Research classified by Journal of Economic Literature (JEL) codes

2021

• Bian, Jiangze & Da, Zhi & He, Zhiguo & Lou, Dong & Shue, Kelly & Zhou, Hao, 2021, "Margin trading and leverage management," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118851, Jul.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118857, Jul.
• Lleo, Sebastien & Zhitlukhin, Mikhail & Ziemba, William, 2021, "Using a mean changing stochastic processes exit-entry model for stock market long-short prediction," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118875, Jun.
• Peng, Cameron & Wang, Chen, 2021, "Factor demand and factor returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118884, Mar.
• Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2021, "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118887, Mar.
• Makarov, Igor & Schoar, Antoinette, 2021, "Blockchain analysis of the Bitcoin market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118897, Oct.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125649, Jun.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2114, revised Nov 2021.
• R Bhuyan & I Tarannum & N Hassan, 2021, "Date stamping on the explosiveness of public debt: Evidence from the USA," Economic Issues Journal Articles, Economic Issues, volume 26, issue 2, pages 57-71, September.
• Jorge Fernández Gómez & Macarena Larrea Basterra, 2021, "Fostering green financing at the subnational level. The case of the Basque Country," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 99, issue 01, pages 151-181.
• Jorge Fernández Gómez & Macarena Larrea Basterra, 2021, "Fomento de la financiación verde en el ámbito subnacional. El caso del País Vasco (Traducción)," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, volume 99, issue 01, pages 151-181.
• Paul Simshauser, 2021, "Lessons from Australia's National Electricity Market 1998-2018: strengths and weaknesses of the reform experience," Chapters, Edward Elgar Publishing, chapter 9, in: Jean-Michel Glachant & Paul L. Joskow & Michael G. Pollitt, "Handbook on Electricity Markets".
• Michael Hudson, 2021, "Rent-seeking and asset-price inflation: a total-returns profile of economic polarization in America," Review of Keynesian Economics, Edward Elgar Publishing, volume 9, issue 4, pages 435-460, October.
• Ashwini Agrawal & Isaac Hacamo & Zhongchen Hu & Wei Jiang, 2021, "Information Dispersion across Employees and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 10, pages 4785-4831.
• Valentin Haddad & Alan Moreira & Tyler Muir, 2021, "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response
  [Funding value adjustments]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5309-5351.
• Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021, "Corporate Bond Liquidity during the COVID-19 Crisis
  [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5352-5401.
• Peter M DeMarzo & David M Frankel & Yu Jin, 2021, "Portfolio Liquidity and Security Design with Private Information
  [Strategic liquidity supply and security design]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5841-5885.
• Elena Carletti & Paolo Colla & Mitu Gulati & Steven Ongena, 2021, "The Price of Law: The Case of the Eurozone Collective Action Clauses
  [Unbundling institutions]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5933-5976.
• Charles Cao & David Gempesaw & Timothy T Simin, 2021, "Information Choice, Uncertainty, and Expected Returns
  [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5977-6031.
• Irina Zviadadze, 2021, "Term Structure of Risk in Expected Returns
  [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 6032-6086.
• Mary Tian, 2021, "Firm Characteristics and Empirical Factor Models: A Model Mining Experiment
  [Beta matrix and common factors in stock returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 6087-6125.
• Narasimhan Jegadeesh & Chandra Sekhar Mangipudi, 2021, "What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication?
  [Alpha or beta in the eye of the beholder: What drives hedge fund flows?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 108-148.
• Christopher S Jones & Haitao Mo, 2021, "Out-of-Sample Performance of Mutual Fund Predictors
  [Has U.S. corporate bond market liquidity deteriorated?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 149-193.
• Neil D Pearson & Zhishu Yang & Qi Zhang, 2021, "The Chinese Warrants Bubble: Evidence from Brokerage Account Records
  [Bubbles and crises]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 264-312.
• Xindan Li & Avanidhar Subrahmanyam & Xuewei Yang, 2021, "Winners, Losers, and Regulators in a Derivatives Market Bubble
  [Bubbles and crashes]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 313-350.
• Jiang Luo & Avanidhar Subrahmanyam & Sheridan Titman, 2021, "Momentum and Reversals When Overconfident Investors Underestimate Their Competition
  [The financial crisis of 2007–2009: Causes and remedies]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 351-393.
• Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li, 2021, "Implied Stochastic Volatility Models
  [Testing continuous-time models of the spot interest rate]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 394-450.
• Andres Donangelo, 2021, "Untangling the Value Premium with Labor Shares
  [A unified model of investment under uncertainty]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 451-508.
• Tania Babina & Chotibhak Jotikasthira & Christian Lundblad & Tarun Ramadorai, 2021, "Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds
  [The distribution of realized stock return volatility]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 509-568.
