Research classified by Journal of Economic Literature (JEL) codes

2021

• Galli, Carlo, 2021, "Self-fulfilling debt crises, fiscal policy and investment," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103475.
• Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021, "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103525.
• Fraiberger, Samuel P. & Lee, Do & Puy, Damien & Ranciere, Romain, 2021, "Media sentiment and international asset prices," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103526.
• Reitz, Stefan & Umlandt, Dennis, 2021, "Currency returns and FX dealer balance sheets," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103541.
• Ballotta, Laura & Eberlein, Ernst & Schmidt, Thorsten & Zeineddine, Raghid, 2021, "Fourier based methods for the management of complex life insurance products," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 320-341, DOI: 10.1016/j.insmatheco.2021.08.009.
• Ignatieva, Katja & Landsman, Zinoviy, 2021, "A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 437-465, DOI: 10.1016/j.insmatheco.2021.08.011.
• Colaneri, Katia & Frey, Rüdiger, 2021, "Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 498-507, DOI: 10.1016/j.insmatheco.2021.09.003.
• Bravo, Jorge M. & Nunes, João Pedro Vidal, 2021, "Pricing longevity derivatives via Fourier transforms," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 81-97, DOI: 10.1016/j.insmatheco.2020.10.008.
• Gomez-Gonzalez, Jose E. & Hirs-Garzón, Jorge & Sanín-Restrepo, Sebastián, 2021, "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, Elsevier, volume 165, issue C, pages 37-50, DOI: 10.1016/j.inteco.2020.11.004.
• Urom, Christian & Ndubuisi, Gideon & Ozor, Jude, 2021, "Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes," International Economics, Elsevier, volume 165, issue C, pages 51-66, DOI: 10.1016/j.inteco.2020.11.005.
• Rizi, Majid Haghani, 2021, "What moves housing markets: A state-space approach of the price-income ratio," International Economics, Elsevier, volume 167, issue C, pages 96-107, DOI: 10.1016/j.inteco.2021.06.003.
• Koziol, Christian & Proelss, Juliane, 2021, "An explanation for momentum with a rational model under symmetric information – Evidence from cross country equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101258.
• Fooladi, Iraj J. & Jacoby, Gady & Jin, Lynn, 2021, "Real duration and inflation duration: A cross country perspective on a multidimensional hedging strategy," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101265.
• Baviera, Roberto & Nassigh, Aldo & Nastasi, Emanuele, 2021, "A closed formula for illiquid corporate bonds and an application to the European market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101283.
• Grobys, Klaus & Junttila, Juha, 2021, "Speculation and lottery-like demand in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101289.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2021, "Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101315.
• Gregory, Richard P., 2021, "The pricing of global temperature shocks in the cost of equity capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101319.
• Morita, Hiroshi & Okimoto, Tatsuyoshi, 2021, "The interest rate determination when economic variables are partially observable," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101323.
• Nguyen, Linh Hoang & Lambe, Brendan John, 2021, "International tail risk connectedness: Network and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101332.
• Cakici, Nusret & Zaremba, Adam, 2021, "Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101333.
• Hearn, Bruce & Li, Jing & Mykhayliv, Dariya & Waqas, Muhammad, 2021, "Asset pricing in the Middle East’s equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101337.
• Belke, Ansgar & Gros, Daniel, 2021, "QE in the euro area: Has the PSPP benefited peripheral bonds?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101350.
• Liu, Haiyue & Wang, Yile & Huang, Ling & Zhang, Xueyong, 2021, "Outward FDI and stock price crash risk---Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101366.
• Abudy, Menachem (Meni) & Mugerman, Yevgeny & Wiener, Zvi, 2021, "Stock markets and female participation in the labor force," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101297.
• Ding, Yi & Kambouroudis, Dimos & McMillan, David G., 2021, "Forecasting realised volatility: Does the LASSO approach outperform HAR?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101386.
• Sapkota, Niranjan & Grobys, Klaus, 2021, "Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101402.
• Borochin, Paul & Wu, Zekun & Zhao, Yanhui, 2021, "The effect of option-implied skewness on delta- and vega-hedged option returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101408.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2021, "Long- and short-run components of factor betas: Implications for stock pricing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101412.
• Venmans, Frank, 2021, "The leverage anomaly in U.S. bank stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101425.
• Ligot, Stephanie & Gillet, Roland & Veryzhenko, Iryna, 2021, "Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101437.
