Research classified by Journal of Economic Literature (JEL) codes

2021

• 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.

2020

• Gian Maria Tomat, 2020, "Present Value Models and the Behaviour of European Financial Markets," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 6, issue 3, pages 493-520, November, DOI: 10.1007/s40797-019-00110-2.
• Sabyasachi Mohapatra & Arun Kumar Misra & Marimuthu Murali Kannan, 2020, "Risk factors explaining returns anomaly in emerging market banks – study on Indian banking system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 417-433, July, DOI: 10.1007/s12197-019-09490-8.
• Gulraze Wakil, 2020, "Firm size proxies and the value relevance of predictive stock return models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 434-457, July, DOI: 10.1007/s12197-019-09491-7.
• Zachary McGurk & Adam Nowak & Joshua C. Hall, 2020, "Stock returns and investor sentiment: textual analysis and social media," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 458-485, July, DOI: 10.1007/s12197-019-09494-4.
• Justin Cox, 2020, "Market fragmentation and post-earnings announcement drift," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 587-610, July, DOI: 10.1007/s12197-020-09506-8.
• Faruk Balli & Hatice O. Balli & Mudassar Hasan & Russell Gregory-Allen, 2020, "Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 670-686, October, DOI: 10.1007/s12197-020-09508-6.
• Justin Cox & Adam Schwartz & Robert Ness, 2020, "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 724-748, October, DOI: 10.1007/s12197-020-09513-9.
• Farhang Niroomand & Massoud Metghalchi & Massomeh Hajilee, 2020, "Efficient market hypothesis: a ruinous implication for Portugese stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 749-763, October, DOI: 10.1007/s12197-020-09514-8.
• Moinak Maiti & Darko Vuković, 2020, "Role of human assets in measuring firm performance and its implication for firm valuation," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 9, issue 1, pages 1-27, December, DOI: 10.1186/s40008-020-00223-3.
• Annarita Colasante & Aurora García-Gallego & Nikolaos Georgantzis & Andrea Morone, 2020, "Voluntary contributions in a system with uncertain returns: a case of systemic risk," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 1, pages 111-132, January, DOI: 10.1007/s11403-019-00276-z.
• Hui Ying Sng & Yang Zhang & Huanhuan Zheng, 2020, "Margin trade, short sales and financial stability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 3, pages 673-702, July, DOI: 10.1007/s11403-019-00256-3.
• Feixue Gong & Gregory Phelan, 2020, "Debt collateralization, capital structure, and maximal leverage," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 70, issue 2, pages 579-605, September, DOI: 10.1007/s00199-019-01222-7.
• Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena & Mauro Gallegati, 2020, "Long-run expectations in a learning-to-forecast experiment: a simulation approach," Journal of Evolutionary Economics, Springer, volume 30, issue 1, pages 75-116, January, DOI: 10.1007/s00191-018-0585-1.
• Gaurav Raizada & Vartika Srivastava & S. V. D. Nageswara Rao, 2020, "Shall One Sit “Longer” for a Free Lunch? Impact of Trading Durations on the Realized Variances and Volatility Spillovers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 1-28, March, DOI: 10.1007/s40953-019-00169-9.
• Vighneswara Swamy & M. Dharani, 2020, "RETRACTED ARTICLE: Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 2, pages 403-423, June, DOI: 10.1007/s40953-019-00185-9.
• Shuonan Yuan & Marc Oliver Rieger & Nilüfer Caliskan, 2020, "Maxing out: the puzzling influence of past maximum returns on future asset prices in a cross-country analysis," Management Review Quarterly, Springer, volume 70, issue 4, pages 567-589, November, DOI: 10.1007/s11301-019-00176-3.
• Jeffrey L. Callen & Matthew R. Lyle, 2020, "The term structure of implied costs of equity capital," Review of Accounting Studies, Springer, volume 25, issue 1, pages 342-404, March, DOI: 10.1007/s11142-019-09513-z.
• Russell Lundholm & Rafael Rogo, 2020, "Do excessively volatile forecasts impact investors?," Review of Accounting Studies, Springer, volume 25, issue 2, pages 636-671, June, DOI: 10.1007/s11142-019-09522-y.
• Salim Chahine & Gonul Colak & Iftekhar Hasan & Mohamad Mazboudi, 2020, "Investor relations and IPO performance," Review of Accounting Studies, Springer, volume 25, issue 2, pages 474-512, June, DOI: 10.1007/s11142-019-09526-8.
