Research classified by Journal of Economic Literature (JEL) codes

2020

• Carlos Colón De Armas & Javier Rodriguez & Herminio Romero, 2020, "The behaviour of US investors during presidential elections," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 37, issue 4, pages 730-740, October, DOI: 10.1108/JEAS-10-2019-0111.
• Nicholas Apergis & Mobeen Ur Rehman & Arusha Cooray, 2020, "Do fiscal shocks explain bond yield in high- and low-debt economies?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 2, pages 468-494, June, DOI: 10.1108/JES-05-2019-0229.
• Abdulnasser Hatemi-J & Youssef El-Khatib, 2020, "The nexus of trade-weighted dollar rates and the oil prices: an asymmetric approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 7, pages 1579-1589, April, DOI: 10.1108/JES-06-2019-0266.
• Rahul Roy & Santhakumar Shijin, 2020, "The nexus of asset pricing, volatility and the business cycle," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 1, pages 79-101, May, DOI: 10.1108/JES-08-2019-0357.
• Guglielmo Maria Caporale & Alex Plastun, 2020, "Daily abnormal price changes and trading strategies in the FOREX," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 1, pages 211-222, September, DOI: 10.1108/JES-11-2019-0503.
• Hechem Ajmi & Nadia Arfaoui, 2020, "Effects of the political risk on Bitcoin return and volatility: evidence from the 2016 US presidential election," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 1, pages 94-115, August, DOI: 10.1108/JFEP-01-2020-0010.
• Mohamad Hassan & Evangelos Giouvris, 2019, "Financial institutions mergers: a strategy choice of wealth maximisation and economic value," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 4, pages 495-529, December, DOI: 10.1108/JFEP-06-2019-0113.
• Corey Garriott & Sophie Lefebvre & Guillaume Nolin & Francisco Rivadeneyra & Adrian Walton, 2020, "Alternative futures for Government of Canada debt management," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 12, issue 4, pages 659-685, January, DOI: 10.1108/JFEP-07-2019-0149.
• Fahad Almudhaf & Bader Alhashel, 2020, "Pricing efficiency of Saudi exchange traded funds (ETFs)," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 4, pages 793-809, January, DOI: 10.1108/JIABR-06-2017-0082.
• Mohamad Hafiz Hazny & Haslifah Mohamad Hasim & Aida Yuzy Yusof, 2020, "Mathematical modelling of ashariah-compliant capital asset pricing model," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 1, pages 90-109, January, DOI: 10.1108/JIABR-07-2016-0083.
• Savva Shanaev & Nikita Shimkus & Binam Ghimire & Satish Sharma, 2020, "Children’s toy or grown-ups’ gamble? LEGO sets as an alternative investment," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 5, pages 577-620, November, DOI: 10.1108/JRF-02-2020-0021.
• Mariano Gonzalez Sanchez & Sonia Rodriguez-Sanchez, 2020, "Comparative analysis of interest rate term structures in the Solvency II environment," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 1, pages 16-33, July, DOI: 10.1108/JRF-04-2020-0067.
• Ivan Mugarura Tusiime & Man Wang, 2020, "Are Islamic stocks subject to oil price risk exposure?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 181-200, May, DOI: 10.1108/JRF-05-2019-0076.
• Mashukudu Hartley Molele & Janine Mukuddem-Petersen, 2020, "Emerging market currency risk exposure: evidence from South Africa," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 2, pages 159-179, May, DOI: 10.1108/JRF-07-2019-0123.
• Jan Jakub Szczygielski & Leon Brümmer & Hendrik Petrus Wolmarans, 2020, "An augmented macroeconomic linear factor model of South African industrial sector returns," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 5, pages 517-541, November, DOI: 10.1108/JRF-09-2019-0186.
• Modisane Bennett Seitshiro & Hopolang Phillip Mashele, 2020, "Valuation of initial margin using bootstrap method," Journal of Risk Finance, Emerald Group Publishing Limited, volume 21, issue 5, pages 543-557, June, DOI: 10.1108/JRF-10-2019-0203.
• Renu Isidore R. & P. Christie & C. Joe Arun, 2020, "Influence of the biological age of the investor on decision-making in the secondary equity market," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 13, issue 1, pages 99-117, October, DOI: 10.1108/QRFM-02-2020-0021.
• Jing Chen & David G. McMillan, 2020, "Stock returns, illiquidity and feedback trading," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 135-145, March, DOI: 10.1108/RAF-02-2017-0024.