• Daniele Bianchi & Matthias Büchner & Andrea Tamoni, 2021, "Bond Risk Premiums with Machine Learning
  [Quadratic term structure models: Theory and evidence]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 1046-1089.
• Daniele Bianchi & Matthias Büchner & Tobias Hoogteijling & Andrea Tamoni, 2021, "Corrigendum: Bond Risk Premiums with Machine Learning
  [Bond risk premiums with machine learning]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 1090-1103.
• Roberto Gomez-Cram & Amir Yaron, 2021, "How Important Are Inflation Expectations for the Nominal Yield Curve?
  [Pricing the term structure with linear regressions]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 985-1045.
• Lin William Cong & Ye Li & Neng Wang, 2021, "Tokenomics: Dynamic Adoption and Valuation
  [The demand of liquid assets with uncertain lumpy expenditures]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1105-1155.
• Shiyang Huang & Maureen O’Hara & Zhuo Zhong, 2021, "Innovation and Informed Trading: Evidence from Industry ETFs
  [Short interest, institutional ownership, and stock returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1280-1316.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang, 2021, "Do Foreign Institutional Investors Improve Price Efficiency?
  [Does governance travel around the world? Evidence from institutional investors]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1317-1367.
• Anthony Neuberger & Richard Payne & Stijn Van Nieuwerburgh, 2021, "The Skewness of the Stock Market over Long Horizons
  [Does realized skewness predict the cross-section of equity returns?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1572-1616.
• Xiaodan Gao & Toni M Whited & Na Zhang, 2021, "Corporate Money Demand
  [Financial innovation and the transactions demand for cash]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1834-1866.
• Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang, 2021, "Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
  [The cross-section of volatility and expected returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1907-1951.
• Sophie X Ni & Neil D Pearson & Allen M Poteshman & Joshua White & Andrew Karolyi, 2021, "Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?
  [Equity market impact]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1952-1986.
• Massimo Massa & David Schumacher & Yan Wang, 2021, "Who Is Afraid of BlackRock?
  [Connected stocks]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1987-2044.
• Yakov Amihud & Joonki Noh & Andrew Karolyi, 2021, "Illiquidity and Stock Returns II: Cross-section and Time-series Effects
  [A simple estimation of bid-ask spreads from daily close, high and low prices]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 2101-2123.
• Pedro Gete & Michael Reher, 2021, "Mortgage Securitization and Shadow Bank Lending
  [The liquidity coverage ratio and liquidity risk monitoring tools]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 5, pages 2236-2274.
• Yukun Liu & Aleh Tsyvinski, 2021, "Risks and Returns of Cryptocurrency," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2689-2727.
• Mikhail Chernov & Drew Creal, 2021, "The PPP View of Multihorizon Currency Risk Premiums," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2728-2772.
• Martin M Andreasen & Tom Engsted & Stig V Møller & Magnus Sander & Stijn Van Nieuwerburgh, 2021, "The Yield Spread and Bond Return Predictability in Expansions and Recessions," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2773-2812.
• Soohun Kim & Robert A Korajczyk & Andreas Neuhierl & Wei JiangEditor, 2021, "Arbitrage Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2813-2856.
• James Dow & Jungsuk Han & Francesco Sangiorgi & Stijn Van Nieuwerburgh, 2021, "Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2857-2909.
• Amber Anand & Chotibhak Jotikasthira & Kumar Venkataraman, 2021, "Mutual Fund Trading Style and Bond Market Fragility," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2993-3044.
• Itay Goldstein & Chester S Spatt & Mao Ye, 2021, "Big Data in Finance
  [Institutional order handling and broker-affiliated trading venues]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3213-3225.
• Hedi Benamar & Thierry Foucault & Clara Vega, 2021, "Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News
  [Optimal inattention to the stock market]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3403-3455.
• Stefano Giglio & Yuan Liao & Dacheng Xiu & Wei Jiang, 2021, "Thousands of Alpha Tests
  [The performance of hedge funds: Risk, return, and incentives]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3456-3496.
• William N Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021, "Real and Private-Value Assets
  [Gendered prices]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3497-3526.
• Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021, "Climate Change and Long-Run Discount Rates: Evidence from Real Estate
  [Abrupt climate change]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3527-3571.
• Piet Eichholtz & Matthijs Korevaar & Thies Lindenthal & Ronan Tallec & Stijn Van Nieuwerburgh, 2021, "The Total Return and Risk to Residential Real Estate
  [House prices and fundamentals: 355 years of evidence]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3608-3646.
• Jacob S Sagi & Stijn Van Nieuwerburgh, 2021, "Asset-Level Risk and Return in Real Estate Investments
  [New evidence on home prices from Freddie Mac repeat sales]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3647-3694.
• Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh, 2021, "When a Master Dies: Speculation and Asset Float
  [Optimal financial crises]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3840-3879.
• Ines Chaieb & Vihang Errunza & Hugues Langlois & Andrew Karolyi, 2021, "How is Liquidity Priced in Global Markets?," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4216-4268.
• Sergei Glebkin & Naveen Gondhi & John Chi-Fong Kuong, 2021, "Funding Constraints and Informational Efficiency," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4269-4322.
• Li Liao & Zhengwei Wang & Jia Xiang & Hongjun Yan & Jun Yang & LaurenCohen, 2021, "User Interface and Firsthand Experience in Retail Investing," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4486-4523.
• Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021, "The “Matthew Effect” and Market Concentration:Search Complementarities and Monopsony Power," Economics Series Working Papers, University of Oxford, Department of Economics, number 932, Feb.
• Vidal García, Raúl & Ribal Sanchis, Javier & Blasco Ruiz, Ana, 2021, "Stock market multiples in the valuation of unlisted agrifood companies. || Múltiplos de mercado en la valoración de empresas agroalimentarias no cotizadas," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 31, issue 1, pages 198-225, June, DOI: https://doi.org/10.46661/revmetodos.
• Cinzia Bonaldo & Massimiliano Caporin & Fulvio Fontini, 2021, "The relationship between day-ahead and futures prices in the electricity markets: an empirical analysis on Italy, France, Germany and Switzerland," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0272, Mar.
• Martin Zurek & Lars Heinrich, 2021, "Bottom-up versus top-down factor investing: an alpha forecasting perspective," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 11-29, February, DOI: 10.1057/s41260-020-00188-9.
• Moritz Immel & Britta Hachenberg & Florian Kiesel & Dirk Schiereck, 2021, "Green bonds: shades of green and brown," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 2, pages 96-109, March, DOI: 10.1057/s41260-020-00192-z.
• Olaf Stotz, 2021, "Expected and realized returns on stocks with high- and low-ESG exposure," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 2, pages 133-150, March, DOI: 10.1057/s41260-020-00203-z.
• Matthew Muntifering, 2021, "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 2, pages 110-119, March, DOI: 10.1057/s41260-021-00206-4.
• Edouard Nouvellon & Hugues Pirotte, 2021, "Can an equity structure dominate the risk-return profile of corporate bonds?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 4, pages 277-290, July, DOI: 10.1057/s41260-021-00213-5.
• David G. McMillan, 2021, "Forecasting sector stock market returns," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 4, pages 291-300, July, DOI: 10.1057/s41260-021-00220-6.
• David Blitz & Matthias X. Hanauer & Pim Vliet, 2021, "The Volatility Effect in China," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 338-349, September, DOI: 10.1057/s41260-021-00218-0.
• David Blitz & Laurens Swinkels, 2021, "Who owns tobacco stocks?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 311-325, September, DOI: 10.1057/s41260-021-00224-2.
• Lars Heinrich & Antoniya Shivarova & Martin Zurek, 2021, "Factor investing: alpha concentration versus diversification," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 464-487, October, DOI: 10.1057/s41260-021-00226-0.
• Vitor Azevedo & Christoph Kaserer & Lucila M. S. Campos, 2021, "Investor sentiment and the time-varying sustainability premium," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 600-621, December, DOI: 10.1057/s41260-021-00233-1.
• Wolfgang Drobetz & Tizian Otto, 2021, "Empirical asset pricing via machine learning: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 507-538, December, DOI: 10.1057/s41260-021-00237-x.
• Santanu K. Ganguli & Soumya Guha Deb, 2021, "Board composition, ownership structure and firm performance: New Indian evidence," International Journal of Disclosure and Governance, Palgrave Macmillan, volume 18, issue 3, pages 256-268, September, DOI: 10.1057/s41310-021-00113-5.
• Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof, 2021, "Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 213-242, September, DOI: 10.1057/s41283-021-00075-6.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2021-502, DOI: 10.18800/2079-8474.0502.
• Akbulaev, Nurkhodzha & Aliyeva, Basti & Rzayeva, Shehla, 2021, "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 1, pages 151-166, DOI: https://doi.org/10.35551/PFQ_2021_1.
• Serkan, Samut & Yamak, Rahmi, 2021, "Did the Covid-19 Pandemic Affect the Relationship Between Trading Volume and Return Volatility in the Cryptocurrencies?," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 4, pages 517-534, DOI: https://doi.org/10.35551/PFQ_2021_4.
• Siddiqi, Umema, 2021, "Estimating Long-Run Cointegration between Gold Prices and its Determinants," MPRA Paper, University Library of Munich, Germany, number 103182, Feb.
