Research classified by Journal of Economic Literature (JEL) codes

2020

• Kim, Kyung Soon & Chung, Chune Young & Liu, Chang, 2020, "Is institutional monitoring time-varying? Evidence from the Korean market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.10.021.
• Khuntia, Sashikanta & Pattanayak, J.K., 2020, "Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.025.
• Lee, Hwang Hee & Oh, Frederick Dongchuhl, 2020, "Corporate innovation and credit default swap spreads," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.030.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020, "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.06.014.
• Li, Huan, 2020, "Asset pricing with long-run durable expenditure risk," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.032.
• Chen, Tsung-Yu & Chou, Pin-Huang & Yang, Nien-Tzu, 2020, "Momentum and reversals: Are they really separate phenomena?," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.02.002.
• Carmichael, Benoît & Coën, Alain, 2020, "Real estate as a common risk factor in the financial sector: International evidence," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.029.
• Chen, Zilin & Gao, Kang & Huang, Weiwei, 2020, "Stock liquidity and excess leverage," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.034.
• Jiang, Fuwei & Jin, Fujing & Tang, Guohao, 2020, "Dissecting the effectiveness of firm financial strength in predicting Chinese stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.101332.
• Aloosh, Arash & Ouzan, Samuel, 2020, "The psychology of cryptocurrency prices," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.010.
• Verdickt, Gertjan, 2020, "Is fertility a leading indicator for stock returns?," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.001.
• Nguyen, Anh Duy, 2020, "Alternative reversal variable," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.025.
• Cheng, Feiyang & Chiao, Chaoshin & Fang, Zhenming & Wang, Chunfeng & Yao, Shouyu, 2020, "Raising short-term debt for long-term investment and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.018.
• Sebastião, Helder & Godinho, Pedro, 2020, "Bitcoin futures: An effective tool for hedging cryptocurrencies," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.07.003.
• Iyer, Subramanian R. & Simkins, Betty J. & Wang, Heng, 2020, "Cyberattacks and impact on bond valuation," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.013.
• Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020, "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.014.
• Reus, Lorenzo & Carrasco, José A. & Pincheira, Pablo, 2020, "Do it with a smile: Forecasting volatility with currency options," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.024.
• Shen, Dehua & Urquhart, Andrew & Wang, Pengfei, 2020, "A three-factor pricing model for cryptocurrencies," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.021.
• Kim, Soonho & Na, Haejung, 2020, "Earnings information, arbitrage constraints, and the forecast dispersion anomaly," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101311.
• Borochin, Paul & Kopeliovich, Yaacov & Shea, Kevin, 2020, "A general method for valuing complex capital structures," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101304.
• Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2020, "Does intraday time-series momentum exist in Chinese stock index futures market?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.007.
• Hong, Yun & Li, Yi, 2020, "Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.015.
• Kim, Jae H. & Shamsuddin, Abul, 2020, "A bootstrap test for predictability of asset returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.004.
• Long, Huaigang & Zaremba, Adam & Demir, Ender & Szczygielski, Jan Jakub & Vasenin, Mikhail, 2020, "Seasonality in the Cross-Section of Cryptocurrency Returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101566.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Demir, Ender, 2020, "Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101597.
• Park, Cheolbeom & Park, Suyeon, 2020, "Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101314.
• Blitz, David & Huisman, Rob & Swinkels, Laurens & van Vliet, Pim, 2020, "Media attention and the volatility effect," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101317.
• Sabah, Nasim, 2020, "Cryptocurrency accepting venues, investor attention, and volatility," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101339.
• Choi, Paul Moon Sub & Choi, Joung Hwa & Chung, Chune Young, 2020, "Do individual traders undermine firm valuation?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101567.
• Li, Yan & Liang, Chao & Ma, Feng & Wang, Jiqian, 2020, "The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101749.
• Wang, Wenzhao, 2020, "Institutional investor sentiment, beta, and stock returns," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101374.
• Li, You & Zhang, Jian, 2020, "Stakeholder orientation and stock price crash risk," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101370.
