Research classified by Journal of Economic Literature (JEL) codes

2020

• Shino Takayama, 2020, "Price Manipulation, Dynamic Informed Trading, and the Uniqueness of Equilibrium in Sequential Trading," Discussion Papers Series, School of Economics, University of Queensland, Australia, number 621, May.
• Iryna Kaminska & Haroon Mumtaz & Roman Sustek, 2020, "Monetary policy surprises and their transmission through term premia and expected interest rates," Working Papers, Queen Mary University of London, School of Economics and Finance, number 917, Nov.
• Quintana, Derry & Chicama, Diego & Cisneros, Alex & Nivín, Rafael & Sánchez, Elmer & Yamunaqué, Diego, 2020, "Mapa de calor para el mercado financiero peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 39, pages 21-58.
• Nivín, Rafael & Sánchez, Elmer & Quintana, Derry & Chicana, Diego & Cisneros, Alex & Yamunaqué, Diego, 2020, "Mapa de calor para el mercado financiero peruano," Revista Moneda, Banco Central de Reserva del Perú, issue 181, pages 17-22.
• Quintana, Derry & Chicana, Diego & Cisneros, Alex & Nivín, Rafael & Sánchez, Elmer & Yamunaqué, Diego, 2020, "Mapa de calor para el mercado financiero," Working Papers, Banco Central de Reserva del Perú, number 2020-010, Nov.
• Robert Barro & Tao Jin, 2020, "Online Appendix to "Rare Events and Long-Run Risks"," Online Appendices, Review of Economic Dynamics, number 18-485.
• Robert Barro & Tao Jin, 2020, "Code and data files for "Rare Events and Long-Run Risks"," Computer Codes, Review of Economic Dynamics, number 18-485, revised .
• Feng Dong & Jianjun Miao & Pengfei Wang, 2020, "Code and data files for "Asset Bubbles and Monetary Policy"," Computer Codes, Review of Economic Dynamics, number 20-155, revised .
• Sreèko Devjak, 2020, "Integrity of the benchmark price for price testing of US municipal bonds," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 38, issue 1, pages 215-235.
• Abdul Wahid & Muhammad Zubair Mumtaz, 2020, "Long-run price performance of local and dual class IPOs in alternative investment market," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 38, issue 1, pages 71-100.
• Gomez-Gonzalez, Jose Eduardo & Hirs-Garzon, Jorge & Uribe, Jorge M., 2020, "Spillovers beyond the variance: exploring the natural gas and oil higher order risk linkages with the global financial markets," Working papers, Red Investigadores de Economía, number 46, Jun.
• David P. Brown & Chen-Hao Tsai & Chi-Keung Woo & Jay Zarnikau & Shuangshuang Zhu, 2020, "Residential Electricity Pricing in Texas’s Competitive Retail Market," Working Papers, University of Alberta, Department of Economics, number 2020-04, Apr.
• Nikita Artamonov & Anna Voronina & Nikita Emelyanov & Aleksei Kurbatskii, 2020, "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 58, pages 55-75.
• Venkata Naga Satya Surendra Chimakurthi, 2020, "Digital Asset Management in the Communication of Product Promotional Activities," Asian Business Review, Asian Business Consortium, volume 10, issue 3, pages 177-186.
• Fitri Astuti & Anggi Setya Prayoga, 2020, "Market Reaction Analysis of Annual Report Award Announcement: An Event Study Using Abnormal Return, Trading Volume Activity, and Stock Price," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 4, issue 1, pages 340-352.
• Nuriatullah Nuriatullah, 2020, "Does Financial Ratios and Company Size Affect Dividend Payout Ratio?," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 4, issue 1, pages 393-412.
• Tyler Salathe & James McDonald, 2020, "Wealth management in the age of digital assets: How financial advisors can find opportunities amongst disruption," Journal of Financial Transformation, Capco Institute, volume 51, pages 28-33.
• José Ferreira & Ana Gama, 2020, "The Relationship Between The Factors Of Risk In Asset Evaluation Models And Future Economic Growth: Evidence From Three Regional Markets," Journal of Tourism, Sustainability and Well-being, CinTurs - Research Centre for Tourism, Sustainability and Well-being, University of Algarve, volume 8, issue 4, pages 300-319.
• Andrei S. Galkin & Ilya N. Gurov & Sergey S. Studnikov, 2020, "Accounting mechanism for information signals about the imposition of sanctions in valuation of a company," Economic Consultant, Scientific and Educational Initiative LLC, volume 29, issue 1, pages 57-64.
