Research classified by Journal of Economic Literature (JEL) codes

2021

• Bonnier, Jean-Baptiste, 2021, "Speculation and informational efficiency in commodity futures markets," Journal of International Money and Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jimonfin.2021.102457.
• Lakdawala, Aeimit, 2021, "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Journal of International Money and Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jimonfin.2021.102478.
• Ota, Koji & Lau, David, 2021, "Share repurchases on the Tokyo Stock Exchange Trading Network," Journal of the Japanese and International Economies, Elsevier, volume 61, issue C, DOI: 10.1016/j.jjie.2021.101148.
• Rahman, Dewan & Malik, Ihtisham & Ali, Searat & Iqbal, Jamshed, 2021, "Do co-opted boards increase insider profitability?," Journal of Contemporary Accounting and Economics, Elsevier, volume 17, issue 3, DOI: 10.1016/j.jcae.2021.100265.
• Jiang, Yan & Luo, Le & Xu, JianFeng & Shao, XiaoRui, 2021, "The value relevance of corporate voluntary carbon disclosure: Evidence from the United States and BRIC countries," Journal of Contemporary Accounting and Economics, Elsevier, volume 17, issue 3, DOI: 10.1016/j.jcae.2021.100279.
• Emm, Ekaterina E. & Gay, Gerald D. & Ma, Han & Ren, Honglin, 2021, "The rise and breakup of the commodity exchange membership: An analysis of CBOT seat prices," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100173.
• Singh, Vikkram & Roca, Eduardo & Li, Bin, 2021, "Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic," Journal of Policy Modeling, Elsevier, volume 43, issue 2, pages 253-277, DOI: 10.1016/j.jpolmod.2021.01.004.
• Borgards, Oliver & Czudaj, Robert L. & Hoang, Thi Hong Van, 2021, "Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101966.
• Qadan, Mahmoud & Idilbi-Bayaa, Yasmeen, 2021, "The day-of-the-week-effect on the volatility of commodities," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101980.
• Mensi, Walid & Rehman, Mobeen Ur & Hammoudeh, Shawkat & Vo, Xuan Vinh, 2021, "Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2020.101983.
• Mensi, Walid & Shafiullah, Muhammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2021.102002.
• Shaikh, Imlak, 2021, "On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102025.
• Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102054.
• Mensi, Walid & Rehman, Mobeen Ur & Maitra, Debasish & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh, 2021, "Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102062.
• Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021, "Risk spillovers and diversification between oil and non-ferrous metals during bear and bull market states," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102132.
• Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh, 2021, "Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102172.
• Mensi, Walid & Reboredo, Juan C. & Ugolini, Andrea, 2021, "Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102217.
• Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102221.
• Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021, "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102238.
• Nekhili, Ramzi & Mensi, Walid & Vo, Xuan Vinh, 2021, "Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102263.
• Piccoli, Pedro & de Castro, Jessica, 2021, "Attention-return relation in the gold market and market states," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102333.
• Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102375.
• Borkowski, Bolesław & Krawiec, Monika & Karwański, Marek & Szczesny, Wiesław & Shachmurove, Yochanan, 2021, "Modeling garch processes in base metals returns using panel data," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102411.
• Nekhili, Ramzi & Sultan, Jahangir & Mensi, Walid, 2021, "Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102419.
• Mensi, Walid & Lee, Yun-Jung & Vo, Xuan Vinh & Yoon, Seong-Min, 2021, "Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102450.
• Shen, Lily & Ross, Stephen, 2021, "Information value of property description: A Machine learning approach," Journal of Urban Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.jue.2020.103299.
• Kurlat, Pablo, 2021, "Investment externalities in models of fire sales," Journal of Monetary Economics, Elsevier, volume 122, issue C, pages 102-118, DOI: 10.1016/j.jmoneco.2021.07.005.
• Ghadhab, Imen, 2021, "Cross-listing and the alignment between short and long-run performance," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100702.
• Akyildirim, Erdinc & Sensoy, Ahmet & Gulay, Guzhan & Corbet, Shaen & Salari, Hajar Novin, 2021, "Big data analytics, order imbalance and the predictability of stock returns," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100717.
