Research classified by Journal of Economic Literature (JEL) codes

2021

• 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 Lopez 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.
• 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.
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• 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.
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• 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.
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• 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 .
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• 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.
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• 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.
• Eiler, Lisa A. & Filzen, Joshua J. & Jackson, Mark & Tama-Sweet, Isho, 2021, "Real earnings management and the properties of analysts' forecasts," Advances in accounting, Elsevier, volume 55, issue C, DOI: 10.1016/j.adiac.2021.100566.
• Xu, Xiaohui & Wang, Fang & Chen, Xiaohua & Yang, Gaoju, 2021, "Does managerial ability matter for cross-border M&As: Evidence from Chinese listed firms," Journal of Asian Economics, Elsevier, volume 74, issue C, DOI: 10.1016/j.asieco.2021.101302.
• Manger, Mark S. & Matthews, J. Scott, 2021, "Knowing when to splurge: Precautionary saving and Chinese-Canadians," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101367.
• Li, Miao & Xiong, Tao, 2021, "Dynamic price discovery in Chinese agricultural futures markets," Journal of Asian Economics, Elsevier, volume 76, issue C, DOI: 10.1016/j.asieco.2021.101370.
• Nguyen, Hung T. & Pham, Mia Hang, 2021, "Air pollution and behavioral biases: Evidence from stock market anomalies," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100441.
• Fink, Josef, 2021, "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, volume 29, issue C, DOI: 10.1016/j.jbef.2020.100446.
• Truong, Quang-Thai & Tran, Quynh-Nhu & Bakry, Walid & Nguyen, Duc Nguyen & Al-Mohamad, Somar, 2021, "Football sentiment and stock market returns: Evidence from a frontier market," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100472.
• Białkowski, Jędrzej & Yaghoubi, Mona, 2021, "The Ramadan effect: A standalone anomaly or just a compensation for low liquidity?," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100480.
• Arumugam, Devika & Krishna Prasanna, P., 2021, "Commonality and contrarian trading among algorithmic traders," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100495.
• Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib, 2021, "A tale of company fundamentals vs sentiment driven pricing: The case of GameStop," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100501.
• Eom, Yunsung & Hahn, Jaehoon & Sohn, Wook, 2021, "Short sales restrictions and market quality: Evidence from Korea," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100504.
• Prasad, Mason & Bakry, Walid & Varua, Maria Estela, 2021, "Abnormal volatility in seasoned equity offerings during economic disruptions," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100509.
• Chen, Zhongdong & Schmidt, Adam & Wang, Jin’ai, 2021, "Retail investor risk-seeking, attention, and the January effect," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100511.
• Zhang, Wei & Wang, Pengfei & Li, Yi, 2021, "Bond intraday momentum," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100515.
• 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.