Research classified by Journal of Economic Literature (JEL) codes

2020

• Ongena, Steven & Antoniou, Fabio & Delis, Manthos & Tsoumas, Christos, 2020, "Pollution permits and financing costs," CEPR Discussion Papers, Centre for Economic Policy Research, number 15517, Dec.
• Dahlquist, Magnus & Ibert, Markus & Wilke, Felix, 2020, "Expectations of Active Mutual Fund Performance," CEPR Discussion Papers, Centre for Economic Policy Research, number 15548, Dec.
• Acharya, Viral & Johnson, Timothy & Sundaresan, Suresh & Zheng, Steven, 2020, "The Value of a Cure: An Asset Pricing Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 15558, Dec.
• Vayanos, Dimitri & Jiang, Hao & Zheng, Lu, 2020, "Tracking Biased Weights: Asset Pricing Implications of Value-Weighted Indexing," CEPR Discussion Papers, Centre for Economic Policy Research, number 15563, Dec.
• Della Corte, Pasquale & Cenedese, Gino & Wang, Tianyu, 2020, "Currency Mispricing and Dealer Balance Sheets," CEPR Discussion Papers, Centre for Economic Policy Research, number 15569, Dec.
• Chernov, Mikhail & Dahlquist, Magnus & Lochstoer, Lars, 2020, "Pricing Currency Risks," CEPR Discussion Papers, Centre for Economic Policy Research, number 15571, Dec.
• Bouchaud, Jean-Philippe & Farmer, Roger, 2022, "Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality," CEPR Discussion Papers, Centre for Economic Policy Research, number 15573, Apr.
• Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2022, "Expectation dispersion, uncertainty, and the reaction to news," CEPR Discussion Papers, Centre for Economic Policy Research, number 15581, Feb.
• Vissing-Jørgensen, Annette, 2020, "Informal Central Bank Communication," CEPR Discussion Papers, Centre for Economic Policy Research, number 15603, Dec.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2020, "The Expected Return on Risky Assets: International Long-run Evidence," CEPR Discussion Papers, Centre for Economic Policy Research, number 15610, Dec.
• Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020, "Technological Innovation and Labor Income Risk," Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research, number 202010, Jun.
• Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020, "Bet against the trend and cash in profits," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def090, Oct.
• Ramos, Sofía B. & Taamouti, Abderrahim & Veiga, Helena & Wang, Chih-Wei, 2020, "Quantile Consumption-Capital Asset Pricing," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 30332, May.
• Veiga, Helena & Peeters, Ronald & Vorstaz, Marc, 2022, "An experimental analysis of contagion in financial markets," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 31230, Oct.
• Takahiro Hattori & Jiro Yoshida, 2020, "The Bank of Japan as a Real Estate Tycoon: Large-Scale REIT Purchases," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_003, Mar.
• Gaofeng Han & Hui Miao & Yabin Wang, 2020, "Liquidity of China government bond market: Measures and Driving Forces," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2020_030, Dec.
• Júlio Lobão & Ana Isabel Costa, 2020, "Do Fixed-Income ETFs Overreact? Evidence of Short-term Predictability following Extreme Price Shocks," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 122, pages 131-144, Mayo.
• Carmen badía batlle & Merche galisteo rodríguez & Teresa Preixens benedicto, 2020, "valor razonable de un swap: CVA y D VA. Una aproximación binomial," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 122, pages 229-242, Mayo.
• Johannes K. Dreyer & Johannes Schneider & William T. Smith, 2020, "Saving-Based Asset Pricing and Leisure," Annals of Economics and Finance, Society for AEF, volume 21, issue 2, pages 507-526, November.
• Dashan Huang & Jiangyuan Li & Liyao Wang & Guofu Zhou, 2020, "Time series momentum: Is it there?," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 717.
• Benos, Evangelos & Payne, Richard & Vasios, Michalis, 2020, "Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 1, pages 159-192, February.
• Czupryna, Marcin & Jakubczyk, Michał & Oleksy, Paweł, 2020, "Order Book Dynamics of Fine Wine Exchange," Journal of Wine Economics, Cambridge University Press, volume 15, issue 4, pages 403-411, November.
• Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020, "Robust Identification of Investor Beliefs," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2236, May.
• Schiereck, D. & Immel, M. & Kiesel, F. & Hachenberg, B., 2020, "Green bonds: Shades of green and brown," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 124730.
