Research classified by Journal of Economic Literature (JEL) codes

2020

• Go, You-How & Lau, Wee-Yeap, 2020, "The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2018.10.003.
• Itemgenova, Aigerim & Sikveland, Marius, 2020, "The determinants of the price-earnings ratio in the Norwegian aquaculture industry," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2019.04.001.
• Irwin, Scott H., 2020, "Trilogy for troubleshooting convergence: Manipulation, structural imbalance, and storage rates," Journal of Commodity Markets, Elsevier, volume 17, issue C, DOI: 10.1016/j.jcomm.2018.11.002.
• Adhikari, Ramesh & Putnam, Kyle J., 2020, "Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors," Journal of Commodity Markets, Elsevier, volume 18, issue C, DOI: 10.1016/j.jcomm.2019.04.002.
• Tvedt, Jostein, 2020, "Commodity market flexibility and financial derivatives," Journal of Commodity Markets, Elsevier, volume 18, issue C, DOI: 10.1016/j.jcomm.2019.100094.
• Dichtl, Hubert, 2020, "Forecasting excess returns of the gold market: Can we learn from stock market predictions?," Journal of Commodity Markets, Elsevier, volume 19, issue C, DOI: 10.1016/j.jcomm.2019.100106.
• Ahmed, Bouteska, 2020, "Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00172.
• Merikas, Andreas & Merika, Anna & Penikas, Henry I. & Surkov, Mikhail A., 2020, "The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00183.
• Su, Chi-Wei & Wang, Xiao-Qing & Zhu, Haotian & Tao, Ran & Moldovan, Nicoleta-Claudia & Lobonţ, Oana-Ramona, 2020, "Testing for multiple bubbles in the copper price: Periodically collapsing behavior," Resources Policy, Elsevier, volume 65, issue C, DOI: 10.1016/j.resourpol.2020.101587.
• Reboredo, Juan C. & Ugolini, Andrea, 2020, "Price spillovers between rare earth stocks and financial markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101647.
• Qin, Meng & Su, Chi-Wei & Tao, Ran & Umar, Muhammad, 2020, "Is factionalism a push for gold price?," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101679.
• Nguyen, Quynh Nga & Bedoui, Rihab & Majdoub, Najemeddine & Guesmi, Khaled & Chevallier, Julien, 2020, "Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101766.
• Nazif Çatık, Abdurrahman & Huyugüzel Kışla, Gül & Akdeni̇z, Coşkun, 2020, "Time-varying impact of oil prices on sectoral stock returns: Evidence from Turkey," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101845.
• Hilber, Christian A.L. & Schöni, Olivier, 2020, "On the economic impacts of constraining second home investments," Journal of Urban Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.jue.2020.103266.
• Espinosa-Vega, Marco A. & Russell, Steven, 2020, "Interconnectedness, systemic crises, and recessions," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100008.
• Andreasen, Martin M. & Jørgensen, Kasper, 2020, "The Importance of Timing Attitudes in Consumption-Based Asset Pricing Models," Journal of Monetary Economics, Elsevier, volume 111, issue C, pages 95-117, DOI: 10.1016/j.jmoneco.2019.01.008.
• Chien, YiLi & Lustig, Hanno & Naknoi, Kanda, 2020, "Why are exchange rates so smooth? A household finance explanation," Journal of Monetary Economics, Elsevier, volume 112, issue C, pages 129-144, DOI: 10.1016/j.jmoneco.2019.02.003.
• Ward, Colin, 2020, "Is the IT revolution over? An asset pricing view," Journal of Monetary Economics, Elsevier, volume 114, issue C, pages 283-316, DOI: 10.1016/j.jmoneco.2019.04.007.
• Winkler, Fabian, 2020, "The role of learning for asset prices and business cycles," Journal of Monetary Economics, Elsevier, volume 114, issue C, pages 42-58, DOI: 10.1016/j.jmoneco.2019.03.002.
• Vural-Yavaş, Çiğdem, 2020, "Corporate risk-taking in developed countries: The influence of economic policy uncertainty and macroeconomic conditions," Journal of Multinational Financial Management, Elsevier, volume 54, issue C, DOI: 10.1016/j.mulfin.2020.100616.
• Wang, Weishen, 2020, "Shanghai-Hong Kong Stock Exchange Connect Program: A story of two markets and different groups of stocks," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100630.
