Research classified by Journal of Economic Literature (JEL) codes

2021

• Baltussen, Guido & Swinkels, Laurens & Van Vliet, Pim, 2021, "Global factor premiums," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1128-1154, DOI: 10.1016/j.jfineco.2021.06.030.
• Bansal, Ravi & Miller, Shane & Song, Dongho & Yaron, Amir, 2021, "The term structure of equity risk premia," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1209-1228, DOI: 10.1016/j.jfineco.2021.05.043.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1253-1274, DOI: 10.1016/j.jfineco.2021.05.049.
• Alperovych, Yan & Cumming, Douglas & Czellar, Veronika & Groh, Alexander, 2021, "M&A rumors about unlisted firms," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1324-1339, DOI: 10.1016/j.jfineco.2021.05.012.
• Wang, Liying, 2021, "Lifting the veil: The price formation of corporate bond offerings," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1340-1358, DOI: 10.1016/j.jfineco.2021.06.037.
• Liu, Yan & Wu, Jing Cynthia, 2021, "Reconstructing the yield curve," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1395-1425, DOI: 10.1016/j.jfineco.2021.05.059.
• Lim, Jongha & Schwert, Michael & Weisbach, Michael S., 2021, "The economics of PIPEs," Journal of Financial Intermediation, Elsevier, volume 45, issue C, DOI: 10.1016/j.jfi.2019.100832.
• Fabozzi, Frank J. & Klingler, Sven & Mølgaard, Pia & Nielsen, Mads Stenbo, 2021, "Active loan trading," Journal of Financial Intermediation, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfi.2020.100868.
• Rischen, Tobias & Theissen, Erik, 2021, "Underpricing in the euro area bond market: New evidence from post-crisis regulation and quantitative easing," Journal of Financial Intermediation, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfi.2020.100871.
• Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2021, "The agency of CoCos: Why contingent convertible bonds are not for everyone," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2020.100882.
• Czech, Robert, 2021, "Credit default swaps and corporate bond trading," Journal of Financial Intermediation, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfi.2021.100932.
• Alter, Adrian & Mahoney, Elizabeth M., 2021, "Local house-price vulnerability: Evidence from the U.S. and Canada," Journal of Housing Economics, Elsevier, volume 54, issue C, DOI: 10.1016/j.jhe.2021.101791.
• Chen, Tao, 2021, "Informed trading and earnings announcement driven disagreement in global markets," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 43, issue C, DOI: 10.1016/j.intaccaudtax.2021.100379.
• Nikbakht, Ehsan & Sarkar, Sayan & Smith, Garrett C. & Spieler, Andrew C., 2021, "Pre-IPO earnings management: Evidence from India," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 44, issue C, DOI: 10.1016/j.intaccaudtax.2021.100400.
• Dupuy, Philippe & James, Jessica & Marsh, Ian W., 2021, "Attractive and non-attractive currencies," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102253.
• Roevekamp, Ingmar, 2021, "The impact of US monetary policy on managed exchange rates and currency peg regimes," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102266.
• Ivanova, Yuliya & Neely, Christopher J. & Weller, Paul & Famiglietti, Matthew T., 2021, "Can risk explain the profitability of technical trading in currency markets?," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102285.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2021, "The maturity of sovereign debt issuance in the euro area," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102293.
• Boehm, Hannes & Eichler, Stefan & Giessler, Stefan, 2021, "What drives the commodity-sovereign risk dependence in emerging market economies?," Journal of International Money and Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jimonfin.2020.102308.
• Hwang, Soosung & Rubesam, Alexandre & Salmon, Mark, 2021, "Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly," Journal of International Money and Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jimonfin.2020.102318.
• Corvino, Raffaele & Ruggiero, Francesco, 2021, "The relative pricing of sovereign credit risk after the Eurozone crisis," Journal of International Money and Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jimonfin.2020.102337.
• Kohlscheen, Emanuel & Takáts, Előd, 2021, "What can commercial property performance reveal about bank valuations?," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2020.102350.
• Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2021, "Stock market volatility and jumps in times of uncertainty," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102355.
• Cheng, Xin & Chen, Hongyi & Zhou, Yinggang, 2021, "Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102359.
• Hoque, Hafiz & Mu, Shaolong, 2021, "Does a reduction of state control affect IPO underpricing? Evidence from the Chinese A-share market," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102384.
• Li, Yulin, 2021, "Investor sentiment and sovereign bonds," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102388.
• Konstantinov, Gueorgui S. & Fabozzi, Frank J., 2021, "Towards a dead end? EMU bond market exposure and manager performance," Journal of International Money and Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jimonfin.2021.102433.