• Darby, Julia & Zhang, Hai & Zhang, Jinkai, 2021, "Institutional trading in volatile markets: Evidence from Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101484.
• Zhang, Bing & Chen, Wei & Yeh, Chung-Ying, 2021, "Turnover premia in China's stock markets," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101487.
• Hsieh, Wen-liang Gideon & Lee, Chin-Shen, 2021, "Who reacts to what information in securities analyst reports? Direct evidence from the investor trade imbalance," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2020.101492.
• Ho, Tu & Lv, Jin Roc & Schultz, Emma, 2021, "Market intraday momentum in Australia," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2021.101499.
• Iwatsubo, Kentaro & Watkins, Clinton, 2021, "The changing role of foreign investors in Tokyo stock price formation," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101548.
• Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2021, "The effect of language on investing: Evidence from searches in Chinese versus English," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101553.
• Zhou, Xi & Chen, Shou, 2021, "FinTech innovation regulation based on reputation theory with the participation of new media," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101565.
• Chen, Rong & Geng, Heng (Griffin) & Lin, Hai & Nguyen, Phuong Thi Ly, 2021, "Liquidity, informed trading, and a market surveillance system: Evidence from the Vietnamese stock market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101567.
• Gong, Qiang & Jacoby, Gady & Li, Shi & Lu, Lei, 2021, "Commonality in disagreement," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101573.
• Rahman, Md Lutfur & Hedström, Axel & Uddin, Gazi Salah & Kang, Sang Hoon, 2021, "Quantile relationship between Islamic and non-Islamic equity markets," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101586.
• Bian, Shibo & Jia, Dekui & Li, Ruihai & Sun, Wujun & Yan, Zhipeng & Zheng, Yingfei, 2021, "Can management tone predict IPO performance? – Evidence from mandatory online roadshows in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101588.
• Ahn, Yongkil & Tsai, Shih-Chuan, 2021, "What factors are associated with stock price jumps in high frequency?," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101602.
• Zhang, Chris H. & Kalev, Petko S., 2021, "How noise trading affects informational efficiency: Evidence from an order-driven market," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101605.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2021, "Do messages on online stock forums spur firm productivity?," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101609.
• Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021, "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101611.
• Jun, Xiao & Ren, He & Sun, Ping-Wen, 2021, "Deriving managerial skills by dissecting holding changes of mutual funds: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101612.
• Gu, Xin & Zhang, Weiqiang & Cheng, Sang, 2021, "How do investors in Chinese stock market react to external uncertainty? An event study to the Sino-US disputes," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101614.
• Lou, Xu & Qian, Aimin & Zhang, Chenyu, 2021, "Do CEO's political promotion incentives influence the value of cash holdings: Evidence from state-owned enterprises in China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101617.
• Yue, Tian & Gehricke, Sebastian A. & Zhang, Jin E. & Pan, Zheyao, 2021, "The implied volatility smirk in the Chinese equity options market," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101624.
• Chen, Kuan-Hau & Su, Xuan-Qi & Lin, Li-Feng & Shih, Yi-Cheng, 2021, "Profitability of moving-average technical analysis over the firm life cycle: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101633.
• Wang, Hua & Xu, Liao & Sharma, Susan Sunila, 2021, "Does investor attention increase stock market volatility during the COVID-19 pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101638.
• Huang, Yong & Uchida, Konari & Yu, Xuanying & Zha, Daolin, 2021, "Market timing in private equity placements: Empirical evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101642.
• Charoenwong, Ben & Nettayanun, Sampan & Saengchote, Kanis, 2021, "Digesting anomalies: A q-factor approach for the Thai market," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101647.
• Rahman, Md Lutfur & Al Mamun, Mohammed Abdullah, 2021, "How resilient are the Asia Pacific financial markets against a global pandemic?," Pacific-Basin Finance Journal, Elsevier, volume 69, issue C, DOI: 10.1016/j.pacfin.2021.101656.
• Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021, "Beta estimation in New Zealand," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101671.
• Cakici, Nusret & Zaremba, Adam & Bianchi, Robert J. & Pham, Nga, 2021, "False discoveries in the anomaly research: New insights from the Stock Exchange of Melbourne (1927–1987)," Pacific-Basin Finance Journal, Elsevier, volume 70, issue C, DOI: 10.1016/j.pacfin.2021.101675.
