Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
2022
- Alexis Stenfors & Lilian Muchimba, 2022, "The Anatomy of Three Scandals: Conspiracies, Beauty Contests and Sabotage in OTC Markets," Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, number 2022-08, Dec.
- Katarzyna Perez & £ukasz Szymczyk, 2022, "Actual rate of the management fee in mutual funds of different styles," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 17, issue 4, pages 969-1014, December, DOI: 10.24136/eq.2022.033.
- Ebenezer Boateng & Emmanuel Asafo-Adjei & John Gartchie Gatsi & ªtefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2022, "Multifrequency-based non-linear approach to analyzing implied volatility transmission across global financial markets," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 3, pages 699-743, September, DOI: 10.24136/oc.2022.021.
- José Luis Miralles-Quirós & María Mar Miralles-Quirós, 2022, "A new perspective of the day-of-the-week effect on Bitcoin returns: evidence from an event study hourly approach," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 3, pages 745-782, September, DOI: 10.24136/oc.2022.022.
- Czeczeli, Vivien & Vilonya, Martin, 2022, "Exchange Rate Developments of Cryptocurrencies Based on Event Study Analysis," Public Finance Quarterly, Corvinus University of Budapest, volume 67, issue 2, pages 231-247, DOI: https://doi.org/10.35551/PFQ_2022_2.
- Halim, Edward & Riyanto, Yohanes E. & Roy, Nilanjan & Wang, Yan, 2022, "The Bright Side of Dark Markets: Experiments," MPRA Paper, University Library of Munich, Germany, number 111803, Feb.
- Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022, "Performance of the Chinese energy market in times of Russian military interventions," MPRA Paper, University Library of Munich, Germany, number 112747, Apr.
- Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022, "Valuation of European firms during the Russia-Ukraine war," MPRA Paper, University Library of Munich, Germany, number 113791, Jul.
- Barrera, Carlos, 2022, "Characterizing the Anchoring Effects of Official Forecasts on Private Expectations," MPRA Paper, University Library of Munich, Germany, number 114258, Aug.
- Shah, Anand & Bahri, Anu, 2022, "Metanomics: Adaptive market and volatility behaviour in Metaverse," MPRA Paper, University Library of Munich, Germany, number 114442, Sep.
- NEIFAR, MALIKA & HACHICHA, Fatma, 2022, "GFH validity for Canada, UK, and Suisse stock markets: Evidence from univariate and panel ARDL models," MPRA Paper, University Library of Munich, Germany, number 114613, Sep.
- Maran, Raluca, 2022, "Reaction of the Philippine stock market to domestic monetary policy surprises: an event study approach," MPRA Paper, University Library of Munich, Germany, number 114855, Oct.
- Guo, Qi & Huang, Shao'an & Wang, Gaowang, 2022, "Stabilizing the Financial Markets through Informed Trading," MPRA Paper, University Library of Munich, Germany, number 115470, Nov.
- Pitterle, Claudia, 2022, "Home- Market- Bias! Investment behavior from the perspective of behavioral economics in the Germany stock market," MPRA Paper, University Library of Munich, Germany, number 117698.
- Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022, "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers, University of Pretoria, Department of Economics, number 202239, Sep.
- Jitka Veselá & Alžběta Zíková, 2022, "Are the Czech, Polish, German and Dutch markets taking a random walk?
[Konají český, polský, německý a nizozemský trh náhodnou procházku?]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2022, issue 2, pages 19-38, DOI: 10.18267/j.cfuc.575. - Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," Working Papers, South African Reserve Bank, number 11024, Mar.
- Marius Ötting & Christian Deutscher & Carl Singleton & Luca De Angelis, 2022, "Gambling on Momentum," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2022-10, Nov.
- Viral V. Acharya & V. Ravi Anshuman & K. Kiran Kumar, 2022, "Foreign Fund Flows and Equity Prices during the COVID-19 Pandemic: Evidence from India," ADBI Working Papers, Asian Development Bank Institute, number 1333, Jul.
- Valentina Galvani & Vita Faychuk, 2022, "The Mean-Variance Core of Cryptocurrencies: When More is Not Better," Working Papers, University of Alberta, Department of Economics, number 2022-04, Mar.
- Panos Fousekis & Dimitra Tzaferi, 2022, "Price multifractality and informational efficiency in the futures markets of the US soybean complex," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 66, pages 68-84.
- Deniz Ikizlerli, 2022, "The Relation Between Trading Volume and Return Volatility: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 13, issue 4, pages 607-623.
- Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2022, "The Profitability of Lead-Lag Arbitrage at High-Frequency," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 22-5, Sep.
- Yuri Bragancini Giacometti & Tabajara Pimenta Junior & Marcelo Augusto Ambrozini & Luiz Eduardo Gaio, 2022, "The Influence of the Destination of IPO Capital Resources on the Shares Return," EkBis: Jurnal Ekonomi dan Bisnis, UIN Sunan Kalijaga Yogyakarta, volume 6, issue 2, pages 87-99.
- Farshid Efati & Yazdan Naghdi & Mahmood Mahmoodzadeh & Maryam Lashkarizadeh, 2022, "INVESTING THE RISK Of STOCK TRADINF ON THE TEHRAN STOCK EXCHANGE USING THE CRITERION Of LIQUIDITY," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 2, pages 35-58.
- Amirhossein Asadollahzadeh & Mohammad Ali Keramati & Jalal Haghighat Monfared, 2022, "The Relationship Between Economic Preferences, Personality Traits and Financial Iiteracy:An Experimental Study in Tehran City," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 9, issue 3, pages 59-86.
- Emrah BALKAN & Umut UYAR, 2022, "The Fractal Structure of CDS Spreads: Evidence from the OECD Countries," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 106-121, April.