• Schadner, Wolfgang, 2020, "An idea of risk-neutral momentum and market fear," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101347.
• Ishii, Hokuto, 2020, "Arbitrage-free relative Nelson–Siegel model," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101377.
• Choi, Jae Yong & Yi, Junesuh & Yoon, Sun-Joong, 2020, "A better criterion for forced selling in bond markets: Credit ratings versus credit spreads," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101437.
• Buigut, Steven & Kapar, Burcu, 2020, "Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101352.
• Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen, 2020, "The influence of Bitcoin on portfolio diversification and design," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101344.
• Cao, Jiling & Kim, Jeong-Hoon & Kim, See-Woo & Zhang, Wenjun, 2020, "Rough stochastic elasticity of variance and option pricing," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101381.
• Ortmann, Regina & Pelster, Matthias & Wengerek, Sascha Tobias, 2020, "COVID-19 and investor behavior," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101717.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020, "The memory of stock return volatility: Asset pricing implications," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.01.002.
• Ters, Kristyna & Urban, Jörg, 2020, "Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.07.002.
• Ruan, Xinfeng, 2020, "Volatility-of-volatility and the cross-section of option returns," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.03.002.
• Bicu-Lieb, Andreea & Chen, Louisa & Elliott, David, 2020, "The leverage ratio and liquidity in the gilt and gilt repo markets," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.100510.
• Buis, Boyd & Pieterse-Bloem, Mary & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2020, "Expected issuance fees and market liquidity," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.100514.
• von Beschwitz, Bastian & Massa, Massimo, 2020, "Biased short: Short sellers' disposition effect and limits to arbitrage," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2019.100512.
• Ding, Rong & Zhou, Hang & Li, Yifan, 2020, "Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100511.
• Faria, Gonçalo & Verona, Fabio, 2020, "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100508.
• Borochin, Paul, 2020, "The information content of real operating performance measures from the airline industry," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100528.
• Qiao, Kenan & Dam, Lammertjan, 2020, "The overnight return puzzle and the “T+1” trading rule in Chinese stock markets," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100534.
• Pham, Mia Hang, 2020, "In law we trust: Lawyer CEOs and stock liquidity," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100548.
• Adrian, Tobias & Capponi, Agostino & Fleming, Michael & Vogt, Erik & Zhang, Hongzhong, 2020, "Intraday market making with overnight inventory costs," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100564.
• Cao, Charles & Simin, Timothy & Xiao, Han, 2020, "Predicting the equity premium with the implied volatility spread," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100531.
• Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020, "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100541.
• Valseth, Siri, 2020, "Informed trading in hybrid bond markets," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.07.003.
• Dicle, Mehmet F. & Levendis, John, 2020, "Historic risk and implied volatility," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.100475.
• Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020, "Investor experiences and international capital flows," Journal of International Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.jinteco.2020.103302.
• Glazyrina, Anna & Melnikov, Alexander, 2020, "Bachelier model with stopping time and its insurance application," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 156-167, DOI: 10.1016/j.insmatheco.2020.04.012.
• Giaccotto, Carmelo & Lin, Xiao & Zhao, Yanhui, 2020, "Term structure of discount rates for firms in the insurance industry," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 147-158, DOI: 10.1016/j.insmatheco.2020.09.004.
• Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Halloween Effect in developed stock markets: A historical perspective," International Economics, Elsevier, volume 161, issue C, pages 130-138, DOI: 10.1016/j.inteco.2019.11.009.
• Dachraoui, Hajer & Smida, Mounir & Sebri, Maamar, 2020, "Role of capital flight as a driver of sovereign bond spreads in Latin American countries," International Economics, Elsevier, volume 162, issue C, pages 15-33, DOI: 10.1016/j.inteco.2020.04.002.
• Jareño, Francisco & González, María de la O & Escolástico, Alba M., 2020, "Extension of the Fama and French model: A study of the largest European financial institutions," International Economics, Elsevier, volume 164, issue C, pages 115-139, DOI: 10.1016/j.inteco.2020.09.001.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2020, "No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101143.
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2020, "Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101173.