• Juhro, Solikin M. & Iyke, Bernard Njindan & Narayan, Paresh Kumar, 2021, "Interdependence between monetary policy and asset prices in ASEAN-5 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101448.
• Reiter, Nayana, 2021, "Investor communication and the benefits of cross-listing," Journal of Accounting and Economics, Elsevier, volume 71, issue 1, DOI: 10.1016/j.jacceco.2020.101356.
• Dyer, Travis A., 2021, "The demand for public information by local and nonlocal investors: Evidence from investor-level data," Journal of Accounting and Economics, Elsevier, volume 72, issue 1, DOI: 10.1016/j.jacceco.2021.101417.
• Jain, Pawan & Upadhyay, Arun, 2021, "Are REITs more resilient than non-REITs? Evidence from natural experiments," Japan and the World Economy, Elsevier, volume 58, issue C, DOI: 10.1016/j.japwor.2021.101069.
• Shimada, Junji & Tsukuda, Yoshihiko & Miyakoshi, Tatsuyoshi, 2021, "Who is the center of local currency Asian government bond markets?," Japan and the World Economy, Elsevier, volume 59, issue C, DOI: 10.1016/j.japwor.2021.101075.
• Backwell, Alex, 2021, "Unspanned stochastic volatility from an empirical and practical perspective," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105993.
• Jiao, Yuhan & Liu, Qiang & Guo, Shuxin, 2021, "Pricing kernel monotonicity and term structure: Evidence from China," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106037.
• Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2021, "The memory of beta," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106026.
• Koosakul, Jakree & Shim, Ilhyock, 2021, "The effects of asset price volatility on market participation: Evidence from the Thai foreign exchange market," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106036.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2021, "How to measure the liquidity of cryptocurrency markets?," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106041.
• Brubakk, Leif & ter Ellen, Saskia & Xu, Hong, 2021, "Central bank communication through interest rate projections," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106044.
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021, "Return signal momentum," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106063.
• Griffin, Jim & Oberoi, Jaideep & Oduro, Samuel D., 2021, "Estimating the probability of informed trading: A Bayesian approach," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106045.
• Mohrschladt, Hannes, 2021, "The ordering of historical returns and the cross-section of subsequent returns," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106064.
• DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R., 2021, "Hazard stocks and expected returns," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106094.
• Liu, Clark & Wang, Shujing & Wei, K.C. John, 2021, "Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106102.
• Lin, Qi, 2021, "The q5 model and its consistency with the intertemporal CAPM," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106096.
• Chen, Tsung-Yu & Chou, Pin-Huang & Hsieh, Chia-Hsun & Ghon Rhee, S., 2021, "Momentum life cycle, revisited," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106119.
• Cakici, Nusret & Zaremba, Adam, 2021, "Liquidity and the cross-section of international stock returns," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106123.
• Bergbrant, Mikael & Kassa, Haimanot, 2021, "Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106126.
• Hu, Jiafei & Yuan, Haishan, 2021, "Interest arbitrage under capital controls: Evidence from reported entrepôt trades," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106129.
• Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S., 2021, "Positive stock information in out-of-the-money option prices," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106112.
• Broer, Tobias & Kero, Afroditi, 2021, "Collateralization and asset price bubbles when investors disagree about risk," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106137.
• Ji, Qiong & Quan, Xiaofeng & Yin, Hongying & Yuan, Qingbo, 2021, "Gambling preferences and stock price crash risk: Evidence from China," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106158.
• Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S., 2021, "Asset pricing and FOMC press conferences," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106163.
• Atanasov, Victoria, 2021, "Unemployment and aggregate stock returns," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106159.
• Meng, Bo & Vijh, Anand M., 2021, "Stock merger activity and industry performance," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106160.
• Deuskar, Prachi & Johnson, Timothy C., 2021, "Funding liquidity and market liquidity in government bonds," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106165.
• Khomyn, Marta & Putniņš, Tālis J., 2021, "Algos gone wild: What drives the extreme order cancellation rates in modern markets?," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106170.
• Dupuy, Philippe, 2021, "Risk-adjusted return managed carry trade," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106172.
• Landis, Conrad & Skouras, Spyros, 2021, "Guidelines for asset pricing research using international equity data from Thomson Reuters Datastream," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106128.
• Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2021, "Under-reaction in the sovereign CDS market," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106191.
• Chen, Honghui & Zheng, Minrong, 2021, "IPO underperformance and the idiosyncratic risk puzzle," Journal of Banking & Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jbankfin.2021.106190.