• Naeem, Muhammad Abubakr & Bouri, Elie & Peng, Zhe & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021, "Asymmetric efficiency of cryptocurrencies during COVID19," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 565, issue C, DOI: 10.1016/j.physa.2020.125562.
• Pérez-Rodríguez, Jorge V. & Gómez-Déniz, Emilio & Sosvilla-Rivero, Simón, 2021, "Testing unobserved market heterogeneity in financial markets: The case of Banco Popular," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 151-160, DOI: 10.1016/j.qref.2020.05.016.
• Mittal, Amit & Garg, Ajay Kumar, 2021, "Bank stocks inform higher growth—A System GMM analysis of ten emerging markets in Asia," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 210-220, DOI: 10.1016/j.qref.2020.06.002.
• Fassas, Athanasios P. & Siriopoulos, Costas, 2021, "Implied volatility indices – A review," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 303-329, DOI: 10.1016/j.qref.2020.07.004.
• Yamani, Ehab, 2021, "Foreign exchange market efficiency and the global financial crisis: Fundamental versus technical information," The Quarterly Review of Economics and Finance, Elsevier, volume 79, issue C, pages 74-89, DOI: 10.1016/j.qref.2020.05.009.
• Previati, Daniele Angelo & Galloppo, Giuseppe & Aliano, Mauro & Paimanova, Viktoria, 2021, "Why do banks react differently to short-selling bans? Evidence from the Asia-Pacific area and the United States," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 144-158, DOI: 10.1016/j.qref.2021.01.015.
• Marfatia, Hardik A. & Gupta, Rangan & Cakan, Esin, 2021, "Dynamic impact of the U.S. monetary policy on oil market returns and volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 159-169, DOI: 10.1016/j.qref.2021.02.002.
• Teplova, Tamara & Tomtosov, Aleksandr, 2021, "Can high trading volume and volatility switch boost momentum to show greater inefficiency and avoid crashes in emerging markets? The economic relationship in factor investing in emerging markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 210-223, DOI: 10.1016/j.qref.2021.01.018.
• Borgards, Oliver & Czudaj, Robert L., 2021, "Features of overreactions in the cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 31-48, DOI: 10.1016/j.qref.2021.01.010.
• Smales, L.A., 2021, "Geopolitical risk and volatility spillovers in oil and stock markets," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 358-366, DOI: 10.1016/j.qref.2021.03.008.
• Jain, Pankaj K. & Linna, Jared A. & McInish, Thomas H., 2021, "An examination of the NYSE’s retail liquidity program," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 367-373, DOI: 10.1016/j.qref.2021.03.009.
• Chamizo, Álvaro & Novales, Alfonso, 2021, "Evaluation of market risk associated with hedging a credit derivative portfolio," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 411-430, DOI: 10.1016/j.qref.2021.03.006.
• Murad Samsudin, Najmi Ismail & Mohamad, Azhar & Sifat, Imtiaz Mohammad, 2021, "Implied volatility of structured warrants: Emerging market evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 464-479, DOI: 10.1016/j.qref.2021.03.016.
• Marmora, Paul, 2021, "Individual investor ownership and the news coverage premium," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 494-507, DOI: 10.1016/j.qref.2021.03.010.
• Kenourgios, Dimitris & Samios, Yiannis, 2021, "Halloween effect and active fund management," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 534-544, DOI: 10.1016/j.qref.2021.04.006.
• Möller, Rouven & Reichmann, Doron, 2021, "ECB language and stock returns – A textual analysis of ECB press conferences," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 590-604, DOI: 10.1016/j.qref.2021.04.003.
• Zhang, Sijia & Gregoriou, Andros, 2021, "The impact of order flow on event study returns: New evidence from zero-leverage firms," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 627-634, DOI: 10.1016/j.qref.2021.04.014.
• Herold, Michael & Kanz, Andreas & Muck, Matthias, 2021, "Do opinion polls move stock prices? Evidence from the US presidential election in 2016," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 665-690, DOI: 10.1016/j.qref.2021.03.013.