• Stephanie Ettmeier & Chi Hyun Kim & Alexander Kriwoluzky, 2020, "Financial Market Participants Expect the Coronavirus Pandemic to Have Long-Lasting Economic Impact in Europe," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 10, issue 19/20, pages 243-250.
• Stephanie Ettmeier & Chi Hyun Kim & Alexander Kriwoluzky, 2020, "Finanzmärkte erwarten langanhaltende wirtschaftliche Auswirkungen der Corona-Pandemie in Europa," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 20, pages 347-354.
• Kerstin Bernoth & Jürgen von Hagen & Casper G. de Vries, 2020, "Currency Futures' Risk Premia and Risk Factors," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1866.
• Mark Mink & Rodney Ramcharan & Iman van Lelyveld, 2020, "How banks respond to distress: Shifting risks in Europe's banking union," Working Papers, DNB, number 669, Jan.
• Joost Bats & Massimo Giuliodori & Aerdt Houben, 2020, "Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?," Working Papers, DNB, number 694, Oct.
• Rui Dias & Paula Heliodoro & Paulo Alexandre, 2020, "Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis," Journal of Innovative Business and Management, DOBA Faculty, volume 12, issue 2, pages 13-19, DOI: 10.32015/JIBM.2020.12.2.2.13-19.
• Pauline Gandré, 2020, "Learning, house prices and macro-financial linkages," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-10.
• Honkanen, Pekka, 2020, "Securities Lending and Trading by Active and Passive Funds," HEC Research Papers Series, HEC Paris, number 1390, Oct, DOI: 10.2139/ssrn.3679808.
• Ampudia, Miguel & Baumann, Ursel & Fornari, Fabio, 2020, "Coronavirus (COVID-19): market fear as implied by options prices," Economic Bulletin Boxes, European Central Bank, volume 4.
• Ampudia, Miguel & Kapp, Daniel & Kristiansen, Kristian & Nicolay, Cornelius, 2020, "Euro area equity markets and shifting expectations for an economic recovery," Economic Bulletin Boxes, European Central Bank, volume 5.
• d'Avernas, Adrien & Vandeweyer, Quentin & Darracq Pariès, Matthieu, 2020, "The growth of non-bank finance and new monetary policy tools," Research Bulletin, European Central Bank, volume 69.
• d'Avernas, Adrien & Vandeweyer, Quentin & Darracq Pariès, Matthieu, 2020, "Unconventional monetary policy and funding liquidity risk," Working Paper Series, European Central Bank, number 2350, Jan.
• Delle Monache, Davide & Venditti, Fabrizio & Petrella, Ivan, 2020, "Price dividend ratio and long-run stock returns: a score driven state space model," Working Paper Series, European Central Bank, number 2369, Feb.
• Grothe, Magdalena & Zeyer, Jana, 2020, "Risk characteristics of covered bonds: monitoring beyond ratings," Working Paper Series, European Central Bank, number 2393, Apr.
• Ferdinandusse, Marien & Freier, Maximilian & Ristiniemi, Annukka, 2020, "Quantitative easing and the price-liquidity trade-off," Working Paper Series, European Central Bank, number 2399, May.
• Ehrmann, Michael & Jansen, David-Jan, 2020, "Stock return comovement when investors are distracted: more, and more homogeneous," Working Paper Series, European Central Bank, number 2412, May.
• Camba-Méndez, Gonzalo, 2020, "On the inflation risks embedded in sovereign bond yields," Working Paper Series, European Central Bank, number 2423, Jun.
• Wolswijk, Guido, 2020, "Drivers of European public debt management," Working Paper Series, European Central Bank, number 2437, Jul.
• Benmir, Ghassane & Jaccard, Ivan & Vermandel, Gauthier, 2020, "Green asset pricing," Working Paper Series, European Central Bank, number 2477, Oct.
• Corradin, Stefano & Eisenschmidt, Jens & Hoerova, Marie & Linzert, Tobias & Schepens, Glenn & Sigaux, Jean-David, 2020, "Money markets, central bank balance sheet and regulation," Working Paper Series, European Central Bank, number 2483, Oct.
• Kristiansen, Kristian & Hvid, Anna Kirstine, 2020, "How news affects sectoral stock prices through earnings expectations and risk premia," Working Paper Series, European Central Bank, number 2493, Nov.
• Howard, Greg & Liebersohn, Jack, 2020, "Regional Divergence and House Prices," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-04, May.
• Ma, Sai & Zhang, Shaojun, 2020, "Housing Risk and the Cross-Section of Returns across Many Asset Classes," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-08, May.
