Research classified by Journal of Economic Literature (JEL) codes

2021

• Abramov Alexander & Chernova Maria & Radygin Alexandr, 2021, "The Russian Financial Market," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2021-1119, revised 2021.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Corporate Pension Plans: Trends and Prospects for their Implementation
  [Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Abramov Alexander & Kosyrev Andrey & Radygin Alexander & Chernova Maria, 2021, "Корпоративные Пенсионные Планы: Тенденции И Перспективы Реализации," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 10, pages 35-39, October.
• Roman Frydman & Nicholas Mangee, 2021, "Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic," JRFM, MDPI, volume 14, issue 11, pages 1-13, November.
• Jean-Louis Bago & Koffi Akakpo & Imad Rherrad & Ernest Ouédraogo, 2021, "Volatility Spillover and International Contagion of Housing Bubbles," JRFM, MDPI, volume 14, issue 7, pages 1-14, June.
• Knut K. Aase & Petter Bjerksund, 2021, "The Optimal Spending Rate versus the Expected Real Return of a Sovereign Wealth Fund," JRFM, MDPI, volume 14, issue 9, pages 1-36, September.
• Nuno Silva & Helder Sebastião & Diogo Henriques, 2021, "IPO Patterns in Euronext After the Global Financial Crisis of 2007-2008," Notas Económicas, Faculty of Economics, University of Coimbra, issue 52, pages 137-155, july, DOI: 0000-0002-1743-6869.
• Barras, Laurent & Scaillet, Olivier & Gagliardini, Patrick, 2021, "Skill, scale, and value creation in the mutual fund industry," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:150822.
• Senay Agca & Volodymyr Babich & John Birge & Jing Wu, 2021, "Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market," Working Papers, The George Washington University, Institute for International Economic Policy, number 2021-18.
• Senay Agca & John Birge & Zi'ang Wang & Jing Wu, 2021, "The Impact of COVID-19 on Supply Chain Credit Risk," Working Papers, The George Washington University, Institute for International Economic Policy, number 2021-19.
• Dominique Guégan & Thomas Renault, 2021, "Does investor sentiment on social media provide robust information for Bitcoin returns predictability?," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03205154, Jan, DOI: 10.1016/j.frl.2020.101494.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2022, "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-02993656, Feb, DOI: 10.1016/j.jmateco.2022.102651.
• Marcel Aloy & Floris Laly & Sébastien Laurent & Christelle Lecourt, 2021, "Modeling Time-Varying Conditional Betas. A Comparison of Methods with Application for REITs," Post-Print, HAL, number hal-03103717, Jan, DOI: 10.1007/978-3-030-54252-8_9.
• Dominique Guégan & Thomas Renault, 2021, "Does investor sentiment on social media provide robust information for Bitcoin returns predictability?," Post-Print, HAL, number hal-03205154, Jan, DOI: 10.1016/j.frl.2020.101494.
• Soosung Hwang & Alexandre Rubesam & Mark Salmon, 2021, "Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly," Post-Print, HAL, number hal-03275894, Mar, DOI: 10.1016/j.jimonfin.2020.102318.
• Xiang Zhang & Yangyi Liu & Kun Wu & Bertrand Maillet, 2021, "Tradable or nontradable factors : what does the Hansen–Jagannathan distance tell us?," Post-Print, HAL, number hal-03287946, Jan.
• Sabri Boubaker & Zhenya Liu & Shanglin Lu & Yifan Zhang, 2021, "Trading signal, functional data analysis and time series momentum," Post-Print, HAL, number hal-03323675, Oct, DOI: 10.1016/j.frl.2021.101933.
• Alex Edmans & Adrian Fernandez-Perez & Alexandre Garel & Ivan Indriawan, 2021, "Music Sentiment and Stock Returns Around the World," Post-Print, HAL, number hal-03324805, Aug, DOI: 10.1016/j.jfineco.2021.08.014.
• Nidhaleddine Ben Cheikh & Sami Ben Naceur & Oussama Kanaan & Christophe Rault, 2021, "Investigating the asymmetric impact of oil prices on GCC stock markets," Post-Print, HAL, number hal-03529868, Sep, DOI: 10.1016/j.econmod.2021.105589.
• Stephanie Ligot & Roland Gillet & Iryna Veryzhenko, 2021, "Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency," Post-Print, HAL, number hal-03621248, Nov, DOI: 10.1016/j.intfin.2021.101437.
• Md Akhtaruzzaman & Sabri Boubaker & Mardy Chiah & Angel Zhong, 2021, "COVID−19 and oil price risk exposure," Post-Print, HAL, number hal-04455591, DOI: 10.1016/j.frl.2020.101882.
• Hatem Rjiba & Samir Saadi & Sabri Boubaker & Xiaoya Ding, 2021, "Annual report readability and the cost of equity capital," Post-Print, HAL, number hal-04455605, Feb, DOI: 10.1016/j.jcorpfin.2021.101902.