• Nilabhra Bhattacharya & Bidisha Chakrabarty & Xu (Frank) Wang, 2020, "High-frequency traders and price informativeness during earnings announcements," Review of Accounting Studies, Springer, volume 25, issue 3, pages 1156-1199, September, DOI: 10.1007/s11142-020-09550-z.
• Kai Du & Steven Huddart, 2020, "Economic persistence, earnings informativeness, and stock return regularities," Review of Accounting Studies, Springer, volume 25, issue 4, pages 1263-1300, December, DOI: 10.1007/s11142-020-09531-2.
• Andreas Löffler, 2020, "Discussion of “Capital Market Equilibrium with Imperfect Competition: The Case of the ECB’s Asset Purchase Programme” by Koziol/Neus," Schmalenbach Business Review, Springer;Schmalenbach-Gesellschaft, volume 72, issue 3, pages 393-395, July, DOI: 10.1007/s41464-020-00095-x.
• Xiaoyu Gao & Anjie Dong, 2020, "Real estate prices, fiscal revenue and economic growth," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 2, pages 1-7.
• Wenliang Guo, 2020, "Currency Regimes, Volatility Risks, and Carry Trades: The Option Value of Government Currency Intervention in Emerging Markets," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 3, pages 1-4.
• Jiahe Ou, 2020, "Breadth of Ownership and the Comovement of Equity Prices in China Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 4, pages 1-1.
• Han-Ching Huang & Bo-Sheng Wu, 2020, "The Performance of Trading Strategies based on the Ratio of Option and Stock Volume," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 4, pages 1-9.
• Nicolò Zorich & Gabriele Cardullo, 2020, "Does Active Management Beat the Market? Evidence from Italy," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 3, pages 1-1.
• Aida Tatibekova & Mukhtar Bubeyev, 2020, "How regulation of bank capital adequacy and liquidity affects pricing of bonds of the banks," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 3, pages 1708-1722, March, DOI: 10.9770/jesi.2020.7.3(18).
• Iyabo Adeola Olanrele & Adedoyin Isola Lawal & Samuel Olatunde Dahunsi & Abiola Ayopo Babajide & Joseph Ojo Iseolorunkanmi & Joseph Ojo Iseolorunkanmi, 2020, "The impact of access to electricity on education and health sectors in Nigeria’s rural communities," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 7, issue 4, pages 3016-3035, June, DOI: 10.9770/jesi.2020.7.4(30).
• Henry Usunobun Ogiugo & Isaac Olufemi Adesuyi & Sunday Oseiweh Ogbeide, 2020, "Empirical test of capital asset pricing model on securities return of listed firms in Nigeria," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, volume 2, issue 4, pages 825-836, December, DOI: 10.9770/ird.2020.2.4(8).
• Alex Dickson & Ian A MacKenzie, 2020, "Permit markets with political and market distortions," Working Papers, University of Strathclyde Business School, Department of Economics, number 2001, Jan.
• Viktors Ajevskis, 2020, "The natural rate of interest: information derived from a shadow rate model," Applied Economics, Taylor & Francis Journals, volume 52, issue 47, pages 5129-5138, October, DOI: 10.1080/00036846.2020.1757029.
• Graeme G. Acheson & Christopher Coyle & David P. Jordan & John D. Turner, 2020, "Share trading activity and the rise of the rentier in the UK before 1920," Business History, Taylor & Francis Journals, volume 62, issue 6, pages 982-1001, August, DOI: 10.1080/00076791.2018.1502751.
• Wolfgang Breuer & Can K. Soypak & Bertram I. Steininger, 2020, "Magnitude effects in lending and borrowing: empirical evidence from a P2P platform," The European Journal of Finance, Taylor & Francis Journals, volume 26, issue 9, pages 854-873, June, DOI: 10.1080/1351847X.2019.1709525.
• Christian Conrad & Melanie Schienle, 2020, "Testing for an Omitted Multiplicative Long-Term Component in GARCH Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 229-242, April, DOI: 10.1080/07350015.2018.1482759.
• M. Hashem Pesaran & Ida Johnsson, 2020, "Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 428-442, April, DOI: 10.1080/07350015.2018.1513845.
• Torben G. Andersen & Nicola Fusari & Viktor Todorov, 2020, "The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 3, pages 662-678, July, DOI: 10.1080/07350015.2018.1564318.