• Rif, Alexandru & Utz, Sebastian, 2021, "Short-term stock price reversals after extreme downward price movements," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 123-133, DOI: 10.1016/j.qref.2021.05.004.
• Chokor, Ahmad & Alfieri, Elise, 2021, "Long and short-term impacts of regulation in the cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 157-173, DOI: 10.1016/j.qref.2021.05.005.
• Jurich, Stephen N., 2021, "Does off-exchange trading decrease in the presence of uncertainty?," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 201-213, DOI: 10.1016/j.qref.2021.05.007.
• Sequeira, John M., 2021, "Monetary policy surprises, stock returns, and financial and liquidity constraints, in an exchange rate monetary policy system," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 226-236, DOI: 10.1016/j.qref.2021.06.005.
• Kolari, James W. & Pynnonen, Seppo & Tuncez, Ahmet M., 2021, "Further evidence on long-run abnormal returns after corporate events," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 421-439, DOI: 10.1016/j.qref.2020.10.011.
• Zainudin, Ahmad Danial & Mohamad, Azhar, 2021, "Cross hedging with stock index futures," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 128-144, DOI: 10.1016/j.qref.2021.08.005.
• Ulze, Markus & Stadler, Johannes & Rathgeber, Andreas W., 2021, "No country for old distributions? On the comparison of implied option parameters between the Brownian motion and variance gamma process," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 163-184, DOI: 10.1016/j.qref.2021.08.004.
• Das, Somnath & King, Alexander Z., 2021, "Measuring the informativeness of earnings announcements: The role of event windows," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 350-367, DOI: 10.1016/j.qref.2021.09.006.
• López, Raquel & Esparcia, Carlos, 2021, "Analysis of the performance of volatility-based trading strategies on scheduled news announcement days: An international equity market perspective," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 32-54, DOI: 10.1016/j.iref.2020.08.019.
• Mughal, Azhar & Tao, Qizhi & Sun, Yicheng & Xiang, Xueman, 2021, "Earnings management at target firms and the acquirers’ performance," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 384-404, DOI: 10.1016/j.iref.2020.12.011.
• Efthymiou, Vassilis A. & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2021, "Intraday analysis of the limit order bias on the ex-dividend day of U.S. common stocks," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 405-421, DOI: 10.1016/j.iref.2020.11.017.
• Bai, Min & Qin, Yafeng & Zhang, Huiping, 2021, "Stock price crashes in emerging markets," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 466-482, DOI: 10.1016/j.iref.2020.12.007.
• Kuvvet, Emre, 2021, "Anti-corruption courts and foreign direct investments," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 573-582, DOI: 10.1016/j.iref.2020.12.019.
• Ballester, Laura & González-Urteaga, Ana, 2021, "Do sovereign ratings cause instability in cross-border emerging CDS markets?," International Review of Economics & Finance, Elsevier, volume 72, issue C, pages 643-663, DOI: 10.1016/j.iref.2020.12.014.
• Wang, Xin & Song, Di, 2021, "Does local corruption affect IPO underpricing? Evidence from China," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 127-138, DOI: 10.1016/j.iref.2021.01.007.
• Mamun, Abdullah & Tannous, George & Zhang, Sicong, 2021, "Do regulatory bank mergers improve operating performance?," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 152-174, DOI: 10.1016/j.iref.2020.12.036.
• Yao, Shouyu & Wang, Chunfeng & Fang, Zhenming & Chiao, Chaoshin, 2021, "MAX is not the max under the interference of daily price limits: Evidence from China," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 348-369, DOI: 10.1016/j.iref.2021.01.014.
• Hu, Cui & Li, Ben G., 2021, "Chinese lexicography and stock trading," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 44-59, DOI: 10.1016/j.iref.2020.12.032.
• Wang, Lanfang & Wang, Susheng, 2021, "Unusual investor behavior under tacit and endogenous market signals," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 76-97, DOI: 10.1016/j.iref.2020.12.029.
• Tripathi, Abhinava & Pandey, Ashish, 2021, "Information dissemination across global markets during the spread of COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 103-115, DOI: 10.1016/j.iref.2021.02.004.