- Huihui WU & Chunpeng YANG, 2022, "Investor Sentiment, Extrapolation and Asset Pricing," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 182-205, December.
- Andrea TKACOVA & Beata GAVUROVA & Jaroslav BELAS & Peter TOTH & Gabriel DEMETER, 2022, "Public Procurement Efficiency In The Slovak Republic: Nuts 3 Level," REVISTA ADMINISTRATIE SI MANAGEMENT PUBLIC, Faculty of Administration and Public Management, Academy of Economic Studies, Bucharest, Romania, volume 2022, issue 39, pages 97-110.
- Shiv Kumar Sharma & Dr. Jutimala Bora, 2022, "An investigative analysis of the impact of Covid 19 on the Indian share market," Review of Applied Socio-Economic Research, Pro Global Science Association, volume 24, issue 2, pages 165-173, December.
- Daan Steenkamp & Henk Janse van Vuuren & Rossouw van Jaarsveld & Roy Havemann, 2022, "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number 876, Mar.
- Roy Havemann & Henk Janse van Vuuren & Daan Steenkamp & Rossouw van Jaarsveld, , "The bond market impact of the South African Reserve Bank bond purchase programme," ERSA Working Paper Series, Economic Research Southern Africa, number v::y:2022:i::id:38.
- Dewan Rahman & Barry Oliver, 2022, "The readability of 10-K reports and insider trading profitability," Australian Journal of Management, Australian School of Business, volume 47, issue 3, pages 558-578, August, DOI: 10.1177/03128962211025118.
- Joxe Maria Barrutiabengoa & Pilar Corredor & Luis Muga, 2022, "Does The Betting Industry Price Gender? Evidence from Professional Tennis," Journal of Sports Economics, , volume 23, issue 7, pages 881-906, October, DOI: 10.1177/15270025211071026.
- Soham Banerjee & Diganta Mukherjee, 2022, "Short Term Stock Price Prediction in Indian Market: A Neural Network Perspective," Studies in Microeconomics, , volume 10, issue 1, pages 23-49, June, DOI: 10.1177/2321022220980537.
- Chong-Meng Chee & Nazrul Hisyam bin Ab Razak & Bany Ariffin bin Amin Noordin, 2022, "Do Share Repurchases Distort Stock Prices? Evidence from the United States and Malaysia," Studies in Microeconomics, , volume 10, issue 2, pages 131-154, December, DOI: 10.1177/23210222211024380.
- Shekar Bose & Hafizur Rahman, 2022, "Are News Effects Necessarily Asymmetric? Evidence from Bangladesh Stock Market," SAGE Open, , volume 12, issue 4, pages 21582440221, October, DOI: 10.1177/21582440221127157.
- Lobão, Júlio & Costa, Ana, 2022, "The week-of-the-year effect and the Adaptive Markets Hypothesis: Evidence from a new database," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 31, issue 3, pages 1-17.
- Dominika Hadro & Marek Pauka & Kamil Gemra & Szymon Okon & Justyna Fijalkowska, 2022, "Voluntary Disclosure and Relational Connectivity – The Case of the Polish Bond Market," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 18, pages 30-48, November.
- Bing Anderson, 2022, "How Do the Lengths of the Lead Lag Time between Stocks Evolve? Tick-by-tick Level Measurements across Two Decades," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 18, pages 49-59, November.
- Jacek Karasinski, 2022, "The Impact of the COVID-19 Outbreak on the Weak-Form Informational Efficiency of the Warsaw Stock Exchange (Wplyw wybuchu epidemii COVID-19 na efektywnosc informacyjna Gieldy Papierow Wartosciowych w Warszawie w formie slabej)," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 37, pages 15-28.
- Ellie Papavasiliou & Nikolas Topaloglou & Georgios Tsomidis, 2022, "Investors’ Behavior in Alternative Asset Classes," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 72, issue 3-4, pages 3-55, July-Dece.
- Fabio Bellini & Edit Rroji & Carlo Sala, 2022, "Implicit quantiles and expectiles," Annals of Operations Research, Springer, volume 313, issue 2, pages 733-753, June, DOI: 10.1007/s10479-021-04054-8.
- Michael Heinrich Baumann, 2022, "Beating the market? A mathematical puzzle for market efficiency," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 45, issue 1, pages 279-325, June, DOI: 10.1007/s10203-021-00361-8.
- Rupel Nargunam & Ananya Lahiri, 2022, "Persistence in daily returns of stocks with highest market capitalization in the Indian market," Digital Finance, Springer, volume 4, issue 4, pages 341-374, December, DOI: 10.1007/s42521-022-00066-6.
- Sepideh Ebrahimi & Kamran Eshghi, 2022, "A meta-analysis of the factors influencing the impact of security breach announcements on stock returns of firms," Electronic Markets, Springer;IIM University of St. Gallen, volume 32, issue 4, pages 2357-2380, December, DOI: 10.1007/s12525-022-00550-2.
- Yimiao Gu & Zhenxi Chen & Qingyang Gu, 2022, "Determinants and international influences of the Chinese freight market," Empirical Economics, Springer, volume 62, issue 5, pages 2601-2618, May, DOI: 10.1007/s00181-021-02089-1.
- Reinhold Heinlein & Gabriele M. Lepori, 2022, "Do financial markets respond to macroeconomic surprises? Evidence from the UK," Empirical Economics, Springer, volume 62, issue 5, pages 2329-2371, May, DOI: 10.1007/s00181-021-02108-1.
- Tao Chen, 2022, "Are individuals informed in global markets?," Empirical Economics, Springer, volume 63, issue 1, pages 243-263, July, DOI: 10.1007/s00181-021-02141-0.
- Ahmed Bouteska & Mehdi Mili, 2022, "Does corporate governance affect financial analysts’ stock recommendations, target prices accuracy and earnings forecast characteristics? An empirical investigation of US companies," Empirical Economics, Springer, volume 63, issue 4, pages 2125-2171, October, DOI: 10.1007/s00181-022-02297-3.