• Philippe Aghion & Nicholas Bloom & Brian Lucking & Raffaella Sadun & John van Reenen, 2021, "Turbulence, Firm Decentralization, and Growth in Bad Times," Post-Print, HAL, number halshs-03166697, Jan, DOI: 10.1257/app.20180752.
• Philippe Aghion & Nicholas Bloom & Brian Lucking & Raffaella Sadun & John van Reenen, 2021, "Turbulence, Firm Decentralization, and Growth in Bad Times," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-03166697, Jan, DOI: 10.1257/app.20180752.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021, "Superstar Returns," Sciences Po Economics Publications (main), HAL, number hal-03881493, Dec.
• Julien Prat & Vincent Danos & Stefania Marcassa, 2021, "Fundamental Pricing of Utility Tokens," Working Papers, HAL, number hal-03096267, Jan, DOI: 10.1287/mnsc.2023.00566.
• Ahmet Faruk Aysan & Ali Yavuz Polat & Hasan Tekin & Ahmet Semih Tunali, 2021, "Bitcoin-specific fear sentiment and bitcoin returns in the COVID-19 outbreak," Working Papers, HAL, number hal-03354930, Sep.
• William Goetzmann & Christophe Spaenjers & Stijn van Nieuwerburgh, 2021, "Real and Private-Value Assets," Working Papers, HAL, number hal-03501704, Mar, DOI: 10.2139/ssrn.3803091.
• Francisco Amaral & Martin Dohmen & Sebastian Kohl & Moritz Schularick, 2021, "Superstar Returns," Working Papers, HAL, number hal-03881493, Dec.
• Lise Clain-Chamosset-Yvrard & Xavier Raurich & Thomas Seegmuller, 2021, "Entrepreneurship, growth and productivity with bubbles," Working Papers, HAL, number halshs-03134474, Feb.
• Tihana Škrinjarić, 2021, "Return, Risk And Market Indeks Online Volume Search Interdependence: Shock Spillover Approach On Zagreb Stock Exchange," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 72, issue 1, pages 3-33, DOI: 10.32910/ep.72.1.1.
• Hearn, Bruce & Oxelheim, Lars & Randøy, Trond, 2021, "The Impact of Founders on Information Asymmetry vis-à-vis Outside Investors: Evidence from Caribbean Offshore Tax Havens," Working Paper Series, Research Institute of Industrial Economics, number 1419, Nov.
• Aase, Knut K. & Bjerksund, Petter, 2021, "The optimal spending rate versus the expected real return of a sovereign wealth fund," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2021/1, Feb.
• Aase, Knut K., 2021, "Optimal Risk Sharing in Society," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2021/10, Dec.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang, 2021, "Predicting returns and dividend growth - the role of non-Gaussian innovations," Working Papers, Örebro University, School of Business, number 2021:10, May.
• Nguyen, Hoang & Javed, Farrukh, 2021, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Working Papers, Örebro University, School of Business, number 2021:15, Aug.
• Blix Grimaldi, Marianna & Crosta, Alberto & Zhang, Dong, 2021, "The Liquidity of the Government Bond Market – What Impact Does Quantitative Easing Have? Evidence from Sweden," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 402, May.
• Bianchi, Daniele & Babiak, Mykola, 2021, "On the Performance of Cryptocurrency Funds," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 408, Nov.
• Mikhail Makushkin & Victor Lapshin, 2021, "Yield Curve Estimation in Illiquid Bond Markets," HSE Economic Journal, National Research University Higher School of Economics, volume 25, issue 2, pages 177-195.
• Victor Lapshin, 2021, "Immunizing a Marked-to-Model Obligation with Marked-to-Market Financial Instruments," HSE Working papers, National Research University Higher School of Economics, number WP BRP 84/FE/2021.
• Shih-Ping Feng, 2021, "The Information Content Of Option Trading And Liquidity Risk," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 15, issue 1, pages 89-98.
• Yanfu Li, 2021, "Improving The Accuracy Of Estimated Intrinsic Value Through Industry-Specific Valuation Models," Review of Business and Finance Studies, The Institute for Business and Finance Research, volume 12, issue 1, pages 79-89.
• Anas Ahmad Bani Atta & Ainulashikin Marzuki, 2021, "Star And Poor Fund Phenomena In Islamic- And Conventional-Focused Families: Emerging Country Evidence," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 7, issue 2, pages 263-284, May, DOI: https://doi.org/10.21098/jimf.v7i2..
• Ahmad Maulin Naufa & Mamduh M. Hanafi & I Wayan Nuka Lantara, 2021, "Foreign Ownership, Stock Performance-Risk, and Macroeconomic Factors in Asean Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 24, issue 1, pages 151-168, March, DOI: https://doi.org/10.21098/bemp.v24i1.
• Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021, "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 676.
• Mr. Francisco Roch & Francisco Roldán, 2021, "Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt," IMF Working Papers, International Monetary Fund, number 2021/076, Mar.