• Birru, Justin & Young, Trevor, 2020, "Sentiment and Uncertainty," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-10, May, DOI: 10.2139/ssrn.3601933.
• Shams, Amin, 2020, "The Structure of Cryptocurrency Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-11, May.
• Bai, Hang & Zhang, Lu, 2020, "Searching for the Equity Premium," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-23, Oct.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi & Stulz, Rene M., 2020, "Who Benefits from Analyst "Top Picks"?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-24, Oct.
• Karnaukh, Nina, 2020, "Growth Forecasts and News about Monetary Policy," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-27, Oct.
• Birru, Justin & Mohrschladt, Hannes & Young, Trevor, 2020, "Disentangling Anomalies: Risk versus Mispricing," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-29, Nov.
• Li, Ye & Mayer, Simon, 2020, "Managing Stablecoins: Optimal Strategies, Regulation, and Transaction Data as Productive Capital," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-30, Dec.
• Smith, Kevin & So, Eric C., 2020, "Measuring Risk Information," Research Papers, Stanford University, Graduate School of Business, number 3857, Jan.
• Jiang, Zhengyang & Lustig, Hanno & Van Nieuwerburgh, Stijn & Xiaolan, Mindy Z., 2020, "Manufacturing Risk-Free Government Debt," Research Papers, Stanford University, Graduate School of Business, number 3882, Aug.
• Soleman Alsabban & Omar Alarfaj, 2020, "An Empirical Analysis of Behavioral Finance in the Saudi Stock Market: Evidence of Overconfidence Behavior," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 73-86.
• Chia-Cheng Chen & Chia-Li Tai & Yi-Sheng Liu, 2020, "Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 109-117.
• Mahamitra Das & Nityananda Sarkar, 2020, "Revisiting the Anomalous Relationship between Inflation and Real Estate Investment Trust Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 250-258.
• Ibrahim Bello Abdullahi, 2020, "Effect of Unstable Macroeconomic Indicators on Banking Sector Stock Price Behaviour in Nigerian Stock Market," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 2, pages 1-5.
• Federico Gagliolo & Gabriele Cardullo, 2020, "Value Stocks and Growth Stocks: A Study of the Italian Market," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 7-15.
• Gurmeet Singh & Muneer Shaik, 2020, "Re-examining the Expiration Effects of Index Futures: Evidence from India," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 16-23.
• Mohammad Alsharif, 2020, "The Relationship Between the Returns and Volatility of Stock and Oil Markets in the Last Two Decades: Evidence from Saudi Arabia," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 1-8.
• Muhammad Zeeshan & Jiabin Han & Alam Rehman & Kashif Saleem & Raza Ullah Shah & Amir Ishaque & Naveed Farooq & Arif Hussain, 2020, "Conventional Mutual Funds Out Perform Islamic Mutual Funds in the Context of Pakistan. A Myth or Reality," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 151-157.
• Gulzar Ali & Ansa Javed Khan & Sara Rafiq, 2020, "Economic Analysis of Initial Public Offering Underpricing in Stock Market of Pakistan," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 198-203.
• Rim Ammar Lamouchi & Suha Mahmoud Alawi, 2020, "Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 377-383.
• Abdul Rahman, 2020, "Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 124-131.
• Ikhlaas Gurrib & Elgilani Elsharief & Firuz Kamalov, 2020, "The Effect of Energy Cryptos on Efficient Portfolios of Key Energy Listed Companies in the S&P Composite 1500 Energy Index," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 179-193.
• Jorge Barrientos Mar n & Fernando Villada, 2020, "Regionalized Discount Rate to Evaluate Renewable Energy Projects in Colombia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 332-336.
• Iqbal Thonse Hawaldar & T. M. Rajesha & Lokesha Lokesha & Adel M. Sarea, 2020, "Causal Nexus between the Anamolies in the Crude Oil Price and Stock Market," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 3, pages 233-238.
• Javid Elkhan Suleymanli & Etimad Munasib Rahimli & Nurkhodzha Nazirkhodzha Akbulaev, 2020, "The Causality Analysis of the Effect of Oil and Natural Gas Prices on Ukraine Stock Index," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 108-114.
• Seyedeh Fatemeh Razmi & Bahareh Ramezanian Bajgiran & Seyed Mohammad Javad Razmi & Kiana Baensaf Oroumieh, 2020, "The Effects of External Uncertainties against Monetary Policy Uncertainty on IRANIAN Stock Return Volatility Using GARCH-MIDAS Approach," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 278-281.