- Budi Wahyono, 2022, "The value of political connections and Sharia compliance during the COVID-19 pandemic," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 1, pages 1-28, March, DOI: 10.1007/s40822-021-00197-y.
- Faheem Aslam & Paulo Ferreira & Haider Ali & Sumera Kauser, 2022, "Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 12, issue 2, pages 333-359, June, DOI: 10.1007/s40822-021-00191-4.
- Donglian Ma & Hisashi Tanizaki, 2022, "Intraday patterns of price clustering in Bitcoin," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00307-4.
- Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2022, "Non-Value-Added Tax to improve market fairness and quality," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-30, December, DOI: 10.1186/s40854-021-00327-0.
- Qiuyun Wang & Lu Liu, 2022, "Pandemic or panic? A firm-level study on the psychological and industrial impacts of COVID-19 on the Chinese stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-38, December, DOI: 10.1186/s40854-022-00335-8.
- Thorsten Lehnert, 2022, "Corporate managers, price noise and the investment factor," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-18, December, DOI: 10.1186/s40854-022-00365-2.
- Gianluca P. M. Virgilio, 2022, "A theory of very short-time price change: security price drivers in times of high-frequency trading," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00371-4.
- Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022, "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00375-0.
- Yang Gao & Chengjie Zhao & Bianxia Sun & Wandi Zhao, 2022, "Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-30, December, DOI: 10.1186/s40854-022-00381-2.
- Tahir Choulli & Sina Yansori, 2022, "Log-optimal and numéraire portfolios for market models stopped at a random time," Finance and Stochastics, Springer, volume 26, issue 3, pages 535-585, July, DOI: 10.1007/s00780-022-00477-8.
- Doron Reichmann & Rouven Möller & Tobias Hertel, 2022, "Nothing but good intentions: the search for equity and stock price crash risk," Journal of Business Economics, Springer, volume 92, issue 9, pages 1455-1489, November, DOI: 10.1007/s11573-022-01085-w.
- Marc Zenzius & Christian Flore & Dirk Schiereck, 2022, "Tough times for seasoned equity offerings: performance during the COVID pandemic," Journal of Business Economics, Springer, volume 92, issue 9, pages 1491-1510, November, DOI: 10.1007/s11573-022-01089-6.
- A. Can Inci & Andres Ramirez & Hakan Saraoglu, 2022, "Anatomy of intraday volatility at the Chilean stock exchange," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 46, issue 1, pages 68-98, January, DOI: 10.1007/s12197-021-09556-6.
- Hiroyuki Kubota & Mototsugu Shintani, 2022, "High-frequency identification of monetary policy shocks in Japan," The Japanese Economic Review, Springer, volume 73, issue 3, pages 483-513, July, DOI: 10.1007/s42973-021-00110-x.
- Subhamitra Patra & Gourishankar S. Hiremath, 2022, "An Entropy Approach to Measure the Dynamic Stock Market Efficiency," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 20, issue 2, pages 337-377, June, DOI: 10.1007/s40953-022-00295-x.
- Jiasha Fu & Hui Qiao, 2022, "The Time-Varying Connectedness Between China’s Crude Oil Futures and International Oil Markets: A Return and Volatility Spillover Analysis," Letters in Spatial and Resource Sciences, Springer, volume 15, issue 3, pages 341-376, December, DOI: 10.1007/s12076-021-00288-z.
- Simarjeet Singh & Nidhi Walia, 2022, "Momentum investing: a systematic literature review and bibliometric analysis," Management Review Quarterly, Springer, volume 72, issue 1, pages 87-113, February, DOI: 10.1007/s11301-020-00205-6.
- Puput Tri Komalasari & Marwan Asri & Bernardinus M. Purwanto & Bowo Setiyono, 2022, "Herding behaviour in the capital market: What do we know and what is next?," Management Review Quarterly, Springer, volume 72, issue 3, pages 745-787, September, DOI: 10.1007/s11301-021-00212-1.
- Si Chen, 2022, "Information and dynamic trading with the Gambler’s fallacy," Mathematics and Financial Economics, Springer, number 1, June, DOI: 10.1007/s11579-021-00305-1.
- Doron Israeli & Ron Kasznik & Suhas A. Sridharan, 2022, "Unexpected distractions and investor attention to corporate announcements," Review of Accounting Studies, Springer, volume 27, issue 2, pages 477-518, June, DOI: 10.1007/s11142-021-09618-4.
- Paul Fischer & Chongho Kim & Frank Zhou, 2022, "Disagreement about fundamentals: measurement and consequences," Review of Accounting Studies, Springer, volume 27, issue 4, pages 1423-1456, December, DOI: 10.1007/s11142-021-09627-3.
- David Vidal-Tomás & Rocco Caferra & Gabriele Tedeschi, 2022, "The day after tomorrow: financial repercussions of COVID-19 on systemic risk," Review of Evolutionary Political Economy, Springer, volume 3, issue 1, pages 169-192, April, DOI: 10.1007/s43253-021-00059-y.
- Michael Klitzka & Jianan He & Dirk Schiereck, 2022, "The rationality of M&A targets in the choice of payment methods," Review of Managerial Science, Springer, volume 16, issue 4, pages 933-967, May, DOI: 10.1007/s11846-021-00469-6.
- Florian Barth & Christian Eckert & Nadine Gatzert & Hendrik Scholz, 2022, "Spillover Effects from the Volkswagen Emissions Scandal: An Analysis of Stock and Corporate Bond Markets," Schmalenbach Journal of Business Research, Springer, volume 74, issue 1, pages 37-76, March, DOI: 10.1007/s41471-021-00121-9.