• Li, Yuan & Ran, Jimmy, 2020, "Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China," Journal of Multinational Financial Management, Elsevier, volume 57, issue , DOI: 10.1016/j.mulfin.2020.100655.
• Mudalige, Priyantha & Duong, Huu Nhan & Kalev, Petko S. & Gupta, Kartick, 2020, "Who trades in competing firms around earnings announcements," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101219.
• Yang, Xiaolan & Zhu, Yu & Cheng, Teng Yuan, 2020, "How the individual investors took on big data: The effect of panic from the internet stock message boards on stock price crash," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101245.
• Rong, Yuen & Tian, Cunzhi & Li, Lifang & Zheng, Xinwei, 2020, "Labor hiring and stock return: A model and new evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101256.
• Lou, Kuo-Ren & Lu, Yang-Kai & Shiu, Cheng-Yi, 2020, "Monitoring role of institutional investors and acquisition performance: Evidence from East Asian markets," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101244.
• Lin, Chaonan & Xia, Chuanxin & Yang, Nien-Tzu & Yang, Sheng-Yung, 2020, "Enhancing momentum profits in the Taiwan Stock Market: The role of extreme absolute strength," Pacific-Basin Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.pacfin.2019.101258.
• Li, Cong-Cong & Xu, Hai-Chuan & Zhou, Wei-Xing, 2020, "News coverage and portfolio returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101293.
• Liao, Wenbin & Du, Jianing & Sun, Ping-Wen, 2020, "Heterogeneous institutional preferences and informativeness: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101295.
• Wang, Jiazhen & Chen, Xin & Li, Xiaoxia & Yu, Jing & Zhong, Rui, 2020, "The market reaction to green bond issuance: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2020.101294.
• Chae, Joon & Kim, Ryumi, 2020, "Contrarian profits of the firm-specific component on stock returns," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2019.101176.
• Zaremba, Adam & Szyszka, Adam & Long, Huaigang & Zawadka, Dariusz, 2020, "Business sentiment and the cross-section of global equity returns," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101329.
• Azmi, Wajahat & Mohamad, Shamsher & Shah, Mohamed Eskandar, 2020, "Ethical investments and financial performance: An international evidence," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2019.05.005.
• Zaremba, Adam & Karathanasopoulos, Andreas & Maydybura, Alina & Czapkiewicz, Anna & Bagheri, Noushin, 2020, "Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2018.05.006.
• Nath, Harmindar B. & Brooks, Robert D., 2020, "Investor-herding and risk-profiles: A State-Space model-based assessment," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101383.
• Zhang, Xuan & Xiao, Jun & Zhang, Zhekai, 2020, "An anatomy of commodity futures returns in China," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101366.
• Lin, Hung-Wen & Huang, Jing-Bo & Lin, Kun-Ben & Zhang, Joyce & Chen, Shu-Heng, 2020, "Which is the better fourth factor in China? Reversal or turnover?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101347.
• Zhou, Hao & Kalev, Petko S. & Frino, Alex, 2020, "Algorithmic trading in turbulent markets," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101358.
• Cheng, Hang & Shi, Yongdong, 2020, "Forecasting China's stock market variance," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101421.
• Nartea, Gilbert V. & Bai, Hengyu & Wu, Ji, 2020, "Investor sentiment and the economic policy uncertainty premium," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101438.
• Lee, Deok-Hyeon & Min, Byoung-Kyu & Xiao, Yuchao, 2020, "Testing the mood seasonality hypothesis: Evidence from down under," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101440.
• Chuang, Yi-Wei & Tsai, Wei-Che & Weng, Pei-Shih, 2020, "The impact of weather on order submissions and trading performance," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101456.
• Zhao, Ruwei, 2020, "Quantifying the correlation of media coverage and stock price crash risk: A panel study from China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 537, issue C, DOI: 10.1016/j.physa.2019.122378.
• Chen, Jia & Gao, Ya-Chun & Li, Qiang & Zeng, Yong, 2020, "Cash holdings, M&A decision and risk premium," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 537, issue C, DOI: 10.1016/j.physa.2019.122571.
• Zhao, Ruwei, 2020, "Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 538, issue C, DOI: 10.1016/j.physa.2019.122629.