• Christensen, Jens H.E. & Fischer, Eric & Shultz, Patrick J., 2021, "Bond flows and liquidity: Do foreigners matter?," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102397.
• Bernoth, Kerstin & Herwartz, Helmut, 2021, "Exchange rates, foreign currency exposure and sovereign risk," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102454.
• Hudepohl, Tom & van Lamoen, Ryan & de Vette, Nander, 2021, "Quantitative easing and exuberance in stock markets: Evidence from the euro area," Journal of International Money and Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jimonfin.2021.102471.
• Consoli, Sergio & Pezzoli, Luca Tiozzo & Tosetti, Elisa, 2021, "Emotions in macroeconomic news and their impact on the European bond market," Journal of International Money and Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jimonfin.2021.102472.
• Lakdawala, Aeimit, 2021, "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102478.
• Hattori, Masazumi & Shim, Ilhyock & Sugihara, Yoshihiko, 2021, "Cross-stock market spillovers through variance risk premiums and equity flows," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102480.
• Krebbers, Arthur & Marshall, Andrew & McColgan, Patrick & Neupane, Biwesh, 2021, "Bookrunner syndicate geography and the quality of service: The benefits of a local team," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102500.
• Nagao, Ryoya & Kondo, Yoshihiro & Nakazono, Yoshiyuki, 2021, "The macroeconomic effects of monetary policy: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, volume 61, issue C, DOI: 10.1016/j.jjie.2021.101149.
• Jermann, Urban J., 2021, "Cryptocurrencies and Cagan’s model of hyperinflation," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103340.
• Ruan, Xinfeng & Zhang, Jin E., 2021, "Time-varying uncertainty and variance risk premium," Journal of Macroeconomics, Elsevier, volume 69, issue C, DOI: 10.1016/j.jmacro.2021.103347.
• Chipeniuk, Karsten O. & Walker, Todd B., 2021, "Forward inflation expectations: Evidence from inflation caps and floors," Journal of Macroeconomics, Elsevier, volume 70, issue C, DOI: 10.1016/j.jmacro.2021.103348.
• Huang, Dayong & Li, Jay Y. & Wu, Kai, 2021, "The effect of oil supply shocks on industry returns," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100172.
• Emm, Ekaterina E. & Gay, Gerald D. & Ma, Han & Ren, Honglin, 2021, "The rise and breakup of the commodity exchange membership: An analysis of CBOT seat prices," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100173.
• Echaust, Krzysztof, 2021, "Asymmetric tail dependence between stock market returns and implied volatility," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2020.e00190.
• Farinha, Jorge Bento & Vidrago, José, 2021, "The impact of the ECB's asset purchase programme on core and peripheral sovereign yields and its transmission channels," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00213.
• Batabyal, Sourav & Killins, Robert, 2021, "Economic policy uncertainty and stock market returns: Evidence from Canada," The Journal of Economic Asymmetries, Elsevier, volume 24, issue C, DOI: 10.1016/j.jeca.2021.e00215.
• Bordo, Michael D. & Duca, John V., 2021, "An overview of the Fed's new credit policy tools and their cushioning effect on the COVID-19 recession," Journal of Government and Economics, Elsevier, volume 3, issue C, DOI: 10.1016/j.jge.2021.100013.
• Bulíř, Aleš & Vlček, Jan, 2021, "Monetary transmission: Are emerging market and low-income countries different?," Journal of Policy Modeling, Elsevier, volume 43, issue 1, pages 95-108, DOI: 10.1016/j.jpolmod.2020.06.006.
• Carnazza, Giovanni & Liberati, Paolo, 2021, "The asymmetric impact of the pandemic crisis on interest rates on public debt in the Eurozone," Journal of Policy Modeling, Elsevier, volume 43, issue 3, pages 521-542, DOI: 10.1016/j.jpolmod.2021.04.001.
• Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Bhutto, Niaz Ahmed, 2021, "Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101946.
• Kirkulak-Uludag, Berna & Safarzadeh, Omid, 2021, "Exploring shock and volatility transmission between oil and Chinese industrial raw materials," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101974.
• Borgards, Oliver & Czudaj, Robert L. & Hoang, Thi Hong Van, 2021, "Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101966.
• Qadan, Mahmoud & Idilbi-Bayaa, Yasmeen, 2021, "The day-of-the-week-effect on the volatility of commodities," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101980.
• Shaikh, Imlak, 2021, "On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102025.