• Van Ness, Bonnie & Van Ness, Robert & Yildiz, Serhat, 2021, "Private information in trades, R2, and large stock price movements," Journal of Banking & Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jbankfin.2021.106194.
• Joenväärä, Juha & Kauppila, Mikko & Kahra, Hannu, 2021, "Hedge fund portfolio selection with fund characteristics," Journal of Banking & Finance, Elsevier, volume 132, issue C, DOI: 10.1016/j.jbankfin.2021.106232.
• Nozawa, Yoshio & Qiu, Yancheng, 2021, "Corporate bond market reactions to quantitative easing during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106153.
• John, Kose & Li, Jingrui, 2021, "COVID-19, volatility dynamics, and sentiment trading," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106162.
• Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021, "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106238.
• Chiah, Mardy & Zhong, Angel, 2021, "Tuesday Blues and the day-of-the-week effect in stock returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106243.
• Zhang, Wei & Li, Yi & Xiong, Xiong & Wang, Pengfei, 2021, "Downside risk and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106246.
• Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021, "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106250.
• Lin, Hai & Lo, Ingrid & Qiao, Rui, 2021, "Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106252.
• Levy, Haim & Levy, Moshe, 2021, "Stocks versus bonds for the long run when a riskless asset is available," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106275.
• Wang, Qiao & Balvers, Ronald, 2021, "Determinants and predictability of commodity producer returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106278.
• Hansen, Anne Lundgaard, 2021, "Modeling persistent interest rates with double-autoregressive processes," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106302.
• Baule, Rainer & Shkel, David, 2021, "Model risk and model choice in the case of barrier options and bonus certificates," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106307.
• Nnadi, Modestus I. & Sorwar, Ghulam & Eskandari, Rasol & Chizema, Amon, 2021, "Political connections and seasoned equity offerings," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106312.
• Zhou Lu & Te Bao & Xiaohua Yu, 2021, "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, volume 57, issue 4, pages 1307-1326, April, DOI: 10.1007/s10614-020-10020-6.
• Michael Donadelli & Marcus Jüppner & Antonio Paradiso & Christian Schlag, 2021, "Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach," Computational Economics, Springer;Society for Computational Economics, volume 58, issue 2, pages 347-394, August, DOI: 10.1007/s10614-020-10031-3.
• Eftichios S. Sartzetakis, 2021, "Green bonds as an instrument to finance low carbon transition," Economic Change and Restructuring, Springer, volume 54, issue 3, pages 755-779, August, DOI: 10.1007/s10644-020-09266-9.
• Solène Collot & Tobias Hemauer, 2021, "A literature review of new methods in empirical asset pricing: omitted-variable and errors-in-variable bias," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 1, pages 77-100, March, DOI: 10.1007/s11408-020-00358-0.
• Guglielmo Maria Caporale & Alex Plastun, 2021, "Gold and oil prices: abnormal returns, momentum and contrarian effects," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 353-368, September, DOI: 10.1007/s11408-021-00380-w.
• Giovanni Campisi & Silvia Muzzioli, 2021, "Designing volatility indices for Austria, Finland and Spain," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 3, pages 369-455, September, DOI: 10.1007/s11408-021-00381-9.
• Milot Hasaj & Bernd Scherer, 2021, "Covid-19 and smart beta," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 35, issue 4, pages 515-532, December, DOI: 10.1007/s11408-021-00383-7.
• Akaki Tsomaia, 2021, "Asset bubbles, financial sector, and current challenges to regulatory framework," International Economics and Economic Policy, Springer, volume 18, issue 4, pages 901-925, October, DOI: 10.1007/s10368-021-00508-3.
• Frederick Ploeg, 2021, "Carbon pricing under uncertainty," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 28, issue 5, pages 1122-1142, October, DOI: 10.1007/s10797-021-09686-x.
• Xi Fu & Xiaoxi Wu & Zhifang Zhang, 2021, "The Information Role of Earnings Conference Call Tone: Evidence from Stock Price Crash Risk," Journal of Business Ethics, Springer, volume 173, issue 3, pages 643-660, October, DOI: 10.1007/s10551-019-04326-1.
• Zhichuan Frank Li & Saurin Patel & Srikanth Ramani, 2021, "The Role of Mutual Funds in Corporate Social Responsibility," Journal of Business Ethics, Springer, volume 174, issue 3, pages 715-737, December, DOI: 10.1007/s10551-020-04618-x.