• Luiz Félix & Roman Kräussl & Philip Stork, 2020, "Implied volatility sentiment: a tale of two tails," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 5, pages 823-849, May, DOI: 10.1080/14697688.2019.1696018.
• C. E. Phelan & D. Marazzina & G. Germano, 2020, "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 6, pages 899-918, June, DOI: 10.1080/14697688.2020.1718192.
• Brueckner, Markus & Vespignani, Joaquin, 2020, "Covid-19 infections and the performance of the stock market: an empirical analysis for Australia," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-06.
• Gajurel, Dinesh & Chowdhury, Biplob, 2020, "Realized volatility, jump and beta: evidence from Canadian stock market," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2020-11.
• Abdullah Kazdal & Halil Ibrahim Korkmaz & Doruk Kucuksarac & Yigit Onay, 2020, "A Measure of Turkey's Sovereign and Banking Sector Credit Risk: Asset Swap Spreads," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2007.
• Catherine Georgiou, 2020, "The British Stock Market under the Structure of Market Capitalization Value: New Evidence on its Predictive Content," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 13, issue 3, pages 56-69, December.
• Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2020, "How Market Sentiment Drives Forecasts of Stock Returns," Working Papers Series, Institute for New Economic Thinking, number inetwp115, Apr, DOI: 10.36687/inetwp115.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020, "How Banks Respond to Distress: Shifting Risks in Europe’s Banking Union," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-006/IV, Feb.
• Sweder van Wijnbergen & Stan Olijslagers & Nander de Vette, 2020, "Debt sustainability when r - g smaller than 0: no free lunch after all," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-079/VI, Nov.
• Penasse, Julien & Renneboog, Luc & Scheinkman, Jose, 2020, "When a Master Dies : Speculation and Asset Float," Discussion Paper, Tilburg University, Center for Economic Research, number 2020-010.
• Noussair, C.N. & Popescu, Andreea Victoria, 2020, "Contagion and Return Predictability in Asset Markets : An Experiment with Two Lucas Trees," Discussion Paper, Tilburg University, Center for Economic Research, number 2020-014.
• Penasse, Julien & Renneboog, Luc & Scheinkman, Jose, 2020, "When a Master Dies : Speculation and Asset Float," Other publications TiSEM, Tilburg University, School of Economics and Management, number 33ff63e3-8842-44c7-92f5-6.
• Pascal Paul, 2020, "The Time-Varying Effect of Monetary Policy on Asset Prices," The Review of Economics and Statistics, MIT Press, volume 102, issue 4, pages 690-704, October.
• Stefan Muhl & Marc Oliver Rieger & Hung Ling Chen, 2020, "Sign Matters: Stock Movement Based Trading Decisions of Private Investors," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-01.
• Marc Oliver Rieger & Mei Wang & Daniel Hausmann, 2020, "Pre-Decisional Information Acquisition: Do We Pay TooMuch for Information?," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-02.
• Dennis Umlandt, 2020, "Likelihood-based Dynamic Asset Pricing: Learning Time-varying Risk Premia from Cross-Sectional Models," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-06.
• Marc Oliver Rieger & Mei Wang & Thorsten Hens, 2020, "Universal Time Preference," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-07.
• John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2020, "Commodity Futures Return Predictability and Intertemporal Asset Pricing," Working Papers, Geary Institute, University College Dublin, number 202011, Nov.
• John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2020, "Macroeconomic Drivers of Bond and Equity Risks," Journal of Political Economy, University of Chicago Press, volume 128, issue 8, pages 3148-3185, DOI: 10.1086/707766.
• Ľuboš Pástor & Pietro Veronesi, 2020, "Political Cycles and Stock Returns," Journal of Political Economy, University of Chicago Press, volume 128, issue 11, pages 4011-4045, DOI: 10.1086/710532.
• Tong Fang & Tae-Hwy Lee & Zhi Su, 2020, "Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection," Working Papers, University of California at Riverside, Department of Economics, number 202009, May.
• Dominique Pépin & Stephen M. Miller, 2020, "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Working papers, University of Connecticut, Department of Economics, number 2020-09, Aug.
• Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020, "What matters for consumer sentiment? World oil price or retail gasoline price?," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 05-2020, May.
• Abdul Wahid & Muhammad Zubair Mumtaz & Edmund H. Mantell, 2020, "Valuing local and dual-class IPOs in the Alternative Investment Market," Estudios de Economia, University of Chile, Department of Economics, volume 47, issue 2 Year 20, pages 245-271, December.
