Vrins, Frédéric, 2022, "On the optimal combination of naive and mean-variance portfolio strategies," LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022006, Jul.
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• Candelon, Bertrand & Luisi , Angelo & Roccazzella, Francesco, 2022, "Fragmentation in the European Monetary Union: Is it really over?," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2022001, Jan, DOI: https://doi.org/10.1016/j.jimonfin..
• Christian Kubitza, 2022, "Investor-Driven Corporate Finance: Evidence from Insurance Markets," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 144, Feb.
• Christina Brinkmann, 2022, "Imperfect Competition in Derivatives Markets," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 153, Mar.
• Francesc Dilmé, 2022, "Bargaining in Small Dynamic Markets," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 193, Aug.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2022, "Interest Rates and the Spatial Polarization of Housing Markets," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 212, Nov.
• Andreas G. Koutoupis & Christos G. Kampouris & Athanasia V. Sakellaridou, 2022, "Can Financial Strength Indicators Form A Profitable Investment Strategy? The Case Of F-Score in Europe," Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 21, issue 3, pages 355-372, September.
• Gurdip Bakshi & Xiaohui Gao & Zhaodong Zhong, 2022, "Decoding Default Risk: A Review of Modeling Approaches, Findings, and Estimation Methods," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 391-413, November, DOI: 10.1146/annurev-financial-111720-09.
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• Alexander David & Pietro Veronesi, 2022, "A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 439-463, November, DOI: 10.1146/annurev-financial-111720-09.
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• Mohamed EL HAMRANI & Abderrazak EL HIRI, 2022, "L’influence de l’évolution du prix du Bitcoin sur les valeurs des autres cryptomonnaies : Une étude économétrique," International Journal of Accounting, Finance, Auditing, Management and Economics, Faculté d'Économie et de Gestion, Université Ibn Tofaïl de Kénitra, volume 3, issue 3-2, pages 580-595.
• Antonio Gargano & Juan Sotes-Paladino & Patrick Verwijmeren, 2022, "Out of Sync: Dispersed Short Selling and the Correction of Mispricing," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 108, Jan.
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• Carlos Segura-Rodriguez & Luis Alfredo Mendoza-Fernández, 2022, "Methodology for defining a funding cost in colones in the Costa Rican financial system," Notas Técnicas, Banco Central de Costa Rica, number 2106, Jan.
• César Ulate-Sancho & Carlos Segura-Rodriguez, 2022, "A Sovereign Par Yield Curve in Dollars: A Dynamic Approach," Notas Técnicas, Banco Central de Costa Rica, number 2206, Dec.
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• Lorenzo Bastianello & Alain Chateauneuf & Bernard Cornet, 2022, "Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules," Papers, arXiv.org, number 2203.16292, Mar.
• Victor Olkhov, 2022, "Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model," Papers, arXiv.org, number 2204.07506, Mar, revised Mar 2024.
• Victor Olkhov, 2022, "Market-Based Asset Price Probability," Papers, arXiv.org, number 2205.07256, May, revised Jan 2026.
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• Matias D. Cattaneo & Richard K. Crump & Yingjie Feng & Weining Wang, 2022, "Beta-Sorted Portfolios," Papers, arXiv.org, number 2208.10974, Aug, revised Sep 2026.
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• Reza Bradrania & Davood Pirayesh Neghab, 2022, "State-dependent Asset Allocation Using Neural Networks," Papers, arXiv.org, number 2211.00871, Nov.
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• Nazifi Fard, Kia & Motavasseli, Ali, 2022, "The Effect of Sectoral Sanctions on Price Returns of Targeted Firms: Evidence from Tehran Stock Exchange (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 27, issue 2, pages 89-125, September.
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• Piyali Das & Chetan Ghate, 2022, "Debt Decomposition and the Role of Inflation: A Security Level Analysis for India," IEG Working Papers, Institute of Economic Growth, number 451, Feb.
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