• Wang, Haoyu & Di, Junpeng & Yang, Zhaojun & Han, Qing, 2020, "Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 538, issue C, DOI: 10.1016/j.physa.2019.122804.
• Yin, Kedong & Liu, Zhe & Jin, Xue, 2020, "Interindustry volatility spillover effects in China’s stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 539, issue C, DOI: 10.1016/j.physa.2019.122936.
• Caginalp, Gunduz & DeSantis, Mark, 2020, "Nonlinear price dynamics of S&P 100 stocks," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 547, issue C, DOI: 10.1016/j.physa.2019.122067.
• Gong, Xiaoye & Li, Ying & Wu, Yang-Che & Yang, Wan-Shiou, 2020, "Pricing various types of mortgage insurances with disposal and discount costs under a mean-reverting Lévy housing price process," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 551, issue C, DOI: 10.1016/j.physa.2020.124561.
• Bueno-Guerrero, Alberto & Moreno, Manuel & Navas, Javier F., 2020, "Valuation of caps and swaptions under a stochastic string model," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 559, issue C, DOI: 10.1016/j.physa.2020.125103.
• Caginalp, Carey & Caginalp, Gunduz, 2020, "Derivation of non-classical stochastic price dynamics equations," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 560, issue C, DOI: 10.1016/j.physa.2020.125118.
• Magni, Carlo Alberto & Marchioni, Andrea, 2020, "Average rates of return, working capital, and NPV-consistency in project appraisal: A sensitivity analysis approach," International Journal of Production Economics, Elsevier, volume 229, issue C, DOI: 10.1016/j.ijpe.2020.107769.
• Rojo Suárez, Javier & Alonso Conde, Ana Belén & Ferrero Pozo, Ricardo, 2020, "European equity markets: Who is the truly representative investor?," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 325-346, DOI: 10.1016/j.qref.2019.02.003.
• Clark, Ephraim & Qiao, Zhuo, 2020, "The value premium puzzle, behavior versus risk: New evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 12-21, DOI: 10.1016/j.qref.2019.04.007.
• Bouraoui, Taoufik, 2020, "The drivers of Bitcoin trading volume in selected emerging countries," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 218-229, DOI: 10.1016/j.qref.2019.07.003.
• Gao, Jun & O’Sullivan, Niall & Sherman, Meadhbh, 2020, "An evaluation of Chinese securities investment fund performance," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 249-259, DOI: 10.1016/j.qref.2019.08.007.
• Baig, Ahmed S. & Sabah, Nasim, 2020, "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 270-277, DOI: 10.1016/j.qref.2019.08.008.
• Huerta-Sanchez, Daniel & Jafarinejad, Mohammad & Kim, Dongshin & Soyeh, Kenneth W., 2020, "Disentangling bubbles in equity REITs," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 357-367, DOI: 10.1016/j.qref.2019.09.007.
• Bera, Anil Kumar & Uyar, Umut & Kangalli Uyar, Sinem Guler, 2020, "Analysis of the five-factor asset pricing model with wavelet multiscaling approach," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 414-423, DOI: 10.1016/j.qref.2019.09.014.
• Bask, Mikael, 2020, "Pure announcement and time effects in the dividend-discount model," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 266-270, DOI: 10.1016/j.qref.2019.10.009.
• Ayash, Brian, 2020, "The origin, ownership and use of cash flows in leveraged buyouts," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 286-295, DOI: 10.1016/j.qref.2019.10.004.
• Bhuiyan, Erfan M. & Chowdhury, Murshed, 2020, "Macroeconomic variables and stock market indices: Asymmetric dynamics in the US and Canada," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 62-74, DOI: 10.1016/j.qref.2019.10.005.
• Weigerding, Michael, 2020, "Seasonal liquidity effects and their determinants on the covered bond market," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 288-303, DOI: 10.1016/j.qref.2020.04.003.
• Ahmed, Mohamed S. & Alhadab, Mohammad, 2020, "Momentum, asymmetric volatility and idiosyncratic risk-momentum relation: Does technology-sector matter?," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 355-371, DOI: 10.1016/j.qref.2020.05.005.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 42-52, DOI: 10.1016/j.qref.2020.01.004.
• Luque, Jaime, 2020, "Assessing the role of TIF and LIHTC in an equilibrium model of affordable housing development," Regional Science and Urban Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.regsciurbeco.2018.06.005.