• Chamil W SENARATHNE & Wei JIANGUO, 2020, "Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 73-91, July.
• Karam KIM & Doojin RYU, 2020, "Predictive ability of investor sentiment for the stock market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 33-46, December.
• Zura Kakushadze & Willie Yu, 2020, "Machine Learning Treasury Yields," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 1, pages 1-65.
• Zura Kakushadze, 2020, "Option Pricing: Channels, Target Zones and Sideways Markets," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 25-33.
• Marianna Brunetti & Roberta De Luca, 2020, "Pre-selection in Cointegration-based Pairs Trading," CEIS Research Paper, Tor Vergata University, CEIS, number 500, Jun, revised 10 Mar 2021.
• Nicolas Soenen & Rudi Vander Vennet, 2020, "ECB Monetary Policy and Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 20/997, May.
• Zhifeng Cai, 2020, "Dynamic information acquisition and time-varying uncertainty," Departmental Working Papers, Rutgers University, Department of Economics, number 202002, Jan.
• Daniel Cahill & Kingsley Fong & Marvin Wee & Joey Wenling Yang, 2020, "The role of implied volatility in liquidity provision," Australian Journal of Management, Australian School of Business, volume 45, issue 1, pages 45-71, February, DOI: 10.1177/0312896219833423.
• Adrian Melia & Paul Docherty & Steve Easton, 2020, "The impact of regulation on the seasoned equity offering decision," Australian Journal of Management, Australian School of Business, volume 45, issue 1, pages 94-113, February, DOI: 10.1177/0312896219833724.
• Aravind Sampath & Arun Kumar Gopalaswamy, 2020, "Intraday Variability and Trading Volume: Evidence from National Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 3, pages 271-295, December, DOI: 10.1177/0972652720930586.
• Zubair Ali Raja & William J. Procasky & Renee Oyotode-Adebile, 2020, "The Relative Role of Sovereign CDS and Bond Markets in Efficiently Pricing Emerging Market Sovereign Credit Risk," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 3, pages 296-325, December, DOI: 10.1177/0972652720932772.
• V. Minasyan B. & В. Минасян Б., 2020, "Новые способы измерения катастрофических финансовых рисков: меры «VaR в степени t» и их вычисление // New Ways to Measure Catastrophic Financial Risks: “VaR to the power of t” Measures and How to Calc," 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 24, issue 3, pages 92-109.
• V. Minasyan B & В. Минасян Б., 2020, "Новые меры рисков «VaR в степени t» и «ES в степени t» и меры риска искажения // New Risk Measures “VaR to the Power of t” and “ES to the Power of t” and Distortion Risk Measures," 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 24, issue 6, pages 92-107.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 563, May.
• López Herrera, Francisco & Macías Trejo, Luis Guadalupe & De la Torre Torres, Oscar Valdemar, 2020, "Desempeño de ocho de las criptomonedas de mayor capitalización de mercado / Performance of Eight of the Cryptocurrencies of Greater Market Capitalization," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 1, pages 103-128, enero-jun.
• Martínez Escobar, Juan Andrés & González Brambila, Silvia Beatriz & Mora Gutiérrez, Román Anselmo & Caudillo Félix, Rubén, 2020, "Desarrollo de una metodología para el análisis y el pronóstico de acciones de la Bolsa Mexicana de Valores basada en optimización / Development of a methodology for the analysis and forecasting for st," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 2, pages 129-162, julio-dic.
• Lucas Herrenbrueck, 2020, "Why a pandemic recession should boost asset prices (. . . according to standard economic theory)," Discussion Papers, Department of Economics, Simon Fraser University, number dp20-07, Aug.
• Tomasz Piotr Kostyra & Michał Rubaszek, 2020, "Forecasting the Yield Curve for Poland," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 103-117, December, DOI: 10.2478/erfin-2020-0006.
• İsmet Göçer & Serdar Ongan, 2020, "Asymmetric Impacts of Inflation on the US Bond Rates and FED’s Pre-Emptive Policy," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, volume 5, issue 2, pages 143-157, December, DOI: 10.2478/erfin-2020-0008.
• Jacek Karasiñski, 2020, "Changing Weak-Form Informational Efficiency: A Study on the World’s Stock Markets," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 48-61.
• Jacek Karasiñski & Patryk Zduñczak, 2020, "Outstandingly High Values of the Market Value Ratios as a Symptom of Market Informational Inefficiency: A Study on the Warsaw Stock Exchange (Wyj¹tkowo wysokie wartoœci wskaŸników wartoœci rynkowej ja," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 78-91.