• Delong Li & Mr. Nicolas E Magud & Alejandro M. Werner & Samantha Witte, 2021, "The Long-Run Impact of Sovereign Yields on Corporate Yields in Emerging Markets," IMF Working Papers, International Monetary Fund, number 2021/155, Jun.
• Robert Cox Merton & Francisco Venegas-Martínez, 2021, "Tendencias y perspectivas de la ciencia financiera: Un artículo de revisión," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-15, Enero - M.
• Robert Cox Merton & Francisco Venegas-Martínez, 2021, "Financial Science Trends and Perspectives: A Review Article," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 1, pages 1-15, Enero - M.
• Andre Assis de Salles, 2021, "COVID-19 Pandemic Initial Effects on the Idiosyncratic Risk in Latin America," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 3, pages 1-21, Julio - S.
• Domingo Rodríguez Benavides & César Gurrola Ríos & Francisco López Herrera, 2021, "Dependencia de los mercados de valores de Argentina, Brasil y México respecto del estadounidense: Covid19 y otras crisis financieras recientes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 3, pages 1-18, Julio - S.
• Héctor Alonso Olivares Aguayo, 2021, "Afectaciones financieras en los principales países de América Latina con mayores registros de COVID-19," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 3, pages 1-18, Julio - S.
• Gabriel Alberto Agudelo Torres & Héctor Alonso Olivares Aguayo & Julio Téllez Pérez, 2021, "Riesgo de mercado en Portafolios mexicanos previo a la crisis COVID-19: Portafolio de renta fija vs Portafolio de capital," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 4, pages 1-21, Octubre -.
• Jaime Alberto Gómez Vilchis & Federico Hernández Álvarez & Luis Ignacio Román de la Sancha, 2021, "Autómata Evolutivo (AE) para el mercado accionario usando Martingalas y un Algoritmo Genético," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue 4, pages 1-22, Octubre -.
• Rogelio Ladrón de Guevara Cortés & Salvador Torra Porras & Enric Monte Moreno, 2021, "Comparison of Statistical Underlying Systematic Risk Factors and Betas Driving Returns on Equities," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 16, issue TNEA, pages 1-25, Septiembr.
• Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi & John Sedunov, 2021, "The Granular Nature of Large Institutional Investors," Management Science, INFORMS, volume 67, issue 11, pages 6629-6659, November, DOI: 10.1287/mnsc.2020.3808.
• Andrea Berardi & Michael Markovich & Alberto Plazzi & Andrea Tamoni, 2021, "Mind the (Convergence) Gap: Bond Predictability Strikes Back!," Management Science, INFORMS, volume 67, issue 12, pages 7888-7911, December, DOI: 10.1287/mnsc.2020.3847.
• Alain Monfort & Fulvio Pegoraro & Jean-Paul Renne & Guillaume Roussellet, 2021, "Affine Modeling of Credit Risk, Pricing of Credit Events, and Contagion," Management Science, INFORMS, volume 67, issue 6, pages 3674-3693, June, DOI: 10.1287/mnsc.2020.3658.
• Peter H. Gruber & Claudio Tebaldi & Fabio Trojani, 2021, "The Price of the Smile and Variance Risk Premia," Management Science, INFORMS, volume 67, issue 7, pages 4056-4074, July, DOI: 10.1287/mnsc.2020.3689.
• Murat Tiniç & Ahmet Sensoy & Muge Demir & Duc Khuong Nguyen, 2021, "Broker Network Connectivity and the Cross-Section of Expected Stock Returns," Working Papers, Department of Research, Ipag Business School, number 2021-002, Jan.
• Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2021, "Statistical Arbitrage: Factor Investing Approach," Working Papers, Department of Research, Ipag Business School, number 2021-003, Jan.
• Macías-Trejo, L. Guadalupe & Valdemar, Oscar & López-Herrera, Francisco, 2021, "Beneficios de la inversión socialmente responsable sobre las SIEFORES tipo cuatro: análisis con el algoritmo de optimización de Martin," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 16, issue 54, pages 9-32, Primer se.
• Jorge M. Uribe & Montserrat Guillen & Xenxo Vidal-Llana, 2021, ""Rethinking Asset Pricing with Quantile Factor Models"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202104, Mar, revised Mar 2021.
• Jose E. Gomez-Gonzalez & Jorge M. Uribe & Oscar M. Valencia, 2021, ""Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202118, Dec, revised Dec 2021.
• Katlego Kola & Tumellano Sebehela, 2021, "Market The (De)merits of using Integral Transforms in Predicting Structural Break Points," International Real Estate Review, Global Social Science Institute, volume 24, issue 3, pages 405-467.
• Vitor H. Carvalho & Raquel M. Gaspar, 2021, "Relativistically into Finance," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0175, May.
• Carlos Alberto Piscarreta Pinto Ferreira, 2021, "Does Public Debt Ownership Structure Matter for a Borrowing Country?," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2021/0190, Aug.
