Research classified by Journal of Economic Literature (JEL) codes

2021

• Bianchi, Daniele, 2021, "Adaptive expectations and commodity risk premiums," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2021.104078.
• Takayama, Shino, 2021, "Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading," Journal of Economic Dynamics and Control, Elsevier, volume 125, issue C, DOI: 10.1016/j.jedc.2021.104086.
• Chan, Joshua C.C. & Santi, Caterina, 2021, "Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104101.
• Zhang, Tongbin, 2021, "Stock prices and the risk-free rate: An internal rationality approach," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104103.
• Chen, Zilin & Guo, Li & Tu, Jun, 2021, "Media connection and return comovement," Journal of Economic Dynamics and Control, Elsevier, volume 130, issue C, DOI: 10.1016/j.jedc.2021.104191.
• Braga, Joao Paulo & Semmler, Willi & Grass, Dieter, 2021, "De-risking of green investments through a green bond market – Empirics and a dynamic model," Journal of Economic Dynamics and Control, Elsevier, volume 131, issue C, DOI: 10.1016/j.jedc.2021.104201.
• Parra-Alvarez, Juan Carlos & Polattimur, Hamza & Posch, Olaf, 2021, "Risk matters: Breaking certainty equivalence in linear approximations," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104248.
• Li, Kai, 2021, "Nonlinear effect of sentiment on momentum," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104253.
• Dissanayake, Ruchith, 2021, "Geographic distribution of firms and expected stock returns," Journal of Economic Dynamics and Control, Elsevier, volume 133, issue C, DOI: 10.1016/j.jedc.2021.104267.
• Nguyen, Dat Thanh & Phan, Dinh Hoang Bach & Ming, Tee Chwee & Nguyen, Van Ky Long, 2021, "An assessment of how COVID-19 changed the global equity market," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 480-491, DOI: 10.1016/j.eap.2021.01.003.
• Størdal, Ståle & Lien, Gudbrand & Mydland, Ørjan & Haugom, Erik, 2021, "Effects of strong and weak non-pharmaceutical interventions on stock market returns: A comparative analysis of Norway and Sweden during the initial phase of the COVID-19 pandemic," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 341-350, DOI: 10.1016/j.eap.2021.03.009.
• Ren, Zhaomin & Zhang, Xuan & Zhang, Zhekai, 2021, "New evidence on COVID-19 and firm performance," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 213-225, DOI: 10.1016/j.eap.2021.08.002.
• Lehrer, Steven & Xie, Tian & Zhang, Xinyu, 2021, "Social media sentiment, model uncertainty, and volatility forecasting," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105556.
• Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021, "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105576.
• Ben Cheikh, Nidhaleddine & Ben Naceur, Sami & Kanaan, Oussama & Rault, Christophe, 2021, "Investigating the asymmetric impact of oil prices on GCC stock markets," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105589.
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105592.
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2021, "Realized skewness and the short-term predictability for aggregate stock market volatility," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105614.
• Dunbar, Kwamie & Owusu-Amoako, Johnson, 2021, "The impact of hedging on risk-averse agents’ output decisions," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105638.
• Liao, Cunfei & Luo, Qianlin & Tang, Guohao, 2021, "Aggregate liquidity premium and cross-sectional returns: Evidence from China," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105645.
• Becker, Christoph, 2021, "The liquidity mechanics of dealer banks in the market-based credit system," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105648.
• Luo, Dan & Mao, Yipeng, 2021, "Fundamental volatility and informative trading volume in a rational expectations equilibrium," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105663.
• Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021, "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, volume 94, issue C, pages 170-183, DOI: 10.1016/j.econmod.2020.10.001.
• Li, Kaifeng & Xia, Bobo & Guo, Zhaoxuan, 2021, "A consumption-based asset pricing model with disappointment aversion and uncertainty shocks," Economic Modelling, Elsevier, volume 94, issue C, pages 235-243, DOI: 10.1016/j.econmod.2020.09.016.
• Qin, Meng & Su, Chi-Wei & Tao, Ran, 2021, "BitCoin: A new basket for eggs?," Economic Modelling, Elsevier, volume 94, issue C, pages 896-907, DOI: 10.1016/j.econmod.2020.02.031.
• Wang, Hanjie & Feil, Jan-Henning & Yu, Xiaohua, 2021, "Disagreement on sunspots and soybeans futures price," Economic Modelling, Elsevier, volume 95, issue C, pages 385-393, DOI: 10.1016/j.econmod.2020.03.005.