• Kobinger, Sonja & Bornholt, Graham & Malin, Mirela, 2020, "Long-term time series reversal: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101185.
• Li, Huijing & Li, Hong & Lu, Lei & Theocharides, George & Xiong, Xiong, 2020, "Macro disagreement and international options markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101187.
• Borgards, Oliver & Czudaj, Robert L., 2020, "The prevalence of price overreactions in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101194.
• Mugerman, Yevgeny & Yidov, Orr & Wiener, Zvi, 2020, "By the light of day: The effect of the switch to winter time on stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101197.
• Leal, Diego & Stanhouse, Bryan & Stock, Duane, 2020, "Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101217.
• Amini, Shima & Buchner, Axel & Cai, Charlie X. & Mohamed, Abdulkadir, 2020, "Why do firms manage their stock price levels?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101220.
• Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores, 2020, "Information opacity and corporate bond returns: The dynamics of split ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101239.
• Baldwin, Kenneth & Alhalboni, Maryam, 2020, "The impact of profit-sharing investment accounts on shareholders’ wealth," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 69, issue C, DOI: 10.1016/j.intfin.2020.101253.
• Penman, Stephen & Zhang, Xiao-Jun, 2020, "A theoretical analysis connecting conservative accounting to the cost of capital," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101236.
• Beaver, William H. & McNichols, Maureen F. & Wang, Zach Z., 2020, "Increased market response to earnings announcements in the 21st century: An Empirical Investigation," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101244.
• Bonsall, Samuel B. & Green, Jeremiah & Muller, Karl A., 2020, "Market uncertainty and the importance of media coverage at earnings announcements," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101264.
• Larcker, David F. & Watts, Edward M., 2020, "Where's the greenium?," Journal of Accounting and Economics, Elsevier, volume 69, issue 2, DOI: 10.1016/j.jacceco.2020.101312.
• Bhojraj, Sanjeev & Mohanram, Partha & Zhang, Suning, 2020, "ETFs and information transfer across firms," Journal of Accounting and Economics, Elsevier, volume 70, issue 2, DOI: 10.1016/j.jacceco.2020.101336.
• Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020, "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, volume 70, issue 2, DOI: 10.1016/j.jacceco.2020.101344.
• Xuan, Chunji & Kim, Chang-Jin, 2020, "Structural breaks in the mean of dividend-price ratios: Implications of learning on stock return predictability," Japan and the World Economy, Elsevier, volume 55, issue C, DOI: 10.1016/j.japwor.2020.101027.
• Nguyen, Linh Xuan Diep & Mateut, Simona & Chevapatrakul, Thanaset, 2020, "Business-linkage volatility spillovers between US industries," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105699.
• Moutzouris, Ioannis C. & Nomikos, Nikos K., 2020, "Asset pricing with mean reversion: The case of ships," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105708.
• Elyasiani, Elyas & Gambarelli, Luca & Muzzioli, Silvia, 2020, "Moment risk premia and the cross-section of stock returns in the European stock market," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105732.
• Nguyen, Phuong-Anh & Kecskés, Ambrus & Mansi, Sattar, 2020, "Does corporate social responsibility create shareholder value? The importance of long-term investors," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2017.09.013.
• Wang, Chih-Wei & Chiu, Wan-Chien & King, Tao-Hsien Dolly, 2020, "Debt maturity and the cost of bank loans," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2017.10.008.
• Lovreta, Lidija & Silaghi, Florina, 2020, "The surface of implied firm’s asset volatility," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2017.11.008.
• Kolokolova, Olga & Lin, Ming-Tsung & Poon, Ser-Huang, 2020, "Too big to ignore? Hedge fund flows and bond yields," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2017.12.009.
• Belkhir, Mohamed & Saad, Mohsen & Samet, Anis, 2020, "Stock extreme illiquidity and the cost of capital," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.01.005.
• Duca, John V. & Ling, David C., 2020, "The other (commercial) real estate boom and bust: The effects of risk premia and regulatory capital arbitrage," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.03.006.
• Lee, Seung Jung & Posenau, Kelly E. & Stebunovs, Viktors, 2020, "The anatomy of financial vulnerabilities and banking crises," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.04.013.