• Zhang, Jing & Zhang, Wei & Li, Youwei & Feng, Xu, 2021, "The Role of Hedge Funds in the Asset Pricing: Evidence from China," MPRA Paper, University Library of Munich, Germany, number 105377, Jan.
• Olkhov, Victor, 2021, "To VaR, or Not to VaR, That is the Question," MPRA Paper, University Library of Munich, Germany, number 105458, Jan.
• Flores Sánchez, Edgar Mauricio & Rodríguez Batres, Axel & Varela Espidio, Joaquín Bernardo, 2021, "Risk assessment for micro companies belonging to selected economic branches of the professional, scientific and technical services sector in Mexico through the Beta coefficient," MPRA Paper, University Library of Munich, Germany, number 105727.
• Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021, "Statistical arbitrage: Factor investing approach," MPRA Paper, University Library of Munich, Germany, number 105766, Feb.
• Sapre, Nikhil, 2021, "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper, University Library of Munich, Germany, number 106668, Feb.
• Berardi, Michele, 2021, "Uncertainty, sentiments and time-varying risk premia," MPRA Paper, University Library of Munich, Germany, number 106922, Feb.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Abugamea, Gaber, 2021, "Determinants of Islamic Banking Profitability: Empirical Evidence from Palestine," MPRA Paper, University Library of Munich, Germany, number 107527, May.
• Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021, "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper, University Library of Munich, Germany, number 107828, May.
• Olkhov, Victor, 2021, "Three Remarks On Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 107938, May.
• Olkhov, Victor, 2021, "Three Remarks On Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 109238, Jul.
• Molintas, Dominique Trual, 2021, "Black Scholes Model," MPRA Paper, University Library of Munich, Germany, number 110124, Apr.
• Radwanski, Juliusz, 2021, "The Equilibrium Value of Bitcoin," MPRA Paper, University Library of Munich, Germany, number 110746, Nov.
• Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021, "Hedging Cryptocurrency Options," MPRA Paper, University Library of Munich, Germany, number 110774, Nov.
• Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021, "Hedging Cryptocurrency Options," MPRA Paper, University Library of Munich, Germany, number 110985, Nov.
• Yusuf, Ismaila Akanni & Salaudeen, Mohammed Bashir & Agbonrofo, Hope, 2021, "Social and Economic Drivers of Stock Market Performance in Nigeria," MPRA Paper, University Library of Munich, Germany, number 111086, Oct.
• Hammer, Thomas & Siegfried, Patrick, 2021, "Financial Management. Green Bonds – Success or Failure?," MPRA Paper, University Library of Munich, Germany, number 111394, Dec.
• Allen, David & Mizuno, Hiro, 2021, "Monetary Policies, US influence and other Factors Affecting Stock Prices in Japan," MPRA Paper, University Library of Munich, Germany, number 111734, Dec.
• Lettau, Martin, 2021, "High Dimensional Factor Models with an Application to Mutual Fund Characteristics," MPRA Paper, University Library of Munich, Germany, number 112192, Mar.
• Kombarov, Sayan, 2021, "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper, University Library of Munich, Germany, number 112474, Aug.
• Assis de Salles, Andre, 2021, "Assessing the First Shocks of Covid-19 Pandemic on the Idiosyncratic Risk in the Brazilian and the Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 113586, Mar.
• Bradrania, Reza & Pirayesh Neghab, Davood, 2021, "State-dependent asset allocation using neural networks," MPRA Paper, University Library of Munich, Germany, number 115254, Feb.
• Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021, "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers, University of Pretoria, Department of Economics, number 202106, Jan.
• Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021, "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers, University of Pretoria, Department of Economics, number 202119, Mar.
• Roger Owusu-Boafo & Ernest Obeng & Jone Yeobah Addo, 2020, "The Relationship Between Credit Risk Management and the Profitability of Banks in Ghana," ACTA VSFS, University of Finance and Administration, volume 14, issue 2, pages 92-114.
• Wolfgang Kloppenburg, 2021, "Are Real Estate Prices Evolving into an Asset Price Bubble?," ACTA VSFS, University of Finance and Administration, volume 15, issue 1, pages 36-48.
• Bastian Schulz, 2021, "The Cum-ex Case: A Look at Germany," ACTA VSFS, University of Finance and Administration, volume 15, issue 1, pages 49-62.
• Mariia Bondarenko & Karel Brůna, 2021, "The Impact of FX Exposure on the Firm's Stock Market Return," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2021, issue 1, pages 45-70, DOI: 10.18267/j.efaj.248.
• Vojtěch Menzl, 2021, "Alternative Views on the Link between Risk Aversion and Diminishing Marginal Utility of Wealth," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2021, issue 2, pages 51-72, DOI: 10.18267/j.efaj.255.