• Xiang Gao & John Topuz, 2020, "Firm location and systematic risk: the real estate channel," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 3, pages 387-409, August, DOI: 10.1108/RAF-05-2019-0109.
• Martijn J. van den Assem & Dennie van Dolder & Remco C.J. Zwinkels & Marc B.J. Schauten, 2020, "Can the market divide and multiply? A case of 807 percent mispricing," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 1, pages 35-44, October, DOI: 10.1108/RBF-01-2020-0009.
• Mariano Gonzalez Sanchez, 2020, "The influence of Google search index on stock markets: an analysis of causality in-mean and variance," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 2, pages 202-226, May, DOI: 10.1108/RBF-01-2020-0011.
• Zhongdong Chen, 2020, "Investor attention and market correction," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 4, pages 386-409, July, DOI: 10.1108/RBF-02-2020-0042.
• Hanxiong Zhang & Andrew Urquhart, 2020, "Do momentum and reversal strategies work in commodity futures? A comprehensive study," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 4, pages 375-409, April, DOI: 10.1108/RBF-05-2019-0067.
• Omid Sabbaghi & Min Xu, 2020, "Is there persistence among non-professionals? Evidence from the Chicago Mercantile Exchange Group Trading Challenges," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 3, pages 309-331, September, DOI: 10.1108/RBF-09-2019-0122.
• Spyros Spyrou, 2020, "Momentum return volatility, uncertainty, and energy prices: evidence from major international equity markets," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 4, pages 411-433, April, DOI: 10.1108/RBF-09-2019-0133.
• Tim Alexander Herberger & Felix Reinle, 2020, "A framework for screening and portfolio selection in corporate venture capital," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 3, pages 475-495, April, DOI: 10.1108/SEF-06-2019-0224.
• Tihana Škrinjarić & Zrinka Lovretin Golubić & Zrinka Orlović, 2020, "Empirical analysis of dynamic spillovers between exchange rate return, return volatility and investor sentiment," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 1, pages 86-113, December, DOI: 10.1108/SEF-07-2020-0247.
• David G. McMillan, 2020, "Interrelation and spillover effects between stocks and bonds: cross-market and cross-asset evidence," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 3, pages 561-582, June, DOI: 10.1108/SEF-08-2019-0330.
• Dimitrios Panagiotou & Alkistis Tseriki, 2020, "Assessing the relationship between closing prices and trading volume in the US livestock futures markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 3, pages 413-428, May, DOI: 10.1108/SEF-09-2019-0352.
• Mohammed M. Elgammal & Fatma Ehab Ahmed & David G. McMillan, 2020, "The information content of US stock market factors," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 2, pages 323-346, June, DOI: 10.1108/SEF-10-2019-0385.
• Dr B. Valentine Arulanandam & Dr C. Selvan & K. Li Shin, 2020, "The Liquidity Impact on Bond Calculation on Credit Losses: A Malaysian Banks’ Perspective," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 10, issue 2, pages 79-115.
• Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2020, "Stock market volatility and jumps in times of uncertainty," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 29200, Nov.
• Julia Anna Bingler & Chiara Colesanti Senni, 2020, "Taming the Green Swan: How to improve climate-related financial risk assessments," CER-ETH Economics working paper series, CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich, number 20/340, Jul.
• Tatsuyoshi OKIMOTO & Sumiko TAKAOKA, 2020, "The Credit Spread Curve Distribution and Economic Fluctuations in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 20030, Apr.
• Eduard Gracia Rodríguez, 2020, "The Cycle of Rents: a Model of Rational Bull-and-Bear Cycles in an Efficient Market," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2020/400.
• Shiba Suzuki & Hiroaki Yamagami, 2020, "Optimism on Pollution-Driven Disasters and Asset Prices," Working Papers, FAERE - French Association of Environmental and Resource Economists, number 2020.06, Feb.
• Bhagavatula Aruna & Rajesh H. Acharya, 2020, "Is the effect of Indian energy price shocks asymmetric on the stock market at the firm level? A panel SVAR approach," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 0, issue 1, pages 191-211.
• Barbora Malinska, 2020, "Time-Varying Pricing of Risk in Sovereign Bond Futures Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/7, Mar, revised Mar 2020.
• Periklis Brakatsoulas & Jiri Kukacka, 2020, "Credit Rating Downgrade Risk on Equity Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/13, May, revised May 2020.
