Research classified by Journal of Economic Literature (JEL) codes

2021

• Russell J. Lundholm, 2021, "FSA in an ETF world," Review of Accounting Studies, Springer, volume 26, issue 4, pages 1428-1455, December, DOI: 10.1007/s11142-020-09571-8.
• Omri Even-Tov & Naim Bugra Ozel, 2021, "What moves stock prices around credit rating changes?," Review of Accounting Studies, Springer, volume 26, issue 4, pages 1390-1427, December, DOI: 10.1007/s11142-020-09573-6.
• Tiziana La Rocca, 2021, "Do prestigious underwriters shape IPO pricing? A meta-analytic review," Review of Managerial Science, Springer, volume 15, issue 3, pages 573-609, April, DOI: 10.1007/s11846-019-00356-1.
• Syed Mujahid Hussain & Sergey Osmekhin & Frédéric Délèze, 2021, "Short-term market efficiency indicator based on the waiting-time distribution," Review of Managerial Science, Springer, volume 15, issue 6, pages 1561-1572, August, DOI: 10.1007/s11846-020-00398-w.
• Ginevra Marandola & Rossella Mossucca, 2021, "When did the stock market start to react less to downgrades by Moody’s, S&P and Fitch?," SN Business & Economics, Springer, volume 1, issue 2, pages 1-45, February, DOI: 10.1007/s43546-021-00045-w.
• Robert A. Jarrow, 2021, "Asset Price Bubbles," Springer Finance, Springer, chapter 0, "Continuous-Time Asset Pricing Theory", DOI: 10.1007/978-3-030-74410-6_3.
• Michele Anelli & Michele Patanè & Mario Toscano & Alessio Gioia, 2021, "The Evolution of the Lead-lag Markets in the Price Discovery Process of the Sovereign Credit Risk: the Case of Italy," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 2, pages 1-7.
• Francesca Cinefra & Michele Anelli & Michele Patanè & Alessio Gioia, 2021, "The Dynamic Progression of the Redenomination and Sovereign Risk in the Price Discovery Process of Italian Banks’ CDSs," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 3, pages 1-1.
• Guido Abate & Tommaso Bonafini & Pierpaolo Ferrari, 2021, "Fundamentals-weighting vs. Capitalization-weighting: An Empirical Comparison," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 10, issue 2, pages 1-3.
• Timmer, Yannick & Pierri, Niccola, 2021, "The importance of technology in banking during a crisis," ESRB Working Paper Series, European Systemic Risk Board, number 117, Mar.
• Lai Cao Mai Phuong, 2021, "How Covid19 affects the stock return of the Vietnamese pharmaceutical industry: event study method," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 4, pages 250-261, June, DOI: 10.9770/jesi.2021.8.4(14).
• Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Härdle, 2021, "Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 1-2, pages 8-30, January, DOI: 10.1080/1351847X.2020.1789684.
• Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021, "Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes," The European Journal of Finance, Taylor & Francis Journals, volume 27, issue 18, pages 1804-1833, December, DOI: 10.1080/1351847X.2021.1917442.
• Marian W. Moszoro, 2021, "Political Cognitive Biases Effects on Fund Managers’ Performance," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 3, pages 235-253, July, DOI: 10.1080/15427560.2020.1772259.
• Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2021, "How Market Sentiment Drives Forecasts of Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 4, pages 351-367, October, DOI: 10.1080/15427560.2020.1774769.
• Siga, Lucas & Mihm, Maximilian, 2021, "Information aggregation in competitive markets," Theoretical Economics, Econometric Society, volume 16, issue 1, January.
• Manzano, Carolina & Vives, Xavier, 2021, "Market power and welfare in asymmetric divisible good auctions," Theoretical Economics, Econometric Society, volume 16, issue 3, July.
• Miao, Jianjun & Wu, Jieran & Young, Eric R., 2021, "Macro-financial volatility under dispersed information," Theoretical Economics, Econometric Society, volume 16, issue 1, January.
• Roman Frydman & Nicholas Mangee, 2021, "Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic," Working Papers Series, Institute for New Economic Thinking, number inetwp164, Sep, DOI: 10.36687/inetwp164.