• Muhammad Hanif, 2020, "Relationship between Oil and Stock Markets: Evidence from Pakistan Stock Exchange," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 150-157.
• Nouf Bin Ayyaf Al-Mogren, 2020, "The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 310-317.
• Shripad Ramchandra Marathe & Guntur Anjana Raju, 2020, "Does Crude Oil Prices have Effect on Exports, Imports and GDP on BRICS Countries? - An Empirical Evidence," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 524-528.
• Naveed Farooq & Alam Rehman & Hazrat Bilal & Kashif Saleem & Arif Hussain & Muhammad Zeeshan, 2020, "Proactive Personality, Motivation and Employee Creativity in the Public Sector Hospitals of Peshawar City," International Review of Management and Marketing, Econjournals, volume 10, issue 3, pages 16-21.
• Ali, Fahad & Ülkü, Numan, 2020, "Weekday seasonality of stock returns: The contrary case of China," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101201.
• Hirota, Shinichi & Suzuki-Löffelholz, Kumi & Udagawa, Daisuke, 2020, "Does owners’ purchase price affect rent offered? Experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 25, issue C, DOI: 10.1016/j.jbef.2019.100260.
• Gurdgiev, Constantin & O’Loughlin, Daniel, 2020, "Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty," Journal of Behavioral and Experimental Finance, Elsevier, volume 25, issue C, DOI: 10.1016/j.jbef.2020.100271.
• Erol, Isil & Tirtiroglu, Dogan & Tirtiroglu, Ercan, 2020, "Pricing of IPOs under legally-mandated concentrated ownership and commitment period: Evidence from a natural experiment for REITs in Turkey," Journal of Behavioral and Experimental Finance, Elsevier, volume 25, issue C, DOI: 10.1016/j.jbef.2019.100245.
• Aggarwal, Divya & Chandrasekaran, Shabana & Annamalai, Balamurugan, 2020, "A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100335.
• Uddin, Ajim & Yu, Dantong, 2020, "Latent factor model for asset pricing," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100353.
• Zhao, Ruwei, 2020, "Quantifying the cross sectional relation of daily happiness sentiment and return skewness: Evidence from US industries," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100369.
• Li, Xiao, 2020, "When financial literacy meets textual analysis: A conceptual review," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100402.
• Sherif, Mohamed, 2020, "The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100403.
• Jurich, Stephen N. & Mishra, Ajay Kumar & Parikh, Bhavik, 2020, "Indecisive algos: Do limit order revisions increase market load?," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100408.
• Ahadzie, Richard Mawulawoe & Jeyasreedharan, Nagaratnam, 2020, "Trading volume and realized higher-order moments in the Australian stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100413.
• Abad, P. & Ferreras, R. & Robles, M.D., 2020, "Intra-industry transfer effects of credit risk news: Rated versus unrated rivals," The British Accounting Review, Elsevier, volume 52, issue 1, DOI: 10.1016/j.bar.2018.12.002.
• Zhao, Yang & Lee, Cheng-Few & Yu, Min-Teh, 2020, "Does equity market timing have a persistent impact on capital structure? Evidence from China," The British Accounting Review, Elsevier, volume 52, issue 1, DOI: 10.1016/j.bar.2019.100838.
• Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth & Chen, Min, 2020, "Limited investor attention, relative fundamental strength, and the cross-section of stock returns," The British Accounting Review, Elsevier, volume 52, issue 4, DOI: 10.1016/j.bar.2019.100859.
• Liu, Bin & Xia, XiangYang & Xiao, Wen, 2020, "Public information content and market information efficiency: A comparison between China and the U.S," China Economic Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.chieco.2020.101405.
• Deng, Guohe, 2020, "Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model," Chaos, Solitons & Fractals, Elsevier, volume 141, issue C, DOI: 10.1016/j.chaos.2020.110411.
• Adra, Samer & Barbopoulos, Leonidas G. & Saunders, Anthony, 2020, "The impact of monetary policy on M&A outcomes," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2019.101529.
• Götze, Tobias & Gürtler, Marc, 2020, "Hard markets, hard times: On the inefficiency of the CAT bond market," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2019.101553.
• Marques, Manuel O. & Pinto, João M., 2020, "A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101580.
• Nguyen, Phuong-Anh & Kecskés, Ambrus, 2020, "Do technology spillovers affect the corporate information environment?," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101581.