• Hongwei Chuang, 2021, "How Much Does Nominal Share Price Matter?," Working Papers, Research Institute, International University of Japan, number EMS_2021_01, Feb.
• Hongwei Chuang, 2021, "Momentum Has Its Own Values," Working Papers, Research Institute, International University of Japan, number EMS_2021_02, Feb.
• Agnese, Pablo & Thoss, Jonathan, 2021, "New Moneys under the New Normal? Bitcoin and Gold Interdependence during COVID Times," IZA Discussion Papers, IZA Network @ LISER, number 14323, Apr.
• Sangwon Suh, 2021, "A Filtering Strategy for Improving Charateristics-Based Portfolios," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 46, issue 2, pages 119-153, June, DOI: 10.35866/caujed.2021.46.2.004.
• Fischer Henning & Stolper Oscar, 2021, "The Nonlinear Dynamics of Corporate Bond Spreads: Regime-Dependent Effects of their Determinants," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 241, issue 2, pages 187-238, April, DOI: 10.1515/jbnst-2020-0002.
• Fatica, Serena & Panzica, Roberto, 2021, "Sustainable investing in times of crisis: evidence from bond holdings and the COVID-19 pandemic," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-07, Aug.
• Alessi, Lucia & Elisa, Ossola & Panzica, Roberto, 2021, "When do investors go green? Evidence from a time-varying asset-pricing model," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2021-13, Dec.
• Zongwu Cai & Jiazi Chen & Linlin Liu, 2021, "Estimating Impact of Age Distribution on Bond Pricing: A Semiparametric Functional Data Analysis Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202102, Jan, revised Jan 2021.
• Michele Berardi, 2021, "Learning from prices: information aggregation and accumulation in an asset market," Annals of Finance, Springer, volume 17, issue 1, pages 45-77, March, DOI: 10.1007/s10436-020-00378-w.
• Katsuhiro Oshima, 2021, "Heterogeneous beliefs, monetary policy, and stock price volatility," Annals of Finance, Springer, volume 17, issue 1, pages 79-125, March, DOI: 10.1007/s10436-020-00379-9.
• Alexander Melnikov & Hongxi Wan, 2021, "On modifications of the Bachelier model," Annals of Finance, Springer, volume 17, issue 2, pages 187-214, June, DOI: 10.1007/s10436-020-00381-1.
• Joel M. Vanden, 2021, "Equilibrium asset pricing and the cross section of expected returns," Annals of Finance, Springer, volume 17, issue 2, pages 153-186, June, DOI: 10.1007/s10436-021-00383-7.
• José Valentim Machado Vicente & Jaqueline Terra Moura Marins, 2021, "A volatility smile-based uncertainty index," Annals of Finance, Springer, volume 17, issue 2, pages 231-246, June, DOI: 10.1007/s10436-021-00384-6.
• Asgar Ali & K. N. Badhani, 2021, "Beta-Anomaly: Evidence from the Indian Equity Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 1, pages 55-78, March, DOI: 10.1007/s10690-020-09316-2.
• Vibhuti Vasishth & Sanjay Sehgal & Gagan Sharma, 2021, "Size Effect in Indian Equity Market: Myth or Reality?," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 1, pages 101-119, March, DOI: 10.1007/s10690-020-09318-0.
• Cesario Mateus & Bao Trung Hoang, 2021, "Frontier Markets, Liberalization and Informational Efficiency: Evidence from Vietnam," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 28, issue 4, pages 499-526, December, DOI: 10.1007/s10690-021-09333-9.
• Ashwini Agrawal & Isaac Hacamo & Zhongchen Hu & Wei Jiang, 2021, "Information Dispersion across Employees and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 10, pages 4785-4831.
• Valentin Haddad & Alan Moreira & Tyler Muir, 2021, "When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response
  [Funding value adjustments]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5309-5351.
• Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021, "Corporate Bond Liquidity during the COVID-19 Crisis
  [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5352-5401.
• Peter M DeMarzo & David M Frankel & Yu Jin, 2021, "Portfolio Liquidity and Security Design with Private Information
  [Strategic liquidity supply and security design]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5841-5885.
• Elena Carletti & Paolo Colla & Mitu Gulati & Steven Ongena, 2021, "The Price of Law: The Case of the Eurozone Collective Action Clauses
  [Unbundling institutions]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5933-5976.
• Charles Cao & David Gempesaw & Timothy T Simin, 2021, "Information Choice, Uncertainty, and Expected Returns
  [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5977-6031.
• Irina Zviadadze, 2021, "Term Structure of Risk in Expected Returns
  [Stock returns and volatility: Pricing the short-run and long-run components of market risk]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 6032-6086.
• Mary Tian, 2021, "Firm Characteristics and Empirical Factor Models: A Model Mining Experiment
  [Beta matrix and common factors in stock returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 6087-6125.
• Narasimhan Jegadeesh & Chandra Sekhar Mangipudi, 2021, "What Do Fund Flows Reveal about Asset Pricing Models and Investor Sophistication?
