Research classified by Journal of Economic Literature (JEL) codes

2021

• Eugene F Fama & Kenneth R French, 2021, "The Value Premium
  [Fundamentals and stock returns in Japan]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 1, pages 105-121.
• Peter N Dixon, 2021, "Why Do Short Selling Bans Increase Adverse Selection and Decrease Price Efficiency?
  [The market for ‘lemons’: Quality uncertainty and the market mechanism]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 1, pages 122-168.
• N Aaron Pancost, 2021, "Zero-Coupon Yields and the Cross-Section of Bond Prices
  [Pricing the term structure with linear regressions]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 2, pages 209-268.
• Yashar H Barardehi & Dan Bernhardt & Thomas G Ruchti & Marc Weidenmier, 2021, "The Night and Day of Amihud’s (2002) Liquidity Measure
  [Asset pricing with liquidity risk]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 2, pages 269-308.
• Jongsub Lee & Andy Naranjo & Stace Sirmans, 2021, "CDS Momentum: Slow-Moving Credit Ratings and Cross-Market Spillovers
  [Insider trading in credit derivatives]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 2, pages 352-401.
• Anastassia Fedyk, 2021, "Disagreement after News: Gradual Information Diffusion or Differences of Opinion?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 3, pages 465-501.
• Alex Chinco & Vyacheslav Fos, 2021, "The Sound of Many Funds Rebalancing," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 3, pages 502-551.
• Joshua D Coval & David Hirshleifer & Tyler Shumway, 2021, "Can Individual Investors Beat the Market?," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 3, pages 552-579.
• Wayne Ferson & Junbo L Wang, 2021, "A Panel Regression Approach to Holdings-Based Fund Performance Measures
  [Multiperiod performance persistence analysis of hedge funds]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 695-734.
• Liyan Yang & Haoxiang Zhu, 2021, "Strategic Trading When Central Bank Intervention Is Predictable
  [Uncovering hedge fund skill from the portfolio holdings they hide]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 735-761.
• Mehran Azimi & Anup Agrawal, 2021, "Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning
  [Cash holdings and credit risk]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 762-805.
• Jussi Keppo & Tyler Shumway & Daniel Weagley, 2021, "Are Monthly Market Returns Predictable?
  [Conditional market timing with benchmark investors]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 806-836.
• Anisha Ghosh & George M Constantinides, 2021, "What Information Drives Asset Prices?
  [Information quality and long-run risk: Asset pricing implications]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 11, issue 4, pages 837-885.
• Alessandro Beber & Daniela Fabbri & Marco Pagano & Saverio Simonelli, 2021, "Short-Selling Bans and Bank Stability," The Review of Corporate Finance Studies, Society for Financial Studies, volume 10, issue 1, pages 158-187.
• Stefano Ramelli & Alexander F Wagner & Richard J Zeckhauser & Alexandre Ziegler, 2021, "Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections
  [Asset pricing with liquidity risk]," The Review of Corporate Finance Studies, Society for Financial Studies, volume 10, issue 4, pages 748-787.
• Lantian Liang & Ryan Williams & Steven Chong Xiao, 2021, "Stock Market Information and Innovative Investment in the Supply Chain
  [Corporate equity ownership, strategic alliances, and product market relationships]," The Review of Corporate Finance Studies, Society for Financial Studies, volume 10, issue 4, pages 856-894.
• Samuel Antill & Darrell Duffie, 2021, "Augmenting Markets with Mechanisms
  [Optimal Execution of Portfolio Transactions]," The Review of Economic Studies, Review of Economic Studies Ltd, volume 88, issue 4, pages 1665-1719.
• Kewei Hou & Haitao Mo & Chen Xue & Lu Zhang, 2021, "An Augmented q-Factor Model with Expected Growth
  [Abnormal returns to a fundamental analysis strategy]," Review of Finance, European Finance Association, volume 25, issue 1, pages 1-41.
• David Hirshleifer & Ben Lourie & Thomas G Ruchti & Phong Truong, 2021, "First Impression Bias: Evidence from Analyst Forecasts
  [Biased beliefs, asset prices, and investment: a structural approach]," Review of Finance, European Finance Association, volume 25, issue 2, pages 325-364.
• Nishant Dass & Vikram Nanda & Haemin Dennis Park & Steven Chong Xiao, 2021, "Intellectual Property Protection and Financial Markets: Patenting versus Secrecy," Review of Finance, European Finance Association, volume 25, issue 3, pages 669-711.
• Nihat Aktas & Audra Boone & Alexander Witkowski & Guosong Xu & Burcin Yurtoglu, 2021, "The Role of Internal M&A Teams in Takeovers
  [Women in the boardroom and their impact on governance and performance]," Review of Finance, European Finance Association, volume 25, issue 4, pages 1047-1088.