• Shang, Chenguang, 2020, "Trade credit and stock liquidity," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101586.
• Barbopoulos, Leonidas G. & Adra, Samer & Saunders, Anthony, 2020, "Macroeconomic news and acquirer returns in M&As: The impact of investor alertness," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101583.
• Himmelberg, Charles P. & Tsyplakov, Sergey, 2020, "Optimal terms of contingent capital, incentive effects, and capital structure dynamics," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101635.
• Biggerstaff, Lee & Cicero, David & Wintoki, M. Babajide, 2020, "Insider trading patterns," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101654.
• An, Zhe & Chen, Chen & Naiker, Vic & Wang, Jun, 2020, "Does media coverage deter firms from withholding bad news? Evidence from stock price crash risk," Journal of Corporate Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.jcorpfin.2020.101664.
• Caglayan, Mustafa & Pham, Tho & Talavera, Oleksandr & Xiong, Xiong, 2020, "Asset mispricing in peer-to-peer loan secondary markets," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101769.
• Chowdhury, Hasibul & Hodgson, Allan & Pathan, Shams, 2020, "Do external labour market incentives constrain bad news hoarding? The CEO's industry tournament and crash risk reduction," Journal of Corporate Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.jcorpfin.2020.101774.
• Bao, Te & Hennequin, Myrna & Hommes, Cars & Massaro, Domenico, 2020, "Coordination on bubbles in large-group asset pricing experiments," Journal of Economic Dynamics and Control, Elsevier, volume 110, issue C, DOI: 10.1016/j.jedc.2019.05.009.
• Giamattei, Marcus & Huber, Jürgen & Lambsdorff, Johann Graf & Nicklisch, Andreas & Palan, Stefan, 2020, "Who inflates the bubble? Forecasters and traders in experimental asset markets," Journal of Economic Dynamics and Control, Elsevier, volume 110, issue C, DOI: 10.1016/j.jedc.2019.07.004.
• Asako, Yasushi & Funaki, Yukihiko & Ueda, Kozo & Uto, Nobuyuki, 2020, "(A)symmetric information bubbles: Experimental evidence," Journal of Economic Dynamics and Control, Elsevier, volume 110, issue C, DOI: 10.1016/j.jedc.2019.103744.
• Eo, Yunjong & Kang, Kyu Ho, 2020, "The effects of conventional and unconventional monetary policy on forecasting the yield curve," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103812.
• Feng, Xu & Lu, Lei & Xiao, Yajun, 2020, "Shadow banks, leverage risks, and asset prices," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103816.
• Wenzelburger, Jan, 2020, "Mean-variance analysis and the Modified Market Portfolio," Journal of Economic Dynamics and Control, Elsevier, volume 111, issue C, DOI: 10.1016/j.jedc.2019.103821.
• Horvath, Jaroslav, 2020, "Macroeconomic disasters and the equity premium puzzle: Are emerging countries riskier?," Journal of Economic Dynamics and Control, Elsevier, volume 112, issue C, DOI: 10.1016/j.jedc.2020.103852.
• Oldham, Matthew, 2020, "Quantifying the concerns of Dimon and Buffett with data and computation," Journal of Economic Dynamics and Control, Elsevier, volume 113, issue C, DOI: 10.1016/j.jedc.2020.103864.
• Heiberger, Christopher, 2020, "Labor market search, endogenous disasters and the equity premium puzzle," Journal of Economic Dynamics and Control, Elsevier, volume 114, issue C, DOI: 10.1016/j.jedc.2020.103899.
• Lioui, Abraham & Tarelli, Andrea, 2020, "Factor Investing for the Long Run," Journal of Economic Dynamics and Control, Elsevier, volume 117, issue C, DOI: 10.1016/j.jedc.2020.103960.
• Han, Xing & Li, Kai & Li, Youwei, 2020, "Investor overconfidence and the security market line: New evidence from China," Journal of Economic Dynamics and Control, Elsevier, volume 117, issue C, DOI: 10.1016/j.jedc.2020.103961.
• Augustin, Patrick & Saleh, Fahad & Xu, Haohua, 2020, "CDS Returns," Journal of Economic Dynamics and Control, Elsevier, volume 118, issue C, DOI: 10.1016/j.jedc.2020.103977.
• Coroneo, Laura & Pastorello, Sergio, 2020, "European spreads at the interest rate lower bound," Journal of Economic Dynamics and Control, Elsevier, volume 119, issue C, DOI: 10.1016/j.jedc.2020.103979.