  [Alpha or beta in the eye of the beholder: What drives hedge fund flows?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 108-148.
• Christopher S Jones & Haitao Mo, 2021, "Out-of-Sample Performance of Mutual Fund Predictors
  [Has U.S. corporate bond market liquidity deteriorated?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 149-193.
• Neil D Pearson & Zhishu Yang & Qi Zhang, 2021, "The Chinese Warrants Bubble: Evidence from Brokerage Account Records
  [Bubbles and crises]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 264-312.
• Xindan Li & Avanidhar Subrahmanyam & Xuewei Yang, 2021, "Winners, Losers, and Regulators in a Derivatives Market Bubble
  [Bubbles and crashes]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 313-350.
• Jiang Luo & Avanidhar Subrahmanyam & Sheridan Titman, 2021, "Momentum and Reversals When Overconfident Investors Underestimate Their Competition
  [The financial crisis of 2007–2009: Causes and remedies]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 351-393.
• Yacine Aït-Sahalia & Chenxu Li & Chen Xu Li, 2021, "Implied Stochastic Volatility Models
  [Testing continuous-time models of the spot interest rate]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 394-450.
• Andres Donangelo, 2021, "Untangling the Value Premium with Labor Shares
  [A unified model of investment under uncertainty]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 451-508.
• Tania Babina & Chotibhak Jotikasthira & Christian Lundblad & Tarun Ramadorai, 2021, "Heterogeneous Taxes and Limited Risk Sharing: Evidence from Municipal Bonds
  [The distribution of realized stock return volatility]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 509-568.
• Daniele Bianchi & Matthias Büchner & Andrea Tamoni, 2021, "Bond Risk Premiums with Machine Learning
  [Quadratic term structure models: Theory and evidence]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 1046-1089.
• Daniele Bianchi & Matthias Büchner & Tobias Hoogteijling & Andrea Tamoni, 2021, "Corrigendum: Bond Risk Premiums with Machine Learning
  [Bond risk premiums with machine learning]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 1090-1103.
• Roberto Gomez-Cram & Amir Yaron, 2021, "How Important Are Inflation Expectations for the Nominal Yield Curve?
  [Pricing the term structure with linear regressions]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 985-1045.
• Lin William Cong & Ye Li & Neng Wang, 2021, "Tokenomics: Dynamic Adoption and Valuation
  [The demand of liquid assets with uncertain lumpy expenditures]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1105-1155.
• Shiyang Huang & Maureen O’Hara & Zhuo Zhong, 2021, "Innovation and Informed Trading: Evidence from Industry ETFs
  [Short interest, institutional ownership, and stock returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1280-1316.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang, 2021, "Do Foreign Institutional Investors Improve Price Efficiency?
  [Does governance travel around the world? Evidence from institutional investors]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1317-1367.
• Anthony Neuberger & Richard Payne & Stijn Van Nieuwerburgh, 2021, "The Skewness of the Stock Market over Long Horizons
  [Does realized skewness predict the cross-section of equity returns?]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1572-1616.
• Xiaodan Gao & Toni M Whited & Na Zhang, 2021, "Corporate Money Demand
  [Financial innovation and the transactions demand for cash]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1834-1866.
• Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang, 2021, "Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
  [The cross-section of volatility and expected returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1907-1951.
• Sophie X Ni & Neil D Pearson & Allen M Poteshman & Joshua White & Andrew Karolyi, 2021, "Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?
  [Equity market impact]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1952-1986.
• Massimo Massa & David Schumacher & Yan Wang, 2021, "Who Is Afraid of BlackRock?
  [Connected stocks]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1987-2044.
• Yakov Amihud & Joonki Noh & Andrew Karolyi, 2021, "Illiquidity and Stock Returns II: Cross-section and Time-series Effects
  [A simple estimation of bid-ask spreads from daily close, high and low prices]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 2101-2123.
• Pedro Gete & Michael Reher, 2021, "Mortgage Securitization and Shadow Bank Lending
  [The liquidity coverage ratio and liquidity risk monitoring tools]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 5, pages 2236-2274.
• Yukun Liu & Aleh Tsyvinski, 2021, "Risks and Returns of Cryptocurrency," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2689-2727.
• Mikhail Chernov & Drew Creal, 2021, "The PPP View of Multihorizon Currency Risk Premiums," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2728-2772.
• Martin M Andreasen & Tom Engsted & Stig V Møller & Magnus Sander & Stijn Van Nieuwerburgh, 2021, "The Yield Spread and Bond Return Predictability in Expansions and Recessions," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2773-2812.
• Soohun Kim & Robert A Korajczyk & Andreas Neuhierl & Wei JiangEditor, 2021, "Arbitrage Portfolios," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2813-2856.
• James Dow & Jungsuk Han & Francesco Sangiorgi & Stijn Van Nieuwerburgh, 2021, "Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2857-2909.