• Fan Yang, 2020, "A Survey of Empirical Literature on Hedge Fund Performance," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/31, Sep, revised Sep 2020.
• Josef Bajzik, 2020, "Trading Volume and Stock Returns: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/45, Dec, revised Dec 2020.
• Christophe Blot & Paul Hubert & Fabien Labondance, 2020, "The asymmetric effects of monetary policy on stock price bubbles," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE), number 2020-12, May.
• George J. Jiang & Guanzhong Pan, 2020, "Analysis of High Frequency Data in Finance: A Survey," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 2, pages 141-166, June.
• Serdar Ongan & Ismet Gocer, 2020, "The Relationship between Interest Rates and Inflation: Examining the Fisher Effect in China," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 2, pages 247-256, June.
• Birru, Justin & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno Cara, 2020, "Attention and biases: evidence from tax-inattentive investors," Textos para discussão, FGV EESP - Escola de Economia de São Paulo, Fundação Getulio Vargas (Brazil), number 523, Feb.
• Larry D. Wall, 2020, "Financial Stability and the Coronavirus Pandemic," Policy Hub, Federal Reserve Bank of Atlanta, volume 2020, issue 13, pages 1-8, November, DOI: 10.29338/ph2020-13.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020, "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-18, Sep, DOI: 10.29338/wp2020-18.
• Erica X.N. Li & Tao Zha & Ji Zhang & Hao Zhou, 2020, "Stock-Bond Return Correlation, Bond Risk Premium Fundamentals, and Fiscal-Monetary Policy Regime," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-19, Oct, DOI: 10.29338/wp2020-19.
• Indrajit Mitra & Yu Xu, 2020, "Limited Household Risk Sharing: General Equilibrium Implications for the Term Structure of Interest Rates," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-20, Nov, DOI: 10.29338/wp2020-20.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2020, "No-Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," Working Papers, Federal Reserve Bank of Cleveland, number 20-27, Sep, DOI: 10.26509/frbc-wp-202027.
• Joseph G. Haubrich, 2020, "Does the Yield Curve Predict Output?," Working Papers, Federal Reserve Bank of Cleveland, number 20-34, Nov, DOI: 10.26509/frbc-wp-202034.
• Raphael Auer & Stijn Claessens, 2020, "Cryptocurrency Market Reactions to Regulatory News," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 381, Apr, DOI: 10.24149/gwp381.
• Michael D. Bordo & John V. Duca, 2020, "How New Fed Corporate Bond Programs Dampened the Financial Accelerator in the COVID-19 Recession," Working Papers, Federal Reserve Bank of Dallas, number 2029, Nov, DOI: 10.24149/wp2029.
• Jens H. E. Christensen & Glenn D. Rudebusch & Patrick Shultz, 2020, "Accounting for Low Long-Term Interest Rates: Evidence from Canada," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-35, Nov, DOI: 10.24148/wp2020-35.
• David B. Cashin & Erin E. Syron Ferris & Elizabeth C. Klee, 2020, "Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Recent Debt Limit Impasses," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-008, Jan, DOI: 10.17016/FEDS.2020.008.
• Sebastian Infante & Zack Saravay, 2020, "What Drives U.S. Treasury Re-use?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-103r1, Dec, revised 24 Aug 2021, DOI: 10.17016/FEDS.2020.103r1.
• Mamdouh Medhat & Berardino Palazzo, 2020, "Equity Financing Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-037, May, DOI: 10.17016/FEDS.2020.037.
• Andrew Y. Chen & Mihail Velikov, 2020, "Zeroing in on the Expected Returns of Anomalies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-039, May, DOI: 10.17016/FEDS.2020.039.
• Don H. Kim & Marcel A. Priebsch, 2020, "Are Shadow Rate Models of the Treasury Yield Curve Structurally Stable?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-061, Aug, DOI: 10.17016/FEDS.2020.061.
• Mark A. Carlson & Stefania D'Amico & Cristina Fuentes-Albero & Bernd Schlusche & Paul R. Wood, 2020, "Issues in the Use of the Balance Sheet Tool," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-071, Aug, DOI: 10.17016/FEDS.2020.071.
• David S. Miller, 2020, "Intermeeting Rate Cuts as a Response to Rare Disasters," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-076, Aug, DOI: 10.17016/FEDS.2020.076.
• James Collin Harkrader & Michael Puglia, 2020, "Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-096, Nov, DOI: 10.17016/FEDS.2020.096.