• David C Brown & Shaun William Davies & Matthew C Ringgenberg, 2021, "ETF Arbitrage, Non-Fundamental Demand, and Return Predictability
  [The equity share in new issues and aggregate stock returns]," Review of Finance, European Finance Association, volume 25, issue 4, pages 937-972.
• Matthias M M Buehlmaier & Josef Zechner, 2021, "Financial Media, Price Discovery, and Merger Arbitrage
  [Who writes the news? Corporate press releases during merger negotiations]," Review of Finance, European Finance Association, volume 25, issue 4, pages 997-1046.
• Jonathan Reuter & Eric Zitzewitz, 2021, "How Much Does Size Erode Mutual Fund Performance? A Regression Discontinuity Approach
  [Mutual fund’s R2 as predictor of performance]," Review of Finance, European Finance Association, volume 25, issue 5, pages 1395-1432.
• David Easley & David Michayluk & Maureen O’Hara and Tālis & J Putniņš, 2021, "The Active World of Passive Investing
  [Mutual fund’s R2 as predictor of performance]," Review of Finance, European Finance Association, volume 25, issue 5, pages 1433-1471.
• Peter Cziraki & Jasmin Gider, 2021, "The Dollar Profits to Insider Trading
  [Information networks: evidence from illegal insider trading tips]," Review of Finance, European Finance Association, volume 25, issue 5, pages 1547-1580.
• Jacob Boudoukh & Jordan Brooks & Matthew Richardson & Zhikai Xu, 2021, "Sovereign Credit Quality and Violations of the Law of One Price
  [Asset pricing and the bid-ask spread]," Review of Finance, European Finance Association, volume 25, issue 5, pages 1581-1607.
• Lifang Li & Valentina Galvani, 2021, "Informed Trading and Momentum in the Corporate Bond Market
  [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, volume 25, issue 6, pages 1773-1816.
• Alfred Yawson & Huizhong Zhang, 2021, "Central Hub M&A Advisors
  [Common advisers in mergers and acquisitions: determinants and consequences]," Review of Finance, European Finance Association, volume 25, issue 6, pages 1817-1857.
• Ashwini Agrawal & Isaac Hacamo & Zhongchen Hu & Wei Jiang, 2021, "Information Dispersion across Employees and Stock Returns," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 10, pages 4785-4831.
• Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zúñiga, 2021, "Corporate Bond Liquidity during the COVID-19 Crisis
  [The day coronavirus nearly broke the financial markets]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5352-5401.
• Rüdiger Fahlenbrach & Kevin Rageth & René M Stulz, 2021, "How Valuable Is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis
  [The risk of being a fallen angel and the corporate dash for cash in the midst of COVID]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 11, pages 5474-5521.
• Jonathan M Karpoff & Robert Schonlau & Katsushi Suzuki, 2021, "Shareholder Perks and Firm Value
  [Matching on the Estimated Propensity Score]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5676-5722.
• Peter M DeMarzo & David M Frankel & Yu Jin, 2021, "Portfolio Liquidity and Security Design with Private Information
  [Strategic liquidity supply and security design]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5841-5885.
• Charles Cao & David Gempesaw & Timothy T Simin, 2021, "Information Choice, Uncertainty, and Expected Returns
  [A noisy rational expectations equilibrium for multi-asset securities markets]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 12, pages 5977-6031.
• Neil D Pearson & Zhishu Yang & Qi Zhang, 2021, "The Chinese Warrants Bubble: Evidence from Brokerage Account Records
  [Bubbles and crises]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 264-312.
• Jiang Luo & Avanidhar Subrahmanyam & Sheridan Titman, 2021, "Momentum and Reversals When Overconfident Investors Underestimate Their Competition
  [The financial crisis of 2007–2009: Causes and remedies]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 1, pages 351-393.
• Eitan Goldman & Wenyu Wang, 2021, "Weak Governance by Informed Active Shareholders
  [The “Wall Street walk” and shareholder activism: Exit as a form of voice]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 661-699.
• Shiyang Huang & Maureen O’Hara & Zhuo Zhong, 2021, "Innovation and Informed Trading: Evidence from Industry ETFs
  [Short interest, institutional ownership, and stock returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1280-1316.
• Marcin Kacperczyk & Savitar Sundaresan & Tianyu Wang & Wei Jiang, 2021, "Do Foreign Institutional Investors Improve Price Efficiency?
  [Does governance travel around the world? Evidence from institutional investors]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1317-1367.
• Gabriel Chodorow-Reich & Andra Ghent & Valentin Haddad, 2021, "Asset Insulators
  [Asset pricing and the bid-ask spread]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 3, pages 1509-1539.