• Zheng, Huanhuan, 2020, "Coordinated bubbles and crashes," Journal of Economic Dynamics and Control, Elsevier, volume 120, issue C, DOI: 10.1016/j.jedc.2020.103974.
• He, Yunhao & Leippold, Markus, 2020, "Short-run risk, business cycle, and the value premium," Journal of Economic Dynamics and Control, Elsevier, volume 120, issue C, DOI: 10.1016/j.jedc.2020.103993.
• Perras, Patrizia & Wagner, Niklas, 2020, "Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out," Journal of Economic Dynamics and Control, Elsevier, volume 121, issue C, DOI: 10.1016/j.jedc.2020.104009.
• Guo, Bin & Huang, Fuzhe & Li, Kai, 2020, "Time to build and bond risk premia," Journal of Economic Dynamics and Control, Elsevier, volume 121, issue C, DOI: 10.1016/j.jedc.2020.104024.
• Prabakaran, Sellamuthu & Garcia, Isabel C. & Mora, Jose U., 2020, "A temperature stochastic model for option pricing and its impacts on the electricity market," Economic Analysis and Policy, Elsevier, volume 68, issue C, pages 58-77, DOI: 10.1016/j.eap.2020.09.001.
• Xu, Liao & Gao, Han & Shi, Yukun & Zhao, Yang, 2020, "The heterogeneous volume-volatility relations in the exchange-traded fund market: Evidence from China," Economic Modelling, Elsevier, volume 85, issue C, pages 400-408, DOI: 10.1016/j.econmod.2019.11.019.
• Sha, Yezhou, 2020, "The devil in the style: Mutual fund style drift, performance and common risk factors," Economic Modelling, Elsevier, volume 86, issue C, pages 264-273, DOI: 10.1016/j.econmod.2019.10.004.
• Liu, Weiyi & Liang, Xuan & Cui, Guowei, 2020, "Common risk factors in the returns on cryptocurrencies," Economic Modelling, Elsevier, volume 86, issue C, pages 299-305, DOI: 10.1016/j.econmod.2019.09.035.
• Coudert, Virginie & Salakhova, Dilyara, 2020, "Do mutual fund flows affect the French corporate bond market?," Economic Modelling, Elsevier, volume 87, issue C, pages 496-510, DOI: 10.1016/j.econmod.2019.12.013.
• Hu, Wei & Zheng, Zhenlong, 2020, "Expectile CAPM," Economic Modelling, Elsevier, volume 88, issue C, pages 386-397, DOI: 10.1016/j.econmod.2019.09.049.
• Ruan, Qingsong & Wang, Zilin & Zhou, Yaping & Lv, Dayong, 2020, "A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China," Economic Modelling, Elsevier, volume 88, issue C, pages 47-58, DOI: 10.1016/j.econmod.2019.09.009.
• Zhen, Fang, 2020, "Asymmetric signals and skewness," Economic Modelling, Elsevier, volume 90, issue C, pages 32-42, DOI: 10.1016/j.econmod.2020.04.026.
• Lambert, Marie & Platania, Federico, 2020, "The macroeconomic drivers in hedge fund beta management," Economic Modelling, Elsevier, volume 91, issue C, pages 65-80, DOI: 10.1016/j.econmod.2020.04.016.
• Nedumparambil, Elizabeth & Bhandari, Anup Kumar, 2020, "Credit risk – Return puzzle: Evidence from India," Economic Modelling, Elsevier, volume 92, issue C, pages 195-206, DOI: 10.1016/j.econmod.2019.12.021.
• Ouzan, Samuel, 2020, "Loss aversion and market crashes," Economic Modelling, Elsevier, volume 92, issue C, pages 70-86, DOI: 10.1016/j.econmod.2020.06.015.
• Broto, Carmen & Lamas, Matías, 2020, "Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries," Economic Modelling, Elsevier, volume 93, issue C, pages 217-229, DOI: 10.1016/j.econmod.2020.08.001.
• Wu, Liang & Liu, Hengzhi & Liu, Chang & Long, Yunshen, 2020, "Determining the information share of liquidity and order flows in extreme price movements," Economic Modelling, Elsevier, volume 93, issue C, pages 559-575, DOI: 10.1016/j.econmod.2020.09.014.
• Yu, Lin & Liu, Xiaoquan & Fung, Hung-Gay & Leung, Wai Kin, 2020, "Size and value effects in high-tech industries: The role of R&D investment," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.10.001.