- Agya Atabani Adi & Samuel Paabu Adda & Amadi Kingsley Wobilor, 2022, "Shocks and volatility transmission between oil price and Nigeria’s exchange rate," SN Business & Economics, Springer, volume 2, issue 6, pages 1-17, June, DOI: 10.1007/s43546-022-00228-z.
- Daniel Ofori-Sasu & John Kuwornu & Gloria Clarissa Dzeha & Baah Aye Kusi, 2022, "Risk behaviour and insurance efficiency: the role of ownership and regulations from an emerging economies," SN Business & Economics, Springer, volume 2, issue 7, pages 1-30, July, DOI: 10.1007/s43546-022-00254-x.
- Richard E. Kihlstrom, 2022, "Risk Aversion and the Value of Information for Investors," Springer Books, Springer, chapter 108, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_111.
- Michael T. Chng & Gerard L. Gannon, 2022, "The Trading Performance of Dynamic Hedging Models: Time Varying Covariance and Volatility Transmission Effects," Springer Books, Springer, chapter 61, in: Cheng-Few Lee & Alice C. Lee, "Encyclopedia of Finance", DOI: 10.1007/978-3-030-91231-4_61.
- Han-Ching Huang & Shan-He Huang, 2022, "The Difference Between Conditional and Unconditional Insider Silence Effect: Evidence from China," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 12, issue 3, pages 1-5.
- Cheng-Wen Lee & Wei-Jui Chen, 2022, "Nonlinear Short-Run Adjustments between REITs and Stock Markets in the USA and Australia," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-3.
- Jacob H. Schmidt PhD & Charlie McCann, 2022, "ESG Challenges in the Construction of UK Balanced Portfolios for Private Investors: An Analysis of the Availability and Performance of ESG Funds Across Various Asset Classes," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 1, pages 1-6.
- Ioannis N. Kallianiotis, 2022, "Trade Balance and Exchange Rate: The J-Curve," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 2, pages 1-3.
- Han-Ching Huang & William Indajang, 2022, "The Information Content of Indirect Insider Trading: Empirical Evidence from Vietnam Security Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 3, pages 1-2.
- Cheng-Wen Lee & Taufiqquddin Ande, 2022, "Pharmaceutical and Telecommunications Sector Weak Form Market Efficiency Study in Indonesian Capital Market 2017-2020," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 12, issue 6, pages 1-9.
- Michele Anelli & Michele Patanè, 2022, "The Role of CDS Market in the Price Discovery Process of the “PIIGS†Countries Sovereign Credit Risk During the Recent Decade of Monetary Easing," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 1, pages 1-1.
- Damonte Marco & Cardullo Gabriele, 2022, "The end of the Equity Premium Puzzle? An analysis of the European Financial Markets," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 11, issue 2, pages 1-2.
- Gergely Hudecz & Elisabetta Vangelista & Robert Blotevogel, 2022, "Asset purchases and sovereign risk premia in the euro area during the pandemic," Working Papers, European Stability Mechanism, number 55, Sep, revised 12 Sep 2022.
- Anamika Anamika & Sowmya Subramaniam, 2022, "Do news headlines matter in the cryptocurrency market?," Applied Economics, Taylor & Francis Journals, volume 54, issue 54, pages 6322-6338, November, DOI: 10.1080/00036846.2022.2061904.
- Alba Ruiz-Buforn & Simone Alfarano & Eva Camacho-Cuena & Andrea Morone, 2022, "Single vs. multiple disclosures in an experimental asset market with information acquisition," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 13-15, pages 1513-1539, October, DOI: 10.1080/1351847X.2021.1911822.
- Mustafa Caglayan & Oleksandr Talavera & Lin Xiong & Jing Zhang, 2022, "What does not kill us makes us stronger: the story of repetitive consumer loan applications," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 1, pages 46-65, January, DOI: 10.1080/1351847X.2020.1793792.
- Michael Mark & Jan Sila & Thomas A. Weber, 2022, "Quantifying endogeneity of cryptocurrency markets," The European Journal of Finance, Taylor & Francis Journals, volume 28, issue 7, pages 784-799, May, DOI: 10.1080/1351847X.2020.1791925.
- Oliver Borgards & Robert L. Czudaj, 2022, "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers, Department of Economics, Chemnitz University of Technology, number 055, Jan, revised Jan 2022.
- Catherine Georgiou, 2022, "Modifications on Book-Valued Ratios," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Democritus University of Thrace (DUTH), Kavala Campus, Greece, volume 15, issue 3, pages 24-37, December.
- Antinolfi, Gaetano & Carapella, Francesca & Carli, Francesco, 2022, "Transparency and collateral: central versus bilateral clearing," Theoretical Economics, Econometric Society, volume 17, issue 1, January.
- Ingolf Dittmann & Amy Yazhu Li & Stefan Obernberger & Jiaqi Zheng, 2022, "The corporate calendar and the timing of share repurchases and equity compensation," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-101/IV, Apr.
- Kim Ristolainen, 2022, "Narrative Triggers of Information Sensitivity," Discussion Papers, Aboa Centre for Economics, number 156, Dec.
- Adefemi A. OBALADE & Akona TSHUTSHA & Lungelo MVUYANA & Nothando NDLOVU & Paul-Francois MUZINDUTSI, 2022, "Are Frontier African Markets Inefficient or Adaptive? Application of Rolling GARCH Models," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 6, issue 1, pages 19-35, DOI: 10.1991/jefa.v6i1.a49.
- Hamza Bennani & Matthias Neuenkirch, 2022, "Too Complex to Digest? Federal Tax Bills and Their Processing in US Financial Markets," Research Papers in Economics, University of Trier, Department of Economics, number 2022-05.
- Chenglu Jin & Thomas Conlon & John Cotter, 2022, "Co-skewness across Return Horizons," Working Papers, Geary Institute, University College Dublin, number 202210, Nov.