• Rongbing Huang & Jay R Ritter & David Denis, 2021, "Corporate Cash Shortfalls and Financing Decisions
  [Market timing and capital structure]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1789-1833.
• Charles M C Lee & Eric C So & Charles C Y Wang & Wei Jiang, 2021, "Evaluating Firm-Level Expected-Return Proxies: Implications for Estimating Treatment Effects
  [The cross-section of volatility and expected returns]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1907-1951.
• Sophie X Ni & Neil D Pearson & Allen M Poteshman & Joshua White & Andrew Karolyi, 2021, "Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?
  [Equity market impact]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1952-1986.
• Massimo Massa & David Schumacher & Yan Wang, 2021, "Who Is Afraid of BlackRock?
  [Connected stocks]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 4, pages 1987-2044.
• Julian Franks & Nicolas Serrano-Velarde & Oren Sussman, 2021, "Marketplace Lending, Information Aggregation, and Liquidity
  [Joint projects without commitment]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 5, pages 2318-2361.
• James Dow & Jungsuk Han & Francesco Sangiorgi & Stijn Van Nieuwerburgh, 2021, "Hysteresis in Price Efficiency and the Economics of Slow-Moving Capital," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 6, pages 2857-2909.
• Itay Goldstein & Chester S Spatt & Mao Ye, 2021, "Big Data in Finance
  [Institutional order handling and broker-affiliated trading venues]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3213-3225.
• David Easley & Marcos López de Prado & Maureen O’Hara & Zhibai Zhang & Wei Jiang, 2021, "Microstructure in the Machine Age
  [The risk of machine learning]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3316-3363.
• Hedi Benamar & Thierry Foucault & Clara Vega, 2021, "Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News
  [Optimal inattention to the stock market]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 7, pages 3403-3455.
• Sergei Glebkin & Naveen Gondhi & John Chi-Fong Kuong, 2021, "Funding Constraints and Informational Efficiency," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4269-4322.
• Lionel Page & Christoph Siemroth, 2021, "How Much Information Is Incorporated into Financial Asset Prices? Experimental Evidence," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 9, pages 4412-4449.
• Luciana Simion & Antonia Mihai, 2021, "An ARCH/GARCH Approach on Euro/RON Exchange Rate Volatility," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1145-1152, December.
• Imed Medhioub & Mustapha Chaffai, 2021, "Herding behaviour theory and oil price dispersion: a sectoral analysis of the Gulf Cooperation Council stock market," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 43-50, February, DOI: 10.1057/s41260-020-00197-8.
• David Blitz & Matthias X. Hanauer & Pim Vliet, 2021, "The Volatility Effect in China," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 338-349, September, DOI: 10.1057/s41260-021-00218-0.
• David Blitz & Laurens Swinkels, 2021, "Who owns tobacco stocks?," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 5, pages 311-325, September, DOI: 10.1057/s41260-021-00224-2.
• Wolfgang Drobetz & Tizian Otto, 2021, "Empirical asset pricing via machine learning: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 507-538, December, DOI: 10.1057/s41260-021-00237-x.
• Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof, 2021, "Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 213-242, September, DOI: 10.1057/s41283-021-00075-6.
• Roman Skalicky & Tomas Meluzin & Marek Zinecker, 2021, "Brand valuation: an innovative approach based on the risk difference," Oeconomia Copernicana, Institute of Economic Research, volume 12, issue 1, pages 159-191, March, DOI: 10.24136/oc.2021.007.
• Rabbani, Malik Ghulam Shabbir & Butt, Babar Zaheer, 2021, "Post Draw Effects of Prize Bonds’ Investment on Bullion Returns," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 2, pages 291-302, DOI: https://doi.org/10.35551/PfQ_2021_2.
• Gaganis, Chrysovalantis & Leledakis, George & Pasiouras, Fotios & Pyrgiotakis, Emmanouil, 2021, "National culture of secrecy and stock price synchronicity: Cross-country evidence," MPRA Paper, University Library of Munich, Germany, number 105432, Jan.
• Neifar, Malika, 2021, "Multivariate Causality between Stock price index and Macro variables: ‎evidence from Canadian stock market," MPRA Paper, University Library of Munich, Germany, number 105715, Jan.
• Neifar, Malika, 2021, "Suisse stock return, Macro Factors, and Efficient Market ‎Hypothesis: evidence from ARDL model," MPRA Paper, University Library of Munich, Germany, number 105717, Jan.