• Utz Weitzel & Michael Kirchler, 2021, "The Banker's Oath And Financial Advice," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-032/IV, Apr.
• Sonia Di TOMASO & Denis Marco MONTAGNA & Antonio AMENDOLA, 2021, "Stock Returns and Cash Flows: A New Asset Pricing Approach," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 5, issue 2, pages 85-120, DOI: 10.1991/jefa.v5i2.a47.
• Ana-Maria Fuertes & Maria-Dolores Robles, 2021, "Bank Credit Risk Events and Peers’ Equity Value," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2021-06, Mar.
• Ishak, Norhamiza & Kadir @ Shahar, Hanita & Jiun, Ricky Chia Chee, 2021, "Cyclical Industries’ Stock Performance Reaction during COVID-19: A Systematic Literature Review," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 1, pages 147-158, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Tanveer, Zubair, 2021, "Event Analysis of the COVID-19: Evidence from the Stock Markets of Twenty Highly Infected Countries," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 1, pages 3-25, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Wu, Ling & Hock Ow, Siew, 2021, "The Impact of News Sentiment on the Stock Market Fluctuation: The Case of Selected Energy Sector," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 3, pages 1-21, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Mohamed CHIKHI & Claude DIEBOLT, 2021, "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers of BETA, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg, number 2021-36.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
• Agoraki, Maria-Eleni & Aslanidis, Nektarios & Kouretas, Georgios P., 2021, "U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/534915.
• Aslanidis, Nektarios & Fernández Bariviera, Aurelio & López, Óscar G., 2021, "The link between cryptocurrencies and Google Trends attention," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/534919.
• BASHAYREH, Ala’ & ALOMARI, Mohammad W., 2021, "Analyzing The Technical Efficiency Using Data Envelopment Analysis Method: The Case Of Gulf Cooperation Council Countries," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 25, issue 3, pages 44-55, September.
• Gokhan Cinar & Adnan Hushmat, 2021, "The Analysis of Wheat Prices Using Multiple Structural Breakpoint Co-Integration Test," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 68, issue 3, pages 359-374.
• Assoc. Prof. Yordan Yordanov, PhD, 2021, "Weak form Efficency and Market Risk Evaluation at the BSE (Bulgarian Stock Exchange)," An Annual Book of University of Economics - Varna, University of Economics - Varna, volume 91, issue 1, pages 105-152, January.
• PhD Student Stefan Kutsarov, 2021, "Efficiency from Bank Mergers and Acquisitions in Bulgaria," An Annual Book of University of Economics - Varna, University of Economics - Varna, volume 91, issue 1, pages 203-244, January.
• Małachowski Paweł & Gadowska-dos Santos Dominika, 2021, "What Determines the Success of an IPO? Analysis of IPO Underpricing on the Warsaw Stock Exchange," Central European Economic Journal, Sciendo, volume 8, issue 55, pages 1-14, January, DOI: 10.2478/ceej-2021-0001.
• Kozak Sylwester & Gajdek Seweryn, 2021, "Risk of Investment in Cryptocurrencies," Economic and Regional Studies / Studia Ekonomiczne i Regionalne, Sciendo, volume 14, issue 3, pages 294-304, September, DOI: 10.2478/ers-2021-0021.
• Ertugrul Melik & Coskun Ali, 2021, "What is a real measure of corporate liquidity," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, volume 57, issue 1, pages 3-13, March, DOI: 10.2478/ijme-2021-0002.
• Karasiński Jacek & Zduńczak Patryk, 2021, "Do extreme market value ratios mean that the market is informationally inefficient? A study of the Warsaw Stock Exchange," Journal of Economics and Management, Sciendo, volume 43, issue 1, pages 206-224, May, DOI: 10.22367/jem.2021.43.10.
• Wnuczak Paweł, 2021, "Profitability of investment strategies developed on the basis of buy and sell recommendations," Journal of Economics and Management, Sciendo, volume 43, issue 1, pages 317-338, May, DOI: 10.22367/jem.2021.43.15.
• Huyen Phuong Do & Bich Ngoc Do & Tra My Nguyen & Thinh Vu Duy, 2021, "Arbitrage with Exchange-traded Funds: A Case of E1VFVN30 Based on Intraday Data," Economic Research Guardian, Mutascu Publishing, volume 11, issue 1, pages 130-143, June.
• Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021, "Dynamic return and volatility spillovers among S&P 500, crude oil, and gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 1, pages 153-170, January, DOI: 10.1002/ijfe.1782.
• Sascha Kolaric & Florian Kiesel & Steven Ongena, 2021, "Market Discipline through Credit Ratings and Too‐Big‐to‐Fail in Banking," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 2-3, pages 367-400, March, DOI: 10.1111/jmcb.12789.
• Cyril Monnet & Thomas Nellen, 2021, "The Collateral Costs of Clearing," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 5, pages 939-970, August, DOI: 10.1111/jmcb.12802.
• Adam Bordeman & Bharadwaj Kannan & Roberto Pinheiro, 2021, "Rival Growth Prospects and Equity Prices: Evidence from Mass Layoff Announcements," Journal of Money, Credit and Banking, Blackwell Publishing, volume 53, issue 8, pages 1969-1997, December, DOI: 10.1111/jmcb.12816.
• Garg, Karan, 2021, "Machines and Markets : Assessing the Impact of Algorithmic Trading on Financial Market Efficiency," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 11.
• Shawkat Hammoudeh & Walid Mensi & Jin Seo Cho, 2021, "Spillovers between Exchange Rate Pressure and CDS Bid-Ask Spreads, Reserve Assets and Oil Prices Using the Quantile ARDL Model," Working papers, Yonsei University, Yonsei Economics Research Institute, number 2021rwp-191, Dec.
• Schmidhammer, Christoph, 2021, "Return differences between DAX ETFs and the benchmark DAX," Discussion Papers, Deutsche Bundesbank, number 28/2021.
• Greppmair, Stefan & Jank, Stephan & Smajlbegovic, Esad, 2021, "On the importance of fiscal space: Evidence from short sellers during the COVID-19 pandemic," Discussion Papers, Deutsche Bundesbank, number 29/2021.
• König, Philipp Johann & Laux, Christian & Pothier, David, 2021, "The leverage effect of bank disclosures," Discussion Papers, Deutsche Bundesbank, number 31/2021.
• Agarwal, Vikas & Hanouna, Paul & Moussawi, Rabih & Stahel, Christof W., 2021, "Do ETFs increase the commonality in liquidity of underlying stocks?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-04.
• Bali, Turan G. & Beckmeyer, Heiner & Moerke, Mathis & Weigert, Florian, 2021, "Option return predictability with machine learning and big data," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-08.
• Brown, Nerissa C. & Elliott, W. Brooke & Wermers, Russ & White, Roger M., 2021, "News or noise: Mobile internet technology and stock market activity," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-10.
• Hinsche, Isabelle Cathérine, 2021, "A greenium for the next generation EU green bonds: Analysis of a potential green bond premium and its drivers," CFS Working Paper Series, Center for Financial Studies (CFS), number 663.
• Cumming, Douglas J. & Firth, Christopher & Gathergood, John & Stewart, Neil, 2021, "Covid, work-from-home, and securities misconduct," CFS Working Paper Series, Center for Financial Studies (CFS), number 666.
• Mengoli, Stefano & Pagano, Marco & Pattitoni, Pierpaolo, 2021, "The geography of investor attention," CFS Working Paper Series, Center for Financial Studies (CFS), number 671.
• Pagano, Marco & Wagner, Christian & Zechner, Josef, 2021, "Disaster resilience and asset prices," CFS Working Paper Series, Center for Financial Studies (CFS), number 673.
• Lyroudi, Katerina & Morina, Fatbardha & Balomenou, Chrysanthi, 2021, "Response of Information Technology Companies in Europe to the World Health Organization's Announcement of the COVID-19 Pandemic," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2021), Hybrid Conference, Zagreb, Croatia, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb, "Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Hybrid Conference, Zagreb, Croatia, 9-10 September 2021", DOI: 10.54820/XOWK9116.
• Afego, Pyemo N. & Alagidede, Imhotep P., 2021, "What does corporate social advocacy signal? Evidence from boycott participation decisions," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue forthcomi, DOI: 10.1108/JCMS-10-2020-0040.