• David E. Rappoport & Tugkan Tuzun, 2020, "Arbitrage and Liquidity: Evidence from a Panel of Exchange Traded Funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-097, Nov, DOI: 10.17016/FEDS.2020.097.
• Bo Sun & Xuan S. Tam & Eric Young, 2020, "The Stock Market Response to a "Regulatory Sine Curve"," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1299, Sep, DOI: 10.17016/IFDP.2020.1299.
• Jiajun Jiang & Qi Liu & Bo Sun, 2020, "Investor Sentiment and the (Discretionary) Accrual-return Relation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1300, Sep, DOI: 10.17016/IFDP.2020.1300.
• Colin Weiss, 2020, "Intermediary Asset Pricing during the National Banking Era," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1302, Sep, DOI: 10.17016/IFDP.2020.1302.
• Robert Bernhardt & Stefania D'Amico & Santiago I. Sordo Palacios, 2020, "The impact of the pandemic and the Fed’s muni program on Illinois muni yields," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 449, pages 1-7, December.
• Joel M. David & Lukas Schmid & David Zeke, 2020, "Risk-Adjusted Capital Allocation and Misallocation," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-34, Dec, DOI: 10.21033/wp-2020-34.
• Luca Benzoni & Lorenzo Garlappi & Robert S. Goldstein & Julien Hugonnier & Chao Ying, 2020, "Optimal Debt Dynamics, Issuance Costs, and Commitment," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-20, Oct, DOI: 10.21033/wp-2020-20.
• Kartik B. Athreya & Ryan Mather & Jose Mustre-del-Rio & Juan M. Sanchez, 2020, "The Effects of Macroeconomic Shocks: Household Financial Distress Matters," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-13, Oct, revised 04 Jan 2024, DOI: 10.18651/RWP2020-13.
• Taeyoung Doh & Dongho Song & Shu-Kuei X. Yang, 2020, "Deciphering Federal Reserve Communication via Text Analysis of Alternative FOMC Statements," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-14, Oct, revised 16 Oct 2025, DOI: 10.18651/RWP2020-14.
• Huixin Bi & W. Blake Marsh, 2020, "Flight to Liquidity or Safety? Recent Evidence from the Municipal Bond Market," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-19, Dec, DOI: 10.18651/RWP2020-19.
• Matthew Famiglietti & Carlos Garriga & Aaron Hedlund, 2020, "The Geography of Housing Market Liquidity During the Great Recession," Review, Federal Reserve Bank of St. Louis, volume 102, issue 1, pages 51-77, DOI: 10.20955/r.102.51-77.
• Mahdi Ebsim & Miguel Faria-e-Castro & Julian Kozlowski, 2020, "Credit and Liquidity Policies during Large Crises," Working Papers, Federal Reserve Bank of St. Louis, number 2020-035, Oct, revised 22 Feb 2024, DOI: 10.20955/wp.2020.035.
• Evan Karson & Christopher J. Neely, 2020, "More Stories of Unconventional Monetary Policy," Working Papers, Federal Reserve Bank of St. Louis, number 2020-043, Oct, DOI: 10.20955/wp.2020.043.
• Nina Boyarchenko & Anna M. Costello & Or Shachar, 2020, "The Long and Short of It: The Post-Crisis Corporate CDS Market," Economic Policy Review, Federal Reserve Bank of New York, volume 26, issue 3, pages 1-49, June.
• Antoine Martin & James J. McAndrews & Ali Palida & David R. Skeie, 2020, "Explaining the Puzzling Behavior of Short-Term Money Market Rates," Liberty Street Economics, Federal Reserve Bank of New York, number 20200824, Aug.
• Nicola Fusari & Wei Li & Haoyang Liu & Zhaogang Song, 2020, "Asset Pricing with Cohort-Based Trading in MBS Markets," Staff Reports, Federal Reserve Bank of New York, number 931, Jul.
• Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song, 2020, "Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis," Staff Reports, Federal Reserve Bank of New York, number 933, Jul.
• Shuo Cao & Richard K. Crump & Stefano Eusepi & Emanuel Moench, 2020, "Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates," Staff Reports, Federal Reserve Bank of New York, number 934, Jul.
• Nina Boyarchenko & Anna Kovner & Or Shachar, 2020, "It’s What You Say and What You Buy: A Holistic Evaluation of the Corporate Credit Facilities," Staff Reports, Federal Reserve Bank of New York, number 935, Jul.
• 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.
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