Research classified by Journal of Economic Literature (JEL) codes

2020

• Peter Van Tassel, 2020, "The Law of One Price in Equity Volatility Markets," Staff Reports, Federal Reserve Bank of New York, number 953, Dec.
• Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zuniga, 2020, "Corporate Bond Liquidity During the COVID-19 Crisis," Working Papers, Federal Reserve Bank of Philadelphia, number WP 20-43, Nov, DOI: 10.21799/frbp.wp.2020.43.
• Mohsen Pourpouneh & Kurt Nielsen & Omri Ross, 2020, "Automated Market Makers," IFRO Working Paper, University of Copenhagen, Department of Food and Resource Economics, number 2020/08, Jul.
• Eugster, Nicolas & Ducret, Romain & Isakov, Dusan & Weisskopf, Jean-Philippe, 2020, "Chasing dividends during the COVID-19 pandemic," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 520, Oct.
• Leonardo BARGIGLI & Giulio CIFARELLI, 2020, "Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2020_04.rdf.
• Leonardo Bargigli & Giulio Cifarelli, 2020, "Endogenous and Exogenous Volatility in the Foreign Exchange Market," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2020_17.rdf.
• Mustafa Hussein Abd-Alla, 2020, "COVID-19 crisis as a systematic risk: an empirical study in the egyptian stock market," Journal of Financial Studies, Institute of Financial Studies, volume 9, issue 5, pages 86-100, November, DOI: 10.6084/m9.figshare.13621847.
• Abramov Alexander & Chernova Maria, 2020, "The Russian Financial Market in 2019," Published Papers, Gaidar Institute for Economic Policy, number ppaper-2020-1040, revised 2020.
• Terence Tai Leung Chong & Yueer Wu & Jue Su, 2020, "The Unusual Trading Volume and Earnings Surprises in China’s Market," JRFM, MDPI, volume 13, issue 10, pages 1-17, October.
• Theodore Panagiotidis & Thanasis Stengos & Orestis Vravosinos, 2020, "A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns," JRFM, MDPI, volume 13, issue 2, pages 1-10, February.
• Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel F. Ahelegbey & Paolo Giudici, 2020, "Tail Risk Transmission: A Study of the Iran Food Industry," Risks, MDPI, volume 8, issue 3, pages 1-17, July.
• Mario Cerrato & Danyang Li & Zhekai Zhang, 2020, "Factor Investing and forex Portfolio Management," Working Papers, Business School - Economics, University of Glasgow, number 2020_01, Aug.
• Nuno Silva & Hélder Sebastião & Diogo Henriques, 2020, "IPO patterns in Euronext after the global financial crisis of 2007-2008," CeBER Working Papers, Centre for Business and Economics Research (CeBER), University of Coimbra, number 2020-15, Jul.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020, "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers, University of Geneva, Geneva School of Economics and Management, number unige:129395.
• Ahmad Salman, 2020, "Exploring the Significance of Stakeholder Management in Ecotourism Implementation," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number gjbssr575, Dec.
• Thanasis Stengos & Theodore Panagiotidis & Orestis Vravosinos, 2020, "A principal component-guided sparse regression approach for the determination of bitcoin returns," Working Papers, University of Guelph, Department of Economics and Finance, number 2001.
• Miroslav Gabrovski & Ioannis Kospentaris, 2020, "Intermediation in Over-the-Counter Markets with Price Transparency," Working Papers, University of Hawaii at Manoa, Department of Economics, number 202017, Jul.
• Thomas Renault, 2020, "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-03205149, Sep, DOI: 10.1007/s42521-019-00014-x.
• Nicole El Karoui & Mohamed Mrad & Caroline Hillairet, 2020, "Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling," Post-Print, HAL, number hal-00974815, Nov.
• Anh Duy Nguyen, 2020, "Alternative reversal variable," Post-Print, HAL, number hal-02388743, DOI: 10.1016/j.frl.2019.06.025.
• Anh Duc Nguyen, 2020, "Residual return reversals: European evidences," Post-Print, HAL, number hal-02493457.
• Mohamed Amine Boutabba & Yves Rannou, 2020, "Investor strategies and Liquidity Premia in the European Green Bond market," Post-Print, HAL, number hal-02544451, Oct.