• Horvath, Roman & Kaszab, Lorant & Marsal, Ales, 2021, "Equity premium and monetary policy in a model with limited asset market participation," Economic Modelling, Elsevier, volume 95, issue C, pages 430-440, DOI: 10.1016/j.econmod.2020.03.010.
• Combes, Jean-Louis & Minea, Alexandru & Sawadogo, Pegdéwendé Nestor, 2021, "Does the composition of government spending matter for government bond spreads?," Economic Modelling, Elsevier, volume 96, issue C, pages 409-420, DOI: 10.1016/j.econmod.2020.03.025.
• Li, Yan & Li, Weiping, 2021, "Firm-specific investor sentiment for the Chinese stock market," Economic Modelling, Elsevier, volume 97, issue C, pages 231-246, DOI: 10.1016/j.econmod.2021.01.006.
• Jiang, Shangwei & Jin, Xiu, 2021, "Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model," Economic Modelling, Elsevier, volume 97, issue C, pages 298-306, DOI: 10.1016/j.econmod.2020.04.002.
• Zaremba, Adam & Szyszka, Adam & Karathanasopoulos, Andreas & Mikutowski, Mateusz, 2021, "Herding for profits: Market breadth and the cross-section of global equity returns," Economic Modelling, Elsevier, volume 97, issue C, pages 348-364, DOI: 10.1016/j.econmod.2020.04.006.
• Ftiti, Zied & Ben Ameur, Hachmi & Louhichi, Waël, 2021, "Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market," Economic Modelling, Elsevier, volume 99, issue C, DOI: 10.1016/j.econmod.2021.03.003.
• Kim, Byungoh & Suh, Sangwon, 2021, "Overnight stock returns, intraday returns, and firm-specific investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101287.
• Hsieh, Hui-Ching & Nguyen, Van Quoc Thinh, 2021, "Economic policy uncertainty and illiquidity return premium," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101291.
• Du, Brian & Serrano, Alejandro & Vianna, Andre, 2021, "Short-term institutions’ information advantage and overvaluation," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101299.
• Tian, Meiyu & Li, Wanyang & Wen, Fenghua, 2021, "The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101310.
• Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh, 2021, "Network VAR models to measure financial contagion," The North American Journal of Economics and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.najef.2020.101318.
• Hattori, Takahiro & Ishida, Ryo, 2021, "Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101322.
• Pérez-Soba, Inés & Martínez-Cañete, Ana R. & Márquez–de-la-Cruz, Elena, 2021, "Private benefits from control block trades in the Spanish stock exchange," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101338.
• Akari, Mohamed-Ali & Ben-Abdallah, Ramzi & Breton, Michèle & Dionne, Georges, 2021, "The impact of central clearing on the market for single-name credit default swaps," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2020.101346.
• Tan, Zhengxun & Xiao, Binuo & Huang, Yilong & Zhou, Li, 2021, "Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101371.
• Li, Xingjian & Feng, Hongrui & Yan, Shu & Wang, Heng, 2021, "Dispersion in analysts’ target prices and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101385.
• Wang, Qiyu & Chong, Terence Tai-Leung, 2021, "Factor pricing of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2020.101348.
• Kang, Wensheng & Perez de Gracia, Fernando & Ratti, Ronald A., 2021, "Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101388.
• Dai, Zhifeng & Zhu, Huan, 2021, "Indicator selection and stock return predictability," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101394.
• Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2021, "Evolution of price effects after one-day abnormal returns in the US stock market," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101405.
• Yang, Haijun & Qi, Shu & Zhang, Zhou & Koslowsky, David, 2021, "A model of information diffusion with asymmetry and confidence effects in financial markets," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101404.
• Kshatriya, Saranya & Prasanna, Krishna, 2021, "Jump Interdependencies: Stochastic linkages among international stock markets," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101418.
• Borgards, Oliver, 2021, "Dynamic time series momentum of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101428.
• Donadelli, Michael & Grüning, Patrick, 2021, "Innovation dynamics and fiscal policy: Implications for growth, asset prices, and welfare," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101430.
• Wang, Hailong & Hu, Duni, 2021, "Heterogeneous beliefs with herding behaviors and asset pricing in two goods world," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101434.
• Lin, Qi & Lin, Xi, 2021, "Are the profitability and investment factors valid ICAPM risk factors? Pre-1963 evidence," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101460.