• Zinovyev, Elizaveta & Reule, Raphael C. G. & Härdle, Wolfgang, 2021, "Understanding Smart Contracts: Hype or hope?," IRTG 1792 Discussion Papers, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", number 2021-004.
• Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
• Brünner, Tobias, 2021, "Estimation Procedure for "Price Formation in Call Auctions with Insider Information"," LEAF Working Paper Series, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF), number 21-01.
• Wurm, Laura, 2021, "Strangling speculation: The effect of the 1903 Viennese futures trading ban," QUCEH Working Paper Series, Queen's University Belfast, Queen's University Centre for Economic History, number 21-09.
• Gao, Can & Martin, Ian, 2021, "Volatility, valuation ratios, and bubbles: An empirical measure of market sentiment," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 312.
• Abdi, Farshid & Kormanyos, Emily & Pelizzon, Loriana & Getmansky, Mila & Simon, Zorka, 2021, "Market impact of government communication: The case of presidential tweets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 314, revised 2021, DOI: 10.2139/ssrn.3840203.
• Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana, 2021, "Impact of public news sentiment on stock market index return and volatility," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 322.
• Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
• Barth, Andreas & Laturnus, Valerie & Mansouri, Sasan & Wagner, Alexander, 2021, "ICO analysts," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242429.
• Mansouri, Sasan, 2021, "Does firm's silence drive media's attention away?," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242433.
• Rieber, Alexander, 2021, "Regulating a highly concentrated industry: Implications fromDodd-Frank," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242434.
• Wache, Benjamin, 2021, "Information Frictions, Global Capital Markets, and the Telegraph," VfS Annual Conference 2021 (Virtual Conference): Climate Economics, Verein für Socialpolitik / German Economic Association, number 242444.
• Petry, Markus & Ulutaş, Soner, 2021, "Das Crowdinvesting-Modell für Startups - keine Assetklasse für schwache Nerven," wifin Working Paper Series, RheinMain University of Applied Sciences, Wiesbaden Institute of Finance and Insurance (wifin), number 8/2021.
• Müller, Raphael & Spengel, Christoph & Weck, Stefan, 2021, "How do investors value the publication of tax information? Evidence from the European public country-by-country reporting," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 21-077.
• Pascal Flurin Meier & Raphael Flepp & Egon Franck, 2021, "Are sports betting markets semistrong efficient? Evidence from the COVID-19 pandemic," Working Papers, University of Zurich, Department of Business Administration (IBW), number 387, Aug.
• Shi, Yujie & Wang, Liming & Ke, Jian, 2021, "Does the US-China trade war affect co-movements between US and Chinese stock markets?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101477.
• Umar, Zaghum & Gubareva, Mariya & Tran, Dang Khoa & Teplova, Tamara, 2021, "Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101493.
• Boubaker, Sabri & Liu, Zhenya & Zhai, Ling, 2021, "Big data, news diversity and financial market crash," Technological Forecasting and Social Change, Elsevier, volume 168, issue C, DOI: 10.1016/j.techfore.2021.120755.
• Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021, "The rate of communication," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105870, Aug.
• Rahi, Rohit, 2021, "Information acquisition with heterogeneous valuations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107152, Jan.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 108504, Dec.
• Baer, Moritz & Campiglio, Emanuele & Deyris, Jérôme, 2021, "It takes two to dance: institutional dynamics and climate-related financial policies," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111492, Apr.
• Venmans, Frank, 2021, "The leverage anomaly in U.S. bank stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111907, Nov.
• Chabakauri, Georgy & Yuan, Kathy & Zachariadis, Kostas, 2022, "Multi-asset noisy rational expectations equilibrium with contingent claims," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111974, Oct.
• Martin, Ian W.R. & Nagel, Stefan, 2022, "Market efficiency in the age of big data," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112960, Jul.
• Bergeaud, Antonin & Malgouyres, Clement & Mazet-Sonilhac, Clement, 2021, "Technological change and domestic outsourcing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 113919, Jul.
• Lou, Youcheng & Rahi, Rohit, 2021, "Information, market power and welfare," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118843, Sep.