• Xu, Liang, 2021, "Stock price informativeness and managerial inefficiency," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 348-364, DOI: 10.1016/j.iref.2021.03.006.
• Boucher, Carène & Kooli, Maher, 2021, "SEOs: Friendly or threatening game for rivals?," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 130-144, DOI: 10.1016/j.iref.2021.04.004.
• Anand, Abhinav & Basu, Sankarshan & Pathak, Jalaj & Thampy, Ashok, 2021, "The impact of sentiment on emerging stock markets," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 161-177, DOI: 10.1016/j.iref.2021.04.005.
• Yang, Haijun & Xue, Feng, 2021, "Analysis of stock market volatility: Adjusted VPIN with high-frequency data," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 210-222, DOI: 10.1016/j.iref.2021.04.003.
• Miwa, Kotaro, 2021, "Language barriers in analyst reports," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 223-236, DOI: 10.1016/j.iref.2021.03.004.
• Efremidze, Levan & Stanley, Darrol J. & Kownatzki, Clemens, 2021, "Entropy trading strategies reveal inefficiencies in Japanese stock market," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 464-477, DOI: 10.1016/j.iref.2021.04.021.
• Ahmad, Wasim & Kutan, Ali M. & Gupta, Smarth, 2021, "Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 546-557, DOI: 10.1016/j.iref.2021.04.007.
• Tan, Xiaoyu & Zhang, Zili & Zhao, Xuejun & Wang, Chengxiang, 2021, "Investor sentiment and limits of arbitrage: Evidence from Chinese stock market," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 577-595, DOI: 10.1016/j.iref.2021.04.009.
• Chen, Binbin & Liu, Shancun & (John) Liu, Zhiyong, 2021, "The more myopic, the more chaos? How the degree of traders’ short-termism affects the financial market equilibrium," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 596-608, DOI: 10.1016/j.iref.2021.04.031.
• Bush, Georgia & López Noria, Gabriela, 2021, "Uncertainty and exchange rate volatility: Evidence from Mexico," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 704-722, DOI: 10.1016/j.iref.2021.04.029.
• Li, Yue & Goodell, John W. & Shen, Dehua, 2021, "Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 723-746, DOI: 10.1016/j.iref.2021.05.003.
• Oehler, Andreas & Schmitz, Jonas Tobias, 2021, "Does intensified communication of hedge funds with letters affect abnormal returns?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 127-142, DOI: 10.1016/j.iref.2021.05.004.
• Cheng, Louis T.W. & Wang, Jacqueline Wenjie, 2021, "Equity ownership and corporate transparency: International evidence," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 143-165, DOI: 10.1016/j.iref.2021.03.005.
• Huang, Ying Sophie & Liang, Bing & Wu, Kai, 2021, "Are mutual fund manager skills transferable to private funds?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 614-638, DOI: 10.1016/j.iref.2021.06.016.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Wanas Al-Jarrah, Idries Mohammad & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Does volatility connectedness across major cryptocurrencies behave the same at different frequencies? A portfolio risk analysis," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 96-113, DOI: 10.1016/j.iref.2021.05.009.
• Su, Fei, 2021, "Conditional volatility persistence and volatility spillovers in the foreign exchange market," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101312.
• Tang, Chia-Hsien & Chin, Chih-Yu & Lee, Yen-Hsien, 2021, "Coronavirus disease outbreak and supply chain disruption: Evidence from Taiwanese firms in China," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101355.
• Kim, Karam & Ryu, Doojin & Yu, Jinyoung, 2021, "Do sentiment trades explain investor overconfidence around analyst recommendation revisions?," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101376.
• Mumtaz, Muhammad Zubair & Yoshino, Naoyuki, 2021, "Greenness index: IPO performance and portfolio allocation," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101398.
• Laborda, Ricardo & Olmo, Jose, 2021, "Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101402.
• Tiwari, Aviral Kumar & Umar, Zaghum & Alqahtani, Faisal, 2021, "Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101403.
• Zhao, Chengguo & Li, Meng & Wang, Jun & Ma, Shujian, 2021, "The mechanism of credit risk contagion among internet P2P lending platforms based on a SEIR model with time-lag," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101407.