• Mason, Charles F. & Wilmot, Neil A., 2020, "Jumps in the convenience yield of crude oil," Resource and Energy Economics, Elsevier, volume 60, issue C, DOI: 10.1016/j.reseneeco.2020.101163.
• Chen, Sheng-Syan & Chen, Yan-Shing & Liang, Woan-lih & Wang, Yanzhi, 2020, "Public R&D spending and cross-sectional stock returns," Research Policy, Elsevier, volume 49, issue 1, DOI: 10.1016/j.respol.2019.103887.
• Alhassan, Abdulrahman & Naka, Atsuyuki, 2020, "Corporate future investments and stock liquidity: Evidence from emerging markets," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 69-83, DOI: 10.1016/j.iref.2019.10.002.
• Wu, Qinin & Lu, Jing, 2020, "Air pollution, individual investors, and stock pricing in China," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 267-287, DOI: 10.1016/j.iref.2020.02.001.
• Kim, Young Min & Kang, Kyu Ho & Ka, Kook, 2020, "Do bond markets find inflation targets credible? Evidence from five inflation-targeting countries," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 66-84, DOI: 10.1016/j.iref.2019.12.007.
• Lv, Xin & Lien, Donald & Yu, Chang, 2020, "Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 85-100, DOI: 10.1016/j.iref.2020.01.002.
• Alemany, Nuria & Aragó, Vicent & Salvador, Enrique, 2020, "Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 269-280, DOI: 10.1016/j.iref.2020.03.009.
• Nazlioglu, Saban & Gupta, Rangan & Bouri, Elie, 2020, "Movements in international bond markets: The role of oil prices," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 47-58, DOI: 10.1016/j.iref.2020.03.004.
• Hu, Yingyi & Zhao, Tiao & Zhang, Lin, 2020, "Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 74-89, DOI: 10.1016/j.iref.2020.03.012.
• Huang, Yong & Yan, Chao, 2020, "Global accounting standards, financial statement comparability, and the cost of capital," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 301-318, DOI: 10.1016/j.iref.2020.05.019.
• Gao, Bin & Liu, Xihua, 2020, "Intraday sentiment and market returns," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 48-62, DOI: 10.1016/j.iref.2020.03.010.
• Zhu, Zhaobo & Harrison, DavidM. & Seiler, MichaelJ., 2020, "Preference for lottery features in real estate investment trusts," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 599-613, DOI: 10.1016/j.iref.2020.05.012.
• Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2020, "Are there any other safe haven assets? Evidence for “exotic” and alternative assets," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 614-628, DOI: 10.1016/j.iref.2020.07.002.
• Ma, Yao & Yang, Baochen & Su, Yunpeng, 2020, "Technical trading index, return predictability and idiosyncratic volatility," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 879-900, DOI: 10.1016/j.iref.2020.07.006.
• Dai, Yiqing & Haque, Tariq & Zurbruegg, Ralf, 2020, "Factor return forecasting using cashflow spreads," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 917-931, DOI: 10.1016/j.iref.2020.06.018.
• Blitz, David & Hanauer, Matthias X. & Vidojevic, Milan, 2020, "The idiosyncratic momentum anomaly," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 932-957, DOI: 10.1016/j.iref.2020.05.008.
• Miyakoshi, Tatsuyoshi & Li, Kui-Wai & Shimada, Junji & Tsukuda, Yoshihiko, 2020, "The impact of quantitative easing and carry trade on the real estate market in Hong Kong," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 958-976, DOI: 10.1016/j.iref.2020.05.006.
• Ferreira, Alex & Matos, Paulo, 2020, "Precautionary risks for an open economy," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 154-167, DOI: 10.1016/j.iref.2020.06.034.
• Jian, Zhihong & Zhu, Zhican & Zhou, Jie & Wu, Shuai, 2020, "Intraday price jumps, market liquidity, and the magnet effect of circuit breakers," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 168-186, DOI: 10.1016/j.iref.2020.06.029.
• Sankar, Ganesh & Ramachandran, Shankar & Lukose P J, Jijo, 2020, "Dynamics of variance risk premium: Evidence from India," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 321-334, DOI: 10.1016/j.iref.2020.06.010.