• Tomáš Buus, 2021, "A short review of literature on basics of relation between lack of marketability and security prices
  [Stručný přehled literatury k základnímu vztahu nelikvidnosti a cen akcií]," Oceňování, Prague University of Economics and Business, volume 14, issue 1, pages 3-24, DOI: 10.18267/j.ocenovani.256.
• Veronika Staňková, 2021, "Can Machine Learning Be Useful in Corporate Finance and Business Valuation? Overview of Current Research
  [Může být strojové učení užitečné ve financích podniku a jeho ocenění? Přehled současného výzkumu]," Oceňování, Prague University of Economics and Business, volume 14, issue 4, pages 53-66, DOI: 10.18267/j.ocenovani.270.
• Oľga Pastiranová & Jiří Witzany, 2021, "Impact of Implementation of IFRS 9 on Czech Banking Sector," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 4, pages 449-469, DOI: 10.18267/j.pep.775.
• Karel Janda & Binyi Zhang, 2021, "Attractiveness of Chinese Bonds Financing Climate and Environmental Projects," FFA Working Papers, Prague University of Economics and Business, number 4.007, Nov, revised 26 Apr 2022.
• George Hall & Jonathan Payne & Thomas J. Sargent & Bálint SzÅ‘ke, 2021, "Costs of Financing US Federal Debt: 1791-1933," Working Papers, Princeton University. Economics Department., number 2021-25, Sep.
• Yi Ding & Wei Xiong & Jinfan Zhang, 2021, "Issuance Overpricing of China’s Corporate Debt Securities," Working Papers, Princeton University. Economics Department., number 2021-50, May.
• Julia Reynolds & Leopold Sögner & Martin Wagner, 2021, "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 2, pages 105-146, June.
• Sartja Duangchaiyoosook & Weerachart Kilenthong, 2021, "Long Run Risk Model and Equity Premium Puzzle in Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 150, Apr.
• Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021, "The Voice of Monetary Policy," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2021-08, Apr.
• Evangelos Vasileiou, 2021, "Efficient Markets Hypothesis in the time of COVID-19," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 1, pages 45-63, March, DOI: https://doi.org/10.15353/rea.v13i1..
• Jean-Louis Bago & Imad Rherrad & Koffi Akakpo & Ernest Ouédraogo, 2022, "Real Estate Bubbles and Contagion: Evidence from Selected European Countries," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 4, pages 389-405, January, DOI: https://doi.org/10.15353/rea.v13i3..
• Tehreem Pervez & Mehreen Ijaz, 2021, "Does Domestic Interest Rate Determining Foreign Direct Investment in Pakistan?," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), volume 7, issue 3, pages 1-76–86, September.
• Junkyu Lee & Peter Rosenkranz & Arief Ramayandi & Hoang Pham, 2021, "The Influence of US Dollar Funding Conditions on Asian Financial Markets," ADB Economics Working Paper Series, Asian Development Bank, number 634, Mar.
• Yan Luo & Shu Tian & Hao Yang, 2021, "Green Bonds, Air Quality, and Mortality: Evidence from the People’s Republic of China," ADB Economics Working Paper Series, Asian Development Bank, number 641, Dec.
• Ahmed Baig & Hassan Anjum Butt & Abrar Fitwi & Joey Smith, 2021, "Does Innovation Explain the Skewness of Stock Returns?," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 2, pages 12-31.
• Dong-Jin Pyo, 2021, "The COVID-19 and Stock Return Volatility: Evidence from South Korea," East Asian Economic Review, Korea Institute for International Economic Policy, volume 25, issue 2, pages 205-230, DOI: 10.11644/KIEP.EAER.2021.25.2.396.
• Sangil Bae & Minsoo Jeong, 2021, "Forecasting KOSPI Return Using a Modified Stochastic AdaBoosting," East Asian Economic Review, Korea Institute for International Economic Policy, volume 25, issue 4, pages 403-424, DOI: 10.11644/KIEP.EAER.2021.25.4.402.
• Indra Darmawan & Hermanto Siregar & Dedi B. Hakim & Adler H. Manurung, 2021, "Crude Oil Price Movement and Stock Market Trading Activity: Evidence from Indonesia," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 1, pages 25-46.
• Abdulnasser Hatemi-J & Viyan Taha, 2021, "Portfolio Diversification Benefits between Financial Markets of the US and China: Empirical Evidence from two Alternative Methods," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 4, pages 537-546.
• Ervina Rahmadila & Slamet Haryono, 2021, "The Determinant of Sharia Banking Performance through Financing to Deposit Ratio as Moderator," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 5, issue 2, pages 155-168.