- Andrea M. Buffa & Dimitri Vayanos & Paul Woolley, 2022, "Asset Management Contracts and Equilibrium Prices," Journal of Political Economy, University of Chicago Press, volume 130, issue 12, pages 3146-3201, DOI: 10.1086/720515.
- Carlos Maquieira & Christian Espinosa-Méndez, 2022, "Herding behavior in the Chinese stock market and the impact of COVID-19," Estudios de Economia, University of Chile, Department of Economics, volume 49, issue 2 Year 20, pages 199-229, December.
- Urom, C. & Ndubuisi, Gideon & Guesmi, K., 2022, "Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset," MERIT Working Papers, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT), number 2022-017, May.
- Loginova Veronika, 2022, "The impact of transitional climate risks on the value of Russian companies," Working Papers, Moscow State University, Faculty of Economics, number 0049, Dec.
- Xiang Gao & Kees Koedijk & Thomas Walther & Zhan Wang, 2022, "Relative Investor Sentiment Measurement," Working Papers, Utrecht School of Economics, number 2205.
- Stefano Colonnello & Michael Koetter & Alex Sclip & Konstantin Wagner, 2022, "The Reverse Revolving Door in the Supervision of European Banks," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2022:12, revised 2023.
- Aleksandrina Pancheva, 2022, "Bank performance on the stock market during Covid-19," Scientific Conference of the Department of General Economic Theory, University of Economics - Varna, issue 1, pages 287-295.
- Bolek Monika & Gniadkowska-Szymańska Agata & Lyroudi Katerina, 2022, "Covid-19 Pandemic and Day-of-the-week Anomaly in Omx Markets," Central European Economic Journal, Sciendo, volume 9, issue 56, pages 158-177, January, DOI: 10.2478/ceej-2022-0010.
- Mojanoski Goran & Bucevska Vesna, 2022, "Event study on the reaction of the Balkan stock markets to the conflict between Russia and Ukraine," Croatian Review of Economic, Business and Social Statistics, Sciendo, volume 8, issue 2, pages 18-27, December, DOI: 10.2478/crebss-2022-0007.
- Barbu Teodora Cristina & Boitan Iustina Alina & Cepoi Cosmin-Octavian, 2022, "Are cryptocurrencies safe havens during the COVID-19 pandemic? A threshold regression perspective with pandemic-related benchmarks," Economics and Business Review, Sciendo, volume 8, issue 2, pages 29-49, July, DOI: 10.18559/ebr.2022.2.3.
- Podedworna-Tarnowska Dorota & Kaszyński Daniel, 2022, "Stock returns and liquidity after listing switch on the Warsaw Stock Exchange," Economics and Business Review, Sciendo, volume 8, issue 4, pages 111-135, December, DOI: 10.18559/ebr.2022.4.6.
- Angosto-Fernández Pedro Luis & Ferrández-Serrano Victoria, 2022, "World capital markets facing the first wave of COVID-19: Traditional event study versus sensitivity to new cases," Economics and Business Review, Sciendo, volume 8, issue 4, pages 5-38, December, DOI: 10.18559/ebr.2022.4.2.
- Srbinoski Bojan & Meceski Stevco & Joldeska Irina, 2022, "Market Reactions to Government Support Packages During the Pandemic in North Macedonia," Economic Themes, Sciendo, volume 60, issue 4, pages 429-440, December, DOI: 10.2478/ethemes-2022-0023.
- Trzebiński Artur A., 2022, "Mutual Funds’ Cost Persistence," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 18, issue 2, pages 13-20, June, DOI: 10.2478/fiqf-2022-0009.
- Prusak Błażej & Potrykus Marcin, 2022, "Stock price reaction to an arrangement approval in restructuring proceedings – the case of Poland," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 58, issue 3, pages 279-298, September, DOI: 10.2478/ijme-2022-0014.
- Kuznetsova Nataliya, 2022, "External Economic Effect of the Innovation Factor of Creative Industries," Management Theory and Studies for Rural Business and Infrastructure Development, Sciendo, volume 44, issue 2, pages 167-175, June, DOI: 10.15544/mts.2022.17.
- Simion Luciana & Antonia Mihai, 2022, "The Effects of the Political Turbulences on the Stock Exchange Indices," Proceedings of the International Conference on Business Excellence, Sciendo, volume 16, issue 1, pages 1376-1389, August, DOI: 10.2478/picbe-2022-0125.
- Kuveždić Marko & Dedi Lidija, 2022, "Insider Trading at Zagreb Stock Exchange," Zagreb International Review of Economics and Business, Sciendo, volume 25, issue 1, pages 79-94, DOI: 10.2478/zireb-2022-0006.
- Szymon Lis, 2022, "Investor Sentiment in Asset Pricing Models: A Review," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-14.
- Ewelina Plachimowicz & Piotr Wójcik, 2022, "What makes Punks worthy? Valuation of Non-Fungible Tokens based on the CryptoPunks collection using the hedonic pricing method," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-27.
- Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022, "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-29.
- Panagiotis Avramidis & George Pennacchi & Konstantinos Serfes & Kejia Wu, 2022, "The Role of Regulation and Bank Competition in Small Firm Financing: Evidence from the Community Reinvestment Act," Journal of Money, Credit and Banking, Blackwell Publishing, volume 54, issue 8, pages 2301-2340, December, DOI: 10.1111/jmcb.12938.
- Richard Lu & Jai-Jen Wang & Wing-Keung Wong, 2022, "Investment Based On Size, Value, Momentum And Income Measures: A Study In The Taiwan Stock Market," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 17, issue 04, pages 1-33, December, DOI: 10.1142/S2010495222500270.