• Fong, Kingsley & Krug, Juliane D. & Leung, Henry & Westerholm, Joakim P., 2020, "Determinants of household broker choices and their impacts on performance," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2019.06.005.
• Paschke, Raphael & Prokopczuk, Marcel & Wese Simen, Chardin, 2020, "Curve momentum," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2019.105718.
• Cahill, Daniel & G. Baur, Dirk & (Frank) Liu, Zhangxin & W. Yang, Joey, 2020, "I am a blockchain too: How does the market respond to companies’ interest in blockchain?," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105740.
• Aabo, Tom & Lee, Suin & Pantzalis, Christos & Park, Jung Chul, 2020, "Know thy neighbor: Political uncertainty and the informational advantage of local institutional investors," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105762.
• Griffith, Todd & Roseman, Brian & Shang, Danjue, 2020, "The effects of an increase in equity tick size on stock and option transaction costs," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105782.
• Kyosev, Georgi & Hanauer, Matthias X. & Huij, Joop & Lansdorp, Simon, 2020, "Does earnings growth drive the quality premium?," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105785.
• Byun, Suk-Joon & Goh, Jihoon & Kim, Da-Hea, 2020, "The role of psychological barriers in lottery-related anomalies," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105786.
• Lambert, Marie & Fays, Boris & Hübner, Georges, 2020, "Factoring characteristics into returns: A clinical study on the SMB and HML portfolio construction methods," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105811.
• Sakkas, Athanasios & Tessaromatis, Nikolaos, 2020, "Factor based commodity investing," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105807.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105809.
• Leung, Woon Sau & Evans, Kevin P. & Mazouz, Khelifa, 2020, "The R&D anomaly: Risk or mispricing?," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105815.
• Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin, 2020, "Beta uncertainty," Journal of Banking & Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jbankfin.2020.105834.
• Rahman, Dewan & Oliver, Barry & Faff, Robert, 2020, "Evidence of strategic information uncertainty around opportunistic insider purchases," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105821.
• He, Wen & Li, Yan, 2020, "Comparing with the average: Reference points and market reactions to above-average earnings surprises," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105824.
• Eichler, Stefan & Plaga, Timo, 2020, "The economic record of the government and sovereign bond and stock returns around national elections," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105832.
• Li, Keming, 2020, "Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105856.
• Kalcheva, Ivalina & Plečnik, James M. & Tran, Hai & Turkiela, Jason, 2020, "(Un)intended consequences? The impact of the 2017 tax cuts and jobs act on shareholder wealth," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105860.
• Held, Matthias & Kapraun, Julia & Omachel, Marcel & Thimme, Julian, 2020, "Up- and downside variance risk premia in global equity markets," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105875.
• Hu, Xiaolu & Shi, Jing & Wang, Lafang & Yu, Jing, 2020, "Foreign ownership in Chinese credit ratings industry: Information revelation or certification?," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105891.
• Berkman, Henk & Koch, Paul & Westerholm, P. Joakim, 2020, "Inside the director network: When directors trade or hold inside, interlock, and unconnected stocks," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105892.
• Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2020, "Affine multivariate GARCH models," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105895.
• Lloyd, Simon P., 2020, "Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105915.
• Geertsema, Paul & Lu, Helen, 2020, "The correlation structure of anomaly strategies," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105934.
• Maio, Paulo & Silva, André C., 2020, "Asset pricing implications of money: New evidence," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105956.
• Gilstrap, Collin & Petkevich, Alex & Teterin, Pavel, 2020, "Striking up with the in crowd: When option markets and insiders agree," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105963.
• Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina, 2020, "Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105966.
• Hollstein, Fabian, 2020, "Estimating beta: The international evidence," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105968.
• Gu, Chen & Kurov, Alexander, 2020, "Informational role of social media: Evidence from Twitter sentiment," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105969.
• Caballé, Jordi & Dumitrescu, Ariadna, 2020, "Disclosure of corporate tax reports, tax enforcement, and price information," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105978.