• Jose Apesteguia & Miguel Ángel Ballester, 2020, "Separating predicted randomness from residual behavior," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1757, Feb.
• Aslanidis, Nektarios & Christiansen, Charlotte & Kouretas, George, 2020, "Uncertainty and Downside Risk in International Stock Returns," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/376032.
• Aslanidis, Nektarios & Fernández Bariviera, Aurelio & Savva, Christos S., 2020, "Weekly dynamic conditional correlations among cryptocurrencies and traditional assets," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/417680.
• Antonio Roma, 2020, "Is the Value Effect due to M&A Deals?: Evidence from the Italian Stock Market," Department of Economics University of Siena, Department of Economics, University of Siena, number 832, Jun.
• Xue-Zhong He & Junqing Kang & Xuan Zhou, 2020, "The Fast and the Furious: Exchange Latency and Ever-fast Trading," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 419, Dec.
• Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020, "Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:09.
• Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020, "Coming early to the party," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:11.
• Matthijs Breugem & Stefano Colonello & Roberto Marfè & Francesca Zucchi, 2020, "Dynamic Equity Slope," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:21.
• Alessandro Gnoatto & Athena Picarelli & Christoph Reisinger, 2020, "Deep xVA solver - A neural network based counterparty credit risk management framework," Working Papers, University of Verona, Department of Economics, number 07/2020, May.
• Ivaylo Mihaylov, 2020, "Characteristics And Features Of Economic Growth Related Bonds," Economic Science, education and the real economy: Development and interactions in the digital age, Publishing house Science and Economics Varna, issue 1, pages 411-418.
• Holovatiuk Olha, 2020, "Cryptocurrencies as an asset class in portfolio optimisation," Central European Economic Journal, Sciendo, volume 7, issue 54, pages 33-55, January, DOI: 10.2478/ceej-2020-0004.
• Bieta Volker & Broll Udo & Siebe Wilfried, 2020, "Strategic option pricing," Economics and Business Review, Sciendo, volume 6, issue 3, pages 118-129, August, DOI: 10.18559/ebr.2020.3.7.
• Senarathne Chamil W., 2020, "Are Religious Believers Irrational: A Direct Test from an Efficient Market Hypothesis," Financial Sciences. Nauki o Finansach, Sciendo, volume 25, issue 1, pages 35-53, March, DOI: 10.15611/fins.2020.1.04.
• Adegbite Tajudeen Adejare, 2020, "The Effects of IFRS Adoption on Taxation in Nigerian Manufacturing Companies," Financial Sciences. Nauki o Finansach, Sciendo, volume 25, issue 4, pages 1-15, December, DOI: 10.15611/fins.2020.4.01.
• Markowski Lesław, 2020, "Further evidence on the validity of CAPM: The Warsaw Stock Exchange application," Journal of Economics and Management, Sciendo, volume 39, issue 1, pages 82-104, March, DOI: 10.22367/jem.2020.39.05.
• Podgórski Błażej & Pasierbek Krzysztof, 2020, "The “Magic Action” of Stock Splits: Evidence from the Warsaw Stock Exchange 2003–2017," Journal of Management and Business Administration. Central Europe, Sciendo, volume 28, issue 1, pages 66-80, March, DOI: 10.7206/cemj.2658-0845.16.
• Urbański Stanisław & Leśkow Jacek, 2020, "Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange," Statistics in Transition New Series, Statistics Poland, volume 21, issue 1, pages 73-94, March, DOI: 10.21307/stattrans-2020-005.
• Bartłomiej Bollin & Robert Ślepaczuk, 2020, "Variance Gamma Model in Hedging Vanilla and Exotic Options," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-31.
• Quynh Bui & Robert Ślepaczuk, 2020, "Applying Hurst Exponent in Pair Trading Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-39.
• Abu Taleb Mohammad Adnan & Mohammad Mahadi Hasan & Ezaz Ahmed, 2020, "Capital Market Reactions to the Arrival of COVID-19: A Developing Market Perspective," Economic Research Guardian, Mutascu Publishing, volume 10, issue 2, pages 97-121, December.
• Stephan Schulmeister, 2020, "Fixing Long-term Price Paths for Fossil Energy. The Optimal Incentive for Limiting Global Warming," WIFO Working Papers, WIFO, number 604, Jul.
• Frederik Neugebauer, 2020, "ECB Announcements and Stock Market Volatility," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 20-02, Apr.
• William Chen & Gregory Phelan, 2020, "Should Monetary Policy Target Financial Stability?," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-01, Jan.