• In Choi & Rui Lin & Yongcheol Shin, 2020, "Canonical Correlation-based Model Selection for the Multilevel Factors," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2008.
• In Choi & Rui Lin & Yongcheol Shin, 2020, "Online Appendix for Canonical Correlation-based Model Selection for the Multilevel Factors," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2009.
• Arhan Sabri ERTAN & Cenk Cevat KARAHAN & Ahmet Musa KÖSELİ, 2020, "Financial Value of Analyst Recommendations: Talent or Risk Factor? Abstract: Financial analysts not only contribute to the informational efficiency of stock markets with their detailed reports, they a," Sosyoekonomi Journal, Sosyoekonomi Society.
• Fernando Moraes & Rodrigo De-Losso, 2020, "Risk Factor Centrality and the Cross-Section of Expected Returns," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_17, Sep.
• Fernando Moraes & Rodrigo De-Losso, 2020, "Risk Factors’ CPDAG Roots and the Cross-Section of Expected Returns," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_18, Sep.
• Fabio Cereda & Fernando Chague & Rodrigo De Losso & Alan De Genaro & Bruno Giovannetti, 2020, "Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_22, Oct.
• Eurilton Araujo & Ricardo D. Brito & Antonio Z. Sanvicente, 2020, "Long-term stock returns in Brazil: volatile equity returns for U.S.-like investors," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_06, Jun.
• Dimitrios Koutmos, 2020, "Market risk and Bitcoin returns," Annals of Operations Research, Springer, volume 294, issue 1, pages 453-477, November, DOI: 10.1007/s10479-019-03255-6.
• Stefan Dierkes & Imke de Maeyer, 2020, "Valuation with mixed financing strategies," Business Research, Springer;German Academic Association for Business Research, volume 13, issue 3, pages 1317-1341, November, DOI: 10.1007/s40685-020-00126-w.
• Yuehao Lin & Thorsten Lehnert, 2020, "A note on Stein’s overreaction puzzle," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 269-276, June, DOI: 10.1007/s10203-019-00244-z.
• Olivier Le Courtois & François Quittard-Pinon & Xiaoshan Su, 2020, "Pricing and hedging defaultable participating contracts with regime switching and jump risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 1, pages 303-339, June, DOI: 10.1007/s10203-020-00276-w.
• David Iheke Okorie, 2020, "Could stock hedge Bitcoin risk(s) and vice versa?," Digital Finance, Springer, volume 2, issue 1, pages 117-136, September, DOI: 10.1007/s42521-019-00011-0.
• David Iheke Okorie, 2020, "Correction to: Could stock hedge Bitcoin risk(s) and vice versa?," Digital Finance, Springer, volume 2, issue 1, pages 137-142, September, DOI: 10.1007/s42521-019-00013-y.
• Thomas Renault, 2020, "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Digital Finance, Springer, volume 2, issue 1, pages 1-13, September, DOI: 10.1007/s42521-019-00014-x.
• Sergey Nasekin & Cathy Yi-Hsuan Chen, 2020, "Deep learning-based cryptocurrency sentiment construction," Digital Finance, Springer, volume 2, issue 1, pages 39-67, September, DOI: 10.1007/s42521-020-00018-y.
• Arianna Agosto & Paolo Giudici, 2020, "COVID-19 contagion and digital finance," Digital Finance, Springer, volume 2, issue 1, pages 159-167, September, DOI: 10.1007/s42521-020-00021-3.
• André Meyer & Lennart Ante, 2020, "Effects of initial coin offering characteristics on cross-listing returns," Digital Finance, Springer, volume 2, issue 3, pages 259-283, December, DOI: 10.1007/s42521-020-00025-z.
• Ha Nguyen & Bin Liu & Nirav Y. Parikh, 2020, "Exploring the short-term momentum effect in the cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 425-443, July, DOI: 10.1007/s40844-020-00176-z.
• Wei Zhang & Pengfei Wang, 2020, "Investor attention and the pricing of cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 445-468, July, DOI: 10.1007/s40844-020-00182-1.
• Hongwei Chuang, 2020, "The impacts of institutional ownership on stock returns," Empirical Economics, Springer, volume 58, issue 2, pages 507-533, February, DOI: 10.1007/s00181-018-1519-3.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2020, "Expiration day effects on European trading volumes," Empirical Economics, Springer, volume 58, issue 4, pages 1603-1638, April, DOI: 10.1007/s00181-019-01627-2.