- Sonia Kumari & Suresh Kumar Oad Rajput & Rana Yassir Hussain & Jahanzeb Marwat & Haroon Hussain, 2022, "Optimistic and pessimistic economic sentiments and US Dollar exchange rate," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 1-30, December, DOI: 10.1142/S2424786321500432.
- Kok-Leong Yap & Wee-Yeap Lau & Izlin Ismail, 2022, "Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 1-21, December, DOI: 10.1142/S242478632250027X.
- Siyu Liu & Chaoyi Zhao & Lan Wu, 2022, "Order types and natural price change: Model and empirical study of the Chinese market," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 1-32, December, DOI: 10.1142/S2424786322500335.
- Stefano Bonini & Vincenzo Capizzi & Alexander Kerl, 2022, "Subjective Valuation And Target Price Accuracy," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 01, pages 1-31, June, DOI: 10.1142/S2282717X22500050.
- Riccardo Ferretti & Emanuela Giacomini & Francesca Pancotto, 2022, "Distribution Channels And Financial Advertising In The Italian Asset Management Market," Journal of Financial Management, Markets and Institutions (JFMMI), World Scientific Publishing Co. Pte. Ltd., volume 10, issue 02, pages 1-22, December, DOI: 10.1142/S2282717X22500062.
- Victoria Dobrynskaya, 2022, "Does Momentum Trading Generate Extra Downside Risk?," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-32, June, DOI: 10.1142/S201013922250001X.
- Nguyet Nguyen, 2022, "Informed Trading in Dark Pools: Fair-Access Dark Venue vs. Restricted-Access Dark Venues," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-37, June, DOI: 10.1142/S2010139222500033.
- Robert Jarrow & Siguang Li, 2022, "Index Design: Hedging and Manipulation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 02, pages 1-36, June, DOI: 10.1142/S2010139222500057.
- Greg Filbeck & Xin Zhao, 2022, "Glassdoor: Are the Top CEOs Representing the Best Investments," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-22, September, DOI: 10.1142/S2010139222500094.
- Juan Pedro Gómez & Maxim Mironov, 2022, "Do Markets Price CEOs Health Hazards? Evidence from the COVID-19 Pandemic," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 04, pages 1-46, December, DOI: 10.1142/S201013922250015X.
- Yin Yin Koay & Chee-Wooi Hooy, 2022, "The Role Of Implicit Determinants In A Highly Liberalized Emerging Market: Evidence From Malaysia," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 67, issue 04, pages 1287-1305, June, DOI: 10.1142/S0217590820460054.
- Kerssenfischer, Mark & Schmeling, Maik, 2022, "What moves markets?," Discussion Papers, Deutsche Bundesbank, number 16/2022.
- Hertrich, Markus & Nathan, Daniel, 2022, "Foreign exchange interventions and their impact on expectations: Evidence from the USD/ILS options market," Discussion Papers, Deutsche Bundesbank, number 20/2022.
- Betzer, André & Gider, Jasmin & Limbach, Peter, 2022, "Do financial advisors matter for M&A pre-announcement returns?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-03.
- Theissen, Erik & Westheide, Christian, 2022, "One for the money, two for the show? The number of designated market makers and liquidity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 22-10.
- Haselmann, Rainer & Leuz, Christian & Schreiber, Sebastian, 2022, "Know your customer: Informed trading by banks," CFS Working Paper Series, Center for Financial Studies (CFS), number 705, DOI: 10.2139/ssrn.4365175.
- Lee, Hanol & Wie, Dainn, 2022, "Gone with the fire: Market reaction to cryptocurrency exchange shutdown," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 266545.
- Franzen, Philipp, 2022, "Einflussanalyse des Dow Jones Sustainability Europe Index auf den Unternehmenswert: Eine Ereignisstudie," Wismar Discussion Papers, Hochschule Wismar, Wismar Business School, number 02/2022.
- Assel, Franziska & Ender, Manuela & Herberger, Tim, 2022, "Nachhaltig durch die Krise? Eine empirische Analyse ausgewählter nachhaltiger Aktienindizes vor dem Hintergrund der COVID-19 Pandemie," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 6 (Juni 2022).
- Baumgartner, Tim & Güttler, André, 2022, "Bitcoin flash crash on May 19, 2021: What did really happen on Binance?," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 25/2022.
- Koetter, Michael & Xia, Shuo, 2022, "Wie stark beeinflussen menschliche Entscheidungen im Forschungsprozess die Qualität der empirischen Ergebnisse?," Wirtschaft im Wandel, Halle Institute for Economic Research (IWH), volume 28, issue 4, pages 73-77.
- Neuhierl, Andreas & Tang, Xiaoxiao & Varneskov, Rasmus Tangsgaard & Zhou, Guofu, 2022, "Option characteristics as cross-sectional predictors," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 37.
- Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Orłowski, Piotr & Subrahmanyam, Marti G., 2022, "Informed options strategies before corporate events," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 39.
- Augustin, Patrick & Rubtsov, Alexey & Shin, Donghwa, 2022, "The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 41.
- Sagade, Satchit & Scharnowski, Stefan & Westheide, Christian, 2022, "Broker colocation and the execution costs of customer and proprietary orders," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 366, DOI: 10.2139/ssrn.4289346.
- Lausen, Jens & Clapham, Benjamin & Gomber, Peter & Bender, Micha, 2022, "Drivers and effects of stock market fragmentation - Insights on SME stocks," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 367, DOI: 10.2139/ssrn.4042916.
- de Boer, Jantke & Eichler, Stefan & Rövekamp, Ingmar, 2022, "Protectionism, bilateral integration, and the cross section of exchange rate returns in US presidential debates," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 03/22.
- Cumming, Douglas & Köchling, Gerrit & Neukirchen, Daniel & Posch, Peter, 2022, "Does Corporate Culture Influence IPO Pricing?," VfS Annual Conference 2022 (Basel): Big Data in Economics, Verein für Socialpolitik / German Economic Association, number 264105.