• Yilanci, Veli & Kilci, Esra N., 2021, "The role of economic policy uncertainty and geopolitical risk in predicting prices of precious metals: Evidence from a time-varying bootstrap causality test," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102039.
• Ji, Xiangfeng & Chen, Xueqi & Mirza, Nawazish & Umar, Muhammad, 2021, "Sustainable energy goals and investment premium: Evidence from renewable and conventional equity mutual funds in the Euro zone," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102387.
• Shen, Lily & Ross, Stephen, 2021, "Information value of property description: A Machine learning approach," Journal of Urban Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.jue.2020.103299.
• Cui, Wei & Kaas, Leo, 2021, "Default cycles," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 377-394, DOI: 10.1016/j.jmoneco.2020.02.001.
• Brownlees, Christian & Hans, Christina & Nualart, Eulalia, 2021, "Bank credit risk networks: Evidence from the Eurozone," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 585-599, DOI: 10.1016/j.jmoneco.2020.03.014.
• Li, Jun & Wang, Huijun & Yu, Jianfeng, 2021, "Aggregate expected investment growth and stock market returns," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 618-638, DOI: 10.1016/j.jmoneco.2020.03.016.
• Adam, Klaus & Matveev, Dmitry & Nagel, Stefan, 2021, "Do survey expectations of stock returns reflect risk adjustments?," Journal of Monetary Economics, Elsevier, volume 117, issue C, pages 723-740, DOI: 10.1016/j.jmoneco.2020.04.010.
• Kroencke, Tim A. & Schmeling, Maik & Schrimpf, Andreas, 2021, "The FOMC Risk Shift," Journal of Monetary Economics, Elsevier, volume 120, issue C, pages 21-39, DOI: 10.1016/j.jmoneco.2021.02.003.
• Fernández-Villaverde, Jesús & Mandelman, Federico & Yu, Yang & Zanetti, Francesco, 2021, "The “Matthew effect” and market concentration: Search complementarities and monopsony power," Journal of Monetary Economics, Elsevier, volume 121, issue C, pages 62-90, DOI: 10.1016/j.jmoneco.2021.04.005.
• Bretscher, Lorenzo & Malkhozov, Aytek & Tamoni, Andrea, 2021, "Expectations and aggregate risk," Journal of Monetary Economics, Elsevier, volume 123, issue C, pages 91-108, DOI: 10.1016/j.jmoneco.2021.08.001.
• Kaminska, Iryna & Mumtaz, Haroon & Šustek, Roman, 2021, "Monetary policy surprises and their transmission through term premia and expected interest rates," Journal of Monetary Economics, Elsevier, volume 124, issue C, pages 48-65, DOI: 10.1016/j.jmoneco.2021.07.009.
• Marx, Magali & Mojon, Benoît & Velde, François R., 2021, "Why have interest rates fallen far below the return on capital?," Journal of Monetary Economics, Elsevier, volume 124, issue S, pages 57-76, DOI: 10.1016/j.jmoneco.2021.09.008.
• Butt, Hilal Anwar & Högholm, Kenneth & Sadaqat, Mohsin, 2021, "Reversal returns and expected returns from liquidity provision: Evidence from emerging markets," Journal of Multinational Financial Management, Elsevier, volume 59, issue C, DOI: 10.1016/j.mulfin.2020.100664.
• Fletcher, Jonathan, 2021, "Evaluating the performance of U.S. international equity closed-end funds," Journal of Multinational Financial Management, Elsevier, volume 60, issue C, DOI: 10.1016/j.mulfin.2021.100692.
• Darby, Julia & Zhang, Hai & Zhang, Jinkai, 2021, "Institutional trading in volatile markets: Evidence from Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101484.
• Zhang, Bing & Chen, Wei & Yeh, Chung-Ying, 2021, "Turnover premia in China's stock markets," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101487.
• Miu, Peter & Yueh, Meng-Lan & Han, Jing, 2021, "Performance of Japanese leveraged ETFs," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101490.
• Omar, Arti & Prasanna, P. Krishna, 2021, "Asymmetric effects of noise in Merton default risk model: Evidence from emerging Asia," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2021.101497.
• Gui, Pingshu & Zhu, Yifeng, 2021, "Value at risk and the cross-section of expected returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.pacfin.2021.101498.
• Wang, Shaoping & Yu, Lu & Zhao, Qing, 2021, "Do factor models explain stock returns when prices behave explosively? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101535.
• Song, Pengcheng & Ma, Xinxin & Zhang, Xuan & Zhao, Qin, 2021, "The influence of the SARS pandemic on asset prices," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101543.
• Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2021, "The effect of language on investing: Evidence from searches in Chinese versus English," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101553.
• Umar, Zaghum & Manel, Youssef & Riaz, Yasir & Gubareva, Mariya, 2021, "Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101563.
• Li, Lu & Li, Yang & Wang, Xueding & He, Yuqian, 2021, "Limited attention, managerial multitasking, and hedge fund performance in China," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101568.
• Gong, Qiang & Jacoby, Gady & Li, Shi & Lu, Lei, 2021, "Commonality in disagreement," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101573.
• Cheng, Xu & Kong, Dongmin & Wang, Junbo, 2021, "Political uncertainty and A-H share premium," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2020.101388.
• Diaz, Juan & Duarte, Diogo & Galindo, Hamilton & Montecinos, Alexis & Truffa, Santiago, 2021, "The importance of large shocks to return predictability," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101518.
• Yin, Xiao-Cui & Li, Xin & Wang, Min-Hui & Qin, Meng & Shao, Xue-Feng, 2021, "Do economic policy uncertainty and its components predict China's housing returns?," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101575.
• Bian, Shibo & Jia, Dekui & Li, Ruihai & Sun, Wujun & Yan, Zhipeng & Zheng, Yingfei, 2021, "Can management tone predict IPO performance? – Evidence from mandatory online roadshows in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101588.
• Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021, "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101591.
• Zhang, Han, 2021, "An inflation-based ICAPM in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101601.
• Ahn, Yongkil & Tsai, Shih-Chuan, 2021, "What factors are associated with stock price jumps in high frequency?," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101602.
• Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021, "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101607.
• Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021, "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101611.
• Jun, Xiao & Ren, He & Sun, Ping-Wen, 2021, "Deriving managerial skills by dissecting holding changes of mutual funds: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101612.
• Chen, Kuan-Hau & Su, Xuan-Qi & Lin, Li-Feng & Shih, Yi-Cheng, 2021, "Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101633.
• Wang, Hua & Xu, Liao & Sharma, Susan Sunila, 2021, "Does investor attention increase stock market volatility during the COVID-19 pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101638.
• Charoenwong, Ben & Nettayanun, Sampan & Saengchote, Kanis, 2021, "Digesting anomalies: A q-factor approach for the Thai market," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101647.
• Rahman, Md Lutfur & Al Mamun, Mohammed Abdullah, 2021, "How resilient are the Asia Pacific financial markets against a global pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101656.
• Zhang, Heming & Wang, Guanying, 2021, "Reversal effect and corporate bond pricing in China," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101664.
• Cakici, Nusret & Zaremba, Adam & Bianchi, Robert J. & Pham, Nga, 2021, "False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987)," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101675.
• Ardila-Alvarez, Diego & Forro, Zalan & Sornette, Didier, 2021, "The acceleration effect and Gamma factor in asset pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 569, issue C, DOI: 10.1016/j.physa.2020.125367.
• Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021, "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 151-160, DOI: 10.1016/j.qref.2020.05.016.
• Zakamulin, Valeriy & Hunnes, John A., 2021, "Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 182-197, DOI: 10.1016/j.qref.2020.05.013.
• Jiang, Minqi & Liu, Jiapeng & Zhang, Lu, 2021, "An extended regularized Kalman filter based on Genetic Algorithm: Application to dynamic asset pricing models," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 28-44, DOI: 10.1016/j.qref.2020.12.005.
• Gregory, Richard P., 2021, "Climate disasters, carbon dioxide, and financial fundamentals," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 45-58, DOI: 10.1016/j.qref.2020.12.008.
• Abanto-Valle, Carlos A. & Rodríguez, Gabriel & Garrafa-Aragón, Hernán B., 2021, "Stochastic Volatility in Mean: Empirical evidence from Latin-American stock markets using Hamiltonian Monte Carlo and Riemann Manifold HMC methods," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 272-286, DOI: 10.1016/j.qref.2021.02.005.
• McMillan, David G., 2021, "When and why do stock and bond markets predict US economic growth?," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 331-343, DOI: 10.1016/j.qref.2021.03.004.
• Chamizo, Álvaro & Novales, Alfonso, 2021, "Evaluation of market risk associated with hedging a credit derivative portfolio," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 411-430, DOI: 10.1016/j.qref.2021.03.006.
• Marmora, Paul, 2021, "Individual investor ownership and the news coverage premium," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 494-507, DOI: 10.1016/j.qref.2021.03.010.
• Kenourgios, Dimitris & Samios, Yiannis, 2021, "Halloween effect and active fund management," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 534-544, DOI: 10.1016/j.qref.2021.04.006.