• Wali Ullah, 2020, "The arbitrage-free generalized Nelson–Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts?," Empirical Economics, Springer, volume 59, issue 3, pages 1243-1284, September, DOI: 10.1007/s00181-019-01710-8.
• Patrizia Perras & Niklas Wagner, 2020, "On the pricing of overnight market risk," Empirical Economics, Springer, volume 59, issue 3, pages 1307-1327, September, DOI: 10.1007/s00181-019-01714-4.
• Imad A. Moosa, 2020, "The bitcoin: a sparkling bubble or price discovery?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 93-113, March, DOI: 10.1007/s40812-019-00135-9.
• Dean Fantazzini & Stephan Zimin, 2020, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 19-69, March, DOI: 10.1007/s40812-019-00136-8.
• Pierre Chaigneau & Louis Eeckhoudt, 2020, "Downside risk-neutral probabilities," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), volume 8, issue 1, pages 65-77, April, DOI: 10.1007/s40505-019-00165-5.
• Ralph Sonenshine, 2020, "Merger waves: are buyers following the herd or responding to structural queues?," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 10, issue 2, pages 287-308, June, DOI: 10.1007/s40821-019-00136-7.
• Imran Yousaf & Shoaib Ali, 2020, "Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-18, December, DOI: 10.1186/s40854-020-00213-1.
• Damien Ackerer & Damir Filipović, 2020, "Linear credit risk models," Finance and Stochastics, Springer, volume 24, issue 1, pages 169-214, January, DOI: 10.1007/s00780-019-00409-z.
• Michael R. Tehranchi, 2020, "A Black–Scholes inequality: applications and generalisations," Finance and Stochastics, Springer, volume 24, issue 1, pages 1-38, January, DOI: 10.1007/s00780-019-00410-6.
• Ioannis Karatzas & Donghan Kim, 2020, "Trading strategies generated pathwise by functions of market weights," Finance and Stochastics, Springer, volume 24, issue 2, pages 423-463, April, DOI: 10.1007/s00780-019-00414-2.
• Kim Weston & Gordan Žitković, 2020, "An incomplete equilibrium with a stochastic annuity," Finance and Stochastics, Springer, volume 24, issue 2, pages 359-382, April, DOI: 10.1007/s00780-020-00415-6.
• Claudio Fontana & Zorana Grbac & Sandrine Gümbel & Thorsten Schmidt, 2020, "Term structure modelling for multiple curves with stochastic discontinuities," Finance and Stochastics, Springer, volume 24, issue 2, pages 465-511, April, DOI: 10.1007/s00780-020-00416-5.
• Misha Beek & Michel Mandjes & Peter Spreij & Erik Winands, 2020, "Regime switching affine processes with applications to finance," Finance and Stochastics, Springer, volume 24, issue 2, pages 309-333, April, DOI: 10.1007/s00780-020-00419-2.
• Paolo Guasoni & Gu Wang, 2020, "Consumption in incomplete markets," Finance and Stochastics, Springer, volume 24, issue 2, pages 383-422, April, DOI: 10.1007/s00780-020-00420-9.
• Paolo Guasoni & Kwok Chuen Wong, 2020, "Asset prices in segmented and integrated markets," Finance and Stochastics, Springer, volume 24, issue 4, pages 939-980, October, DOI: 10.1007/s00780-020-00433-4.
• Gian Maria Tomat, 2020, "Present Value Models and the Behaviour of European Financial Markets," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 6, issue 3, pages 493-520, November, DOI: 10.1007/s40797-019-00110-2.
• Sabyasachi Mohapatra & Arun Kumar Misra & Marimuthu Murali Kannan, 2020, "Risk factors explaining returns anomaly in emerging market banks – study on Indian banking system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 417-433, July, DOI: 10.1007/s12197-019-09490-8.
• Gulraze Wakil, 2020, "Firm size proxies and the value relevance of predictive stock return models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 434-457, July, DOI: 10.1007/s12197-019-09491-7.
• Zachary McGurk & Adam Nowak & Joshua C. Hall, 2020, "Stock returns and investor sentiment: textual analysis and social media," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 458-485, July, DOI: 10.1007/s12197-019-09494-4.
• Justin Cox, 2020, "Market fragmentation and post-earnings announcement drift," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 587-610, July, DOI: 10.1007/s12197-020-09506-8.
• Faruk Balli & Hatice O. Balli & Mudassar Hasan & Russell Gregory-Allen, 2020, "Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 670-686, October, DOI: 10.1007/s12197-020-09508-6.