• Nerger, Gian-Luca & Huynh, Toan Luu Duc & Wang, Mei, 2021, "Which industries benefited from Trump environmental policy news? Evidence from industrial stock market reactions," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101418.
• Vo, Thi Thuy Anh & Dang, Tung Lam & Dang, Man & Hoang, Viet Anh, 2021, "Institutional ownership and commonality in liquidity," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101422.
• Ozkan, Oktay, 2021, "Impact of COVID-19 on stock market efficiency: Evidence from developed countries," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101445.
• Umar, Zaghum & Yousaf, Imran & Zaremba, Adam, 2021, "Comovements between heavily shorted stocks during a market squeeze: Lessons from the GameStop trading frenzy," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101453.
• Li, Yi & Zhang, Wei & Wang, Pengfei, 2021, "Working online or offline: Which is more effective?," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101456.
• Rao, Purnima & Goyal, Nisha & Kumar, Satish & Hassan, M. Kabir & Shahimi, Shahida, 2021, "Vulnerability of financial markets in India: The contagious effect of COVID-19," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101462.
• 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.
• Ramzi Benkraiem & Mondher Bouattour & Emilios Galariotis & Anthony Miloudi, 2021, "Do investors in SMEs herd? Evidence from French and UK equity markets," Small Business Economics, Springer, volume 56, issue 4, pages 1619-1637, April, DOI: 10.1007/s11187-019-00284-0.
• Kentaro Iwatsubo & Clinton Watkins, 2021, "The Changing Role of Foreign Investors in Tokyo Stock Price Formation," Discussion Papers, Graduate School of Economics, Kobe University, number 2106, Feb.
• Jamal Bouoiyour, Refk Selmi, 2021, "The financial costs of terrorism: evidence from Germany," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 18, issue 1, pages 87-104, June.
• Lucas Hafemann & Peter Tillmann, 2021, "Lending Standards and the Business Cycle: Evidence from Loan Survey Releases," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202131.
• Jan Hanousek & Christos Pantzalis & Jung Chul Park, 2021, "Political Insider Trading: A narrow versus comprehensive approach," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2021-77, Apr.
• Liang Ye & Yeng-May Tan, 2021, "Noise Trader Risk-Evidence from China’s Stock Market," Capital Markets Review, Malaysian Finance Association, volume 29, issue 1, pages 59-72.
• Fareiny Morni & Erimalida Yazi, 2021, "Stock Market Reaction to Political Regime Change in Malaysia," Capital Markets Review, Malaysian Finance Association, volume 29, issue 2, pages 1-11.
• Syamsul Idul Adha & A. Sakir, 2021, "Effect of Minimum Tick Size Policy on Price Efficiency and Execution Cost," Capital Markets Review, Malaysian Finance Association, volume 29, issue 2, pages 29-41.
• Vittoria Cerasi & Paola Galfrascoli, 2021, "Bail-in and Bank Funding Costs," Working Papers, University of Milano-Bicocca, Department of Economics, number 472, Jul, revised Jul 2021.
• Klaudia Radoczy & Akos Toth-Pajor, 2021, "Investors' Reactions to Extreme Events in the Hungarian Stock Market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 3, pages 5-30.
• Gabriella Meresz & Norbert Holczinger & Koppany Nagy, 2021, "Methodological Background of the New Motor Third-Party Liability Insurance Index of the Magyar Nemzeti Bank," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 3, pages 59-79.
• Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
• Marek Sojka, 2021, "PEAD na polskim rynku akcji," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 2, pages 143-166.
• Agata Gniadkowska-Szymańska, 2021, "Liquidity of assets and liquidity of shares: the example of the Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 1, pages 1-22.
• Jędrzej Białkowski & Anna Sławik, 2021, "Do investors respond to changes in the composition of sustainability indices?," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 4, pages 319-338.
• Sylwia Radomska, 2021, "Prognozowanie indeksu WIG20 za pomocą sieci neuronowych NARX i metody SVM," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 5, pages 457-472.