• Semenov, Andrei, 2021, "Measuring the stock's factor beta and identifying risk factors under market inefficiency," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 635-649, DOI: 10.1016/j.qref.2021.03.014.
• Herold, Michael & Kanz, Andreas & Muck, Matthias, 2021, "Do opinion polls move stock prices? Evidence from the US presidential election in 2016," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 665-690, DOI: 10.1016/j.qref.2021.03.013.
• Argyropoulos, Efthymios & Tzavalis, Elias, 2021, "The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 785-796, DOI: 10.1016/j.qref.2018.10.005.
• do Nascimento Junior, Arnaldo João & Klotzle, Marcelo Cabus & Brandão, Luiz Eduardo T. & Pinto, Antonio Carlos Figueiredo, 2021, "Prospect theory and narrow framing bias: Evidence from emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 90-101, DOI: 10.1016/j.qref.2021.01.016.
• Rif, Alexandru & Utz, Sebastian, 2021, "Short-term stock price reversals after extreme downward price movements," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 123-133, DOI: 10.1016/j.qref.2021.05.004.
• Jurich, Stephen N., 2021, "Does off-exchange trading decrease in the presence of uncertainty?," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 201-213, DOI: 10.1016/j.qref.2021.05.007.
• Sequeira, John M., 2021, "Monetary policy surprises, stock returns, and financial and liquidity constraints, in an exchange rate monetary policy system," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 226-236, DOI: 10.1016/j.qref.2021.06.005.
• Walkshäusl, Christian, 2021, "Predicting stock returns from the pricing and mispricing of accounting fundamentals," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 253-260, DOI: 10.1016/j.qref.2021.06.011.
• Bernal, Oscar & Hudon, Marek & Ledru, François-Xavier, 2021, "Are impact and financial returns mutually exclusive? Evidence from publicly-listed impact investments," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 93-112, DOI: 10.1016/j.qref.2021.04.010.
• Ulze, Markus & Stadler, Johannes & Rathgeber, Andreas W., 2021, "No country for old distributions? On the comparison of implied option parameters between the Brownian motion and variance gamma process," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 163-184, DOI: 10.1016/j.qref.2021.08.004.
• Alomari, Mohammad & Al Rababa’a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Ur Rehman, Mobeen, 2021, "Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 280-297, DOI: 10.1016/j.qref.2021.09.013.
• Tomat, Gian Maria, 2021, "Term Spreads, Forward Rates and Yield Curve Forecasts," Research in Economics, Elsevier, volume 75, issue 2, pages 152-163, DOI: 10.1016/j.rie.2021.03.003.
• Hsu, David H. & Hsu, Po-Hsuan & Zhou, Tong & Ziedonis, Arvids A., 2021, "Benchmarking U.S. university patent value and commercialization efforts: A new approach," Research Policy, Elsevier, volume 50, issue 1, DOI: 10.1016/j.respol.2020.104076.
• Ruan, Xinfeng, 2021, "Ambiguity, long-run risks, and asset prices in continuous time," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 115-126, DOI: 10.1016/j.iref.2020.09.007.
• Dai, Zhifeng & Zhu, Huan & Kang, Jie, 2021, "New technical indicators and stock returns predictability," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 127-142, DOI: 10.1016/j.iref.2020.09.006.
• Kim, Yun-Yeong, 2021, "Composite-asset-risk approach to solving the equity premium puzzle," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 200-216, DOI: 10.1016/j.iref.2020.08.017.
• Gupta, Rangan & Subramaniam, Sowmya & Bouri, Elie & Ji, Qiang, 2021, "Infectious disease-related uncertainty and the safe-haven characteristic of US treasury securities," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 289-298, DOI: 10.1016/j.iref.2020.09.019.
• Sim, Min Kyu & Deng, Shijie & Huo, Xiaoming, 2021, "What can cluster analysis offer in investing? - Measuring structural changes in the investment universe," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 299-315, DOI: 10.1016/j.iref.2020.09.004.
• López, Raquel & Esparcia, Carlos, 2021, "Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 32-54, DOI: 10.1016/j.iref.2020.08.019.
• Lian, Yu-Min & Chen, Jun-Home, 2021, "Pricing virtual currency-linked derivatives with time-inhomogeneity," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 424-439, DOI: 10.1016/j.iref.2020.09.015.
• Zhang, Xiang & Liu, Yangyi & Wu, Kun & Maillet, Bertrand, 2021, "Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 853-879, DOI: 10.1016/j.iref.2020.10.013.