• Angela C.M. de Oliveira & Sarah Jacobson, 2020, "(Im)patience by Proxy: Making Intertemporal Decisions for Others," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-02, Jan.
• Feixue Gong & Gregory Phelan, 2020, "Collateral Constraints, Tranching, and Price Bases," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-03, Jan.
• Dietrich Earnhart & Sarah Jacobson & Yusuke Kuwayama & Richard T. Woodward, 2020, "Discretionary Exemptions from Environmental Regulation: Flexibility for Good or for Ill," Department of Economics Working Papers, Department of Economics, Williams College, number 2020-04, Apr.
• Joscha Beckmann & Gary Koop & Dimitris Korobilis & Rainer Alexander Schüssler, 2020, "Exchange rate predictability and dynamic Bayesian learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 35, issue 4, pages 410-421, June, DOI: 10.1002/jae.2761.
• Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020, "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 6, pages 966-985, September, DOI: 10.1002/for.2669.
• Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang, 2020, "Intraday time‐series momentum: Evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 40, issue 4, pages 632-650, April, DOI: 10.1002/fut.22084.
• Peter Tillmann, 2020, "Monetary Policy Uncertainty and the Response of the Yield Curve to Policy Shocks," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue 4, pages 803-833, June, DOI: 10.1111/jmcb.12657.
• Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020, "Bond Risk Premia and The Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, volume 52, issue S2, pages 497-520, December, DOI: 10.1111/jmcb.12760.
• Drew D. Creal & Jing Cynthia Wu, 2020, "Bond risk premia in consumption‐based models," Quantitative Economics, Econometric Society, volume 11, issue 4, pages 1461-1484, November, DOI: 10.3982/QE887.
• Jens H. E. Christensen & Jose A. Lopez & Patrick J. Shultz, 2020, "Is There an On-the-Run Premium in TIPS?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 1-42, June, DOI: 10.1142/S201013922050007X.
• 洪智武 & 牛霖琳, 2020, "中国通货膨胀预期及其影响因素分析——基于混频无套利Nelson-Siegel利率期限结构扩展模型," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2020-09-28, Sep.
• Mingyang Li & Linlin Niu & Andrew Pua, 2020, "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, number 2020-12-30, Dec.
• Hirsch, Patrick & Köhler, Ekkehard A. & Feld, Lars P. & Thomas, Tobias, 2020, ""Whatever it takes!": How tonality of TV-news affects government bond yield spreads during crises," Freiburg Discussion Papers on Constitutional Economics, Walter Eucken Institut e.V., number 20/9.
• Laine, Olli-Matti, 2020, "Monetary policy and stock market valuation," Bank of Finland Research Discussion Papers, Bank of Finland, number 16/2020.
• Hertrich, Markus, 2020, "Foreign exchange interventions under a one-sided target zone regime and the Swiss franc," Discussion Papers, Deutsche Bundesbank, number 21/2020.
• Schmidhammer, Christoph & Hille, Vanessa & Wiedemann, Arnd, 2020, "Performance of maturity transformation strategies," Discussion Papers, Deutsche Bundesbank, number 58/2020.
• Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2020, "GMM weighting matrices incross-sectional asset pricing tests," Discussion Papers, Deutsche Bundesbank, number 62/2020.
• Lux, Thomas, 2020, "Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2020-01.
• Lux, Thomas, 2020, "Can heterogeneous agent models explain the alleged mispricing of the S&P 500?," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2020-03.
• Ruenzi, Stefan & Ungeheuer, Michael & Weigert, Florian, 2020, "Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-01.
• Chen, Andrew Y. & Zimmermann, Tom, 2020, "Open source cross-sectional asset pricing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-04.
• Theissen, Erik & Yilanci, Can, 2020, "Momentum? What Momentum?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-09.
• Fink, Josef & Palan, Stefan & Theissen, Erik, 2020, "Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-10.
• Theissen, Erik & Zimmermann, Lukas, 2020, "Do contented customers make shareholders wealthy? Implications of intangibles for security pricing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-12.
• Jagannathan, Murali & Jiao, Wei & Wermers, Russ, 2020, "International characteristic-based asset pricing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-13.
• Cookson, J. Anthony & Engelberg, Joseph & Mullins, William, 2020, "Does Partisanship Shape Investor Beliefs? Evidence from the COVID-19 Pandemic," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 219453.