• NEIFAR, MALIKA & Dhouib, Salma ‎ & Bouhamed, Jihen ‎ & Ben Abdallah, Fatma ‎ & Arous, Islem ‎ & Ben Braiek, Fatma ‎ & Mrabet, Donia ‎, 2021, "The impact of macroeconomic variables on Stock ‎market in United Kingdom," MPRA Paper, University Library of Munich, Germany, number 106246, Feb.
• Berardi, Michele, 2021, "Uncertainty, sentiments and time-varying risk premia," MPRA Paper, University Library of Munich, Germany, number 106922, Feb.
• Semenova, Valentina & Winkler, Julian, 2021, "Reddit's self-organised bull runs: Social contagion and asset prices," MPRA Paper, University Library of Munich, Germany, number 107575, May.
• Huang, Shao'an & Qiu, Zhigang & Wang, Gaowang & Wang, Xiaodan, 2021, "Government Intervention through Informed Trading in Financial Markets," MPRA Paper, University Library of Munich, Germany, number 107783, May.
• Liew, Venus Khim-Sen, 2021, "Impact Of Wuhan Lockdown In Early Stage Of Covid-19 Outbreak On Sector Returns In Chinese Stock Market," MPRA Paper, University Library of Munich, Germany, number 107944, Jan.
• Sepúlveda Velásquez, Jorge & Tapia Griñen, Pablo & Pastén Henríquez, Boris, 2021, "Analyzing stock market signals for H1N1 and COVID-19: The BRIC case," MPRA Paper, University Library of Munich, Germany, number 108764, Jun.
• Donna, Javier D. & Espin-Sanchez, Jose-A., 2021, "The Illiquidity of Water Markets," MPRA Paper, University Library of Munich, Germany, number 109544, Apr.
• R, Sreelakshmi & Sinha, Apra & Mandal, Sabuj Kumar, 2021, "COVID-19 related uncertainty, investor sentiment and stock returns in India," MPRA Paper, University Library of Munich, Germany, number 109549, Aug.
• Al-Ansari, Khalid Ahmed & Aysan, Ahmet Faruk, 2021, "More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?," MPRA Paper, University Library of Munich, Germany, number 109720, Aug.
• Astaiza-Gómez, José Gabriel, 2021, "Investors' Information Choice," MPRA Paper, University Library of Munich, Germany, number 110008.
• Astaiza-Gómez, José Gabriel, 2021, "The Effects of Investors' Information Acquisition On Sell-Side Analysts Forecast Bias," MPRA Paper, University Library of Munich, Germany, number 110059.
• Kombarov, Sayan, 2021, "Action in Economics: Mathematical Derivation of Laws of Economics from the Principle of Least Action in Physics," MPRA Paper, University Library of Munich, Germany, number 112474, Aug.
• Shahin, Ahmad E, 2021, "Growing During a Global Crisis," MPRA Paper, University Library of Munich, Germany, number 117829, Nov.
• Geoffrey M. Ngene & Rangan Gupta, 2021, "Impact of Housing Policy Uncertainty on Herding Behavior: Evidence from UK's Regional Housing Markets," Working Papers, University of Pretoria, Department of Economics, number 202115, Feb.
• Christiane Baumeister, 2021, "Measuring Market Expectations," Working Papers, University of Pretoria, Department of Economics, number 202163, Sep.
• Maryam Movahedifar & Hossein Hassani & Masoud Yarmohammadi & Mahdi Kalantari & Rangan Gupta, 2021, "A robust approach for outlier imputation: Singular Spectrum Decomposition," Working Papers, University of Pretoria, Department of Economics, number 202164, Sep.
• Yi Ding & Wei Xiong & Jinfan Zhang, 2021, "Issuance Overpricing of China’s Corporate Debt Securities," Working Papers, Princeton University. Economics Department., number 2021-50, May.
• Henryk Gurgul & Christoph Mitterer & Tomasz Wójtowicz, 2021, "The Impact of US Macroeconomic News on the Prices of Single Stocks on the Vienna Stock Exchange," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, volume 13, issue 3, pages 287-329, September.
• Anca Ioana TROTO (IACOB), 2021, "Study On The Structure Of Financial Markets In The European Union And The Evolution Of Emerging Stock Markets," Scientific Bulletin - Economic Sciences, University of Pitesti, volume 20, issue 3, pages 85-92.
• Pantisa Pavabutr, 2021, "White Knights or Machiavellians? Understanding the motivation for reverse takeovers in Singapore and Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 153, Jun.
• Philip Ramirez & J. James Reade & Carl Singleton, 2021, "Betting on a buzz, mispricing and inefficiency in online sportsbooks," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2021-10, May, revised 27 Jul 2022.
• Wenbin Wu, 2021, "Code and data files for "Sales of Durable Goods and the Real Effects of Monetary Policy"," Computer Codes, Review of Economic Dynamics, number 18-459, revised .