• Antje Berndt & Burton Hollifield & Patrik Sandås, 2021, "What Broker Charges Reveal About Subprime Mortgage Credit Risk," The Journal of Real Estate Finance and Economics, Springer, volume 63, issue 2, pages 280-326, August, DOI: 10.1007/s11146-020-09774-5.
• Stanimira Milcheva & Yildiray Yildirim & Bing Zhu, 2021, "Distance to Headquarter and Real Estate Equity Performance," The Journal of Real Estate Finance and Economics, Springer, volume 63, issue 3, pages 327-353, October, DOI: 10.1007/s11146-020-09767-4.
• Jianhua Gang & Liang Peng & Jinfan Zhang, 2021, "Are Pricier Houses Less Risky? Evidence from China," The Journal of Real Estate Finance and Economics, Springer, volume 63, issue 4, pages 662-677, November, DOI: 10.1007/s11146-020-09792-3.
• 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.
• 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.
• Jędrzej Białkowski & Anna Sławik, 2021, "Do investors respond to changes in the composition of sustainability indices?," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 4, pages 319-338.
• Szymon Stereńczak, 2021, "Minimum tick size reduction and stock liquidity: lessons from the Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 6, pages 545-576.
• Michael Barnett & William Brock & Lars Peter Hansen, 2021, "Climate Change Uncertainty Spillover in the Macroeconomy," NBER Chapters, National Bureau of Economic Research, Inc, "NBER Macroeconomics Annual 2021, volume 36".
• Pierpaolo Benigno & Linda M. Schilling & Harald Uhlig, 2021, "Cryptocurrencies, Currency Competition, and the Impossible Trinity," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2021".
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2021".
• Itay Goldstein & Chester S Spatt & Mao Ye, 2021, "Big Data in Finance," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data: Long-Term Implications for Financial Markets and Firms".
• Hedi Benamar & Thierry Foucault & Clara Vega, 2021, "Demand for Information, Uncertainty, and the Response of US Treasury Securities to News," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data: Long-Term Implications for Financial Markets and Firms".
• Stefano Giglio & Yuan Liao & Dacheng Xiu, 2021, "Thousands of Alpha Tests," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data: Long-Term Implications for Financial Markets and Firms".
• Steven J. Davis & Dingqian Liu & Xuguang Simon Sheng, 2021, "Stock Prices and Economic Activity in the Time of Coronavirus," NBER Working Papers, National Bureau of Economic Research, Inc, number 28320, Jan.
• Kerry Back & Bruce I. Carlin & Seyed Mohammad Kazempour, 2021, "The Asset Pricing Implications of Plausible Deniability," NBER Working Papers, National Bureau of Economic Research, Inc, number 28348, Jan.
• Aifan Ling & Jianjun Miao & Neng Wang, 2021, "Robust Financial Contracting and Investment," NBER Working Papers, National Bureau of Economic Research, Inc, number 28367, Jan.
• Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi, 2021, "Competition for Attention in the ETF Space," NBER Working Papers, National Bureau of Economic Research, Inc, number 28369, Jan.
• Pooya Molavi & Alireza Tahbaz-Salehi & Andrea Vedolin, 2021, "Model Complexity, Expectations, and Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 28408, Jan.
• Joseph E. Stiglitz, 2021, "Economic Fluctuations and Pseudo-Wealth," NBER Working Papers, National Bureau of Economic Research, Inc, number 28415, Jan.
• Alp Simsek, 2021, "The Macroeconomics of Financial Speculation," NBER Working Papers, National Bureau of Economic Research, Inc, number 28426, Feb.
• Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021, "Is There A Replication Crisis In Finance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28432, Feb.
• Jennifer N. Carpenter & Fangzhou Lu & Robert F. Whitelaw, 2021, "The Price and Quantity of Interest Rate Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 28444, Feb.
• Gaetano Gaballo & Guillermo Ordoñez, 2021, "The Two Faces of Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 28489, Feb.
• Patrick Bolton & Marcin Kacperczyk, 2021, "Global Pricing of Carbon-Transition Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 28510, Feb.
• John H. Cochrane, 2021, "Portfolios for Long-Term Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 28513, Feb.
• Torben G. Andersen & Rasmus T. Varneskov, 2021, "Consistent Inference for Predictive Regressions in Persistent Economic Systems," NBER Working Papers, National Bureau of Economic Research, Inc, number 28568, Mar.