• Singh, Bhupal & Nadkarni, Avadhoot R., 2020, "Role of credit and monetary policy in determining asset prices: Evidence from emerging market economies," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.11.003.
• Dunbar, Kwamie & Jiang, Jing, 2020, "What do movements in financial traders’ net long positions reveal about aggregate stock returns?," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.01.005.
• Shi, Qi, 2020, "A much robust and updated evidences of the alternative real-estate based asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.10.013.
• Ordu-Akkaya, Beyza Mina & Soytas, Ugur, 2020, "Unconventional monetary policy and financialization of commodities," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2018.12.014.
• Wang, Hailong & Hu, Duni & Ma, Chaoqun & Cheng, Fengchao, 2020, "Disagreements with noisy signals and asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101062.
• Tsuruta, Masaru, 2020, "Decomposing the term structures of local currency sovereign bond yields and sovereign credit default swap spreads," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101072.
• Guerello, Chiara & Tronzano, Marco, 2020, "“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101073.
• Soon Kim, Kyung & Young Chung, Chune & Hwon Lee, Jin & Cho, Sangjun, 2020, "Accruals quality, information risk, and institutional investors’ trading behavior: Evidence from the Korean stock market," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101081.
• Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Gamboa-Arbelaez, Juliana, 2020, "Dynamic relations between oil and stock market returns: A multi-country study," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101082.
• Wang, Hailong & Hu, Duni, 2020, "Disagreement with procyclical beliefs and asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101102.
• Grégoire, Vincent, 2020, "The rise of passive investing and index-linked comovement," The North American Journal of Economics and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.najef.2019.101059.
• Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020, "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101147.
• Esteve, Vicente & Navarro-Ibáñez, Manuel & Prats, María A., 2020, "Stock prices, dividends, and structural changes in the long-term: The case of U.S," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101126.
• Li, Xiao-Lin & Li, Xin & Si, Deng-Kui, 2020, "Asymmetric determinants of corporate bond credit spreads in China: Evidence from a nonlinear ARDL model," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101109.
• Dey, Shubhasis & Sampath, Aravind, 2020, "Returns, volatility and spillover – A paradigm shift in India?," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2019.101110.
• Wang, Janchung & Yeh, Shih-Kuo & Wang, Bo-Ting, 2020, "The effect of short-sale restrictions on the information transmission of extended index futures trading," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101166.
• Huang, Qiubin & de Haan, Jakob & Scholtens, Bert, 2020, "Does bank capitalization matter for bank stock returns?," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101171.
• Dai, Zhifeng & Zhou, Huiting & Wen, Fenghua & He, Shaoyi, 2020, "Efficient predictability of stock return volatility: The role of stock market implied volatility," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101174.
• Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Price gap anomaly in the US stock market: The whole story," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101177.
• Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie, 2020, "News sentiment, credit spreads, and information asymmetry," The North American Journal of Economics and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.najef.2020.101179.
• Zhang, Yiming & Wang, Guanying, 2020, "Compensation for illiquidity in China: Evidence from an alternative measure," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101187.
• Leite, André Luis & Klotzle, Marcelo Cabus & Pinto, Antonio Carlos Figueiredo & da Silveira Barbedo, Claudio Henrique, 2020, "The Fama-French’s five-factor model relation with interest rates and macro variables," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101197.
• Dai, Zhifeng & Dong, Xiaodi & Kang, Jie & Hong, Lianying, 2020, "Forecasting stock market returns: New technical indicators and two-step economic constraint method," The North American Journal of Economics and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.najef.2020.101216.
• Gubareva, Mariya & Borges, Maria Rosa, 2020, "Switching interest rate sensitivity regimes of U.S. Corporates," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.11.017.
• Cortés, Lina M. & Mora-Valencia, Andrés & Perote, Javier, 2020, "Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.10.010.
• Liao, Wen Ju & Sung, Hao-Chang, 2020, "Implied risk aversion and pricing kernel in the FTSE 100 index," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.08.009.
• Hsu, Ching-Chi & Wei, An-Pin & Chen, Miao-Ling, 2020, "Funding liquidity risk and the low-volatility anomaly: Evidence from the Taiwan stock market," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.02.010.
• Li, Shaoyu & Huang, Henry H. & Zhang, Teng, 2020, "Generalized affine transform on pricing quanto range accrual note," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2018.12.004.