• Evangelos Vasileiou, 2021, "Efficient Markets Hypothesis in the time of COVID-19," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 13, issue 1, pages 45-63, March, DOI: https://doi.org/10.15353/rea.v13i1..
• Waqas Shair & Sundas Naeem & Farhat Rasul, 2021, "Nexus Of Covid-19 News With Stock Market Returns And Volatility In Pakistan," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 10, issue 2, pages 92-99, June.
• Fayyaz Hussain & Mudassar Hussain, 2021, "The Use Of E-Resources By Humanities Scholars: A Systemic Literature Review," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), volume 10, issue 3, pages 78-88.
• Esin Cakan & Sercan Demiralay & Veysel Ulusoy, 2021, "Oil Prices and Firm Returns in an Emerging Market," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 1, pages 166-187.
• Ahmed Baig & Hassan Anjum Butt & Abrar Fitwi & Joey Smith, 2021, "Does Innovation Explain the Skewness of Stock Returns?," American Business Review, Pompea College of Business, University of New Haven, volume 24, issue 2, pages 12-31.
• Sara Suarez-Fernandez & Raquel Quiroga-Garcia & Isabel Manzano-Perez, 2021, "A Comparison of DEA and SFA Approaches: Application to the US Non-Life Insurance Market," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, volume 28, issue 2, pages 107-127.
• S. Burcu Avci, 2021, "Long-Run Price and Operating Performance of Initial Public Offerings in Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 2, pages 339-358.
• Cédric Poutré & Georges Dionne & Gabriel Yergeau, 2021, "International High-Frequency Arbitrage for Cross-Listed Stocks," Working Papers, HEC Montreal, Canada Research Chair in Risk Management, number 21-4, Jul.
• Son Tung Ha & Thi Hong Hanh Pham & Thi Nguyet AnhNguyen, 2021, "Stock Market Reactions to the Comprehensive and Progressive Agreement for Trans-Pacific Partnership’s Approval: Evidence from Vietnam," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 36, issue 3, pages 462-490.
• Murat Isiker & Oktay Tas, 2021, "Does leverage level matter for return anomaly during rights issue announcements? The case of Islamic countries," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), volume 28, pages 141-155.
• Sadeq Rezaei & Mohsen Mehrara, 2021, "Dynamics of Symmetric Informed Trading and Order Flow Shock at Tehran Exchange Stock: A Hidden Markov Model Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 8, issue 1, pages 25-54.
• Weiwei ZHANG & Tiezhu SUN & Yechi MA & Zilong WANG, 2021, "New Evidence on the Information Content of Implied Volatility of S&P 500: Model-Free versus Model-Based," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 109-121, December.
• Fiza QURESHI & Saba QURESHI & Sobia Shafaq SHAH, 2021, "Do Mutual Fund Flows Influence Stock Market Volatility? Further Evidence from Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 35-51, June.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
• Suranjana Joarder & Diganta Mukherjee, 2021, "The Lead–Lag Relationship Between Futures and Spot Price—A Case of the Oil and Oilseed Contracts Traded on Indian Exchange," Arthaniti: Journal of Economic Theory and Practice, , volume 20, issue 1, pages 7-33, June, DOI: 10.1177/0976747919842689.
• S. Maria Immanuvel & D. Lazar, 2021, "Elasticities of Gold Demand—An Empirical Analysis Using Cointegration and Error Correction Model," Arthaniti: Journal of Economic Theory and Practice, , volume 20, issue 2, pages 131-142, December, DOI: 10.1177/0976747920903118.
• Yuyun Huang & Yuan George Shan & Joey W Yang, 2021, "Information processing costs and stock price informativeness: Evidence from the XBRL mandate," Australian Journal of Management, Australian School of Business, volume 46, issue 1, pages 110-131, February, DOI: 10.1177/0312896220907672.
• Chao Kevin Li, 2021, "Wealth effects of dividend regulation: Evidence from China," Australian Journal of Management, Australian School of Business, volume 46, issue 2, pages 197-223, May, DOI: 10.1177/0312896220935947.
• Dewan Rahman & Robert Faff & Barry Oliver, 2021, "Does board independence constrain insider opportunism?," Australian Journal of Management, Australian School of Business, volume 46, issue 3, pages 499-522, August, DOI: 10.1177/0312896220946384.
• Lee A. Smales, 2021, "Policy uncertainty in Australian financial markets," Australian Journal of Management, Australian School of Business, volume 46, issue 3, pages 523-547, August, DOI: 10.1177/0312896220959120.
• 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.
• Nose, Yoshiaki & Miyagawa, Hisao & Ito, Akitoshi, 2021, "How do firms attract the attention of individual investors? Shareholder perks and financial visibility," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100520.