• Chen, Tao, 2020, "Does news affect disagreement in global markets?," Journal of Business Research, Elsevier, volume 109, issue C, pages 174-183, DOI: 10.1016/j.jbusres.2019.11.082.
• Tauni, Muhammad Zubair & Yousaf, Salman & Ahsan, Tanveer, 2020, "Investor-advisor Big Five personality similarity and stock trading performance," Journal of Business Research, Elsevier, volume 109, issue C, pages 49-63, DOI: 10.1016/j.jbusres.2019.10.055.
• Lee, Sang Mook & Jiraporn, Pornsit & Song, Hakjoon, 2020, "Customer concentration and stock price crash risk," Journal of Business Research, Elsevier, volume 110, issue C, pages 327-346, DOI: 10.1016/j.jbusres.2020.01.049.
• Xue, Xiaolin & Zhang, Junrui & Yu, Yangxin, 2020, "Distracted passive institutional shareholders and firm transparency," Journal of Business Research, Elsevier, volume 110, issue C, pages 347-359, DOI: 10.1016/j.jbusres.2020.01.033.
• Saad, Mohsen & Samet, Anis, 2020, "Collectivism and commonality in liquidity," Journal of Business Research, Elsevier, volume 116, issue C, pages 137-162, DOI: 10.1016/j.jbusres.2020.04.012.
• Giglio, Stefano & Feng, Guanhao & Xiu, Dacheng, 2020, "Taming the Factor Zoo: A Test of New Factors," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14266, Jan.
• Weill, Pierre-Olivier & Hugonnier, Julien & Lester, Benjamin, 2020, "Heterogeneity in Decentralized Asset Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14274, Jan.
• Chambers, David & , & Spaenjers, Christophe, 2020, "Art as an Asset: Evidence from Keynes the Collector," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14357, Jan.
• ÅžimÅŸek, Alp & Iachan, Felipe Saraiva & Nenov, Plamen T., 2020, "The Choice Channel of Financial Innovation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14361, Jan.
• Gambacorta, Leonardo & Mayordomo, Sergio & Serena Garralda, Jose-Maria, 2020, "Dollar borrowing, firm-characteristics, and FX-hedged funding opportunities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14419, Feb.
• Opp, Marcus & Harris, Milton & Opp, Christian, 2020, "The aggregate demand for bank capital," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14524, Mar.
• Braggion, Fabio & Frehen, Rik & Jerphanion, Emiel, 2020, "Credit Provision and Stock Trading: Evidence from the South Sea Bubble," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14532, Mar.
• Kacperczyk, Marcin & Bolton, Patrick, 2020, "Carbon Premium around the World," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14567, Apr.
• Kacperczyk, Marcin & Bolton, Patrick, 2020, "Do Investors Care about Carbon Risk?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14568, Apr.
• Zechner, Josef & Chaderina, Maria & Weiss, Patrick, 2020, "The Maturity Premium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14570, Apr.
• Kaniel, Ron & Israeli, Doron & Sridharan, Suhas A., 2020, "The Real Side of the High-Volume Return Premium," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14587, Apr.
• de Groot, Oliver & Richter, Alexander W. & Throckmorton, Nathaniel, 2020, "Valuation Risk Revalued," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14588, Apr.
• Auer, Raphael & Claessens, Stijn, 2020, "Cryptocurrency market reactions to regulatory news," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14602, Apr.
• Albuquerque, Rui & Koskinen, Yrjo & Yang, Shuai & Zhang, Chendi, 2020, "Love in the Time of COVID-19: The Resiliency of Environmental and Social Stocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14661, Apr.
• Cieslak, Anna & Pang, Hao, 2020, "Common shocks in stocks and bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14708, May.
• Ehrmann, Michael & Jansen, David-Jan, 2020, "Stock Return Comovement when Investors are Distracted: More, and More Homogeneous," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14713, May.
• Van Nieuwerburgh, Stijn & Landvoigt, Tim & Elenev, Vadim, 2020, "Can the Covid Bailouts Save the Economy?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14714, May.