• Bai, Min & Qin, Yafeng & Zhang, Huiping, 2021, "Stock price crashes in emerging markets," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 466-482, DOI: 10.1016/j.iref.2020.12.007.
• Hou, Keqiang & Li, Xing & Li, Zeguang & Wu, Ting, 2021, "Forecasting bond returns in a macro model," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 524-545, DOI: 10.1016/j.iref.2020.11.007.
• Li, Zhenghui & Chen, Liming & Dong, Hao, 2021, "What are bitcoin market reactions to its-related events?," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 1-10, DOI: 10.1016/j.iref.2020.12.020.
• Wang, Xin & Song, Di, 2021, "Does local corruption affect IPO underpricing? Evidence from China," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 127-138, DOI: 10.1016/j.iref.2021.01.007.
• Hu, Cui & Li, Ben G., 2021, "Chinese lexicography and stock trading," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 44-59, DOI: 10.1016/j.iref.2020.12.032.
• Tripathi, Abhinava & Pandey, Ashish, 2021, "Information dissemination across global markets during the spread of COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 103-115, DOI: 10.1016/j.iref.2021.02.004.
• Salisu, Afees A. & Vo, Xuan Vinh, 2021, "The behavior of exchange rate and stock returns in high and low interest rate environments," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 138-149, DOI: 10.1016/j.iref.2021.02.008.
• Yang, Haijun & Xue, Feng, 2021, "Analysis of stock market volatility: Adjusted VPIN with high-frequency data," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 210-222, DOI: 10.1016/j.iref.2021.04.003.
• Pham, Quynh Thi Thuy & Rudolf, Markus, 2021, "Gold, platinum, and industry stock returns," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 252-266, DOI: 10.1016/j.iref.2021.04.002.
• Luo, Shikong & Yan, Xinyan & Yang, Haoyi, 2021, "Let’s take a smooth break: Stock return predictability revisited," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 300-314, DOI: 10.1016/j.iref.2021.04.020.
• Ahmad, Wasim & Kutan, Ali M. & Gupta, Smarth, 2021, "Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 546-557, DOI: 10.1016/j.iref.2021.04.007.
• Tan, Xiaoyu & Zhang, Zili & Zhao, Xuejun & Wang, Chengxiang, 2021, "Investor sentiment and limits of arbitrage: Evidence from Chinese stock market," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 577-595, DOI: 10.1016/j.iref.2021.04.009.
• Hong, Xin & Kang, Di & Wang, Zhibin, 2021, "Do mutual funds lose talent to hedge funds? Evidence from China," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 679-689, DOI: 10.1016/j.iref.2021.04.030.
• Bush, Georgia & López Noria, Gabriela, 2021, "Uncertainty and exchange rate volatility: Evidence from Mexico," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 704-722, DOI: 10.1016/j.iref.2021.04.029.
• Lee, Kiryoung & Jeon, Yoontae & Nam, Eun-Young, 2021, "Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 1063-1077, DOI: 10.1016/j.iref.2021.08.011.
• Fletcher, Jonathan, 2021, "International equity U.S. mutual funds and diversification benefits," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 246-257, DOI: 10.1016/j.iref.2021.06.010.
• Fujii, Yoichiro & Nakamura, Yutaka, 2021, "Regret-sensitive equity premium," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 302-307, DOI: 10.1016/j.iref.2021.06.011.
• Kim, Eung-Bin & Byun, Suk-Joon, 2021, "Risk, ambiguity, and equity premium: International evidence," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 321-335, DOI: 10.1016/j.iref.2021.06.002.
• Zhou, Xuemei & Liu, Qiang & Guo, Shuxin, 2021, "Do overnight returns explain firm-specific investor sentiment in China?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 451-477, DOI: 10.1016/j.iref.2021.06.003.
• Al Guindy, Mohamed, 2021, "Cryptocurrency price volatility and investor attention," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 556-570, DOI: 10.1016/j.iref.2021.06.007.
• Li, Tangrong & Lin, Hui, 2021, "Credit risk and equity returns in China," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 588-613, DOI: 10.1016/j.iref.2021.07.002.
• Cavaca, Igor Bastos & Meurer, Roberto, 2021, "International monetary policy spillovers: Linkages between U.S. and South American yield curves," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 737-754, DOI: 10.1016/j.iref.2021.07.007.
• Su, Fei, 2021, "Conditional volatility persistence and volatility spillovers in the foreign exchange market," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101312.
• Trabelsi, Nader & Gozgor, Giray & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2021, "Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101316.