• Czech, Robert & Huang, Shiyang & Lou, Dong & Wang, Tianyu, 2021, "Informed trading in government bond markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118857, Jul.
• Bernales, Alejandro & Ladley, Daniel & Litos, Evangelos & Valenzuela, Marcela, 2021, "Dark trading and alternative execution priority rules," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118866, Jun.
• Cuñat, Vicente & Lu, Yiqing & Wu, Hong, 2021, "Managerial response to shareholder empowerment: evidence from majority- voting legislation changes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118896, Feb.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125649, Jun.
• Miralles Quirós, María Mar & Miralles Quirós, José Luis & Daza Izquierdo, Julio, 2021, "The assurance of sustainability reports and their impact on stock market prices," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Stefano Mengoli & Marco Pagano & Pierpaolo Pattitoni, 2021, "The Geography of Investor Attention," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2114, revised Nov 2021.
• Varun Kumar Rai & Dharen Kumar Pandey, 2021, "Does privatization of public sector banks affect stock prices? An event study approach on the Indian banking sector stocks," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 7, issue 1, pages 71-83, August, DOI: 10.1108/AJAR-06-2021-0078.
• Beibei Yan & Özgür Arslan-Ayaydin & James Thewissen & Wouter Torsin, 2021, "Does managerial ability affect disclosure? Evidence from earnings press releases," Asian Review of Accounting, Emerald Group Publishing Limited, volume 29, issue 2, pages 192-226, February, DOI: 10.1108/ARA-03-2020-0036.
• Omar Esqueda & Thanh Ngo & Daphne Wang, 2021, "The information content of managerial insider trading: evidence from analyst forecasts," Asian Review of Accounting, Emerald Group Publishing Limited, volume 29, issue 3, pages 332-361, June, DOI: 10.1108/ARA-04-2020-0062.
• Wray Bradley & Li Sun, 2021, "Proximity to broad bond rating change and annual report readability," Asian Review of Accounting, Emerald Group Publishing Limited, volume 29, issue 2, pages 227-250, February, DOI: 10.1108/ARA-06-2020-0096.
• Quang Thi Thieu Nguyen & Dao Le Trang Anh & Christopher Gan, 2021, "Epidemics and Chinese firms' stock returns: is COVID-19 different?," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 3, pages 302-321, July, DOI: 10.1108/CFRI-03-2021-0053.
• Lu Yang, 2021, "Last hour momentum in the Chinese stock market," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 1, pages 69-100, September, DOI: 10.1108/CFRI-06-2021-0106.
• Thomas C. Chiang, 2021, "Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets," China Finance Review International, Emerald Group Publishing Limited, volume 11, issue 4, pages 474-501, March, DOI: 10.1108/CFRI-08-2020-0115.
• Reyhan Can & H. Isın Dizdarlar, 2021, "Do Investors Overreact to Firm Merger and Acquisition Decisions?," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Contemporary Issues in Social Science", DOI: 10.1108/S1569-375920210000106007.
• Mohamed Shaker Ahmed, 2021, "Momentum investing: evidence from the US tourism and hospitality," European Journal of Management and Business Economics, Emerald Group Publishing Limited, volume 31, issue 3, pages 269-284, June, DOI: 10.1108/EJMBE-02-2021-0057.
• Olga Fullana & Mariano González & David Toscano, 2021, "IFRS adoption and unconditional conservatism: an accrual-based analysis," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 29, issue 5, pages 848-866, October, DOI: 10.1108/IJAIM-05-2021-0093.
• Jinglin Jiang & Weiwei Wang, 2021, "Individual investors' responses to mutual fund fire sales and sell-side analysts' price-correcting revisions," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 3, pages 510-533, July, DOI: 10.1108/IJMF-01-2021-0054.
• Qingxia Wang & Robert Faff & Min Zhu, 2021, "Informational content of options around analyst recommendations," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 3, pages 445-465, July, DOI: 10.1108/IJMF-04-2021-0168.
• Jiunn-Shyan Khong & Chee-Wooi Hooy & Chun-Teck Lye, 2021, "Board independence and private information-based trading: evidence from Malaysia," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 3, pages 466-487, July, DOI: 10.1108/IJMF-09-2020-0469.