• Justin Cox & Adam Schwartz & Robert Ness, 2020, "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 724-748, October, DOI: 10.1007/s12197-020-09513-9.
• Farhang Niroomand & Massoud Metghalchi & Massomeh Hajilee, 2020, "Efficient market hypothesis: a ruinous implication for Portugese stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 749-763, October, DOI: 10.1007/s12197-020-09514-8.
• Moinak Maiti & Darko Vuković, 2020, "Role of human assets in measuring firm performance and its implication for firm valuation," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-27, December, DOI: 10.1186/s40008-020-00223-3.
• Annarita Colasante & Aurora García-Gallego & Nikolaos Georgantzis & Andrea Morone, 2020, "Voluntary contributions in a system with uncertain returns: a case of systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 1, pages 111-132, January, DOI: 10.1007/s11403-019-00276-z.
• Hui Ying Sng & Yang Zhang & Huanhuan Zheng, 2020, "Margin trade, short sales and financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 3, pages 673-702, July, DOI: 10.1007/s11403-019-00256-3.
• Feixue Gong & Gregory Phelan, 2020, "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 70, issue 2, pages 579-605, September, DOI: 10.1007/s00199-019-01222-7.
• Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020, "Long-run expectations in a learning-to-forecast experiment: a simulation approach," Journal of Evolutionary Economics, Springer, volume 30, issue 1, pages 75-116, January, DOI: 10.1007/s00191-018-0585-1.
• Gaurav Raizada & Vartika Srivastava & S. V. D. Nageswara Rao, 2020, "Shall One Sit “Longer” for a Free Lunch? Impact of Trading Durations on the Realized Variances and Volatility Spillovers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 1-28, March, DOI: 10.1007/s40953-019-00169-9.
• Vighneswara Swamy & M. Dharani, 2020, "RETRACTED ARTICLE: Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 2, pages 403-423, June, DOI: 10.1007/s40953-019-00185-9.
• Shuonan Yuan & Marc Oliver Rieger & Nilüfer Caliskan, 2020, "Maxing out: the puzzling influence of past maximum returns on future asset prices in a cross-country analysis," Management Review Quarterly, Springer, volume 70, issue 4, pages 567-589, November, DOI: 10.1007/s11301-019-00176-3.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Variance swap payoffs, risk premia and extreme market conditions," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 106-124, DOI: 10.1016/j.ecosta.2019.05.003.
• Hlouskova, Jaroslava & Sögner, Leopold, 2020, "GMM estimation of affine term structure models," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 2-15, DOI: 10.1016/j.ecosta.2019.10.001.
• Mensi, Walid & Hammoudeh, Shawkat & Tiwari, Aviral Kumar & Al-Yahyaee, Khamis Hamed, 2020, "Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models," Economic Systems, Elsevier, volume 44, issue 1, DOI: 10.1016/j.ecosys.2019.100739.
• ter Ellen, Saskia & Jansen, Edvard & Midthjell, Nina Larsson, 2020, "ECB Spillovers and domestic monetary policy effectiveness in small open economies," European Economic Review, Elsevier, volume 121, issue C, DOI: 10.1016/j.euroecorev.2019.103338.
• Adão, Bernardino & Silva, André C., 2020, "The effect of firm cash holdings on monetary policy," European Economic Review, Elsevier, volume 128, issue C, DOI: 10.1016/j.euroecorev.2020.103508.
• Hudson, Robert & Urquhart, Andrew & Zhang, Hanxiong, 2020, "Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103523.
• Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020, "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, volume 287, issue 2, pages 712-724, DOI: 10.1016/j.ejor.2020.03.053.
• Foye, James & Valentinčič, Aljoša, 2020, "Testing factor models in Indonesia," Emerging Markets Review, Elsevier, volume 42, issue C, DOI: 10.1016/j.ememar.2019.100628.
• Chen, Jun & Tian, Gaoliang & Yang, Fan, 2020, "Individual investors' propensity to speculate and A-share premiums in China's A-shares and H-shares," Emerging Markets Review, Elsevier, volume 43, issue C, DOI: 10.1016/j.ememar.2020.100689.
• Ho, Kin-Yip & An, Jiyoun, 2020, "Decomposing the value premium: The role of intangible information in the Chinese stock market," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100700.
• Ouyang, Liangyi & Cao, Bolong, 2020, "Selective pump-and-dump: The manipulation of their top holdings by Chinese mutual funds around quarter-ends," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100697.
• Yang, Jun & Lu, Jing & Xiang, Cheng, 2020, "Company visits and stock price crash risk: Evidence from China," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100723.