• Ibnu Muhdir, 2021, "The Law of Trading at the Mid of the Friday Praying," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 5, issue 2, pages 141-154.
• Shafiu Ibrahim Abdullahi, 2021, "Islamic equities and COVID-19 pandemic: measuring Islamic stock indices correlation and volatility in period of crisis," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 29, pages 50-66.
• Parvaneh kamali Dehkordi, 2021, "Analysis of the Effect of Currency Shock, Economic Sanctions and Oil Prices on the Housing Market (Using Structural Vector-Autoregressive SVAR)," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 4, pages 27-56.
• Óscar Martínez, 2021, "Rational Bubbles and the S&P 500. An empirical approach," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), issue 35, pages 135-158.
• Weiwei ZHANG & Tiezhu SUN & Yechi MA & Zilong WANG, 2021, "New Evidence on the Information Content of Implied Volatility of S&P 500: Model-Free versus Model-Based," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 109-121, December.
• Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2021, "Higher Realized Moments and Stock Return Predictability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 48-70, December.
• Tihana ŠKRINJARIĆ & Lidija DEDI & Boško ŠEGO, 2021, "Return and Volatility Spillover between Stock Prices and Exchange Rates in Croatia: A Spillover Methodology Approach," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 93-108, December.
• Rafiqul Bhuyan & Mohammad Robbani & Bakhtear Talukder, 2021, "Oil Volatility Spillover into Oil Dependent Equity-Sector Stock Returns: Evidence from Major Oil Producing Countries," Bulletin of Applied Economics, Risk Market Journals, volume 8, issue 1, pages 149-165.
• Giovanni Carnazza & Nicola Caravaggio, 2021, "The Italian nominal interest rate conundrum: a problem of growth or public finance?," Departmental Working Papers of Economics - University 'Roma Tre', Department of Economics - University Roma Tre, number 0265, Nov.
• Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," CEIS Research Paper, Tor Vergata University, CEIS, number 510, Mar, revised 11 Mar 2021.
• Marianna Brunetti & Roberta De Luca, 2021, "Pairs Trading In The Index Options Market," CEIS Research Paper, Tor Vergata University, CEIS, number 512, Sep, revised 02 Sep 2021.
• Tanweer Akram, 2021, "A Note Concerning the Dynamics of Government Bond Yields," The American Economist, Sage Publications, volume 66, issue 2, pages 323-339, October, DOI: 10.1177/0569434520988275.
• Ly Ho & Yue Lu & Min Bai, 2021, "Liquidity and speed of leverage adjustment," Australian Journal of Management, Australian School of Business, volume 46, issue 1, pages 76-109, February, DOI: 10.1177/0312896220918913.
• Leon Li & Nen-Chen Richard Hwang & Gilbert V Nartea, 2021, "Earnings management and earnings predictability: A quantile regression approach," Australian Journal of Management, Australian School of Business, volume 46, issue 3, pages 389-408, August, DOI: 10.1177/0312896220945759.
• Lee A. Smales, 2021, "Policy uncertainty in Australian financial markets," Australian Journal of Management, Australian School of Business, volume 46, issue 3, pages 523-547, August, DOI: 10.1177/0312896220959120.
• Nurin Haniah Asmuni & Ken Seng Tan, 2021, "Exploring the Yield Spread Between Sukuk and Conventional Bonds in Malaysia," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 2, pages 165-191, August, DOI: 10.1177/0972652720969519.
• Nilesh Gupta & Joshy Jacob, 2021, "The Interplay Between Sentiment and MAX: Evidence from an Emerging Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 2, pages 192-217, August, DOI: 10.1177/0972652720969511.
• Christophe Schinckus & Dang Pham Thien Duy & Nguyen Phuc Canh, 2021, "Interdependences Between Cryptocurrencies: A Network Analysis from 2013 to 2018," Journal of Interdisciplinary Economics, , volume 33, issue 2, pages 190-199, July, DOI: 10.1177/0260107920938559.
• D. Belykh N. & Д. Белых Н., 2021, "Сегментарная модель сопоставления стоимости организаций (полезность деятельности) // Segmental Model for Comparing the Value of Organizations (Utility-based)," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 1, pages 103-119.
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 630, Nov, revised 27 Mar 2024.
• Francisco Queirós, 2021, "The Real Side of Financial Exuberance: Bubbles, Output and Productivity at the Industry Level," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 632, Dec.
• Minjie Deng & Chang Liu, 2021, "Sovereign Risk and Intangible Investment," Discussion Papers, Department of Economics, Simon Fraser University, number dp21-16, Dec.
• Kay Chung & Michael G. Papaioannou, 2021, "Do Enhanced Collective Action Clauses Affect Sovereign Borrowing Costs?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 1, issue 15, pages 59-87, October.