• Zaremba, Adam & Aharon, David Y. & Demir, Ender & Kizys, Renatas & Zawadka, Dariusz, 2021, "COVID-19, government policy responses, and stock market liquidity around the world: A note," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101359.
• Mumtaz, Muhammad Zubair & Yoshino, Naoyuki, 2021, "Greenness index: IPO performance and portfolio allocation," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101398.
• Matos, Paulo & Costa, Antonio & da Silva, Cristiano, 2021, "COVID-19, stock market and sectoral contagion in US: a time-frequency analysis," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101400.
• Eom, Cheoljun & Park, Jong Won, 2021, "Investor attention, firm-specific characteristic, and momentum: A case of the Korean stock market," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101404.
• Duan, Yuejiao & Liu, Lanbiao & Wang, Zhuo, 2021, "COVID-19 Sentiment and the Chinese Stock Market: Evidence from the Official News Media and Sina Weibo," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101432.
• Al Rababa’a, Abdel Razzaq & Alomari, Mohammad & McMillan, David, 2021, "Multiscale stock-bond correlation: Implications for risk management," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101435.
• Flores, Eduardo & de Carvalho, João Vinicius França & Sampaio, Joelson Oliveira, 2021, "Impact of interest rates on the life insurance market development: Cross-country evidence," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101444.
• Saito, Yuta & Sakamoto, Jun, 2021, "Asset pricing during pandemic lockdown," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101449.
• Aharon, David Y. & Siev, Smadar, 2021, "COVID-19, government interventions and emerging capital markets performance," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101492.
• Cho, Meeok & Kim, Sehee & Kim, Yewon & Lee, Bryan Byung-Hee & Lee, Woo-Jong, 2021, "IFRS adoption and stock misvaluation: Implication to Korea discount," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101494.
• Gupta, Rangan & Sheng, Xin & Pierdzioch, Christian & Ji, Qiang, 2021, "Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101515.
• Chen, Jing, 2021, "On the theoretical foundation of corporate finance," Structural Change and Economic Dynamics, Elsevier, volume 59, issue C, pages 256-262, DOI: 10.1016/j.strueco.2021.08.012.
• Marszk, Adam & Lechman, Ewa, 2021, "Reshaping financial systems: The role of ICT in the diffusion of financial innovations – Recent evidence from European countries," Technological Forecasting and Social Change, Elsevier, volume 167, issue C, DOI: 10.1016/j.techfore.2021.120683.
• Depren, Özer & Kartal, Mustafa Tevfik & Kılıç Depren, Serpil, 2021, "Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkey's monetary policy measures with selected determinants," Technological Forecasting and Social Change, Elsevier, volume 170, issue C, DOI: 10.1016/j.techfore.2021.120884.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021, "The Economic Dependency of the Bitcoin Security," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2021/01, Jan.
• Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova, 2021, "Interdependencies between Mining Costs, Mining Rewards and Blockchain Security," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2021/02, Feb.
• Jesús Fernández-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2021, "The "Matthew effect" and market concentration: Search complementarities and monopsony power," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-22, Feb.
• Zongwu Cai & Jiazi Chen & Linlin Niu, 2021, "A Semiparametric Model for Bond Pricing with Life Cycle Fundamental," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2021-01-06, Jan.
• Mignot, Sarah & Tramontana, Fabio & Westerhoff, Frank H., 2021, "Speculative asset price dynamics and wealth taxes," BERG Working Paper Series, Bamberg University, Bamberg Economic Research Group, number 169.
• Sihvonen, Markus, 2021, "Yield curve momentum," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2021.
• Boneva, Lena & Islami, Mevlud & Schlepper, Kathi, 2021, "Liquidity in the German corporate bond market: Has the CSPP made a difference?," Discussion Papers, Deutsche Bundesbank, number 08/2021.
• Schmidhammer, Christoph, 2021, "Return differences between DAX ETFs and the benchmark DAX," Discussion Papers, Deutsche Bundesbank, number 28/2021.
• Bednarek, Peter & Roling, Christoph, 2021, "Analysing funding costs advantages using European primary market bond yield spreads," Technical Papers, Deutsche Bundesbank, number 06/2021.
• McMahon, James, 2021, "Reconsidering Systemic Fear and the Stock Market: A Reply to Baines and Hager," Review of Capital as Power, Capital As Power - Toward a New Cosmology of Capitalism, volume 2, issue 1, pages 30-70.
• Sattarhoff, Cristina & Lux, Thomas, 2021, "Forecasting the Variability of Stock Index Returns with the Multifractal Random Walk Model for Realized Volatilities," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2021-02.