• Bian, Jiangze & Chan, Kalok & Fong, Wai-Ming, 2020, "Investor participation and the volatility-volume relation: Evidence from an emerging market," Emerging Markets Review, Elsevier, volume 45, issue C, DOI: 10.1016/j.ememar.2020.100741.
• Wan, Xiaoyuan, 2020, "The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 104-118, DOI: 10.1016/j.jempfin.2019.11.003.
• Caglayan, Mustafa Onur & Xue, Wenjun & Zhang, Liwen, 2020, "Global investigation on the country-level idiosyncratic volatility and its determinants," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 143-160, DOI: 10.1016/j.jempfin.2019.11.006.
• Zaremba, Adam & Kizys, Renatas & Raza, Muhammad Wajid, 2020, "The long-run reversal in the long run: Insights from two centuries of international equity returns," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 177-199, DOI: 10.1016/j.jempfin.2019.11.007.
• Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020, "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 200-217, DOI: 10.1016/j.jempfin.2019.11.008.
• Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020, "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 218-240, DOI: 10.1016/j.jempfin.2019.12.001.
• Sy, Oumar & Zaman, Ashraf Al, 2020, "Is the presidential premium spurious?," Journal of Empirical Finance, Elsevier, volume 56, issue C, pages 94-104, DOI: 10.1016/j.jempfin.2020.01.001.
• Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2020, "Communication and financial supervision: How does disclosure affect market stability?," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2020.01.002.
• Tao, Ran & Brooks, Chris & Bell, Adrian R., 2020, "When is a MAX not the MAX? How news resolves information uncertainty," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 33-51, DOI: 10.1016/j.jempfin.2020.03.002.
• Ang, Tze Chuan ‘Chewie’ & Lam, F.Y. Eric C. & Wei, K.C. John, 2020, "Mispricing firm-level productivity," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 139-163, DOI: 10.1016/j.jempfin.2020.05.008.
• Pedersen, Thomas Quistgaard & Schütte, Erik Christian Montes, 2020, "Testing for explosive bubbles in the presence of autocorrelated innovations," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 207-225, DOI: 10.1016/j.jempfin.2020.06.002.
• Chen, Guodong & Lee, Minjoon & Nam, Tong-yob, 2020, "Forced retirement risk and portfolio choice," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 293-315, DOI: 10.1016/j.jempfin.2020.06.007.
• Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai, 2020, "Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 333-355, DOI: 10.1016/j.jempfin.2020.06.006.
• Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020, "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 36-49, DOI: 10.1016/j.jempfin.2020.05.007.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2020, "Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 96-120, DOI: 10.1016/j.jempfin.2020.05.005.
• Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng, 2020, "Industry equi-correlation: A powerful predictor of stock returns," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2020.07.005.
• Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020, "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 109-132, DOI: 10.1016/j.jempfin.2020.09.005.
• Blocher, Jesse & Haslag, Peter & Zhang, Chi, 2020, "Short trading and short investing," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 154-171, DOI: 10.1016/j.jempfin.2020.09.007.
• Maio, Paulo & Xu, Danielle, 2020, "Cash-flow or return predictability at long horizons? The case of earnings yield," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 172-192, DOI: 10.1016/j.jempfin.2020.10.001.
• Chen, Linda H. & Jiang, George J. & Xu, Danielle D. & Yao, Tong, 2020, "Dissecting the idiosyncratic volatility anomaly," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 193-209, DOI: 10.1016/j.jempfin.2020.10.004.
• Li, Mingyi & Yin, Xiangkang & Zhao, Jing, 2020, "Does program trading contribute to excess comovement of stock returns?," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 257-277, DOI: 10.1016/j.jempfin.2020.11.001.
• Urom, Christian & Chevallier, Julien & Zhu, Bangzhu, 2020, "A dynamic conditional regime-switching GARCH CAPM for energy and financial markets," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104577.
• Reboredo, Juan C. & Ugolini, Andrea & Aiube, Fernando Antonio Lucena, 2020, "Network connectedness of green bonds and asset classes," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104629.
• Liu, Xiaoran & Ronn, Ehud I., 2020, "Using the binomial model for the valuation of real options in computing optimal subsidies for Chinese renewable energy investments," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104692.
• Tzouvanas, Panagiotis & Kizys, Renatas & Chatziantoniou, Ioannis & Sagitova, Roza, 2020, "Environmental disclosure and idiosyncratic risk in the European manufacturing sector," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104715.