• Caio Almeida & Kim Ardison & René Garcia, 2020, "Nonparametric Assessment of Hedge Fund Performance," Post-Print, HAL, number hal-02550789, Feb, DOI: 10.1016/j.jeconom.2019.08.002.
• Mohamed Arouri & Guillaume Pijourlet & Benjamin Williams, 2020, "Unpleasant arithmetic of socially responsible investment," Post-Print, HAL, number hal-02861448, Aug, DOI: 10.1016/j.econlet.2020.109281.
• Jean-Louis Combes & Alexandru Minea & Pegdéwendé Nestor Sawadogo, 2021, "Does the composition of government spending matter for government bond spreads?," Post-Print, HAL, number hal-02887274, Mar, DOI: 10.1016/j.econmod.2020.03.025.
• Taoufik Bouraoui, 2020, "The drivers of Bitcoin trading volume in selected emerging countries," Post-Print, HAL, number hal-03004413, May, DOI: 10.1016/j.qref.2019.07.003.
• Thomas Renault, 2020, "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Post-Print, HAL, number hal-03205149, Sep, DOI: 10.1007/s42521-019-00014-x.
• Soosung Hwang & Alexandre Rubesam, 2020, "Bayesian Selection of Asset Pricing Factors Using Individual Stocks," Post-Print, HAL, number hal-03275900, Dec, DOI: 10.1093/jjfinec/nbaa045.
• 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," Post-Print, HAL, number hal-03511284, Jan, DOI: 10.1007/s11156-019-00791-x.
• Mohamed Mrad & El Karoui & Caroline Hillairet, 2020, "Ramsey Rule with Progressive Utility in Long Term Yield Curves Modeling," Post-Print, HAL, number hal-04553875, Nov.
• Dominique Pépin & Stephen Miller, 2020, "The Time-Varying Nature of Risk Aversion: Evidence from 60 Years of U.S. Stock Market Data," Post-Print, HAL, number hal-04648224, DOI: 10.2139/ssrn.3660949.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2020, "The asymmetric effects of monetary policy on stock price bubbles," Sciences Po Economics Publications (main), HAL, number hal-03403075, Apr.
• Dragana Cvijanovic & Christophe Spaenjers, 2020, "'We'll Always Have Paris': Out-of-Country Buyers in the Housing Market," Working Papers, HAL, number hal-02895964, Apr, DOI: 10.2139/ssrn.3248902.
• Mathieu Aubry & Roman Kraeussl & Gustavo Manso & Christophe Spaenjers, 2020, "Machines and Masterpieces: Predicting Prices in the Art Auction Market," Working Papers, HAL, number hal-02896049, Jul, DOI: 10.2139/ssrn.3347175.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2020, "The asymmetric effects of monetary policy on stock price bubbles," Working Papers, HAL, number hal-03403075, Apr.
• Pauline Gandré, 2020, "Learning, house prices and macro-financial linkages," Working Papers, HAL, number hal-04159701.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020, "Bet against the trend and cash in profits," Working Papers, HAL, number halshs-02956879, Oct.
• Daniel L Tortorice & David E. Bloom & Paige Kirby & John Regan, 2020, "A Theory of Social Impact Bonds," Working Papers, College of the Holy Cross, Department of Economics, number 2001, Jun.
• Breuer, Wolfgang & Soypak, Can K. & Steininger, Bertram, 2020, "Magnitude effects in lending and borrowing:Empirical evidence from a P2P platform," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 20/4, Apr.
• Breuer, Wolfgang & Soypak, Can K. & Steininger, Bertram, 2020, "Conventional or Reverse Magnitude Effect for Negative Outcomes: A Matter of Framing," Working Paper Series, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance, number 20/16, Dec.
• Aase, Knut K., 2020, "Elements of economics of uncertainty and time with recursive utility," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2020/13, Oct.
• Di Casola, Paola & Sichlimiris, Spyridon, 2020, "TFP news, stock market booms and the business cycle: Revisiting the evidence with VEC models," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 388, Mar.
• de Oliveira Souza, Thiago, 2020, "The X-value factor," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2020, Feb.
• Souza, Thiago de Oliveira, 2020, "Dollar carry timing," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 10/2020, Oct.