• Zechner, Josef & Pagano, Marco & Wagner, Christian, 2020, "Disaster Resilience and Asset Prices," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14773, May.
• Chernov, Mikhail & Augustin, Patrick & Schmid, Lukas & Song, Dongho, 2020, "The term structure of CIP violations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14774, May.
• Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Utkus, Stephen P., 2020, "Inside the Mind of a Stock Market Crash," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14813, May.
• Caballero, Ricardo & Simsek, Alp, 2022, "Monetary Policy with Opinionated Markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14830, Jun.
• Rebucci, Alessandro & Hartley, Jonathan, 2020, "An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14841, Jun.
• Weill, Pierre-Olivier, 2020, "The search theory of OTC markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14847, Jun.
• van der Ploeg, Frederick & Hambel, Christoph & Kraft, Holger, 2020, "Asset diversification versus climate action," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14863, Jun.
• Koijen, Ralph & Yogo, Motohiro, 2020, "Exchange Rates and Asset Prices in a Global Demand System," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14874, Jun.
• Koijen, Ralph & Gormsen, Niels Joachim, 2020, "Coronavirus: Impact on Stock Prices and Growth Expectations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14875, Jun.
• Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2020, "The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14950, Jun.
• Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2020, "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14986, Jul.
• Weber, Martin & Mueller-Dethard, Jan, 2020, "The Portfolio Composition Effect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15012, Jul.
• Pástor, LuboÅ¡ & Vorsatz, Blair, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15033, Jul.
• Taylor, Mark & Filippou, Ilias & Gozluklu, Arie & Nguyen, My, 2020, "U.S. Populist Rhetoric and Currency Returns," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15054, Jul.
• Glossner, Simon & Matos, Pedro Pinto & Ramelli, Stefano & Wagner, Alexander F., 2022, "Do institutional investors stabilize equity markets in crisis periods? Evidence from COVID-19," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15070, May.
• Bergemann, Dirk & Morris, Stephen & Heumann, Tibor, 2020, "Information, Market Power and Price Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15104, Jul.
• Cao, Shuo & Crump, Richard K. & ,, 2020, "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15122, Aug.
• Caballero, Ricardo & Simsek, Alp, 2022, "Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15163, Jun.
• Schürhoff, Norman & Hendershott, Terrence & Livdan, Dmitry & Li, Dan, 2020, "True Cost of Immediacy," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15205, Aug.
• Weill, Pierre-Olivier & Kargar, Mahyar & Lester, Benjamin & Lindsay, David & Liu, Shuo & Zúñiga, Diego, 2020, "Corporate Bond Liquidity During the COVID-19 Crisis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15231, Aug.
• Giglio, Stefano & Dew-Becker, Ian & Kelly, Bryan, 2020, "Hedging macroeconomic and financial uncertainty and volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15239, Aug.
• Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2020, "The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15258, Sep.
• Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020, "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15305, Sep.
• Taylor, Mark & Xu, Qi & Kozhan, Roman, 2020, "Prospect Theory and Currency Returns: Empirical Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15306, Sep.
• Hassan, Tarek & Zhang, Tony, 2020, "The Economics of Currency Risk," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15313, Sep.
• Hansen, Stephen & Davis, Steven & Seminario-Amez, Cristhian, 2020, "Firm-level Risk Exposures and Stock Returns in the Wake of COVID-19," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15314, Sep.
• Korniotis, George & Bonaparte, Yosef & Kumar, Alok, 2020, "Income Risk and Stock Market Entry/Exit Decisions," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15370, Oct.
• Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2020, "It’s what you say and what you buy: A holistic evaluation of the Corporate Credit Facilities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15432, Nov.
• van Wijnbergen, Sweder & Olijslagers, Stan & de Vette, Nander, 2020, "Debt sustainability when r - g," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15478, Nov.
• Dumas, Bernard & Savioz, Marcel René, 2020, "A Theory of the Nominal Character of Stock Securities," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15507, Dec.
• Ongena, Steven & Antoniou, Fabio & Delis, Manthos & Tsoumas, Christos, 2020, "Pollution permits and financing costs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15517, Dec.