• Hong, Hui & Bian, Zhicun & Chen, Naiwei, 2020, "Leverage effect on stochastic volatility for option pricing in Hong Kong: A simulation and empirical study," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.02.003.
• Chan, Tat Lung (Ron), 2020, "Hedging and pricing early-exercise options with complex fourier series expansion," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.04.016.
• An, Jiyoun & Ho, Kin-Yip & Zhang, Zhaoyong, 2020, "What drives the liquidity premium in the Chinese stock market?," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2019.101088.
• Liu, Qiang & Guo, Shuxin, 2020, "An excellent approximation for the m out of n day provision," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101222.
• Zhang, Xiang, 2020, "Leisure and long-run risks: An empirical evaluation on value premium puzzle," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101223.
• Carson, Scott Alan, 2020, "United States oil and gas stock returns with multi-factor pricing models: 2008–2018," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101236.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Spillover effects in oil-related CDS markets during and after the sub-prime crisis," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101249.
• Li, Jinfang, 2020, "The momentum and reversal effects of investor sentiment on stock prices," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101263.
• Choi, Paul Moon Sub & Chung, Chune Young & Kim, Dongnyoung, 2020, "Corporate tax, financial leverage, and portfolio risk," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101264.
• Hai, Hoang Van & Park, Jong Won & Tsai, Ping-Chen & Eom, Cheoljun, 2020, "Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101266.
• Oshima, Katsuhiro, 2020, "Search for yield and business cycles," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101275.
• Huynh, Toan Luu Duc & Nasir, Muhammad Ali & Vo, Xuan Vinh & Nguyen, Thong Trung, 2020, "“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101277.
• Abudy, Menachem Meni, 2020, "Retail investors’ trading and stock market liquidity," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101281.
• Horváth, Lajos & Li, Bo & Li, Hemei & Liu, Zhenya, 2020, "Time-varying beta in functional factor models: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101283.
• Min, Byoung-Kyu & Roh, Tai-Yong, 2020, "An investment-based explanation for the dispersion anomaly," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108832.
• Dotsis, George, 2020, "Investment under uncertainty with a zero lower bound on interest rates," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108954.
• Fausch, Jürg & Sigonius, Markus, 2020, "Are speculative bubbles welfare improving? A note on Wang and Wen (2012)," Economics Letters, Elsevier, volume 190, issue C, DOI: 10.1016/j.econlet.2020.109076.
• Conlon, Thomas & McGee, Richard J., 2020, "Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108727.
• Cretarola, Alessandra & Figà-Talamanca, Gianna, 2020, "Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108831.
• Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2020, "Music sentiment and stock returns," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109260.
• Arouri, Mohamed & Pijourlet, Guillaume & Williams, Benjamin, 2020, "Unpleasant arithmetic of socially responsible investment," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109281.
• Hattori, Takahiro, 2020, "The impact of quantitative and qualitative easing on term structure: Evidence from micro-level data," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109347.
• Dong, Yingjie & Tse, Yiu-Kuen, 2020, "Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109465.
• Chang, Seong Yeon, 2020, "A new test of asset return predictability with an unstable predictor," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109529.
• Jopp, Tobias A., 2020, "The determinants of sovereign bond liquidity during WWI," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109555.
• Matthew Allen-Coghlan & Kieran Michael McQuinn, 2020, "The potential impact of Covid-19 on the Irish housing sector," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 14, issue 4, pages 636-651, August, DOI: 10.1108/IJHMA-05-2020-0065.
• Yafeng Qin & Zikai Yang & Min Bai, 2020, "Heterogeneous firm-level responses to the US 2018 tariff announcement," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 1, pages 94-117, December, DOI: 10.1108/IJMF-08-2020-0437.
• Mehmet Emin Yildiz & Yaman Omer Erzurumlu & Bora Kurtulus, 2020, "Comparative analyses of mean-variance and mean-semivariance approaches on global and local single factor market model for developed and emerging markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 1, pages 325-350, September, DOI: 10.1108/IJOEM-01-2020-0110.
• Nadia Anjum & Suresh Kumar Oad Rajput, 2020, "Forecasting Islamic equity indices alpha," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 14, issue 1, pages 183-203, September, DOI: 10.1108/IMEFM-02-2019-0068.
• Silvio John Camilleri & Semiramis Vassallo & Ye Bai, 2020, "Predictability in securities price formation: differences between developed and emerging markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 4, issue 2, pages 145-166, November, DOI: 10.1108/JCMS-07-2020-0025.