• Huynh, Nhan & Dao, Anh & Nguyen, Dat, 2021, "Openness, economic uncertainty, government responses, and international financial market performance during the coronavirus pandemic," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100536.
• Ichev, Riste, 2021, "Stock price reaction to appointment of a chief health officer during COVID-19," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100541.
• Krishnamurti, Chandrasekhar & Chowdhury, Hasibul & Han, Hien Duc, 2021, "CEO centrality and stock price crash risk," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100551.
• Tran, Phan Huy Hieu, 2021, "Does employee stock ownership program reduce a company’s stock volatility during the Covid-19 lockdown?," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100558.
• Baur, Dirk G. & Hoang, Lai, 2021, "The Bitcoin gold correlation puzzle," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100561.
• Eichel, Ron, 2021, "Momentum in real economy and industry stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100576.
• Roszkowska, Paulina & Langer, Lukasz K. & Langer, Piotr B., 2021, "Pension funds and IPO pricing. Evidence from a quasi-experiment," The British Accounting Review, Elsevier, volume 53, issue 4, DOI: 10.1016/j.bar.2020.100943.
• Andreou, Christoforos K. & Lambertides, Neophytos & Panayides, Photis M., 2021, "Distress risk anomaly and misvaluation," The British Accounting Review, Elsevier, volume 53, issue 5, DOI: 10.1016/j.bar.2020.100972.
• Kim, Robert & Kim, Sangwan, 2021, "Does revenue-expense matching play a differential role in analysts’ earnings and revenue forecasts?," The British Accounting Review, Elsevier, volume 53, issue 5, DOI: 10.1016/j.bar.2021.101033.
• Cziraki, Peter & Lyandres, Evgeny & Michaely, Roni, 2021, "What do insiders know? Evidence from insider trading around share repurchases and SEOs," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2019.101544.
• Farhadi, Reza & Nanda, Vikram, 2021, "What do employees know? Quality perception and ‘over-satisfaction’ in firms going public," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101779.
• Benedetti, Hugo & Kostovetsky, Leonard, 2021, "Digital Tulips? Returns to investors in initial coin offerings," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101786.
• Anolick, Nina & Batten, Jonathan A. & Kinateder, Harald & Wagner, Niklas, 2021, "Time for gift giving: Abnormal share repurchase returns and uncertainty," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101787.
• Rahman, Dewan & Kabir, Muhammad & Oliver, Barry, 2021, "Does exposure to product market competition influence insider trading profitability?," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101792.
• Davis, Frederick & Khadivar, Hamed & Walker, Thomas J., 2021, "Institutional trading in firms rumored to be takeover targets," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101797.
• Obaydin, Ivan & Zurbruegg, Ralf & Hossain, Md Noman & Adhikari, Binay Kumar & Elnahas, Ahmed, 2021, "Shareholder litigation rights and stock price crash risk," Journal of Corporate Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.jcorpfin.2020.101826.
• Gyoshev, Stanley B. & Kaplan, Todd R. & Szewczyk, Samuel H. & Tsetsekos, George P., 2021, "Why do investment banks buy put options from companies?," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101718.
• Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2021, "Market manipulation rules and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101846.
• Jiang, George J. & Liu, Chang, 2021, "Getting on board: The monitoring effect of institutional directors," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101865.
• Cole, Rebel & Johan, Sofia & Schweizer, Denis, 2021, "Corporate failures: Declines, collapses, and scandals," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2020.101872.
• Choi, Jongmoo Jay & Ju, Ming & Trigeorgis, Lenos & Zhang, Xiaotian Tina, 2021, "Outsourcing flexibility under financial constraints," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101890.
• Gu, Dingwei & Liu, Xin & Sun, Hanwen & Zhao, Huainan, 2021, "Strategic insider trading: Disguising order flows to escape trading competition," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101891.
• Basse, Tobias & Klein, Tony & Vigne, Samuel A. & Wegener, Christoph, 2021, "U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101892.
• Goergen, Marc & Gounopoulos, Dimitrios & Koutroumpis, Panagiotis, 2021, "Do multiple credit ratings reduce money left on the table? Evidence from U.S. IPOs," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101898.
• Peng, Xuan & Jia, Yibo & Chan, Kam C. & Wang, Xiongyuan, 2021, "Let us work together: The impact of customer strategic alliances on IPO underpricing and post-IPO performance," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101899.
• Rjiba, Hatem & Saadi, Samir & Boubaker, Sabri & Ding, Xiaoya (Sara), 2021, "Annual report readability and the cost of equity capital," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101902.