• Dahlquist, Magnus & Ibert, Markus & Wilke, Felix, 2020, "Expectations of Active Mutual Fund Performance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15548, Dec.
• Acharya, Viral & Johnson, Timothy & Sundaresan, Suresh & Zheng, Steven, 2020, "The Value of a Cure: An Asset Pricing Perspective," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15558, Dec.
• Vayanos, Dimitri & Jiang, Hao & Zheng, Lu, 2020, "Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15563, Dec.
• Della Corte, Pasquale & Cenedese, Gino & Wang, Tianyu, 2020, "Currency Mispricing and Dealer Balance Sheets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15569, Dec.
• Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2020, "Pricing Currency Risks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15571, Dec.
• Bouchaud, Jean-Philippe & Farmer, Roger, 2022, "Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15573, Apr.
• Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2022, "Expectation dispersion, uncertainty, and the reaction to news," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15581, Feb.
• Vissing-Jørgensen, Annette, 2020, "Informal Central Bank Communication," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15603, Dec.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020, "The Expected Return on Risky Assets: International Long-run Evidence," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15610, Dec.
• Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020, "Technological Innovation and Labor Income Risk," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number 202010, Jun.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020, "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def090, Oct.
• Ramos, Sofía B. & Taamouti, Abderrahim & Lopes Moreira da Veiga, María Helena & Wang, Chih-Wei, 2020, "Quantile Consumption-Capital Asset Pricing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30332, May.
• Lopes Moreira da Veiga, María Helena & Peeters, Ronald & Vorstaz, Marc, 2022, "An experimental analysis of contagion in financial markets," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31230, Oct.
• Takahiro Hattori & Jiro Yoshida, 2020, "The Bank of Japan as a Real Estate Tycoon: Large-Scale REIT Purchases," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_003, Mar.
• Gaofeng Han & Hui Miao & Yabin Wang, 2020, "Liquidity of China government bond market: Measures and Driving Forces," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_030, Dec.
• Júlio Lobão & Ana Isabel Costa, 2020, "Do Fixed-Income ETFs Overreact? Evidence of Short-term Predictability following Extreme Price Shocks," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 122, pages 131-144, Mayo.
• Carmen badía batlle & Merche galisteo rodríguez & Teresa Preixens benedicto, 2020, "valor razonable de un swap: CVA y D VA. Una aproximación binomial," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 122, pages 229-242, Mayo.
• Johannes K. Dreyer & Johannes Schneider & William T. Smith, 2020, "Saving-Based Asset Pricing and Leisure," Annals of Economics and Finance, Society for AEF, volume 21, issue 2, pages 507-526, November.
• Dashan Huang & Jiangyuan Li & Liyao Wang & Guofu Zhou, 2020, "Time series momentum: Is it there?," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 717.
• Benos, Evangelos & Payne, Richard & Vasios, Michalis, 2020, "Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 1, pages 159-192, February.
• Czupryna, Marcin & Jakubczyk, Michał & Oleksy, Paweł, 2020, "Order Book Dynamics of Fine Wine Exchange," Journal of Wine Economics, Cambridge University Press, volume 15, issue 4, pages 403-411, November.
• Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020, "Robust Identification of Investor Beliefs," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2236, May.
• Schiereck, D. & Immel, M. & Kiesel, F. & Hachenberg, B., 2020, "Green bonds: Shades of green and brown," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 124730.
• Stephanie Ettmeier & Chi Hyun Kim & Alexander Kriwoluzky, 2020, "Financial Market Participants Expect the Coronavirus Pandemic to Have Long-Lasting Economic Impact in Europe," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 10, issue 19/20, pages 243-250.
• Stephanie Ettmeier & Chi Hyun Kim & Alexander Kriwoluzky, 2020, "Finanzmärkte erwarten langanhaltende wirtschaftliche Auswirkungen der Corona-Pandemie in Europa," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 20, pages 347-354.
• Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2020, "Currency Futures' Risk Premia and Risk Factors," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1866.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020, "How banks respond to distress: Shifting risks in Europe's banking union," Working Papers, DNB, number 669, Jan.
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