• de Oliveira Souza, Thiago, 2020, "Two out-of-sample forecasting models of the equity premium," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 11/2020, Oct.
• de Oliveira Souza, Thiago, 2020, "Observable implications of the conditional CAPM," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 13/2020, Nov.
• Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2020, "Contagious Margin Calls: How Covid-19 threatened global stock market liquidity," UiS Working Papers in Economics and Finance, University of Stavanger, number 2020/1, Jul.
• Bask, Mikael & Forsberg, Lars & Östling, Andreas, 2020, "Language Tone in Financial News Media and the Cross-Section of Stock Returns," Working Paper Series, Uppsala University, Department of Economics, number 2020:3, Apr.
• Tatyana Erofeeva, 2020, "Assessment of the Functional Relationship between the Yield Spread and the Default Spread," HSE Economic Journal, National Research University Higher School of Economics, volume 24, issue 1, pages 28-52.
• Victoria Dobrynskaya, 2020, "Is Downside Risk Priced In Cryptocurrency Market?," HSE Working papers, National Research University Higher School of Economics, number WP BRP 79/FE/2020.
• Victoria Dobrynskaya & Julia Kishilova, 2020, "Lego - The Toy Of Smart Investors," HSE Working papers, National Research University Higher School of Economics, number WP BRP 80/FE/2020.
• Asako, Yasushi, 2020, "Asymmetric Information Bubbles: Survey," Economic Review, Hitotsubashi University, volume 71, issue 1, pages 49-62, January, DOI: 10.15057/30959.
• Yanfu Li, 2020, "An Improved Method For Estimating Discount Rates For Listed Company Valuation," Accounting & Taxation, The Institute for Business and Finance Research, volume 12, issue 1, pages 67-79.
• Doh-Khul Kim & Najrin Khanom, 2020, "The Role Of Dividends In Equity Markets: Evidence From Sectoral-Level Analysis," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 1, pages 23-34.
• Shih-Ping Feng & Bi-Juan Chang, 2020, "Limits Of Arbitrage, Risk-Neutral Skewness, And Investor Sentiment," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 61-71.
• H. W. Wayne Yang & Po-Wei Shen & An-Sing Chen, 2020, "Trimming Effects And Momentum Investing," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 73-87.
• Stephan Schulmeister, 2020, "Fixing long-term price paths for fossil energy: the optimal incentive for limiting global warming," ICAE Working Papers, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy, number 112, Aug.
• Anas Ahmad Bani Atta & Ainulashikin Marzuki, 2020, "Islamic Vs Conventional Funds Within The Family: Selectivity Skills And Market Timing Ability," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 2, pages 439-462, May, DOI: https://doi.org/10.21098/jimf.v6i2..
• Harald Kinateder & Robert Bauer & Niklas F. Wagner, 2020, "Drivers Of Illiquidity In The Asean Sovereign Bond Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 23, issue 4, pages 501-524, December, DOI: https://doi.org/10.21098/bemp.v23i4.
• Deepa Bannigidadmath, 2020, "Consumer Sentiment And Indonesia'S Stock Returns," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 23, issue Special I, pages 1-14, January, DOI: https://doi.org/10.21098/bemp.v23i0.
• Solikin M. Juhro & Bernard N. Iyke & Paresh K. Narayan, 2020, "Interdependence Between Monetary Policy And Asset Prices In Asean-5 Countries," Working Papers, Bank Indonesia, number WP/01/2020.
• Arya Sasongko & Ali Sakti, 2020, "Sovereign Green Sukuk: Environmental Risk Model Development," Working Papers, Bank Indonesia, number WP/02/2020.
• Emilia Espín Esparza & Renato Jácome Gagñay & Pamela Vera Pianda, 2020, "Riesgo y Rendimiento del BVG Index: Análisis y Proyección Econométrica," Revista Actualidad Económica, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 30, issue 100, pages 79-88, Ene-Abr.
• Jihee Ann & Cheolbeom Park, 2020, "Demographic Structure and House Prices in the United States: A Reconciliation Using Metropolitan Area Data," Discussion Paper Series, Institute of Economic Research, Korea University, number 2005.