• Heidorn, Thomas & Pottmeyer, Andreas, 2020, "Introduction of additional Tier 1 capital," Frankfurt School - Working Paper Series, Frankfurt School of Finance and Management, number 229.
• Schulmeister, Stephan, 2020, "Fixing long-term price paths for fossil energy – the optimal incentive for limiting global warming," ifso expertise, University of Duisburg-Essen, Institute for Socioeconomics (ifso), number 9.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2020, "Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2020-020.
• Demary, Markus & Hasenclever, Stefan, 2020, "IW Financial Expert Survey: Second Quarter 2020," IW-Reports, Institut der deutschen Wirtschaft (IW) / German Economic Institute, number 27/2020.
• Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2020, "Expectation dispersion, uncertainty, and the reaction to news," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 29, DOI: 10.18452/22284.
• Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2020, "Momentum and the Cross-Section of Stock Volatility," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2020/01, DOI: 10.2139/ssrn.3541766.
• Schlag, Christian & Thimme, Julian & Weber, Rüdiger, 2020, "Implied Volatility Duration: A measure for the timing of uncertainty resolution," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 265, DOI: 10.2139/ssrn.2881993.
• Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2020, "Risk pooling, leverage, and the business cycle," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 271, DOI: 10.2139/ssrn.3560852.
• Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2020, "Collateral eligibility of corporate debt in the Eurosystem," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 275, DOI: 10.2139/ssrn.3586409.
• Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020, "Does monetary policy impact international market co-movements?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 276.
• Schlag, Christian & Semenischev, Michael & Thimme, Julian, 2020, "Predictability and the cross-section of expected returns: A challenge for asset pricing models," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 289, DOI: 10.2139/ssrn.2788117.
• Mondher Bellalah & Detao Zhang & Panpan Zhang, 2020, "Optimal Portfolio Choice Under Shadow Costs with Fixed Assets when Time-Horizon Is Uncertain," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 1, pages 5-20, June, DOI: 10.1007/s10614-020-09991-3.
• Annarita Colasante & Simone Alfarano & Eva Camacho-Cuena, 2020, "Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 3, pages 623-658, October, DOI: 10.1007/s10614-019-09951-6.
• Lanlan Luo & Shou Chen & Ziran Zou, 2020, "Determining the Generalized Discount Rate for Risky Projects," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 77, issue 1, pages 143-158, September, DOI: 10.1007/s10640-020-00458-5.
• Eric M. Aldrich & Kristian López Vargas, 2020, "Experiments in high-frequency trading: comparing two market institutions," Experimental Economics, Springer;Economic Science Association, volume 23, issue 2, pages 322-352, June, DOI: 10.1007/s10683-019-09605-2.
• David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2020, "Trading while sleepy? Circadian mismatch and mispricing in a global experimental asset market," Experimental Economics, Springer;Economic Science Association, volume 23, issue 2, pages 526-553, June, DOI: 10.1007/s10683-019-09623-0.
• Patrick Hable & Patrick Launhardt, 2020, "Aggregate insider trading and the prediction of corporate credit spread changes," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 1, pages 1-31, March, DOI: 10.1007/s11408-020-00344-6.
• Luca J. Liebi, 2020, "The effect of ETFs on financial markets: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 165-178, June, DOI: 10.1007/s11408-020-00349-1.
• Gilles Boevi Koumou, 2020, "Diversification and portfolio theory: a review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 267-312, September, DOI: 10.1007/s11408-020-00352-6.
• Guglielmo Maria Caporale & Alex Plastun, 2020, "Momentum effects in the cryptocurrency market after one-day abnormal returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 251-266, September, DOI: 10.1007/s11408-020-00357-1.
• Kobana Abukari & Isaac Otchere, 2020, "Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 4, pages 471-505, December, DOI: 10.1007/s11408-020-00363-3.
• Aija Rusina, 2020, "Name and shame? Evidence from the European Union tax haven blacklist," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 27, issue 6, pages 1364-1424, December, DOI: 10.1007/s10797-020-09594-6.
• Thiess Buettner & Carolin Holzmann & Felix Kreidl & Hendrik Scholz, 2020, "Withholding-tax non-compliance: the case of cum-ex stock-market transactions," International Tax and Public Finance, Springer;International Institute of Public Finance, volume 27, issue 6, pages 1425-1452, December, DOI: 10.1007/s10797-020-09602-9.
• Alessandro Piergallini, 2020, "Demographic change and real house prices: a general equilibrium perspective," Journal of Economics, Springer, volume 130, issue 1, pages 85-102, June, DOI: 10.1007/s00712-019-00670-y.