• Mishra, Ajay Kumar & Parikh, Bhavik & Spahr, Ronald W., 2020, "Stock market liquidity, funding liquidity, financial crises and quantitative easing," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 456-478, DOI: 10.1016/j.iref.2020.08.013.
• Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth & Chunhachinda, Pornchai & Nathaphan, Sarayut, 2020, "Mutual fund liquidity timing ability in the higher moment framework," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101105.
• Díaz, Antonio & Escribano, Ana, 2020, "Measuring the multi-faceted dimension of liquidity in financial markets: A literature review," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101079.
• Harper, Joel & Johnson, Grace & Sun, Li, 2020, "Stock price crash risk and CEO power: Firm-level analysis," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101094.
• Wu, Long & Xu, Lei, 2020, "The role of venture capital in SME loans in China," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101081.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020, "Firm profitability and expected stock returns: Evidence from Latin America," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101119.
• Luo, Yan & Zhang, Chenyang, 2020, "Economic policy uncertainty and stock price crash risk," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101112.
• Premti, Arjan & Smith, Garrett, 2020, "Earnings management in the pre-IPO process: Biases and predictors," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101120.
• Nadler, Philip & Guo, Yike, 2020, "The fair value of a token: How do markets price cryptocurrencies?," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101108.
• Dang, Tung Lam & Nguyen, Thi Minh Hue, 2020, "Liquidity risk and stock performance during the financial crisis," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101165.
• Zhu, Sheng & Gao, Jun & Sherman, Meadhbh, 2020, "The role of future economic conditions in the cross-section of stock returns: Evidence from the US and UK," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101193.
• Nguyen, Cuong & Hoang, Lai & Shim, Jungwook & Truong, Phuong, 2020, "Internet search intensity, liquidity and returns in emerging markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101166.
• Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Historical evolution of monthly anomalies in international stock markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101127.
• Ge, Yao & Liu, Yangshu & Qiao, Zheng & Shen, Zhe, 2020, "State ownership and the cost of debt: Evidence from corporate bond issuances in China," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101164.
• Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth, 2020, "Coskewness timing ability in the mutual fund industry," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101224.
• Yin, Libo & Wei, Ya & Han, Liyan, 2020, "Firms' profit instability and the cross-section of stock returns: Evidence from China," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101203.
• Chen, Xiaoyu & Chiang, Thomas C., 2020, "Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101183.
• Ben Ammar, Imen & Hellara, Slaheddine & Ghadhab, Imen, 2020, "High-frequency trading and stock liquidity: An intraday analysis," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101235.
• Yang, Haijun & Ge, Hengshun & Luo, Ying, 2020, "The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101194.
• Lee, Seungho & Meslmani, Nabil El & Switzer, Lorne N., 2020, "Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101200.
• González-Sánchez, Mariano & Nave, Juan & Rubio, Gonzalo, 2020, "Effects of uncertainty and risk aversion on the exposure of investment-style factor returns to real activity," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101236.
• Shi, Yongjing & Tiwari, Aviral Kumar & Gozgor, Giray & Lu, Zhou, 2020, "Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101231.
• de Jesus, Diego Pitta & Lenin Souza Bezerra, Bruno Felipe & da Nóbrega Besarria, Cássio, 2020, "The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101229.
• Ahmed, Walid M.A., 2020, "Stock market reactions to domestic sentiment: Panel CS-ARDL evidence," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101240.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2020, "Intraday momentum in Chinese commodity futures markets," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101278.
• Naeem, Muhammad Abubakr & Farid, Saqib & Faruk, Balli & Shahzad, Syed Jawad Hussain, 2020, "Can happiness predict future volatility in stock markets?," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101298.
• Shi, Jinyan & Yu, Conghui & Liu, Xiangkun & Li, Yanxi, 2020, "Predicting firm stock returns with customer stock returns: Moderating effects of customer characteristics," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101280.
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• Su, Chi-Wei & Qin, Meng & Tao, Ran & Shao, Xue-Feng & Albu, Lucian Liviu & Umar, Muhammad, 2020, "Can Bitcoin hedge the risks of geopolitical events?," Technological Forecasting and Social Change, Elsevier, volume 159, issue C, DOI: 10.1016/j.techfore.2020.120182.
• Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini, 2020, "Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-105, Dec.
• Markus Brueckner & Joaquin Vespignani, 2020, "Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-56, Jun.