- Vanhaverbeke, Steven & Balsmeier, Benjamin & Doherr, Thorsten, 2022, "Mandatory financial information disclosure and credit ratings," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 22-043.
2021
- Zhi Dong & Tien Foo Sing, 2021, "Do Investors Overreact for Property and Financial Service Sectors?," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 1, pages 79-123, April, DOI: 10.1177/0972652720923544.
- Prabhdeep Kaur & Jaspal Singh, 2021, "Impact of ETF Listing on the Returns Generated by Underlying Stocks: Indian Evidence," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, volume 46, issue 3, pages 263-288, August, DOI: 10.1177/0258042X21991015.
- D. Artemenko A. & S. Zenchenko V. & Д. Артеменко А. & С. Зенченко В., 2021, "Цифровые технологии в финансовой сфере: эволюция и основные тренды развития в России и за рубежом // Digital Technologies in the Financial sector: Evolution and Major Development Trends in Russia and Abroad," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 3, pages 90-101.
- Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 630, Nov, revised 27 Mar 2024.
- Antonio Acconcia & Maria Rosaria Alfano & Anna Laura Baraldi & Claudia Cantabene, 2021, "Public Certification to Fight against Illegality: Evidence on Private Investment," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 633, Dec.
- Dinis Santos & Paulo Gama, 2021, "Is Insider Trading Successful? An Extensive Analysis with Buying and Selling Evidence," Proceedings of Economics and Finance Conferences, International Institute of Social and Economic Sciences, number 12513376, Jul.
- Matthias Pöferlein, 2021, "Sentiment Analysis of German Texts in Finance: Improving and Testing the BPW Dictionary," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 16, pages 5-24, December.
- Kamil Polak, 2021, "The Impact of Investor Sentiment on Direction of Stock Price Changes: Evidence from the Polish Stock Market," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 16, pages 72-90, December.
- Chaeshick Chung & Sukjin Park, 2021, "Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2108.
- Andrey Kudryavtsev, 2021, "Effect of Market-Wide Herding on the Next Day's Stock Return," Bulgarian Economic Papers, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, number bep-2021-04, Mar, revised Mar 2021.
- Jean Luc De Meulemeester & David Kusman, 2021, "Revisiting Graeber in the light of a medieval debt-enforcement custom: being hostage in an inn for a debt in the Low Countries between ca. 1250-1350," Working Papers CEB, ULB -- Universite Libre de Bruxelles, number 21-010, Jul.
- Hasan Arda BURHAN & Eylem ACAR, 2021, "Adaptive Market Hypothesis and Return Predictability: A Hidden Markov Model Application in Borsa IstanbulAbstract: The adaptive market hypothesis (AMH) has recently attracted significant interest in the financial literature. The AMH has started to be," Sosyoekonomi Journal, Sosyoekonomi Society.
- F. Benedetto & L. Mastroeni & P. Vellucci, 2021, "Modeling the flow of information between financial time-series by an entropy-based approach," Annals of Operations Research, Springer, volume 299, issue 1, pages 1235-1252, April, DOI: 10.1007/s10479-019-03319-7.
- Chinnadurai Kathiravan & Murugesan Selvam & Sankaran Venkateswar & S. Balakrishnan, 2021, "Investor behavior and weather factors: evidences from Asian region," Annals of Operations Research, Springer, volume 299, issue 1, pages 349-373, April, DOI: 10.1007/s10479-019-03335-7.
- Vera Jotanovic & Rita Laura D’Ecclesia, 2021, "The European gas market: new evidences," Annals of Operations Research, Springer, volume 299, issue 1, pages 963-999, April, DOI: 10.1007/s10479-020-03714-5.
- Ahmed H. Elsayed & Mohamad Husam Helmi, 2021, "Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk," Annals of Operations Research, Springer, volume 305, issue 1, pages 1-22, October, DOI: 10.1007/s10479-021-04081-5.
- Gregory Price & Warren Whatley, 2021, "Did profitable slave trading enable the expansion of empire?: The Asiento de Negros, the South Sea Company and the financial revolution in Great Britain," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 15, issue 3, pages 675-718, September, DOI: 10.1007/s11698-020-00219-w.
- Lennart Ante & André Meyer, 2021, "Cross-listings of blockchain-based tokens issued through initial coin offerings: Do liquidity and specific cryptocurrency exchanges matter?," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 44, issue 2, pages 957-980, December, DOI: 10.1007/s10203-021-00323-0.
- Peter H. Egger & Jiaqing Zhu, 2021, "Dynamic network and own effects on abnormal returns: evidence from China’s stock market," Empirical Economics, Springer, volume 60, issue 1, pages 487-512, January, DOI: 10.1007/s00181-020-01979-0.
- Walter Krämer, 2021, "Asymmetry in the distribution of daily stock returns," Empirical Economics, Springer, volume 60, issue 3, pages 1115-1125, March, DOI: 10.1007/s00181-019-01791-5.
- Laura Casula & Giovanni Masala, 2021, "Electricity derivatives: an application to the futures Italian market," Empirical Economics, Springer, volume 61, issue 2, pages 637-666, August, DOI: 10.1007/s00181-020-01915-2.
- Khamis Hamed Al-Yahyaee & Walid Mensi & Hee-Un Ko & Massimiliano Caporin & Sang Hoon Kang, 2021, "Is the Korean housing market following Gangnam style?," Empirical Economics, Springer, volume 61, issue 4, pages 2041-2072, October, DOI: 10.1007/s00181-020-01931-2.
- Burak Pirgaip, 2021, "Pan(dem)ic reactions in Turkish stock market: evidence from share repurchases," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 2, pages 381-402, June, DOI: 10.1007/s40822-021-00173-6.