• Muhammad Munir Ahmad & Ahmed Imran Hunjra & Faridul Islam & Qasim Zureigat, 2021, "Does asymmetric information affect firm's financing decisions?," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 9, pages 2718-2734, August, DOI: 10.1108/IJOEM-01-2021-0086.
• Mohamed Fakhfekh & Ahmed Jeribi & Ahmed Ghorbel & Nejib Hachicha, 2021, "Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies: a comparison between DCC, ADCC and GO-GARCH models," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 4, pages 978-1006, June, DOI: 10.1108/IJOEM-03-2020-0264.
• William Mbanyele, 2021, "Economic policy uncertainty and stock liquidity: the role of board networks in an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 1, pages 122-147, April, DOI: 10.1108/IJOEM-05-2020-0492.
• Maretno Agus Harjoto & Fabrizio Rossi, 2021, "Market reaction to the COVID-19 pandemic: evidence from emerging markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 1, pages 173-199, April, DOI: 10.1108/IJOEM-05-2020-0545.
• Seungho Shin & Atsuyuki Naka & Saad Alsunbul, 2021, "Idiosyncratic volatility and interruption mechanisms in South Korean stock markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 3, pages 728-747, May, DOI: 10.1108/IJOEM-08-2020-0877.
• Ly Thi Hai Tran & Thoa Thi Kim Tu & Tran Thi Hong Nguyen & Hoa Thi Lien Nguyen & Xuan Vinh Vo, 2021, "Annual report narrative disclosures, information asymmetry and future firm performance: evidence from Vietnam," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 2, pages 351-375, May, DOI: 10.1108/IJOEM-08-2020-0925.
• Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd Sukor & Mohamed Albaity & Izlin Ismail, 2021, "Financial liberalization and the behavior of reversals in emerging market economies," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 17, issue 6, pages 1565-1582, January, DOI: 10.1108/IJOEM-11-2019-0939.
• Eyup Kadioglu, 2021, "Intraday analysis of regulation change in microstructure: evidence from an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 5, pages 1216-1235, June, DOI: 10.1108/IJOEM-11-2020-1310.
• Muhammad Mushafiq, 2021, "Industry-level analysis of COVID-19’s impact in emerging markets – evidence from Pakistan," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 10, pages 3437-3461, October, DOI: 10.1108/IJOEM-11-2020-1417.
• Osman Ulas Aktas & Lawrence Kryzanowski & Jie Zhang, 2021, "Price-limit effectiveness: evidence from the Borsa Istanbul (BIST)," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 3, pages 527-568, November, DOI: 10.1108/IMEFM-04-2020-0151.
• Rifki Ismal, 2021, "Assessing the application of Islamic and conventional hedgings in Indonesia," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 15, issue 1, pages 32-47, July, DOI: 10.1108/IMEFM-06-2020-0300.
• Adefemi A. Obalade & Tsepang Moeti & Vijen Moodley & Yusuf Randeree & Paul-Francois Muzindutsi, 2021, "Interlinkages and Diversification Opportunities Among Emerging Bond Markets: BRIC and BRICS Comparison," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Environmental, Social, and Governance Perspectives on Economic Development in Asia", DOI: 10.1108/S1571-03862021000029A023.
• T.G. Saji, 2021, "Asymmetric financial reporting quality and firm size: conditional evidence from an emerging market," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 23, issue 5, pages 977-1004, December, DOI: 10.1108/JAAR-10-2021-0264.
• Deepa Mangala & Mamta Dhanda, 2021, "Earnings management and listing day performance of IPOs in India," Journal of Accounting in Emerging Economies, Emerald Group Publishing Limited, volume 12, issue 5, pages 812-839, December, DOI: 10.1108/JAEE-01-2021-0032.
• Pyemo N. Afego & Imhotep P. Alagidede, 2021, "What does corporate social advocacy signal? Evidence from boycott participation decisions," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 5, issue 1, pages 49-68, March, DOI: 10.1108/JCMS-10-2020-0040.