• Jana Simakova, 2020, "A Study of the Effects of Exchange Rates on the Stock Companies in the Petrochemical Industry of the Eurozone," Croatian Economic Survey, The Institute of Economics, Zagreb, volume 22, issue 1, pages 103-122, June.
• Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2020, "Mildly Explosive Dynamics in U.S. Fixed Income Markets," Working Papers, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University, number 667.
• Reynolds, Julia & Soegner, Leopold & Wagner, Martin, 2020, "Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets," IHS Working Paper Series, Institute for Advanced Studies, number 17, Jul.
• Joseph E. Gagnon & Olivier Jeanne, 2020, "Central bank policy sets the lower bound on bond yield," Working Paper Series, Peterson Institute for International Economics, number WP20-2, Jan.
• Mukta Kanvinde & Muneer Shaik, 2020, "Are BRICS Stock Market Indices Mean Reverting? Evidence Based on Expected Lifetime Range Ratio," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 19, issue 2, pages 169-186, September.
• Ganesh R & Naresh G & Thiyagarajan S, 2020, "Manifesting Overconfidence Bias and Disposition Effect in the Stock Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 19, issue 3, pages 257-284, December.
• Júlio Lobão & Natércia Fortuna & Franklin Silva, 2020, "Do psychological barriers exist in Latin American stock markets?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 35, issue 2, pages 29-56, October.
• Mr. Aleš Bulíř & Mr. Jan Vlcek, 2020, "Monetary Policy Is Not Always Systematic and Data-Driven: Evidence from the Yield Curve," IMF Working Papers, International Monetary Fund, number 2020/004, Jan.
• Kay Chung & Mr. Michael G. Papaioannou, 2020, "Do Enhanced Collective Action Clauses Affect Sovereign Borrowing Costs?," IMF Working Papers, International Monetary Fund, number 2020/162, Aug.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020, "Bet against the trend and cash in profits," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 60-2020.
• Paula Beatriz Morales Bañuelos, 2020, "Selección del modelo de mejor estimación del Valor Razonable en un mercado emergente," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 1, pages 81-103, Enero - M.
• Jose Apesteguia & Jörg Oechssler & Simon Weidenholzer, 2020, "Copy Trading," Management Science, INFORMS, volume 66, issue 12, pages 5608-5622, December, DOI: 10.1287/mnsc.2019.3508.
• Ilaria Piatti & Fabio Trojani, 2020, "Dividend Growth Predictability and the Price–Dividend Ratio," Management Science, INFORMS, volume 66, issue 1, pages 130-158, January, DOI: 10.1287/mnsc.2018.3155.
• Duc Khuong Nguyen & Nikolas Topaloglou & Thomas Walther, 2020, "Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach," Working Papers, Department of Research, Ipag Business School, number 2020-009, Jan.
• Mosso-Martínez, Margarita M. & López-Herrera, Francisco, 2020, "Variables económicas y deterioro de la calidad de la cartera de hipotecas bursatilizadas en México," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, volume 15, issue 52, pages 47-68, Primer se.
• Tortorice, Daniel L. & Bloom, David E. & Kirby, Paige & Regan, John, 2020, "A Theory of Social Impact Bonds," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13431, Jun.
• Ben Cheikh, Nidhaleddine & Ben Naceur, Sami & Kanaan, Oussama & Rault, Christophe, 2020, "Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13853, Nov.
• Mahlstedt, Robert & Weber, Rüdiger, 2020, "Risk Sharing Within and Outside the Firm: The Disparate Effects of Wrongful Discharge Laws on Expected Stock Returns," IZA Discussion Papers, Institute of Labor Economics (IZA), number 13941, Dec.
• Prasenjit Chakrabarti & K Kiran Kumar, 2020, "High-Frequency Return-Implied Volatility Relationship: Empirical Evidence from Nifty and India VIX," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 3, pages 53-68, July-Sept.
• Chao Ying, 2020, "The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance," 2020 Papers, Job Market Papers, number pyi149, Aug.
• Tengfei Zhang, 2020, "Manager Uncertainty and Cross-Sectional Stock Returns," 2020 Papers, Job Market Papers, number pzh934, Sep.
• Simmet Anastasia & Pohlmeier Winfried, 2020, "The CAPM with Measurement Error: ‘There’s life in the old dog yet!’," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 240, issue 4, pages 417-453, August, DOI: 10.1515/jbnst-2018-0089.