• Haoyu Gao & Junbo Wang & Xiaoguang Yang & Lin Zhao, 2020, "Borrower Opacity and Loan Performance: Evidence from China," Journal of Financial Services Research, Springer;Western Finance Association, volume 57, issue 2, pages 181-206, April, DOI: 10.1007/s10693-019-00309-5.
• Heiko Kirchhain & Jan Mutl & Joachim Zietz, 2020, "The Impact of Exogenous Shocks on House Prices: the Case of the Volkswagen Emissions Scandal," The Journal of Real Estate Finance and Economics, Springer, volume 60, issue 4, pages 587-610, May, DOI: 10.1007/s11146-019-09700-4.
• Bing Zhu & Stanimira Milcheva, 2020, "The Pricing of Spatial Linkages in Companies’ Underlying Assets," The Journal of Real Estate Finance and Economics, Springer, volume 61, issue 3, pages 443-475, October, DOI: 10.1007/s11146-018-9666-z.
• Lynn Boen & Florence Guillaume, 2020, "Towards a $$\Delta $$Δ-Gamma Sato multivariate model," Review of Derivatives Research, Springer, volume 23, issue 1, pages 1-39, April, DOI: 10.1007/s11147-019-09155-y.
• Andrea Martínez Salgueiro & Maria-Antonia Tarrazon-Rodon, 2020, "Approaching rainfall-based weather derivatives pricing and operational challenges," Review of Derivatives Research, Springer, volume 23, issue 2, pages 163-190, July, DOI: 10.1007/s11147-019-09161-0.
• Antonio Díaz & Francisco Jareño & Eliseo Navarro, 2020, "Yield curves from different bond data sets," Review of Derivatives Research, Springer, volume 23, issue 2, pages 191-226, July, DOI: 10.1007/s11147-019-09162-z.
• Hsiao-Fen Hsiao & Jiang-Chuan Huang & Zheng-Wei Lin, 2020, "Portfolio construction using bootstrapping neural networks: evidence from global stock market," Review of Derivatives Research, Springer, volume 23, issue 3, pages 227-247, October, DOI: 10.1007/s11147-019-09163-y.
• Ruanmin Cao & Lajos Horváth & Zhenya Liu & Yuqian Zhao, 2020, "A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 335-358, January, DOI: 10.1007/s11156-019-00791-x.
• Peng-Chia Chiu & Timothy D. Haight, 2020, "Investor learning, earnings signals, and stock returns," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 671-698, February, DOI: 10.1007/s11156-019-00803-w.
• Tao Chen & Andreas Karathanasopoulos & Stanley Iat-Meng Ko & Chia Chun Lo, 2020, "Lucky lots and unlucky investors," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 735-751, February, DOI: 10.1007/s11156-019-00805-8.
• Monica Hussein & Zhong-guo Zhou & Qi Deng, 2020, "Does risk disclosure in prospectus matter in ChiNext IPOs’ initial underpricing?," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 3, pages 957-979, April, DOI: 10.1007/s11156-019-00812-9.
• Bingxin Li, 2020, "Option-implied filtering: evidence from the GARCH option pricing model," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 3, pages 1037-1057, April, DOI: 10.1007/s11156-019-00816-5.
• Douglas W. Blackburn & Nusret Cakici, 2020, "Tangible and intangible information in emerging markets," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1509-1527, May, DOI: 10.1007/s11156-019-00833-4.
• Tavy Ronen & Oleg Sokolinskiy & Ben Sopranzetti, 2020, "The risk management implications of using end of day consensus pricing for single name CDS," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 1, pages 269-304, July, DOI: 10.1007/s11156-019-00843-2.
• Spyros I. Spyrou, 2020, "Valuation ratio style investing and economic sentiment: evidence from major Eurozone markets," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 827-856, October, DOI: 10.1007/s11156-019-00861-0.
• Marie-Claude Beaulieu & Habiba Mrissa Bouden, 2020, "Does idiosyncratic risk matter in IPO long-run performance?," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 935-981, October, DOI: 10.1007/s11156-019-00864-x.
• Han-Hsing Lee, 2020, "Distress risk, product market competition, and corporate bond yield spreads," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 1093-1135, October, DOI: 10.1007/s11156-019-00869-6.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2020, "Social media, political uncertainty, and stock markets," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 1137-1153, October, DOI: 10.1007/s11156-020-00870-4.