• Abad, Pilar & Díaz, Antonio & Escribano, Ana & Robles, M.-Dolores, 2021, "Crossing boundaries beyond the investment grade: Induced trading by rating-contingent investment constraints," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101903.
• Colak, Gonul & Gounopoulos, Dimitrios & Loukopoulos, Panagiotis & Loukopoulos, Georgios, 2021, "Political power, local policy uncertainty and IPO pricing," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101907.
• Reiff, Annika & Tykvová, Tereza, 2021, "IPO withdrawals: Are corporate governance and VC characteristics the guiding light in the rough sea of volatile markets?," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101908.
• Li, Yi & Zhang, Wei, 2021, "Another game in town: Spillover effects of IPOs in China," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101910.
• Burns, Natasha & Minnick, Kristina & Smith, Aimee Hoffmann, 2021, "The role of directors with related supply chain industry experience in corporate acquisition decisions," Journal of Corporate Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.jcorpfin.2021.101911.
• Flore, Christian & Degryse, Hans & Kolaric, Sascha & Schiereck, Dirk, 2021, "Forgive me all my sins: How penalties imposed on banks travel through markets," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101912.
• Cao, Viet Nga & Pham, Anh Viet, 2021, "Behavioral spillover between firms with shared auditors: The monitoring role of capital market investors," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101914.
• Al Guindy, Mohamed, 2021, "Corporate Twitter use and cost of equity capital," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101926.
• Dick-Nielsen, Jens & Nielsen, Mads Stenbo & von Rüden, Stine Louise, 2021, "The value of bond underwriter relationships," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101930.
• Neupane, Biwesh & Thapa, Chandra & Marshall, Andrew & Neupane, Suman, 2021, "Mimicking insider trades," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101940.
• Doukas, John A. & Zhang, Rongyao, 2021, "Managerial ability, corporate social culture, and M&As," Journal of Corporate Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.jcorpfin.2021.101942.
• Jiang, Danling & Norris, Dylan & Sun, Lin, 2021, "Weather, institutional investors and earnings news," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.101990.
• Qiu, Jiayue & Wu, Hai & Zhang, Lijuan, 2021, "In name only: Information spillovers among Chinese firms with similar stock names during earnings announcements," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102015.
• Ramelli, Stefano & Ossola, Elisa & Rancan, Michela, 2021, "Stock price effects of climate activism: Evidence from the first Global Climate Strike," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102018.
• Boeh, Kevin K. & Dunbar, Craig G., 2021, "Raising capital after IPO withdrawal," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102020.
• Li, Fengfei & Lin, Chen & Lin, Tse-Chun, 2021, "Salient anchor and analyst recommendation downgrade," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102033.
• Chen, Chong & Wu, Xueping, 2021, "Winning megadeals: The dual role of acquirer advisors in loan-financed mergers and acquisitions," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102034.
• Dai, Rui & Li, Ting & Zaiats, Nataliya & Zhao, Xinlei, 2021, "Do short sellers anticipate late filings?," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102045.
• Dong, Yi & Hou, Qiannan & Ni, Chenkai, 2021, "Implicit government guarantees and credit ratings," Journal of Corporate Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.jcorpfin.2021.102046.
• Goto, Shingo & Yanase, Noriyoshi, 2021, "Pension return assumptions and shareholder-employee risk-shifting," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102047.
• Chatterjee, Sris & Hasan, Iftekhar & John, Kose & Yan, An, 2021, "Stock liquidity, empire building, and valuation," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102051.
• Bose, Sudipta & Minnick, Kristina & Shams, Syed, 2021, "Does carbon risk matter for corporate acquisition decisions?," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102058.
• Clacher, Iain & Garcia Osma, Beatriz & Scarlat, Elvira & Shields, Karin, 2021, "Do commonalities facilitate private information channels? Evidence from common gender and insider trading," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102062.
• Ni, Xiaoran & Wang, Ye & Yin, David, 2021, "Does Modern Information Technology Attenuate Managerial Information Hoarding? Evidence from the EDGAR Implementation," Journal of Corporate Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.jcorpfin.2021.102100.
• Georges, Christophre & Pereira, Javier, 2021, "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, volume 122, issue C, DOI: 10.1016/j.jedc.2020.104032.
• Zimmermann, Paul, 2021, "The role of the leverage effect in the price discovery process of credit markets," Journal of Economic Dynamics and Control, Elsevier, volume 122, issue C, DOI: 10.1016/j.jedc.2020.104033.
• Chan, Joshua C.C. & Santi, Caterina, 2021, "Speculative bubbles in present-value models: A Bayesian Markov-switching state space approach," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104101.