• Eli Remolona & James Yetman, 2020, "De Jure Benchmark Bonds," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-84, Sep.
• Cho, Thummim, 2020, "Turning alphas into betas: arbitrage and endogenous risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102085, Aug.
• Chabakauri, Georgy & Yueyang Han, Brandon, 2020, "Collateral constraints and asset prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 102699, Dec.
• Phelan, C. E. & Marazzina, D. & Germano, G., 2020, "Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 103780, Jun.
• Hilber, Christian A. L. & Schöni, Olivier, 2020, "On the economic impacts of constraining second home investments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 104697, Jul.
• Lagos, Ricardo & Zhang, Shengxing, 2020, "Turnover liquidity and the transmission of monetary policy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105095, Jun.
• Hilber, Christian A. L. & Schöni, Olivier, 2020, "On the economic impacts of constraining second home investments," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105149, Jun.
• Agrawal, Ashwini & Hacamo, Isaac & Hu, Zhongchen, 2021, "Information dispersion across employees and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106491, Oct.
• Gostlow, Glen, 2020, "The materiality and measurement of physical climate risk: evidence from Form 8-K," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107045, Oct.
• Jiang, Hao & Vayanos, Dimitri & Zheng, Lu, 2020, "Tracking biased weights: asset pricing implications of value-weighted indexing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118847, Dec.
• Ergun, Lerby & Uthemann, Andreas, 2020, "Higher-order uncertainty in financial markets: evidence from a consensus pricing service," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118893, Jun.
• Chabakauri, Georgy & Rytchkov, Oleg, 2020, "Asset pricing with index investing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118895, Jun.
• Ibikunle, Gbenga & Rzayev, Khaladdin, 2020, "Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118914, Apr.
• Agrawal, Ashwini & Hacamo, Isaac & Hu, Zhongchen, 2020, "Information dispersion across employees and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118922, Jan.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2020, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118924, Jan.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2008, revised Nov 2021.
• Marie Scholer & Lazaro Cuesta Barbera, 2020, "The EU sustainable finance taxonomy from the perspective of the insurance and reinsurance sector," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 17, Jul.
• Petr Jakubik, 2020, "The impact of EIOPA statement on insurers dividends: evidence from equity market," EIOPA Financial Stability Report - Thematic Articles, EIOPA, Risks and Financial Stability Department, number 18, Jul.
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• Xiyang Li & Bin Li & Tarlok Singh & Kan Shi, 2020, "Predicting stock market returns in the US: evidence from an average correlation approach," Accounting Research Journal, Emerald Group Publishing Limited, volume 33, issue 2, pages 411-433, February, DOI: 10.1108/ARJ-10-2018-0168.
• Qianqian Mao & Yanjun Ren & Jens-Peter Loy, 2020, "Price bubbles in agricultural commodity markets and contributing factors: evidence for corn and soybeans in China," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 13, issue 1, pages 22-53, September, DOI: 10.1108/CAER-10-2019-0190.
• Bieta, Volker & Broll, Udo & Siebe, Wilfried, 2020, "Strategic option pricing," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 03/20.
• Grammig, Joachim & Hanenberg, Constantin & Schlag, Christian & Sönksen, Jantje, 2020, "Diverging roads: Theory-based vs. machine learning-implied stock risk premia," University of Tübingen Working Papers in Business and Economics, University of Tuebingen, Faculty of Economics and Social Sciences, School of Business and Economics, number 130, DOI: 10.15496/publikation-39286.
• Eser, Fabian & Lemke, Wolfgang & Nyholm, Ken & Vladu, Andreea, 2020, "Tracing the impact of the ECB's asset purchase programme on the yield curve," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224540.
• Brand, Claus & Goy, Gavin W & Lemke, Wolfgang, 2020, "Natural rate chimera and bond pricing reality," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224546.
• Brückbauer, Frank, 2022, "Do financial market experts know their theory? New evidence from survey data," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 20-092, revised 2022.
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• Hollstein, Fabian & Wese Simen, Chardin, 2020, "Variance risk: A bird’s eye view," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 517-535, DOI: 10.1016/j.jeconom.2019.09.006.
• Hansen, Lars Peter & Szőke, Bálint & Han, Lloyd S. & Sargent, Thomas J., 2020, "Twisted probabilities, uncertainty, and prices," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 151-174, DOI: 10.1016/j.jeconom.2020.01.011.