• Klaus Grobys & Sami Vähämaa, 2020, "Another look at value and momentum: volatility spillovers," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1459-1479, November, DOI: 10.1007/s11156-020-00880-2.
• Heejoon Han & Eunhee Lee, 2020, "Triple Regime Stochastic Volatility Model with Threshold and Leverage Effects," Korean Economic Review, Korean Economic Association, volume 36, pages 481-509.
• Boros, Péter, 2020, "A hitelminősítői bejelentések fertőző hatásai és a hitelértékelési kiigazítás
  [Rating migration, credit risk contagion and Credit Valuation Adjustment]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 2, pages 140-163, DOI: 10.18414/KSZ.2020.2.140.
• Habis, Helga & Perge, Laura, 2020, "A tőkepiaci eszközárazási modell három időszakos kiterjesztése
  [The three-period capital-asset pricing model]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 4, pages 379-393, DOI: 10.18414/KSZ.2020.4.379.
• Neszveda, Gábor & Csillag, Balázs, 2020, "A gazdasági várakozások hatása a tőzsdei momentumstratégiára
  [The impact of economic expectations on the momentum trading strategy]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 11, pages 1093-1111, DOI: 10.18414/KSZ.2020.11.1093.
• Tanweer Akram & Huiqing Li, 2020, "The Empirics of UK Gilts' Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_969, Sep.
• Tanweer Akram, 2020, "A Note Concerning Government Bond Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_977, Nov.
• Linas Jurksas & Vitalijus Klincevicius, 2020, "Relevance of Sovereign Bond Valuations Topic in the Speeches of ECB Officials," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 20, Jun.
• Valentin Jouvanceau & Ieva Mikaliunaite, 2020, "Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 79, Oct.
• Michele Berardi, 2020, "Learning from Prices: Information Aggregation and Accumulation in an Asset Price Model," Economics Discussion Paper Series, Economics, The University of Manchester, number 2009, Jul.
• Peter Tillmann, 2020, "Financial Markets and Dissent in the ECB’s Governing Council," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202048.
• J. Arismendi-Zambrano & R. Azevedo, 2020, "Implicit Entropic Market Risk-Premium from Interest Rate Derivatives," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n303-20.pdf.
• Massimo Guidolin & Martin Lozano & Juan Arismendi Zambrano, , "Multifactor Empirical Asset Pricing Under Higher-Order Moment Variations," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n304-20.pdf.
• Leo Julianto & Irwan Adi Ekaputra, 2020, "Max-Effect in the Indonesian Market," Capital Markets Review, Malaysian Finance Association, volume 28, issue 2, pages 19-27.
• Felicity K. Mathye & Collins C. Ngwakwe, 2020, "Women in Top Management and Corporate Share Price: The Mediating Role of Management Learning," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 18, issue 2 (Summer, pages 111-126, DOI: 10.26493/1854-6935.18.111-126.
• Gianluca Cassese, 2020, "Complete and Competitive Financial Markets in a Complex World," Working Papers, University of Milano-Bicocca, Department of Economics, number 435, Mar, revised Mar 2020.
• Christoph E. Boehm & T. Niklas Kroner, 2020, "The US, Economic News, and the Global Financial Cycle," Working Papers, Research Seminar in International Economics, University of Michigan, number 677, Sep.
• Roman Horvath & Lorant Kaszab & Ales Marsal, 2020, "Equity Premium and Monetary Policy in a Model with Limited Asset Market Participation," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2020/3.
• Bonsoo Koo & Davide La Vecchia & Oliver Linton, 2020, "Estimation of a Nonparametric Model for Bond Prices from Cross-Section and Time Series Information," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 4/20.
• Harminder B. Nath & Robert D. Brooks, 2020, "Investor-herding and risk-profiles: A State-Space Model-based Assessment," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/20.
• Marie-Claude Beaulieu & Jean-Marie Dufour & Lynda Khalaf, 2020, "Arbitrage Pricing, Weak Beta, Strong Beta: Identification-Robust and Simultaneous Inference," Cahiers de recherche, Centre interuniversitaire de recherche en économie quantitative, CIREQ, number 15-2020, Apr.
• Luis García-Feijóo & Benjamin A. Jansen, 2020, "Operating Leverage and Stock Returns: International Evidence," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 202002, Jan.
• Benjamin A. Jansen, 2020, "Cash Flow Growth and Stock Return," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 202004, Mar.