• Eduardo Saucedo & Jorge González, 2021, "The effect of macroeconomic variables on the robustness of the traditional Fama–French model. A study for Mexico using different portfolios," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 26, issue 52, pages 252-267, August, DOI: 10.1108/JEFAS-03-2021-0010.
• Christos Floros & Maria Psillaki & Efstathios Karpouzis, 2021, "Layoffs and stock market performance during the COVID-19 pandemic: evidence from the US," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 2, pages 96-108, December, DOI: 10.1108/JES-05-2021-0224.
• Rattaphon Wuthisatian, 2021, "An examination of calendar anomalies: evidence from the Thai stock market," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 3, pages 422-434, March, DOI: 10.1108/JES-06-2020-0298.
• Anas Ali Al-Qudah & Asma Houcine, 2021, "Stock markets' reaction to COVID-19: evidence from the six WHO regions," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 2, pages 274-289, February, DOI: 10.1108/JES-09-2020-0477.
• José Antonio Clemente-Almendros & Florin Teodor Boldeanu & Luis Alberto Seguí-Amórtegui, 2021, "Impact of COVID-19 on listed European electricity companies: a comparative analysis of investment in renewable and traditional electricity," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 8, pages 1476-1490, December, DOI: 10.1108/JES-09-2021-0448.
• Tobias Kellner & Dominik Maltritz, 2021, "A broad analysis of short-term overreactions in the market for cryptocurrencies," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 8, pages 1585-1608, December, DOI: 10.1108/JES-09-2021-0488.
• Imlak Shaikh & Toan Luu Duc Huynh, 2021, "Does disease outbreak news impact equity, commodity and foreign exchange market? Investors' fear of the pandemic COVID-19," Journal of Economic Studies, Emerald Group Publishing Limited, volume 49, issue 4, pages 647-664, May, DOI: 10.1108/JES-10-2020-0503.
• Serkan Karadas & Minh Tam Tammy Schlosky & Joshua C. Hall, 2021, "Aggregate congressional trading and stock market returns," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 172-186, June, DOI: 10.1108/JFEP-02-2021-0035.
• Garima Goel & Saumya Ranjan Dash, 2021, "Investor sentiment and government policy interventions: evidence from COVID-19 spread," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 2, pages 242-267, June, DOI: 10.1108/JFEP-02-2021-0038.
• Shrabani Saha & Anindya Sen & Christine Smith-Han & Dennis Wesselbaum, 2021, "Did Brexit change asset co-movements?," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 14, issue 1, pages 43-55, February, DOI: 10.1108/JFEP-07-2020-0152.
• Moustapha Daouda Dala, 2021, "Bank stockholders’ vs bank bondholders’ market discipline during crisis time: an investigation based on supervisory stress test information disclosure," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 6, pages 772-809, February, DOI: 10.1108/JFEP-11-2019-0215.
• Deepa Mangala & Mamta Dhanda, 2021, "Earnings management and issue characteristics: an empirical analysis of IPOs in India," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 21, issue 3, pages 553-574, December, DOI: 10.1108/JFRA-01-2021-0006.
• Nino Martin Paulus & Marina Koelbl & Wolfgang Schaefers, 2021, "Can textual analysis solve the underpricing puzzle? A US REIT study," Journal of Property Investment & Finance, Emerald Group Publishing Limited, volume 40, issue 6, pages 548-570, November, DOI: 10.1108/JPIF-06-2021-0052.
• Thomas Dimpfl & Dalia Elshiaty, 2021, "Volatility discovery in cryptocurrency markets," Journal of Risk Finance, Emerald Group Publishing Limited, volume 22, issue 5, pages 313-331, September, DOI: 10.1108/JRF-11-2020-0238.
• Sang Ho Lee & Seung Uk Choi & Ji Yeon Ryu, 2021, "Do audit efforts increase the future equity value of client firm?," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 36, issue 1, pages 132-166, February, DOI: 10.1108/MAJ-11-2019-2473.
• Xiang Gao & Jiahao Gu & Yingchao Zhang, 2021, "Option informativeness before earnings announcements and under real activity manipulation," Pacific Accounting Review, Emerald Group Publishing Limited, volume 33, issue 3, pages 361-375, May, DOI: 10.1108/PAR-07-2020-0090.