• Agarwal, Vikas & Hanouna, Paul & Moussawi, Rabih & Stahel, Christof W., 2021, "Do ETFs increase the commonality in liquidity of underlying stocks?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-04.
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2021, "Multivariate crash risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-07.
• Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021, "Option return predictability with machine learning and big data," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-08.
• Brown, Nerissa C. & Elliott, W. Brooke & Wermers, Russ & White, Roger M., 2021, "News or noise: Mobile internet technology and stock market activity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-10.
• Hinsche, Isabelle Cathérine, 2021, "A greenium for the next generation EU green bonds: Analysis of a potential green bond premium and its drivers," CFS Working Paper Series, Center for Financial Studies (CFS), number 663.
• Cumming, Douglas J. & Firth, Christopher & Gathergood, John & Stewart, Neil, 2021, "Covid, work-from-home, and securities misconduct," CFS Working Paper Series, Center for Financial Studies (CFS), number 666.
• Mengoli, Stefano & Pagano, Marco & Pattitoni, Pierpaolo, 2021, "The geography of investor attention," CFS Working Paper Series, Center for Financial Studies (CFS), number 671.
• Pagano, Marco & Wagner, Christian & Zechner, Josef, 2021, "Disaster resilience and asset prices," CFS Working Paper Series, Center for Financial Studies (CFS), number 673.
• Bernoth, Kerstin & Herwartz, Helmut, 2021, "Exchange rates, foreign currency exposure and sovereign risk," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 117, pages 1-1.
• Bierbaumer, Daniel & Rieth, Malte & Velinov, Anton, 2021, "The state-dependent trading behavior of banks in the oil futures market," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 191, pages 1011-1024.
• Kubitza, Christian, 2021, "Investor-driven corporate finance: Evidence from insurance markets," ICIR Working Paper Series, Goethe University Frankfurt, International Center for Insurance Regulation (ICIR), number 43/21.
• Mitchener, Kris James & Trebesch, Christoph, 2022, "Sovereign debt in the 21st century," Kiel Working Papers, Kiel Institute for the World Economy, number 2198, revised 2022.
• Bauer, Michael & Chernov, Mikhail, 2021, "Interest rate skewness and biased beliefs," IMFS Working Paper Series, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS), number 163.
• Virla, Leonardo Quero, 2021, "An empirical characterization of volatility dynamics in the DAX," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 167/2021.
• Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021, "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-004.
• Chen, Yi-Hsuan & Vinogradov, Dmitri V., 2021, "Coins with benefits: On existence, pricing kernel and risk premium of cryptocurrencies," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-006.
• Chen, Shi & Härdle, Wolfgang & Schienle, Melanie, 2021, "High-dimensional statistical learning techniques for time-varying limit order book networks," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-015.
• Matic, Jovanka & Packham, Natalie & Härdle, Wolfgang, 2021, "Hedging cryptocurrency options," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-021.
• Klein, Tony, 2021, "Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor Shock," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2021/07, DOI: 10.2139/ssrn.3929635.
• Kim, Jeong-Bon & Liao, Shushu & Liu, Yangke, 2021, "Married CEOs and Stock Price Crash Risk," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2021/09, DOI: 10.2139/ssrn.3958224.
• Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021, "The FOMC risk shift," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 302, DOI: 10.2139/ssrn.3774275.
• Rzeźnik, Aleksandra & Hanley, Kathleen Weiss & Pelizzon, Loriana, 2021, "The salience of ESG ratings for stock pricing: Evidence from (potentially) confused investors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 310, revised 2021, DOI: 10.2139/ssrn.3801703.
• Gao, Can & Martin, Ian, 2021, "Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 312.
• Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2021, "Momentum-managed equity factors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 317, DOI: 10.2139/ssrn.3423287.
• Corhay, Alexandre & Kind, Thilo & Kung, Howard & Morales, Gonzalo, 2021, "Discount rates, debt maturity, and the fiscal theory," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 323, DOI: 10.2139/ssrn.3940955.
• Eichler, Stefan & Nauerth, Jannik A., 2021, "Bilateral investment treaties and sovereign default risk," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 04/21.
• Nitschka, Thomas & Satkurunathan, Shajivan, 2021, "Habits die hard: implications for bond and stock markets internationally," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242358.
• Bartram, Söhnke & Djuranovik, Leslie & Garratt, Anthony, 2021, "Currency Anomalies," CEPR Discussion Papers, Centre for Economic Policy Research, number 15653, Jan.