• Matthias Pöferlein, 2021, "Sentiment Analysis of German Texts in Finance: Improving and Testing the BPW Dictionary," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 16, pages 5-24, December.
• Richard Van Horne & Katarzyna Perez, 2021, "Re-Evaluating Sharpe Ratio in Hedge Fund Performance in Light of Liquidity Risk," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 16, pages 91-103, December.
• Jens H. E. Christensen & Nikola Mirkov, 2021, "The safety premium of safe assets," Working Papers, Swiss National Bank, number 2021-02.
• Thomas Nitschka & Shajivan Satkurunathan, 2021, "Habits die hard: implications for bond and stock markets internationally," Working Papers, Swiss National Bank, number 2021-08.
• Martin Indergand & Gabriela Hrasko, 2021, "Does the market believe in loss-absorbing bank debt?," Working Papers, Swiss National Bank, number 2021-13.
• Lucas Marc Fuhrer & Matthias Jüttner & Jan Wrampelmeyer & Matthias Zwicker, 2021, "Reserve tiering and the interbank market," Working Papers, Swiss National Bank, number 2021-17.
• Nicole Allenspach & Oleg Reichmann & Javier Rodriguez-Martin, 2021, "Are banks still 'too big to fail'? - A market perspective," Working Papers, Swiss National Bank, number 2021-18.
• Godfrey Marozva & Margaret Rutendo Magwedere, 2021, "Nexus Between Stock Returns, Funding Liquidity and COVID-19," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 71, issue 3-4, pages 86-100, July-Dece.
• Xuan Vinh Vo & Thi Tuan Anh Tran, 2021, "Higher-order comoments and asset returns: evidence from emerging equity markets," Annals of Operations Research, Springer, volume 297, issue 1, pages 323-340, February, DOI: 10.1007/s10479-020-03549-0.
• Hasan Fallahgoul & Gregoire Loeper, 2021, "Modelling tail risk with tempered stable distributions: an overview," Annals of Operations Research, Springer, volume 299, issue 1, pages 1253-1280, April, DOI: 10.1007/s10479-019-03204-3.
• Alessandra Cretarola & Gianna Figà-Talamanca, 2021, "Detecting bubbles in Bitcoin price dynamics via market exuberance," Annals of Operations Research, Springer, volume 299, issue 1, pages 459-479, April, DOI: 10.1007/s10479-019-03321-z.
• Chinnadurai Kathiravan & Murugesan Selvam & Sankaran Venkateswar & S. Balakrishnan, 2021, "Investor behavior and weather factors: evidences from Asian region," Annals of Operations Research, Springer, volume 299, issue 1, pages 349-373, April, DOI: 10.1007/s10479-019-03335-7.
• Muhammad Ali Nasir & Alaa M. Soliman & Muhammad Shahbaz, 2021, "Operational aspect of the policy coordination for financial stability: role of Jeffreys–Lindley’s paradox in operations research," Annals of Operations Research, Springer, volume 306, issue 1, pages 57-81, November, DOI: 10.1007/s10479-020-03648-y.
• Yuzhi Cai & Thanaset Chevapatrakul & Danilo V. Mascia, 2021, "How is price explosivity triggered in the cryptocurrency markets?," Annals of Operations Research, Springer, volume 307, issue 1, pages 37-51, December, DOI: 10.1007/s10479-021-04298-4.
• Gregory Price & Warren Whatley, 2021, "Did profitable slave trading enable the expansion of empire?: The Asiento de Negros, the South Sea Company and the financial revolution in Great Britain," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 15, issue 3, pages 675-718, September, DOI: 10.1007/s11698-020-00219-w.
• Gaetano Bua & Daniele Marazzina, 2021, "On the application of Wishart process to the pricing of equity derivatives: the multi-asset case," Computational Management Science, Springer, volume 18, issue 2, pages 149-176, June, DOI: 10.1007/s10287-021-00388-7.
• Massimo Arnone & Michele Leonardo Bianchi & Anna Grazia Quaranta & Gian Luca Tassinari, 2021, "Catastrophic risks and the pricing of catastrophe equity put options," Computational Management Science, Springer, volume 18, issue 2, pages 213-237, June, DOI: 10.1007/s10287-021-00391-y.
• Ludovic Goudenège & Andrea Molent & Antonino Zanette, 2021, "Gaussian process regression for pricing variable annuities with stochastic volatility and interest rate," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 1, pages 57-72, June, DOI: 10.1007/s10203-020-00287-7.
• Lennart Ante & André Meyer, 2021, "Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 957-980, December, DOI: 10.1007/s10203-021-00323-0.