• Amber Anand & Chotibhak Jotikasthira & Kumar Venkataraman, 2021, "Mutual Fund Trading Style and Bond Market Fragility," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2993-3044.
• Itay Goldstein & Chester S Spatt & Mao Ye, 2021, "Big Data in Finance
  [Institutional order handling and broker-affiliated trading venues]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3213-3225.
• Hedi Benamar & Thierry Foucault & Clara Vega, 2021, "Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News
  [Optimal inattention to the stock market]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3403-3455.
• Stefano Giglio & Yuan Liao & Dacheng Xiu & Wei Jiang, 2021, "Thousands of Alpha Tests
  [The performance of hedge funds: Risk, return, and incentives]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3456-3496.
• William N Goetzmann & Christophe Spaenjers & Stijn Van Nieuwerburgh, 2021, "Real and Private-Value Assets
  [Gendered prices]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3497-3526.
• Stefano Giglio & Matteo Maggiori & Krishna Rao & Johannes Stroebel & Andreas Weber & Stijn Van Nieuwerburgh, 2021, "Climate Change and Long-Run Discount Rates: Evidence from Real Estate
  [Abrupt climate change]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3527-3571.
• Piet Eichholtz & Matthijs Korevaar & Thies Lindenthal & Ronan Tallec & Stijn Van Nieuwerburgh, 2021, "The Total Return and Risk to Residential Real Estate
  [House prices and fundamentals: 355 years of evidence]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3608-3646.
• Jacob S Sagi & Stijn Van Nieuwerburgh, 2021, "Asset-Level Risk and Return in Real Estate Investments
  [New evidence on home prices from Freddie Mac repeat sales]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3647-3694.
• Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh, 2021, "When a Master Dies: Speculation and Asset Float
  [Optimal financial crises]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 8, pages 3840-3879.
• Ines Chaieb & Vihang Errunza & Hugues Langlois & Andrew Karolyi, 2021, "How is Liquidity Priced in Global Markets?," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4216-4268.
• Sergei Glebkin & Naveen Gondhi & John Chi-Fong Kuong, 2021, "Funding Constraints and Informational Efficiency," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4269-4322.
• Li Liao & Zhengwei Wang & Jia Xiang & Hongjun Yan & Jun Yang & LaurenCohen, 2021, "User Interface and Firsthand Experience in Retail Investing," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4486-4523.
• Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021, "The “Matthew Effect” and Market Concentration:Search Complementarities and Monopsony Power," Economics Series Working Papers, University of Oxford, Department of Economics, number 932, Feb.
• Vidal García, Raúl & Ribal Sanchis, Javier & Blasco Ruiz, Ana, 2021, "Stock market multiples in the valuation of unlisted agrifood companies. || Múltiplos de mercado en la valoración de empresas agroalimentarias no cotizadas," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 31, issue 1, pages 198-225, June, DOI: https://doi.org/10.46661/revmetodos.
• Cinzia Bonaldo & Massimiliano Caporin & Fulvio Fontini, 2021, "The relationship between day-ahead and futures prices in the electricity markets: an empirical analysis on Italy, France, Germany and Switzerland," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0272, Mar.
• Martin Zurek & Lars Heinrich, 2021, "Bottom-up versus top-down factor investing: an alpha forecasting perspective," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 11-29, February, DOI: 10.1057/s41260-020-00188-9.
• Moritz Immel & Britta Hachenberg & Florian Kiesel & Dirk Schiereck, 2021, "Green bonds: shades of green and brown," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 2, pages 96-109, March, DOI: 10.1057/s41260-020-00192-z.
• Olaf Stotz, 2021, "Expected and realized returns on stocks with high- and low-ESG exposure," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 2, pages 133-150, March, DOI: 10.1057/s41260-020-00203-z.
• Matthew Muntifering, 2021, "Air pollution, investor sentiment and excessive returns," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 2, pages 110-119, March, DOI: 10.1057/s41260-021-00206-4.
• Edouard Nouvellon & Hugues Pirotte, 2021, "Can an equity structure dominate the risk-return profile of corporate bonds?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 4, pages 277-290, July, DOI: 10.1057/s41260-021-00213-5.
• David G. McMillan, 2021, "Forecasting sector stock market returns," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 4, pages 291-300, July, DOI: 10.1057/s41260-021-00220-6.
• David Blitz & Matthias X. Hanauer & Pim Vliet, 2021, "The Volatility Effect in China," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 338-349, September, DOI: 10.1057/s41260-021-00218-0.
• David Blitz & Laurens Swinkels, 2021, "Who owns tobacco stocks?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 311-325, September, DOI: 10.1057/s41260-021-00224-2.
• Lars Heinrich & Antoniya Shivarova & Martin Zurek, 2021, "Factor investing: alpha concentration versus diversification," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 464-487, October, DOI: 10.1057/s41260-021-00226-0.