• Li, Wenqi, 2021, "COVID-19 and asymmetric volatility spillovers across global stock markets," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101474.
• Shi, Huai-Long & Zhou, Wei-Xing, 2021, "Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101478.
• Go, You-How & Lau, Wee-Yeap, 2021, "Extreme risk spillovers between crude palm oil prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101513.
• Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2021, "Stock Market’s responses to intraday investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101516.
• Freire, Gustavo, 2021, "Tail risk and investors’ concerns: Evidence from Brazil," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101519.
• Wang, Ruina & Li, Jinfang, 2021, "The influence and predictive powers of mixed-frequency individual stock sentiment on stock returns," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101522.
• Suh, Sangwon & Kim, Daehwan, 2021, "Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101535.
• Dong, Xiyong & Song, Li & Yoon, Seong-Min, 2021, "How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101546.
• Wu, Wei-Hwa, 2021, "Extendible stock loan," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101549.
• Cepni, Oguzhan & Gupta, Rangan, 2021, "Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101550.
• Apergis, Nicholas, 2021, "The role of housing market in the effectiveness of monetary policy over the Covid-19 era," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109749.
• Boubaker, Sabri & Li, Bo & Liu, Zhenya & Zhang, Yifan, 2021, "Decomposing anomalies," Economics Letters, Elsevier, volume 202, issue C, DOI: 10.1016/j.econlet.2021.109835.
• Marinč, Matej & Massoud, Nadia & Ichev, Riste & Valentinčič, Aljoša, 2021, "Presidential candidates linguistic tone: The impact on the financial markets," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109876.
• Bertelsen, Kristoffer Pons & Borup, Daniel & Jakobsen, Johan Stax, 2021, "Stock market volatility and public information flow: A non-linear perspective," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109905.
• Na, Haejung & Kim, Soonho, 2021, "Predicting stock prices based on informed traders’ activities using deep neural networks," Economics Letters, Elsevier, volume 204, issue C, DOI: 10.1016/j.econlet.2021.109917.
• Liu, Hao & Chen, Yue & Wan, Wei & Zhang, Qun, 2021, "A novel explanation for idiosyncratic volatility anomaly: An asset decomposition perspective," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109994.
• Conlon, Thomas & Corbet, Shaen & McGee, Richard J., 2021, "Inflation and cryptocurrencies revisited: A time-scale analysis," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109996.
• Kim, Taejin, 2021, "Trust and trading volume," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110003.
• Rubbaniy, Ghulame & Polyzos, Stathis & Rizvi, Syed Kumail Abbas & Tessema, Abiot, 2021, "COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110017.
• Wang, Wenzhao, 2021, "The mean–variance relation: A 24-hour story," Economics Letters, Elsevier, volume 208, issue C, DOI: 10.1016/j.econlet.2021.110053.
• Qiu, Yue & Wang, Yifan & Xie, Tian, 2021, "Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies," Economics Letters, Elsevier, volume 208, issue C, DOI: 10.1016/j.econlet.2021.110092.
• Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2021, "The SOFR and the Fed’s influence over market interest rates," Economics Letters, Elsevier, volume 209, issue C, DOI: 10.1016/j.econlet.2021.110095.
• Philip Inyeob Ji & Seema Bogati Bhandari, 2021, "The price-rent dynamics and linkage of urban housing: evidence from Singapore," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 15, issue 3, pages 504-520, August, DOI: 10.1108/IJHMA-02-2021-0023.
• Qingxia Wang & Robert Faff & Min Zhu, 2021, "Informational content of options around analyst recommendations," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 3, pages 445-465, July, DOI: 10.1108/IJMF-04-2021-0168.
• Faten Moussa & Ezzeddine Delhoumi, 2021, "The asymmetric impact of interest and exchange rate on the stock market index: evidence from MENA region," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 10, pages 2510-2528, March, DOI: 10.1108/IJOEM-01-2020-0089.
• Oğuzhan Çepni & Selçuk Gül & Muhammed Hasan Yılmaz & Brian Lucey, 2021, "The impact of oil price shocks on Turkish sovereign yield curve," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 9, pages 2258-2277, February, DOI: 10.1108/IJOEM-06-2020-0681.
• Seungho Shin & Atsuyuki Naka & Saad Alsunbul, 2021, "Idiosyncratic volatility and interruption mechanisms in South Korean stock markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 3, pages 728-747, May, DOI: 10.1108/IJOEM-08-2020-0877.