• Eda Orhun, 2021, "The impact of COVID-19 global health crisis on stock markets and understanding the cross-country effects," Pacific Accounting Review, Emerald Group Publishing Limited, volume 33, issue 1, pages 142-159, January, DOI: 10.1108/PAR-07-2020-0096.
• Ayesha Anwar & Rasidah Mohd-Rashid, 2021, "Moderating effect of investor demand: privatized IPOs and flipping activity in the Pakistan IPO market," Pacific Accounting Review, Emerald Group Publishing Limited, volume 33, issue 3, pages 347-360, June, DOI: 10.1108/PAR-08-2020-0109.
• Asgar Ali & Hajam Abid Bashir, 2021, "Bibliometric study on asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 14, issue 3, pages 433-460, October, DOI: 10.1108/QRFM-07-2020-0114.
• Kyung Soon Kim & Yun W. Park, 2021, "Long-term performance following share repurchase, signaling costs and accounting transparency: Korean evidence," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 20, issue 2, pages 143-166, July, DOI: 10.1108/RAF-07-2020-0191.
• Terence Tai-Leung Chong & Siqi Hou, 2021, "Will stock rise on Valentine’s Day?," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 646-667, May, DOI: 10.1108/RBF-02-2021-0015.
• Byomakesh Debata & Kshitish Ghate & Jayashree Renganathan, 2021, "COVID-19 pandemic sentiment and stock market behavior: evidence from an emerging market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 2, pages 176-204, November, DOI: 10.1108/RBF-05-2021-0083.
• Emna Mnif & Anis Jarboui, 2021, "COVID-19, bitcoin market efficiency, herd behaviour," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 69-84, March, DOI: 10.1108/RBF-09-2020-0233.
• Wendy Kesuma & Irwan Adi Ekaputra & Dony Abdul Chalid, 2021, "Individual investor attention to stock split and the disposition effect," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 5, pages 701-717, May, DOI: 10.1108/RBF-11-2020-0274.
• Li Li Eng & Mahelet Fikru & Thanyaluk Vichitsarawong, 2021, "Comparing the informativeness of sustainability disclosures versus ESG disclosure ratings," Sustainability Accounting, Management and Policy Journal, Emerald Group Publishing Limited, volume 13, issue 2, pages 494-518, December, DOI: 10.1108/SAMPJ-03-2021-0095.
• Samah Hazgui & Saber Sebai & Walid Mensi, 2021, "Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 3, pages 419-443, October, DOI: 10.1108/SEF-05-2021-0165.
• Panos Fousekis & Vasilis Grigoriadis, 2021, "Directional predictability between returns and volume in cryptocurrencies markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 4, pages 693-711, February, DOI: 10.1108/SEF-08-2020-0318.
• Tonmoy Choudhury & Kevin Daly, 2021, "Systemic risk contagion within US states," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 38, issue 4, pages 836-860, May, DOI: 10.1108/SEF-08-2020-0342.
• Eswaran Velayutham & Vijayakumaran Ratnam, 2021, "Corporate social responsibility, business group affiliation and shareholder wealth: evidence from an emerging market," Social Responsibility Journal, Emerald Group Publishing Limited, volume 18, issue 4, pages 723-743, May, DOI: 10.1108/SRJ-08-2020-0337.
• Sylwia Frydrych, 2021, "Sanctions as a Mechanism Disciplining Issuers on the NewConnect Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 456-469.
• Katerina Lyroudi & Sotirios Nikolopoulos, 2021, "Stock Market Reaction at the WHO’s Announcement of a Pandemic due to COVID-19 of the French Pharmaceuticals," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3 - Part , pages 482-496.
• Marek Szturo & Bogdan Wlodarczyk & Konrad Szydlowski & Karol Wojtowicz & Sylwia Pienkowska-Kamieniecka & Ireneusz Miciula, 2021, "Default Risk of Listed Companies in the Context of the Threat to Commodity Markets in the Times of COVID-19 Pandemic," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 53-68.
• Adam Sliwinski & Lukasz Kurylowicz, 2021, "The Value of Privacy - Empirical Research, Using Drivers as an Example," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special 1, pages 936-953.