• Vitor Azevedo & Christoph Kaserer & Lucila M. S. Campos, 2021, "Investor sentiment and the time-varying sustainability premium," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 600-621, December, DOI: 10.1057/s41260-021-00233-1.
• Wolfgang Drobetz & Tizian Otto, 2021, "Empirical asset pricing via machine learning: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 507-538, December, DOI: 10.1057/s41260-021-00237-x.
• Santanu K. Ganguli & Soumya Guha Deb, 2021, "Board composition, ownership structure and firm performance: New Indian evidence," International Journal of Disclosure and Governance, Palgrave Macmillan, volume 18, issue 3, pages 256-268, September, DOI: 10.1057/s41310-021-00113-5.
• Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof, 2021, "Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 213-242, September, DOI: 10.1057/s41283-021-00075-6.
• Carlos A. Abanto-Valle & Gabriel Rodríguez & Luis M. Castro Cepero & Hernán B. Garrafa-Aragón, 2021, "Approximate Bayesian Estimation of Stochastic Volatility in Mean Models using Hidden Markov Models: Empirical Evidence from Stock Latin American Markets," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2021-502, DOI: 10.18800/2079-8474.0502.
• Akbulaev, Nurkhodzha & Aliyeva, Basti & Rzayeva, Shehla, 2021, "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 1, pages 151-166, DOI: https://doi.org/10.35551/PFQ_2021_1.
• Serkan, Samut & Yamak, Rahmi, 2021, "Did the Covid-19 Pandemic Affect the Relationship Between Trading Volume and Return Volatility in the Cryptocurrencies?," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 4, pages 517-534, DOI: https://doi.org/10.35551/PFQ_2021_4.
• Siddiqi, Umema, 2021, "Estimating Long-Run Cointegration between Gold Prices and its Determinants," MPRA Paper, University Library of Munich, Germany, number 103182, Feb.
• Zhang, Jing & Zhang, Wei & Li, Youwei & Feng, Xu, 2021, "The Role of Hedge Funds in the Asset Pricing: Evidence from China," MPRA Paper, University Library of Munich, Germany, number 105377, Jan.
• Olkhov, Victor, 2021, "To VaR, or Not to VaR, That is the Question," MPRA Paper, University Library of Munich, Germany, number 105458, Jan.
• Flores Sánchez, Edgar Mauricio & Rodríguez Batres, Axel & Varela Espidio, Joaquín Bernardo, 2021, "Risk assessment for micro companies belonging to selected economic branches of the professional, scientific and technical services sector in Mexico through the Beta coefficient," MPRA Paper, University Library of Munich, Germany, number 105727.
• Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021, "Statistical arbitrage: Factor investing approach," MPRA Paper, University Library of Munich, Germany, number 105766, Feb.
• Sapre, Nikhil, 2021, "Revisiting the Expected Utility Theory and the Consumption CAPM," MPRA Paper, University Library of Munich, Germany, number 106668, Feb.
• Berardi, Michele, 2021, "Uncertainty, sentiments and time-varying risk premia," MPRA Paper, University Library of Munich, Germany, number 106922, Feb.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Abugamea, Gaber, 2021, "Determinants of Islamic Banking Profitability: Empirical Evidence from Palestine," MPRA Paper, University Library of Munich, Germany, number 107527, May.
• Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021, "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper, University Library of Munich, Germany, number 107828, May.
• Olkhov, Victor, 2021, "Three Remarks On Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 107938, May.
• Olkhov, Victor, 2021, "Three Remarks On Asset Pricing," MPRA Paper, University Library of Munich, Germany, number 109238, Jul.
• Molintas, Dominique Trual, 2021, "Black Scholes Model," MPRA Paper, University Library of Munich, Germany, number 110124, Apr.
• Radwanski, Juliusz, 2021, "The Equilibrium Value of Bitcoin," MPRA Paper, University Library of Munich, Germany, number 110746, Nov.
• Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021, "Hedging Cryptocurrency Options," MPRA Paper, University Library of Munich, Germany, number 110774, Nov.
• Matic, Jovanka Lili & Packham, Natalie & Härdle, Wolfgang Karl, 2021, "Hedging Cryptocurrency Options," MPRA Paper, University Library of Munich, Germany, number 110985, Nov.
• Yusuf, Ismaila Akanni & Salaudeen, Mohammed Bashir & Agbonrofo, Hope, 2021, "Social and Economic Drivers of Stock Market Performance in Nigeria," MPRA Paper, University Library of Munich, Germany, number 111086, Oct.
• Hammer, Thomas & Siegfried, Patrick, 2021, "Financial Management. Green Bonds – Success or Failure?," MPRA Paper, University Library of Munich, Germany, number 111394, Dec.
• Allen, David & Mizuno, Hiro, 2021, "Monetary Policies, US influence and other Factors Affecting Stock Prices in Japan," MPRA Paper, University Library of Munich, Germany, number 111734, Dec.
• Lettau, Martin, 2021, "High Dimensional Factor Models with an Application to Mutual Fund Characteristics," MPRA Paper, University Library of Munich, Germany, number 112192, Mar.