• Monika Mościbrodzka, 2021, "Alternative investment funds – the evaluation of managers’ abilities in the light of the amendments to the Act on Investment Fund," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 6, pages 517-544.
• Szymon Stereńczak, 2021, "Minimum tick size reduction and stock liquidity: lessons from the Warsaw Stock Exchange," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 6, pages 545-576.
• Itay Goldstein & Chester S Spatt & Mao Ye, 2021, "Big Data in Finance," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data: Long-Term Implications for Financial Markets and Firms".
• David Easley & Marcos López de Prado & Maureen O’Hara & Zhibai Zhang, 2021, "Microstructure in the Machine Age," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data: Long-Term Implications for Financial Markets and Firms".
• Hedi Benamar & Thierry Foucault & Clara Vega, 2021, "Demand for Information, Uncertainty, and the Response of US Treasury Securities to News," NBER Chapters, National Bureau of Economic Research, Inc, "Big Data: Long-Term Implications for Financial Markets and Firms".
• Kerry Back & Bruce I. Carlin & Seyed Mohammad Kazempour, 2021, "The Asset Pricing Implications of Plausible Deniability," NBER Working Papers, National Bureau of Economic Research, Inc, number 28348, Jan.
• Itzhak Ben-David & Francesco Franzoni & Byungwook Kim & Rabih Moussawi, 2021, "Competition for Attention in the ETF Space," NBER Working Papers, National Bureau of Economic Research, Inc, number 28369, Jan.
• Gaetano Gaballo & Guillermo Ordoñez, 2021, "The Two Faces of Information," NBER Working Papers, National Bureau of Economic Research, Inc, number 28489, Feb.
• Sida Li & Mao Ye & Miles Zheng, 2021, "Financial Regulation, Clientele Segmentation, and Stock Exchange Order Types," NBER Working Papers, National Bureau of Economic Research, Inc, number 28515, Feb.
• Itay Goldstein & Chester S. Spatt & Mao Ye, 2021, "Big Data in Finance," NBER Working Papers, National Bureau of Economic Research, Inc, number 28615, Mar.
• Francesco Bianchi & Roberto Gomez Cram & Howard Kung, 2021, "Using Social Media to Identify the Effects of Congressional Viewpoints on Asset Prices," NBER Working Papers, National Bureau of Economic Research, Inc, number 28749, Apr.
• Sinan Gokkaya & Xi Liu & René M. Stulz, 2021, "Do Firms with Specialized M&A Staff Make Better Acquisitions?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28778, May.
• Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021, "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers, National Bureau of Economic Research, Inc, number 28800, May.
• David Hirshleifer & Jinfei Sheng, 2021, "Macro News and Micro News: Complements or Substitutes?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28931, Jun.
• Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2021, "Dissecting Green Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 28940, Jun.
• Matteo Aquilina & Eric Budish & Peter O'Neill, 2021, "Quantifying the High-Frequency Trading "Arms Race"," NBER Working Papers, National Bureau of Economic Research, Inc, number 29011, Jul.
• Tobias J. Moskowitz & Robert F. Stambaugh, 2021, "Pricing Without Mispricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29016, Jul.
• Johannes Stroebel & Jeffrey Wurgler, 2021, "What Do You Think About Climate Finance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 29136, Aug.
• Chao Gu & Guido Menzio & Randall Wright & Yu Zhu, 2021, "Market Freezes," NBER Working Papers, National Bureau of Economic Research, Inc, number 29210, Sep.
• Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021, "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers, National Bureau of Economic Research, Inc, number 29212, Sep.
• Christiane Baumeister, 2021, "Measuring Market Expectations," NBER Working Papers, National Bureau of Economic Research, Inc, number 29232, Sep.
• Isaac Baley & Laura Veldkamp, 2021, "Bayesian Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 29338, Oct.
• Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021, "Predicting the Oil Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 29379, Oct.
• Jeffrey P. Cohen & Cletus C. Coughlin & Jonas Crews & Stephen L. Ross, 2021, "Immediate and Longer-Term Housing Market Effects of a Major U.S. Airport Closure," NBER Working Papers, National Bureau of Economic Research, Inc, number 29385, Oct.