• Torben G. Andersen & Rasmus T. Varneskov, 2021, "Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28569, Mar.
• Torben G. Andersen & Rasmus T. Varneskov, 2021, "Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28570, Mar.
• Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021, "The Voice of Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 28592, Mar.
• Harrison Hong & Neng Wang & Jinqiang Yang, 2021, "Welfare Consequences of Sustainable Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 28595, Mar.
• Kris James Mitchener & Christoph Trebesch, 2021, "Sovereign Debt in the 21st Century," NBER Working Papers, National Bureau of Economic Research, Inc, number 28598, Mar.
• Peter M. DeMarzo & Zhiguo He & Fabrice Tourre, 2021, "Sovereign Debt Ratchets and Welfare Destruction," NBER Working Papers, National Bureau of Economic Research, Inc, number 28599, Mar.
• Itay Goldstein & Chester S. Spatt & Mao Ye, 2021, "Big Data in Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 28615, Mar.
• Arpit Gupta & Vrinda Mittal & Jonas Peeters & Stijn Van Nieuwerburgh, 2021, "Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate," NBER Working Papers, National Bureau of Economic Research, Inc, number 28675, Apr.
• Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco C. Sammon, 2021, "What Triggers Stock Market Jumps?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28687, Apr.
• Valentin Haddad & Tyler Muir, 2021, "Do Intermediaries Matter for Aggregate Asset Prices?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28692, Apr.
• Susanto Basu & Giacomo Candian & Ryan Chahrour & Rosen Valchev, 2021, "Risky Business Cycles," NBER Working Papers, National Bureau of Economic Research, Inc, number 28693, Apr.
• Gikas Hardouvelis & Georgios Karalas & Dimitri Vayanos, 2021, "The Distribution of Investor Beliefs, Stock Ownership and Stock Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28697, Apr.
• Ana Babus & Cecilia Parlatore, 2021, "Strategic Fragmented Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 28729, Apr.
• Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021, "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers, National Bureau of Economic Research, Inc, number 28800, May.
• Nicolae B. Gârleanu & Stavros Panageas & Geoffery X. Zheng, 2021, "A Long and a Short Leg Make For a Wobbly Equilibrium," NBER Working Papers, National Bureau of Economic Research, Inc, number 28824, May.
• Rohan Kekre & Moritz Lenel, 2021, "Monetary Policy, Redistribution, and Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 28869, May.
• David Hirshleifer & Jinfei Sheng, 2021, "Macro News and Micro News: Complements or Substitutes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28931, Jun.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2021, "Dissecting Green Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28940, Jun.
• Christopher L. Culp & Mihir Gandhi & Yoshio Nozawa & Pietro Veronesi, 2021, "Option-Implied Spreads and Option Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 28941, Jun.
• Michael D. Bauer & Mikhail Chernov, 2021, "Interest Rate Skewness and Biased Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 28954, Jun.
• David Backus & Mikhail Chernov & Stanley E. Zin & Irina Zviadadze, 2021, "Monetary Policy Risk: Rules vs. Discretion," NBER Working Papers, National Bureau of Economic Research, Inc, number 28983, Jul.
• Stefano Giglio & Dacheng Xiu & Dake Zhang, 2021, "Test Assets and Weak Factors," NBER Working Papers, National Bureau of Economic Research, Inc, number 29002, Jul.
• George M. Constantinides, 2021, "Welfare Costs of Idiosyncratic and Aggregate Consumption Shocks," NBER Working Papers, National Bureau of Economic Research, Inc, number 29009, Jul.
• Matteo Aquilina & Eric Budish & Peter O'Neill, 2021, "Quantifying the High-Frequency Trading "Arms Race"," NBER Working Papers, National Bureau of Economic Research, Inc, number 29011, Jul.
• Tobias J. Moskowitz & Robert F. Stambaugh, 2021, "Pricing Without Mispricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29016, Jul.
• Michael Barnett & William Brock & Lars P. Hansen, 2021, "Climate Change Uncertainty Spillover in the Macroeconomy," NBER Working Papers, National Bureau of Economic Research, Inc, number 29064, Jul.
• Klakow Akepanidtaworn & Rick Di Mascio & Alex Imas & Lawrence Schmidt, 2021, "Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors," NBER Working Papers, National Bureau of Economic Research, Inc, number 29076, Jul.
• Matthias Fleckenstein & Francis A. Longstaff, 2021, "Treasury Richness," NBER Working Papers, National Bureau of Economic Research, Inc, number 29081, Jul.