• Fatica, Serena & Panzica, Roberto, 2020, "Green bonds as a tool against climate change?," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2020-10, Sep.
• Zongwu Cai & Haiqiang Chen & Xiaosai Liao, 2020, "A New Robust Inference for Predictive Quantile Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202002, Feb, revised Feb 2020.
• Caio Vigo Pereira & Marcio Laurini, 2020, "Portfolio Efficiency Tests with Conditioning Information - Comparing GMM and GEL Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202014, Sep, revised Sep 2020.
• Fukang Zhu & Mengya Liu & Shiqing Ling & Zongwu Cai, 2020, "Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202021, Dec, revised Dec 2020.
• Riccardo Brignone & Carlo Sgarra, 2020, "Asian options pricing in Hawkes-type jump-diffusion models," Annals of Finance, Springer, volume 16, issue 1, pages 101-119, March, DOI: 10.1007/s10436-019-00352-1.
• J. Lars Kirkby & Duy Nguyen, 2020, "Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models," Annals of Finance, Springer, volume 16, issue 3, pages 307-351, September, DOI: 10.1007/s10436-020-00366-0.
• David Schröder, 2020, "The role of market efficiency on implied cost of capital estimates: an international perspective," Annals of Finance, Springer, volume 16, issue 4, pages 463-499, December, DOI: 10.1007/s10436-020-00374-0.
• Kotaro Miwa, 2020, "Market Closures and Cross-sectional Stock Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 1, pages 1-33, March, DOI: 10.1007/s10690-019-09279-z.
• Katsushi Nakajima, 2020, "Commodity Spot and Futures Prices Under Supply, Demand, and Financial Trading: Single Input–Output Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 1, pages 35-59, March, DOI: 10.1007/s10690-019-09280-6.
• Wei Zhang & Yingxiu Zhao & Pengfei Wang & Dehua Shen, 2020, "Investor Sentiment and the Return Rate of P2P Lending Platform," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 1, pages 97-113, March, DOI: 10.1007/s10690-019-09284-2.
• Parthajit Kayal & Sayanti Mondal, 2020, "Speed of Price Adjustment in Indian Stock Market: A Paradox," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 4, pages 453-476, December, DOI: 10.1007/s10690-020-09303-7.
• Johan Knif & Dimitrios Koutmos & Gregory Koutmos, 2020, "Higher Co-Moment CAPM and Hedge Fund Returns," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 48, issue 1, pages 99-113, March, DOI: 10.1007/s11293-020-09659-1.
• 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.
• Juan Carlos Parra-Alvarez & Hamza Polattimur & Olaf Posch, 2020, "Risk Matters: Breaking Certainty Equivalence," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-02, Mar.
• Daniel Borup & Bent Jesper Christensen & Nicolaj N. Mühlbach & Mikkel S. Nielsen, 2020, "Targeting predictors in random forest regression," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-03, May.
• Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2020, "Predicting bond return predictability," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-09, Aug.
• Mate, Mariluz & Occhino, Paolo, 2020, "A proposal to estimate the valuation of small and medium size companies using geographically comparable information," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, volume 4, issue 1, pages 34-51, January, DOI: 10.26784/sbir.v4i1.229.
• Albert S. Kyle & Anna A. Obizhaeva, 2020, "Adverse Selection and Liquidity: From Theory to Practice," Working Papers, New Economic School (NES), number w0268, Jul.
• Stepan Gorban & Anna A. Obizhaeva & Yajun Wang, 2020, "Trading in Crowded Markets," Working Papers, New Economic School (NES), number w0275, Aug.
• Markus Brueckner & Joaquin Vespignani, 2020, "Covid-19 Infections and the Performance of the Stock Market: An Empirical Analysis for Australia," ANU Working Papers in Economics and Econometrics, Australian National University, College of Business and Economics, School of Economics, number 2020-674, Jun.
• Mehmet Emin Yıldız & Naci Yılmaz, 2020, "Comparing Performances of the Portfolios Created According to the Net Working Capital Approach: Example of Istanbul Stock Exchange," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 114, pages 241-262, October, DOI: https://doi.org/10.33203/mfy.784933.
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