• Larry Cordell & Michael R. Roberts & Michael Schwert, 2021, "CLO Performance," NBER Working Papers, National Bureau of Economic Research, Inc, number 29410, Oct.
• Andy C.W. Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2021, "Momentum, Reversals, and Investor Clientele," NBER Working Papers, National Bureau of Economic Research, Inc, number 29453, Nov.
• Jennie Bai & Massimo Massa, 2021, "Is Human-Interaction-based Information Substitutable? Evidence from Lockdown," NBER Working Papers, National Bureau of Economic Research, Inc, number 29513, Nov.
• Hanna Halaburda & Zhiguo He & Jiasun Li, 2021, "An Economic Model of Consensus on Distributed Ledgers," NBER Working Papers, National Bureau of Economic Research, Inc, number 29515, Nov.
• Turan G. Bali & David Hirshleifer & Lin Peng & Yi Tang & Qiguang Wang, 2021, "Social Interactions and Lottery Stock Mania," NBER Working Papers, National Bureau of Economic Research, Inc, number 29543, Dec.
• Wallmeier, Martin, 2021, "Mispricing of Index Options with Respect to Stochastic Dominance Bounds?," Critical Finance Review, now publishers, volume 10, issue 1, pages 21-55, April, DOI: 10.1561/104.00000089.
• Chaehyun Pyun, 2021, "Documenting the Post-2000 Decline in the Idiosyncratic Volatility Effect," Critical Finance Review, now publishers, volume 10, issue 3, pages 419-427, August, DOI: 10.1561/104.00000095.
• Philip Gray & Thanh Huynh, 2021, "Treasury Rates No Longer Predict Returns: A Reappraisal of Breen, Glosten and Jagannathan (1989)," Critical Finance Review, now publishers, volume 10, issue 3, pages 429-444, August, DOI: 10.1561/104.00000096.
• Antonin Bergeaud & Clément Malgouyres & Clément Mazet-Sonilhac & Sara Signorelli, 2021, "Technological change and domestic outsourcing," OECD Social, Employment and Migration Working Papers, OECD Publishing, number 264, Nov, DOI: 10.1787/e3b226da-en.
• Kenji Hatakenaka & Kosuke Oya, 2021, "Bayesian inference for time varying partial adjustment model with application to intraday price discovery," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-19, Nov.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on Market Efficiency Using Data from Shanghai Stock Exchange and Shenzhen Stock Exchange," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-22, Dec.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on the Level of Market Efficiency Based on CSI 300 and 300 Constituent Stocks," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-23, Dec.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on the Level of Market Efficiency in five countries," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-24, Dec, revised Dec 2021.
• Guoxi Duan & Hisashi Tanizaki, 2021, "A Study on the Level of Market Efficiency in Five Markets," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-24-Rev., Dec, revised Dec 2021.
• Thomas Bourveau & Renaud Coulomb & Marc Sangnier, 2021, "Political Connections and White-Collar Crime: Evidence from Insider Trading in France," Journal of the European Economic Association, European Economic Association, volume 19, issue 5, pages 2543-2576.
• Robert F Engle & Martin Klint Hansen & Ahmet K Karagozoglu & Asger Lunde, 2021, "News and Idiosyncratic Volatility: The Public Information Processing Hypothesis
  [A Theory of Intraday Patterns: Volume and Price Variability]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 1, pages 1-38.
• Giuseppe Buccheri & Giacomo Bormetti & Fulvio Corsi & Fabrizio Lillo, 2021, "Comment on: Price Discovery in High Resolution," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 3, pages 439-451.
• Karsten Schweikert, 2021, "Bootstrap Confidence Intervals and Hypothesis Testing for Market Information Shares
  [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 934-959.
• Gustavo F. Dias & Marcelo Fernandes & Cristina M. Scherrer, 2021, "Price Discovery in a Continuous-Time Setting
  [Price Discovery and Common Factor Models]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 985-1008.
• Heather D Gibson & Stephen G Hall & Deborah GeFang & Pavlos Petroulas & George S Tavlas, 2021, "Cross-country spillovers of national financial markets and the effectiveness of ECB policies during the euro-area crisis," Oxford Economic Papers, Oxford University Press, volume 73, issue 4, pages 1454-1470.