• Li, Yong & Yu, Jun & Zeng, Tao, 2020, "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 450-493, DOI: 10.1016/j.jeconom.2019.11.002.
• Aït-Sahalia, Yacine & Brunetti, Celso, 2020, "High frequency traders and the price process," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 20-45, DOI: 10.1016/j.jeconom.2019.11.005.
• Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric, 2020, "Liquidity and volatility in the U.S. Treasury market," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 207-229, DOI: 10.1016/j.jeconom.2019.12.002.
• Han, Hyojin & Khrapov, Stanislav & Renault, Eric, 2020, "The leverage effect puzzle revisited: Identification in discrete time," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 230-258, DOI: 10.1016/j.jeconom.2019.12.003.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Dynamics of variance risk premia: A new model for disentangling the price of risk," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 312-334, DOI: 10.1016/j.jeconom.2019.12.006.
• Lettau, Martin & Pelger, Markus, 2020, "Estimating latent asset-pricing factors," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 1-31, DOI: 10.1016/j.jeconom.2019.08.012.
• Aït-Sahalia, Yacine & Karaman, Mustafa & Mancini, Loriano, 2020, "The term structure of equity and variance risk premia," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 204-230, DOI: 10.1016/j.jeconom.2020.03.002.
• Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020, "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 456-477, DOI: 10.1016/j.jeconom.2020.03.011.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Variance swap payoffs, risk premia and extreme market conditions," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 106-124, DOI: 10.1016/j.ecosta.2019.05.003.
• Hlouskova, Jaroslava & Sögner, Leopold, 2020, "GMM estimation of affine term structure models," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 2-15, DOI: 10.1016/j.ecosta.2019.10.001.
• Mensi, Walid & Hammoudeh, Shawkat & Tiwari, Aviral Kumar & Al-Yahyaee, Khamis Hamed, 2020, "Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models," Economic Systems, Elsevier, volume 44, issue 1, DOI: 10.1016/j.ecosys.2019.100739.
• ter Ellen, Saskia & Jansen, Edvard & Midthjell, Nina Larsson, 2020, "ECB Spillovers and domestic monetary policy effectiveness in small open economies," European Economic Review, Elsevier, volume 121, issue C, DOI: 10.1016/j.euroecorev.2019.103338.
• Adão, Bernardino & Silva, André C., 2020, "The effect of firm cash holdings on monetary policy," European Economic Review, Elsevier, volume 128, issue C, DOI: 10.1016/j.euroecorev.2020.103508.
• Hudson, Robert & Urquhart, Andrew & Zhang, Hanxiong, 2020, "Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103523.
• Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020, "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, volume 287, issue 2, pages 712-724, DOI: 10.1016/j.ejor.2020.03.053.
• Foye, James & Valentinčič, Aljoša, 2020, "Testing factor models in Indonesia," Emerging Markets Review, Elsevier, volume 42, issue C, DOI: 10.1016/j.ememar.2019.100628.
• Chen, Jun & Tian, Gaoliang & Yang, Fan, 2020, "Individual investors' propensity to speculate and A-share premiums in China's A-shares and H-shares," Emerging Markets Review, Elsevier, volume 43, issue C, DOI: 10.1016/j.ememar.2020.100689.
• Ho, Kin-Yip & An, Jiyoun, 2020, "Decomposing the value premium: The role of intangible information in the Chinese stock market," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100700.
• Ouyang, Liangyi & Cao, Bolong, 2020, "Selective pump-and-dump: The manipulation of their top holdings by Chinese mutual funds around quarter-ends," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100697.
• Yang, Jun & Lu, Jing & Xiang, Cheng, 2020, "Company visits and stock price crash risk: Evidence from China," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100723.
• Bian, Jiangze & Chan, Kalok & Fong, Wai-Ming, 2020, "Investor participation and the volatility-volume relation: Evidence from an emerging market," Emerging Markets Review, Elsevier, volume 45, issue C, DOI: 10.1016/j.ememar.2020.100741.
• Wan, Xiaoyuan, 2020, "The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 104-118, DOI: 10.1016/j.jempfin.2019.11.003.
• Caglayan, Mustafa Onur & Xue, Wenjun & Zhang, Liwen, 2020, "Global investigation on the country-level idiosyncratic volatility and its determinants," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 143-160, DOI: 10.1016/j.jempfin.2019.11.006.