• Jiang, Yong & Zhou, Zhongbao & Liu, Qing & Lin, Ling & Xiao, Helu, 2020, "How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104737.
• Kang, Boda & Nikitopoulos, Christina Sklibosios & Prokopczuk, Marcel, 2020, "Economic determinants of oil futures volatility: A term structure perspective," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104743.
• Kanamura, Takashi, 2020, "Are green bonds environmentally friendly and good performing assets?," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104767.
• Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2020, "Oil price shocks, global financial markets and their connectedness," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104771.
• Steffen, Bjarne, 2020, "Estimating the cost of capital for renewable energy projects," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104783.
• Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2020, "Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104762.
• Wen, Fenghua & Zhao, Lili & He, Shaoyi & Yang, Guozheng, 2020, "Asymmetric relationship between carbon emission trading market and stock market: Evidences from China," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104850.
• Wang, Jiqian & Huang, Yisu & Ma, Feng & Chevallier, Julien, 2020, "Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104897.
• Hammoudeh, Shawkat & Ajmi, Ahdi Noomen & Mokni, Khaled, 2020, "Relationship between green bonds and financial and environmental variables: A novel time-varying causality," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104941.
• Brown, D.P. & Tsai, C.H. & Woo, C.K. & Zarnikau, J. & Zhu, S., 2020, "Residential electricity pricing in Texas's competitive retail market," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104953.
• Zarnikau, J. & Zhu, S. & Woo, C.K. & Tsai, C.H., 2020, "Texas's operating reserve demand curve's generation investment incentive," Energy Policy, Elsevier, volume 137, issue C, DOI: 10.1016/j.enpol.2019.111143.
• Yahya, Muhammad & Ghosh, Sajal & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah, 2020, "Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes," Energy, Elsevier, volume 202, issue C, DOI: 10.1016/j.energy.2020.117777.
• Cheang, Chi Wan & Olmo, Jose & Ma, Tiejun & Sung, Ming-Chien & McGroarty, Frank, 2020, "Optimal asset allocation using a combination of implied and historical information," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101419.
• Dang, Tung Lam & Dang, Man & Hoang, Luong & Nguyen, Lily & Phan, Hoang Long, 2020, "Media coverage and stock price synchronicity," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101430.
• Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2020, "Hedge fund strategies: A non-parametric analysis," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101436.
• Meng, Xiangtong & Zhang, Wei & Li, Youwei & Cao, Xing & Feng, Xu, 2020, "Social media effect, investor recognition and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101432.
• Bianchi, Robert J. & Fan, John Hua & Todorova, Neda, 2020, "Financialization and de-financialization of commodity futures: A quantile regression approach," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2019.101451.
• Anagnostidis, Panagiotis & Fontaine, Patrice, 2020, "Liquidity commonality and high frequency trading: Evidence from the French stock market," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2019.101428.
• Ibikunle, Gbenga & McGroarty, Frank & Rzayev, Khaladdin, 2020, "More heat than light: Investor attention and bitcoin price discovery," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101459.
• Ramos, Henrique Pinto & Righi, Marcelo Brutti, 2020, "Liquidity, implied volatility and tail risk: A comparison of liquidity measures," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101463.
• Nguyen, Minh, 2020, "Collateral haircuts and bond yields in the European government bond markets," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101467.
• Tsuji, Chikashi, 2020, "Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2019.101392.
• Xu, Liao & Xu, Lu & Zhao, Jing & Zhao, Yang, 2020, "Information-based trading and information propagation: Evidence from the exchange traded fund market," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101495.
• Li, Bin & Yao, Yao & Shahab, Yasir & Li, Hai-Xia & Ntim, Collins G., 2020, "Parent-subsidiary dispersion and executive excess perks consumption," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101501.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020, "Profitability of momentum strategies in Latin America," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101502.
• Bergsma, Kelley & Tayal, Jitendra, 2020, "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101511.
• Liu, Sha & Han, Jingguang, 2020, "Media tone and expected stock returns," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101522.
• Stereńczak, Szymon, 2020, "Stock liquidity premium with stochastic price impact and exogenous trading strategy," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2019.04.008.
• Loncan, Tiago, 2020, "Foreign institutional ownership and corporate cash holdings: Evidence from emerging economies," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2018.12.003.
• Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020, "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2018.11.008.
• Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth, 2020, "Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101452.
• Hudson, Yawen & Yan, Meilan & Zhang, Dalu, 2020, "Herd behaviour & investor sentiment: Evidence from UK mutual funds," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101494.