• Vikas Gupta & Shveta Singh & Surendra S. Yadav, 2021, "Disaggregated IPO returns, economic uncertainty and the long-run performance of SME IPOs," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 3847-3867, December, DOI: 10.1108/IJOEM-09-2020-1098.
• Eyup Kadioglu, 2021, "Intraday analysis of regulation change in microstructure: evidence from an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 5, pages 1216-1235, June, DOI: 10.1108/IJOEM-11-2020-1310.
• Priya Malhotra & Pankaj Sinha, 2021, "Top-bottom investing skill and the fund alpha in Indian mutual fund industry: an empirical investigation," IIM Ranchi Journal of Management Studies, Emerald Group Publishing Limited, volume 1, issue 1, pages 4-20, October, DOI: 10.1108/IRJMS-06-2021-0015.
• Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi, 2021, "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A023.
• Yang Zhao & Zhonglu Chen, 2021, "Forecasting stock price movement: new evidence from a novel hybrid deep learning model," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 91-104, August, DOI: 10.1108/JABES-05-2021-0061.
• Yi Xuan Lim & Consilz Tan, 2021, "Do negative events really have deteriorating effects on stock performance? A comparative study on Tesla (US) and Nio (China)," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 105-119, December, DOI: 10.1108/JABES-07-2021-0106.
• Luis Berggrun & Emilio Cardona & Edmundo Lizarzaburu, 2021, "Deviations from fundamental value and future closed-end country fund returns," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 26, issue 52, pages 222-236, August, DOI: 10.1108/JEFAS-04-2021-0035.
• Huong Le & Andros Gregoriou, 2021, "Liquidity and asset pricing: evidence from a new free-float-adjusted price impact ratio," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 4, pages 751-771, June, DOI: 10.1108/JES-04-2021-0182.
• Asif M. Ruman, 2021, "Stock market implications of Fed's balance sheet size," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 2, pages 259-273, February, DOI: 10.1108/JES-09-2020-0437.
• Tobias Kellner & Dominik Maltritz, 2021, "A broad analysis of short-term overreactions in the market for cryptocurrencies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 8, pages 1585-1608, December, DOI: 10.1108/JES-09-2021-0488.
• Jinan Liu & Apostolos Serletis, 2021, "The complex relationship between inflation and equity returns," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 1, pages 159-184, January, DOI: 10.1108/JES-10-2020-0526.
• Saji Thazhungal Govindan Nair, 2021, "Price extremes and asymmetric dependence structures in stock returns: the emerging market evidence," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 8, pages 1502-1523, December, DOI: 10.1108/JES-10-2021-0507.
• Serkan Karadas & Minh Tam Tammy Schlosky & Joshua C. Hall, 2021, "Aggregate congressional trading and stock market returns," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 172-186, June, DOI: 10.1108/JFEP-02-2021-0035.
• Mariya Gubareva, 2021, "Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 6, pages 686-697, May, DOI: 10.1108/JFEP-07-2020-0151.
• Suriani Suriani & M. Shabri Abd. Majid & Raja Masbar & Nazaruddin A. Wahid & Abdul Ghafar Ismail, 2021, "Sukuk and monetary policy transmission in Indonesia: the role of asset price and exchange rate channels," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 12, issue 7, pages 1015-1035, August, DOI: 10.1108/JIABR-09-2019-0177.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021, "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 40, issue 6, pages 548-570, November, DOI: 10.1108/JPIF-06-2021-0052.
• Rangga Handika, 2021, "Contagions in interconnected power markets," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 3/4, pages 296-311, October, DOI: 10.1108/JRF-01-2021-0002.
• Yann Ferrat & Frédéric Daty & Radu Burlacu, 2021, "Short- and long-term effects of responsible investment growth on equity returns," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 1, pages 1-13, December, DOI: 10.1108/JRF-07-2021-0107.
• Ayesha Anwar & Rasidah Mohd-Rashid & Norliza Che Yahya & Chui Zi Ong, 2021, "Do sponsors and democratic government influence the flipping activity of Pakistan IPO? Evidence from developing market," Management Research Review, Emerald Group Publishing Limited, volume 45, issue 7, pages 882-896, October, DOI: 10.1108/MRR-02-2021-0137.