• Zaremba, Adam & Kizys, Renatas & Raza, Muhammad Wajid, 2020, "The long-run reversal in the long run: Insights from two centuries of international equity returns," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 177-199, DOI: 10.1016/j.jempfin.2019.11.007.
• Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020, "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 200-217, DOI: 10.1016/j.jempfin.2019.11.008.
• Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020, "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 218-240, DOI: 10.1016/j.jempfin.2019.12.001.
• Sy, Oumar & Zaman, Ashraf Al, 2020, "Is the presidential premium spurious?," Journal of Empirical Finance, Elsevier, volume 56, issue C, pages 94-104, DOI: 10.1016/j.jempfin.2020.01.001.
• Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2020, "Communication and financial supervision: How does disclosure affect market stability?," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2020.01.002.
• Tao, Ran & Brooks, Chris & Bell, Adrian R., 2020, "When is a MAX not the MAX? How news resolves information uncertainty," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 33-51, DOI: 10.1016/j.jempfin.2020.03.002.
• Ang, Tze Chuan ‘Chewie’ & Lam, F.Y. Eric C. & Wei, K.C. John, 2020, "Mispricing firm-level productivity," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 139-163, DOI: 10.1016/j.jempfin.2020.05.008.
• Pedersen, Thomas Quistgaard & Schütte, Erik Christian Montes, 2020, "Testing for explosive bubbles in the presence of autocorrelated innovations," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 207-225, DOI: 10.1016/j.jempfin.2020.06.002.
• Chen, Guodong & Lee, Minjoon & Nam, Tong-yob, 2020, "Forced retirement risk and portfolio choice," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 293-315, DOI: 10.1016/j.jempfin.2020.06.007.
• Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai, 2020, "Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 333-355, DOI: 10.1016/j.jempfin.2020.06.006.
• Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020, "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 36-49, DOI: 10.1016/j.jempfin.2020.05.007.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2020, "Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 96-120, DOI: 10.1016/j.jempfin.2020.05.005.
• Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng, 2020, "Industry equi-correlation: A powerful predictor of stock returns," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2020.07.005.
• Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020, "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 109-132, DOI: 10.1016/j.jempfin.2020.09.005.
• Blocher, Jesse & Haslag, Peter & Zhang, Chi, 2020, "Short trading and short investing," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 154-171, DOI: 10.1016/j.jempfin.2020.09.007.
• Maio, Paulo & Xu, Danielle, 2020, "Cash-flow or return predictability at long horizons? The case of earnings yield," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 172-192, DOI: 10.1016/j.jempfin.2020.10.001.
• Chen, Linda H. & Jiang, George J. & Xu, Danielle D. & Yao, Tong, 2020, "Dissecting the idiosyncratic volatility anomaly," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 193-209, DOI: 10.1016/j.jempfin.2020.10.004.
• Li, Mingyi & Yin, Xiangkang & Zhao, Jing, 2020, "Does program trading contribute to excess comovement of stock returns?," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 257-277, DOI: 10.1016/j.jempfin.2020.11.001.
• Urom, Christian & Chevallier, Julien & Zhu, Bangzhu, 2020, "A dynamic conditional regime-switching GARCH CAPM for energy and financial markets," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104577.
• Reboredo, Juan C. & Ugolini, Andrea & Aiube, Fernando Antonio Lucena, 2020, "Network connectedness of green bonds and asset classes," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104629.
• Liu, Xiaoran & Ronn, Ehud I., 2020, "Using the binomial model for the valuation of real options in computing optimal subsidies for Chinese renewable energy investments," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104692.
• Tzouvanas, Panagiotis & Kizys, Renatas & Chatziantoniou, Ioannis & Sagitova, Roza, 2020, "Environmental disclosure and idiosyncratic risk in the European manufacturing sector," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104715.
• Jiang, Yong & Zhou, Zhongbao & Liu, Qing & Lin, Ling & Xiao, Helu, 2020, "How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104737.
• Kang, Boda & Nikitopoulos, Christina Sklibosios & Prokopczuk, Marcel, 2020, "Economic determinants of oil futures volatility: A term structure perspective," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104743.
• Kanamura, Takashi, 2020, "Are green bonds environmentally friendly and good performing assets?," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104767.