- Carmen López-Martín & Sonia Benito Muela & Raquel Arguedas, 2021, "Efficiency in cryptocurrency markets: new evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 11, issue 3, pages 403-431, September, DOI: 10.1007/s40822-021-00182-5.
- Antonis Ballis & Konstantinos Drakos, 2021, "The explosion in cryptocurrencies: a black hole analogy," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-8, December, DOI: 10.1186/s40854-020-00222-0.
- Boubekeur Baba & Güven Sevil, 2021, "Bayesian analysis of time-varying interactions between stock returns and foreign equity flows," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00267-9.
- Keming Li, 2021, "The effect of option trading," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-32, December, DOI: 10.1186/s40854-021-00279-5.
- Walid Mensi & Mobeen Ur Rehman & Muhammad Shafiullah & Khamis Hamed Al-Yahyaee & Ahmet Sensoy, 2021, "High frequency multiscale relationships among major cryptocurrencies: portfolio management implications," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-21, December, DOI: 10.1186/s40854-021-00290-w.
- Walid Mensi & Mobeen Ur Rehman & Muhammad Shafullah & Khamis Hamed Al‑Yahyaee & Ahmet Sensoy, 2021, "Correction to: High frequency multiscale relationships among major cryptocurrencies: portfolio management implications," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-1, December, DOI: 10.1186/s40854-021-00298-2.
- Asror Nigmonov & Syed Shams, 2021, "COVID-19 pandemic risk and probability of loan default: evidence from marketplace lending market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-28, December, DOI: 10.1186/s40854-021-00300-x.
- Oluwasegun B. Adekoya & Gabriel O. Oduyemi & Johnson A. Oliyide, 2021, "Price and volatility persistence of the US REITs market," Future Business Journal, Springer, volume 7, issue 1, pages 1-10, December, DOI: 10.1186/s43093-021-00102-8.
- Riccardo Ferretti & Pierpaolo Pattitoni & Roberto Patuelli, 2021, "Insider Trading and the Market Abuse Directive: Are Voluntary and Mandatory Takeover Bids Different?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 7, issue 3, pages 461-485, November, DOI: 10.1007/s40797-019-00114-y.
- Luca Brugnolini & Antonello D’Agostino & Alex Tagliabracci, 2021, "Is Anything Predictable in Market-Based Surprises?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 7, issue 3, pages 387-410, November, DOI: 10.1007/s40797-020-00134-z.
- Nils-Christian Bobenhausen & Astrid Juliane Salzmann, 2021, "Discount, transparency and announcements effects of equity rights offerings: international evidence," Journal of Business Economics, Springer, volume 91, issue 5, pages 733-758, July, DOI: 10.1007/s11573-020-01023-8.
- Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021, "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, volume 91, issue 5, pages 655-703, July, DOI: 10.1007/s11573-021-01035-y.
- Jose I. Alvarado & Lindsay C. Clark & Jose A. Gutierrez, 2021, "Stock performance subsequent to combinations in quarterly revenue surprise, earnings surprise, guidance, valuation, and report time," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 95-117, January, DOI: 10.1007/s12197-020-09531-7.
- Efthymios Argyropoulos & Nikolaos Elias & Dimitris Smyrnakis & Elias Tzavalis, 2021, "Can country-specific interest rate factors explain the forward premium anomaly?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 2, pages 252-269, April, DOI: 10.1007/s12197-020-09509-5.
- Yutaka Horiba & Kazuo Yoshida, 2021, "Determinants of defined-contribution corporate pension adoptions in Japan," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 486-503, July, DOI: 10.1007/s12197-020-09536-2.
- Tzameret H. Rubin & Nir Ben-Aharon, 2021, "Additionality of government guaranteed loans for SMEs in Israel," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 504-528, July, DOI: 10.1007/s12197-021-09538-8.
- Bing Zhu & René-Ojas Woltering, 2021, "Is fund performance driven by flows into connected funds? spillover effects in the mutual fund industry," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 3, pages 544-571, July, DOI: 10.1007/s12197-021-09539-7.
- Ki-Hong Choi & Ron P. McIver & Salvatore Ferraro & Lei Xu & Sang Hoon Kang, 2021, "Dynamic volatility spillover and network connectedness across ASX sector markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 4, pages 677-691, October, DOI: 10.1007/s12197-021-09544-w.
- Parthajit Kayal & Sumanjay Dutta & Vipul Khandelwal & Rakesh Nigam, 2021, "Information Theoretic Ranking of Extreme Value Returns," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 1-21, March, DOI: 10.1007/s40953-020-00214-y.
- Ani Stoykova & Mariya Paskaleva, 2021, "Smart Analysis of Volatility Visualization as a Tool of Financial and Tourism Risk Management," Springer Proceedings in Business and Economics, Springer, in: Vicky Katsoni & Ciná van Zyl, "Culture and Tourism in a Smart, Globalized, and Sustainable World", DOI: 10.1007/978-3-030-72469-6_24.
- Lili Dai & Rui Shen & Bohui Zhang, 2021, "Does the media spotlight burn or spur innovation?," Review of Accounting Studies, Springer, volume 26, issue 1, pages 343-390, March, DOI: 10.1007/s11142-020-09553-w.
- Theodore E. Christensen & Enrique Gomez & Matthew Ma & Jing Pan, 2021, "Analysts’ role in shaping non-GAAP reporting: evidence from a natural experiment," Review of Accounting Studies, Springer, volume 26, issue 1, pages 172-217, March, DOI: 10.1007/s11142-020-09564-7.
- Atif Ellahie & Xiaoxia Peng, 2021, "Management forecasts of volatility," Review of Accounting Studies, Springer, volume 26, issue 2, pages 620-655, June, DOI: 10.1007/s11142-020-09567-4.
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