• Liang, Chao & Tang, Linchun & Li, Yan & Wei, Yu, 2020, "Which sentiment index is more informative to forecast stock market volatility? Evidence from China," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101552.
• Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020, "Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101557.
• Hasselgren, Anton & Peltomäki, Jarkko & Graham, Michael, 2020, "Speculator activity and the cross-asset predictability of FX returns," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101561.
• Hu, Yang & Hou, Yang Greg & Oxley, Les, 2020, "What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101569.
• Dong, Hang & Gil-Bazo, Javier, 2020, "Sentiment stocks," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101573.
• Umutlu, Mehmet & Bengitöz, Pelin, 2020, "The cross-section of industry equity returns and global tactical asset allocation across regions and industries," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101574.
• Xiong, Xiong & Meng, Yongqiang & Joseph, Nathan Lael & Shen, Dehua, 2020, "Stock mispricing, hard-to-value stocks and the influence of internet stock message boards," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101576.
• David-Pur, Lior & Galil, Koresh & Rosenboim, Mosi, 2020, "The dynamics of sovereign yields over swap rates in the Eurozone market," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101578.
• Bellu, Mirko & Conversano, Claudio, 2020, "Protected Adaptive Asset Allocation," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.007.
• Hammami, Yacine & Zhu, Jie, 2020, "Understanding time-varying short-horizon predictability✰," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.009.
• Kim, Kyung Soon & Chung, Chune Young & Liu, Chang, 2020, "Is institutional monitoring time-varying? Evidence from the Korean market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.10.021.
• Khuntia, Sashikanta & Pattanayak, J.K., 2020, "Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.025.
• Lee, Hwang Hee & Oh, Frederick Dongchuhl, 2020, "Corporate innovation and credit default swap spreads," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.030.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020, "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.06.014.
• Li, Huan, 2020, "Asset pricing with long-run durable expenditure risk," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.032.
• Chen, Tsung-Yu & Chou, Pin-Huang & Yang, Nien-Tzu, 2020, "Momentum and reversals: Are they really separate phenomena?," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.02.002.
• Carmichael, Benoît & Coën, Alain, 2020, "Real estate as a common risk factor in the financial sector: International evidence," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.029.
• Chen, Zilin & Gao, Kang & Huang, Weiwei, 2020, "Stock liquidity and excess leverage," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.034.
• Jiang, Fuwei & Jin, Fujing & Tang, Guohao, 2020, "Dissecting the effectiveness of firm financial strength in predicting Chinese stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.101332.
• Aloosh, Arash & Ouzan, Samuel, 2020, "The psychology of cryptocurrency prices," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.010.
• Verdickt, Gertjan, 2020, "Is fertility a leading indicator for stock returns?," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.001.
• Nguyen, Anh Duy, 2020, "Alternative reversal variable," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.025.
• Cheng, Feiyang & Chiao, Chaoshin & Fang, Zhenming & Wang, Chunfeng & Yao, Shouyu, 2020, "Raising short-term debt for long-term investment and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.018.
• Sebastião, Helder & Godinho, Pedro, 2020, "Bitcoin futures: An effective tool for hedging cryptocurrencies," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.07.003.
• Iyer, Subramanian R. & Simkins, Betty J. & Wang, Heng, 2020, "Cyberattacks and impact on bond valuation," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.013.
• Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020, "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.014.
• Reus, Lorenzo & Carrasco, José A. & Pincheira, Pablo, 2020, "Do it with a smile: Forecasting volatility with currency options," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.024.
• Shen, Dehua & Urquhart, Andrew & Wang, Pengfei, 2020, "A three-factor pricing model for cryptocurrencies," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.021.
• Kim, Soonho & Na, Haejung, 2020, "Earnings information, arbitrage constraints, and the forecast dispersion anomaly," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101311.
• Borochin, Paul & Kopeliovich, Yaacov & Shea, Kevin, 2020, "A general method for valuing complex capital structures," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101304.
• Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2020, "Does intraday time-series momentum exist in Chinese stock index futures market?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.007.
• Hong, Yun & Li, Yi, 2020, "Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.015.
• Kim, Jae H. & Shamsuddin, Abul, 2020, "A bootstrap test for predictability of asset returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.004.
• Long, Huaigang & Zaremba, Adam & Demir, Ender & Szczygielski, Jan Jakub & Vasenin, Mikhail, 2020, "Seasonality in the Cross-Section of Cryptocurrency Returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101566.