• Kombarov, Sayan, 2021, "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper, University Library of Munich, Germany, number 112474, Aug.
• Assis de Salles, Andre, 2021, "Assessing the First Shocks of Covid-19 Pandemic on the Idiosyncratic Risk in the Brazilian and the Emerging Markets," MPRA Paper, University Library of Munich, Germany, number 113586, Mar.
• Bradrania, Reza & Pirayesh Neghab, Davood, 2021, "State-dependent asset allocation using neural networks," MPRA Paper, University Library of Munich, Germany, number 115254, Feb.
• Rangan Gupta & Xin Sheng & Christian Pierdzioch & Qiang Ji, 2021, "Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries," Working Papers, University of Pretoria, Department of Economics, number 202106, Jan.
• Alex Plastun & Elie Bouri & Rangan Gupta & Qiang Ji, 2021, "Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices," Working Papers, University of Pretoria, Department of Economics, number 202119, Mar.
• Roger Owusu-Boafo & Ernest Obeng & Jone Yeobah Addo, 2020, "The Relationship Between Credit Risk Management and the Profitability of Banks in Ghana," ACTA VSFS, University of Finance and Administration, volume 14, issue 2, pages 92-114.
• Wolfgang Kloppenburg, 2021, "Are Real Estate Prices Evolving into an Asset Price Bubble?," ACTA VSFS, University of Finance and Administration, volume 15, issue 1, pages 36-48.
• Bastian Schulz, 2021, "The Cum-ex Case: A Look at Germany," ACTA VSFS, University of Finance and Administration, volume 15, issue 1, pages 49-62.
• Mariia Bondarenko & Karel Brůna, 2021, "The Impact of FX Exposure on the Firm's Stock Market Return," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2021, issue 1, pages 45-70, DOI: 10.18267/j.efaj.248.
• Vojtěch Menzl, 2021, "Alternative Views on the Link between Risk Aversion and Diminishing Marginal Utility of Wealth," European Financial and Accounting Journal, Prague University of Economics and Business, volume 2021, issue 2, pages 51-72, DOI: 10.18267/j.efaj.255.
• Tomáš Buus, 2021, "A short review of literature on basics of relation between lack of marketability and security prices
  [Stručný přehled literatury k základnímu vztahu nelikvidnosti a cen akcií]," Oceňování, Prague University of Economics and Business, volume 14, issue 1, pages 3-24, DOI: 10.18267/j.ocenovani.256.
• Veronika Staňková, 2021, "Can Machine Learning Be Useful in Corporate Finance and Business Valuation? Overview of Current Research
  [Může být strojové učení užitečné ve financích podniku a jeho ocenění? Přehled současného výzkumu]," Oceňování, Prague University of Economics and Business, volume 14, issue 4, pages 53-66, DOI: 10.18267/j.ocenovani.270.
• Oľga Pastiranová & Jiří Witzany, 2021, "Impact of Implementation of IFRS 9 on Czech Banking Sector," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 4, pages 449-469, DOI: 10.18267/j.pep.775.
• Karel Janda & Binyi Zhang, 2021, "Attractiveness of Chinese Bonds Financing Climate and Environmental Projects," FFA Working Papers, Prague University of Economics and Business, number 4.007, Nov, revised 26 Apr 2022.
• George Hall & Jonathan Payne & Thomas J. Sargent & Bálint SzÅ‘ke, 2021, "Costs of Financing US Federal Debt: 1791-1933," Working Papers, Princeton University. Economics Department., number 2021-25, Sep.
• Yi Ding & Wei Xiong & Jinfan Zhang, 2021, "Issuance Overpricing of China’s Corporate Debt Securities," Working Papers, Princeton University. Economics Department., number 2021-50, May.
• Julia Reynolds & Leopold Sögner & Martin Wagner, 2021, "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 2, pages 105-146, June.
• Sartja Duangchaiyoosook & Weerachart Kilenthong, 2021, "Long Run Risk Model and Equity Premium Puzzle in Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 150, Apr.
• Yuriy Gorodnichenko & Tho Pham & Oleksandr Talavera, 2021, "The Voice of Monetary Policy," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2021-08, Apr.
• Evangelos Vasileiou, 2021, "Efficient Markets Hypothesis in the time of COVID-19," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 1, pages 45-63, March, DOI: https://doi.org/10.15353/rea.v13i1..
• Jean-Louis Bago & Imad Rherrad & Koffi Akakpo & Ernest Ouédraogo, 2022, "Real Estate Bubbles and Contagion: Evidence from Selected European Countries," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 4, pages 389-405, January, DOI: https://doi.org/10.15353/rea.v13i3..
• Tehreem Pervez & Mehreen Ijaz, 2021, "Does Domestic Interest Rate Determining Foreign Direct Investment in Pakistan?," Journal of Policy Research (JPR), Research Foundation for Humanity (RFH), volume 7, issue 3, pages 1-76–86, September.