• Clemens Sialm & Qifei Zhu, 2021, "Currency Management by International Fixed Income Mutual Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29082, Jul.
• Mikhail Chernov & Lars A. Lochstoer & Dongho Song, 2021, "The Real Channel for Nominal Bond-Stock Puzzles," NBER Working Papers, National Bureau of Economic Research, Inc, number 29085, Jul.
• Adam Copeland & Darrell Duffie & Yilin Yang, 2021, "Reserves Were Not So Ample After All," NBER Working Papers, National Bureau of Economic Research, Inc, number 29090, Jul.
• Annette Vissing-Jorgensen, 2021, "The Treasury Market in Spring 2020 and the Response of the Federal Reserve," NBER Working Papers, National Bureau of Economic Research, Inc, number 29128, Aug.
• Vadim Elenev & Tim Landvoigt & Patrick J. Shultz & Stijn Van Nieuwerburgh, 2021, "Can Monetary Policy Create Fiscal Capacity?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29129, Aug.
• Johannes Stroebel & Jeffrey Wurgler, 2021, "What Do You Think About Climate Finance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29136, Aug.
• Yacine Aït-Sahalia & Felix Matthys & Emilio Osambela & Ronnie Sircar, 2021, "When Uncertainty and Volatility Are Disconnected: Implications for Asset Pricing and Portfolio Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 29195, Aug.
• Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021, "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers, National Bureau of Economic Research, Inc, number 29212, Sep.
• Alexandra M. Tabova & Francis E. Warnock, 2021, "Foreign Investors and US Treasuries," NBER Working Papers, National Bureau of Economic Research, Inc, number 29313, Sep.
• Ulrike Malmendier, 2021, "Exposure, Experience, and Expertise: Why Personal Histories Matter in Economics," NBER Working Papers, National Bureau of Economic Research, Inc, number 29336, Oct.
• Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2021, "What Drives Variation in the U.S. Debt/Output Ratio? The Dogs that Didn't Bark," NBER Working Papers, National Bureau of Economic Research, Inc, number 29351, Oct.
• Matthias Buechner & Bryan T. Kelly, 2021, "A Factor Model For Option Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 29369, Oct.
• Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021, "Predicting the Oil Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 29379, Oct.
• Igor Makarov & Antoinette Schoar, 2021, "Blockchain Analysis of the Bitcoin Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 29396, Oct.
• Larry Cordell & Michael R. Roberts & Michael Schwert, 2021, "CLO Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 29410, Oct.
• Andy C.W. Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2021, "Momentum, Reversals, and Investor Clientele," NBER Working Papers, National Bureau of Economic Research, Inc, number 29453, Nov.
• Leland Farmer & Emi Nakamura & Jón Steinsson, 2021, "Learning About the Long Run," NBER Working Papers, National Bureau of Economic Research, Inc, number 29495, Nov.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2021, "Sovereign Risk and Financial Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 29501, Nov.
• Jennie Bai & Massimo Massa, 2021, "Is Human-Interaction-based Information Substitutable? Evidence from Lockdown," NBER Working Papers, National Bureau of Economic Research, Inc, number 29513, Nov.
• Turan G. Bali & David Hirshleifer & Lin Peng & Yi Tang & Qiguang Wang, 2021, "Social Interactions and Lottery Stock Mania," NBER Working Papers, National Bureau of Economic Research, Inc, number 29543, Dec.
• Mark L. Egan & Alexander MacKay & Hanbin Yang, 2021, "What Drives Variation in Investor Portfolios? Estimating the Roles of Beliefs and Risk Preferences," NBER Working Papers, National Bureau of Economic Research, Inc, number 29604, Dec.
• Constantinides, George M. & Lian, Lei, 2021, "The Supply and Demand of S&P 500 Put Options," Critical Finance Review, now publishers, volume 10, issue 1, pages 1-20, April, DOI: 10.1561/104.00000064.
• Constantinides, George M. & Czerwonko, Michal & Jackwerth, Jens Carsten & Perrakis, Stylianos, 2021, "Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A Reply," Critical Finance Review, now publishers, volume 10, issue 1, pages 57-63, April, DOI: 10.1561/104.00000090.
• Andreou, Panayiotis C. & Kagkadis, Anastasios & Maio, Paulo & Philip, Dennis, 2021, "Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns," Critical Finance Review, now publishers, volume 10, issue 1, pages 65-81, April, DOI: 10.1561/104.00000091.