• Mohrschladt, Hannes & Schneider, Judith C., 2021, "Option-implied skewness: Insights from ITM-options," Journal of Economic Dynamics and Control, Elsevier, volume 131, issue C, DOI: 10.1016/j.jedc.2021.104227.
• Yang, Zhonghai & Lu, Yang & Tan, Wenhao, 2021, "Monetary policy tightening, accounting information comparability, and underinvestment: Evidence from China," Economic Analysis and Policy, Elsevier, volume 70, issue C, pages 123-147, DOI: 10.1016/j.eap.2021.02.005.
• Bing, Tao & Ma, Hongkun, 2021, "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 384-396, DOI: 10.1016/j.eap.2021.05.012.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 397-419, DOI: 10.1016/j.eap.2021.06.001.
• Boubaker, Heni & Zorgati, Mouna Ben Saad & Bannour, Nawres, 2021, "Interdependence between exchange rates: Evidence from multivariate analysis since the financial crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 592-608, DOI: 10.1016/j.eap.2021.06.014.
• Mensi, Walid & Nekhili, Ramzi & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis," Economic Analysis and Policy, Elsevier, volume 71, issue C, pages 73-96, DOI: 10.1016/j.eap.2021.04.009.
• Wei, Runchu & Chen, Xia & Chang, Chun-Ping, 2021, "Does COVID-19 pandemic hurt stock prices of solar enterprises?," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 41-57, DOI: 10.1016/j.eap.2021.07.011.
• Yuksel Haliloglu, Ebru & Sahin, Serkan & Berument, M. Hakan, 2021, "Brent–Dubai oil spread: Basic drivers," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 492-505, DOI: 10.1016/j.eap.2021.09.014.
• Liu, Guofang & Fang, Xi & Huang, Yuan & Zhao, Weidong, 2021, "Identifying the role of consumer and producer price index announcements in stock index futures price changes," Economic Analysis and Policy, Elsevier, volume 72, issue C, pages 87-101, DOI: 10.1016/j.eap.2021.07.009.
• Erdemlioglu, Deniz & Petitjean, Mikael & Vargas, Nicolas, 2021, "Market instability and technical trading at high frequency: Evidence from NASDAQ stocks," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105592.
• Todea, Alexandru & Petrescu, Daiana Florina, 2021, "Is stock price informativeness shaped by our genes?," Economic Modelling, Elsevier, volume 103, issue C, DOI: 10.1016/j.econmod.2021.105596.
• Dunbar, Kwamie & Owusu-Amoako, Johnson, 2021, "The impact of hedging on risk-averse agents’ output decisions," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105638.
• Liao, Cunfei & Luo, Qianlin & Tang, Guohao, 2021, "Aggregate liquidity premium and cross-sectional returns: Evidence from China," Economic Modelling, Elsevier, volume 104, issue C, DOI: 10.1016/j.econmod.2021.105645.
• Luo, Dan & Mao, Yipeng, 2021, "Fundamental volatility and informative trading volume in a rational expectations equilibrium," Economic Modelling, Elsevier, volume 105, issue C, DOI: 10.1016/j.econmod.2021.105663.
• Chu, Chien Chi & Chang, Chiao Yi & Zhou, Rui Jie, 2021, "The nonlinear connection between 52-week high and announcement effect of insider trading — Evidence from mainland China and Taiwan," Economic Modelling, Elsevier, volume 94, issue C, pages 1043-1057, DOI: 10.1016/j.econmod.2020.02.044.
• Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021, "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, volume 94, issue C, pages 170-183, DOI: 10.1016/j.econmod.2020.10.001.
• Lan, Yueqin & Huang, Yong & Yan, Chao, 2021, "Investor sentiment and stock price: Empirical evidence from Chinese SEOs," Economic Modelling, Elsevier, volume 94, issue C, pages 703-714, DOI: 10.1016/j.econmod.2020.02.012.
• Ma, Richie Ruchuan & Xiong, Tao, 2021, "Price explosiveness in nonferrous metal futures markets," Economic Modelling, Elsevier, volume 94, issue C, pages 75-90, DOI: 10.1016/j.econmod.2020.09.012.
• Fousekis, Panos & Tzaferi, Dimitra, 2021, "Returns and volume: Frequency connectedness in cryptocurrency markets," Economic Modelling, Elsevier, volume 95, issue C, pages 13-20, DOI: 10.1016/j.econmod.2020.11.013.
• Wang, Hanjie & Feil, Jan-Henning & Yu, Xiaohua, 2021, "Disagreement on sunspots and soybeans futures price," Economic Modelling, Elsevier, volume 95, issue C, pages 385-393, DOI: 10.1016/j.econmod.2020.03.005.