• Xiang Gao & Jiahao Gu & Yingchao Zhang, 2021, "Option informativeness before earnings announcements and under real activity manipulation," Pacific Accounting Review, Emerald Group Publishing Limited, volume 33, issue 3, pages 361-375, May, DOI: 10.1108/PAR-07-2020-0090.
• Eda Orhun, 2021, "The impact of COVID-19 global health crisis on stock markets and understanding the cross-country effects," Pacific Accounting Review, Emerald Group Publishing Limited, volume 33, issue 1, pages 142-159, January, DOI: 10.1108/PAR-07-2020-0096.
• Ayesha Anwar & Rasidah Mohd-Rashid, 2021, "Moderating effect of investor demand: privatized IPOs and flipping activity in the Pakistan IPO market," Pacific Accounting Review, Emerald Group Publishing Limited, volume 33, issue 3, pages 347-360, June, DOI: 10.1108/PAR-08-2020-0109.
• Asgar Ali & Hajam Abid Bashir, 2021, "Bibliometric study on asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 14, issue 3, pages 433-460, October, DOI: 10.1108/QRFM-07-2020-0114.
• Ying Zhang & Xing Lu & Wikrom Prombutr, 2021, "The asymmetric online talk effect," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 2, pages 157-182, February, DOI: 10.1108/RBF-05-2020-0117.
• Bei Chen & Quan Gan, 2021, "Measuring gambling activity in options market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 3, pages 345-378, March, DOI: 10.1108/RBF-08-2020-0206.
• Jennifer Brodmann & Phuvadon Wuthisatian & Rama K. Malladi, 2021, "The liquidity, performance and investor preference of socially responsible investments," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 2, pages 224-239, December, DOI: 10.1108/RBF-09-2021-0191.
• Wendy Kesuma & Irwan Adi Ekaputra & Dony Abdul Chalid, 2021, "Individual investor attention to stock split and the disposition effect," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 701-717, May, DOI: 10.1108/RBF-11-2020-0274.
• Mohammed Mohammed Elgammal & Fatma Ehab Ahmed & David Gordon McMillan, 2021, "The predictive ability of stock market factors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 111-124, October, DOI: 10.1108/SEF-01-2021-0010.
• Antonio Focacci, 2021, "Have institutional investors stocks portfolio strategies affected oil prices in a financialization context?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 5, pages 1007-1039, June, DOI: 10.1108/SEF-02-2021-0062.
• Ali Yavuz Polat & Ahmet Faruk Aysan & Hasan Tekin & Ahmet Semih Tunali, 2021, "Bitcoin-specific fear sentiment matters in the COVID-19 outbreak," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 98-110, September, DOI: 10.1108/SEF-02-2021-0080.
• Szymon Stereńczak, 2021, "Conditional stock liquidity premium: is Warsaw stock exchange different?," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 67-85, January, DOI: 10.1108/SEF-03-2020-0075.
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• Sowmya Subramaniam, 2021, "Geopolitical uncertainty and sovereign bond yields of BRICS economies," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 2, pages 311-330, November, DOI: 10.1108/SEF-05-2021-0214.
• Khandokar Istiak, 2021, "Broker-dealer leverage volatility and the US stock prices," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 1, pages 1-19, July, DOI: 10.1108/SEF-10-2020-0440.
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• Kwaku Boafo Baidoo, 2021, "Asymmetric Effects of Long and Short Selling Positions: Evidence from US Stock Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 71, issue 4, pages 306-322, December.
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• Don H. Kim & Marcelo Ochoa, 2021, "International Yield Spillovers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-001, Jan, DOI: 10.17016/FEDS.2021.001.
• Michael Smolyansky & Gustavo A. Suarez, 2021, "Non-monetary news in Fed announcements: Evidence from the corporate bond market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-010r1, Feb, revised 31 Jan 2025, DOI: 10.17016/FEDS.2021.010r1.
• Christopher Anderson, 2021, "Consumption-Based Asset Pricing When Consumers Make Mistakes," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-015, Mar, DOI: 10.17016/FEDS.2021.015.
• Sandro Lunghi & Daniel Schmidt & Bastian von Beschwitz, 2021, "Fundamental Arbitrage under the Microscope: Evidence from Detailed Hedge Fund Transaction Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-022, Mar, DOI: 10.17016/FEDS.2021.022.
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• Ketan B. Patel, 2021, "Managing Climate Risk in Mortgage Markets: A Role for Derivatives," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 462, pages 1-6, October.
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