• Paolo Angelis & Roberto Marchis & Mario Marino & Antonio Luciano Martire & Immacolata Oliva, 2021, "Betting on bitcoin: a profitable trading between directional and shielding strategies," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 883-903, December, DOI: 10.1007/s10203-021-00324-z.
• Sarah Mignot & Fabio Tramontana & Frank Westerhoff, 2021, "Speculative asset price dynamics and wealth taxes," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 641-667, December, DOI: 10.1007/s10203-021-00340-z.
• Roberto Dieci & Xue-Zhong He, 2021, "Cross-section instability in financial markets: impatience, extrapolation, and switching," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 727-754, December, DOI: 10.1007/s10203-021-00348-5.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021, "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Dynamic Modeling and Econometrics in Economics and Finance, Springer, in: Gilles Dufrénot & Takashi Matsuki, "Recent Econometric Techniques for Macroeconomic and Financial Data", DOI: 10.1007/978-3-030-54252-8_9.
• Moh’d Al-Azzam & Christopher Parmeter, 2021, "Competition and microcredit interest rates: international evidence," Empirical Economics, Springer, volume 60, issue 2, pages 829-868, February, DOI: 10.1007/s00181-019-01766-6.
• Giovanni Calice & Levent Kutlu & Ming Zeng, 2021, "Understanding US firm efficiency and its asset pricing implications," Empirical Economics, Springer, volume 60, issue 2, pages 803-827, February, DOI: 10.1007/s00181-019-01775-5.
• Siwen Zhou, 2021, "Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach," Empirical Economics, Springer, volume 60, issue 2, pages 557-606, February, DOI: 10.1007/s00181-019-01776-4.
• Walter Krämer, 2021, "Asymmetry in the distribution of daily stock returns," Empirical Economics, Springer, volume 60, issue 3, pages 1115-1125, March, DOI: 10.1007/s00181-019-01791-5.
• Tong Fang & Zhi Su & Libo Yin, 2021, "Does the green inspiration effect matter for stock returns? Evidence from the Chinese stock market," Empirical Economics, Springer, volume 60, issue 5, pages 2155-2176, May, DOI: 10.1007/s00181-020-01843-1.
• Serdar Neslihanoglu & Stelios Bekiros & John McColl & Duncan Lee, 2021, "Multivariate time-varying parameter modelling for stock markets," Empirical Economics, Springer, volume 61, issue 2, pages 947-972, August, DOI: 10.1007/s00181-020-01896-2.
• Mohammadreza Tavakoli Baghdadabad & Girijasankar Mallik, 2021, "Market news co-moments and currency returns," Empirical Economics, Springer, volume 61, issue 4, pages 1819-1863, October, DOI: 10.1007/s00181-020-01951-y.
• Kyriakos Drivas & Claire Economidou & Elena Ketteni & Konstantina Kottaridi, 2021, "Firms’ knowledge investment and market responses," Empirical Economics, Springer, volume 61, issue 5, pages 2363-2394, November, DOI: 10.1007/s00181-020-01957-6.
• Yun Feng & Xin Li, 2021, "Does cross-shareholding lead to China's stock returns comovement? Evidence from a GMM-based spatial AR model," Empirical Economics, Springer, volume 61, issue 6, pages 3213-3237, December, DOI: 10.1007/s00181-020-02002-2.
• Alan Beggs, 2021, "Afriat and arbitrage," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 9, issue 2, pages 167-176, October, DOI: 10.1007/s40505-021-00208-w.
• Wojciech Grabowski & Ewa Stawasz-Grabowska, 2021, "How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 1, pages 43-83, March, DOI: 10.1007/s40822-020-00160-3.
• Beata Szetela & Grzegorz Mentel & Yuriy Bilan & Urszula Mentel, 2021, "The relationship between trend and volume on the bitcoin market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 1, pages 25-42, March, DOI: 10.1007/s40822-021-00166-5.
• Begüm Yurteri Kösedağlı & Gül Huyugüzel Kışla & A. Nazif Çatık, 2021, "The time-varying effects of oil prices on oil–gas stock returns of the fragile five countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-22, December, DOI: 10.1186/s40854-020-00224-y.
• Özer Depren & Mustafa Tevfik Kartal & Serpil Kılıç Depren, 2021, "Recent innovation in benchmark rates (BMR): evidence from influential factors on Turkish Lira Overnight Reference Interest Rate with machine learning algorithms," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-20, December, DOI: 10.1186/s40854-021-00245-1.
• Serdar Neslihanoglu, 2021, "Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-27, December, DOI: 10.1186/s40854-021-00247-z.
• David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021, "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00274-w.
• Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy, 2021, "Lottery-like preferences and the MAX effect in the cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-27, December, DOI: 10.1186/s40854-021-00291-9.
• 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.