Research classified by Journal of Economic Literature (JEL) codes

2020

• Singh, Amanjot, 2020, "COVID-19 and safer investment bets," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101729.
• Wang, Wenzhao, 2020, "Institutional investor sentiment, beta, and stock returns," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101374.
• Buigut, Steven & Kapar, Burcu, 2020, "Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101352.
• Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen, 2020, "The influence of Bitcoin on portfolio diversification and design," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101344.
• Dumitrescu, Ariadna & El Hefnawy, Menatalla & Zakriya, Mohammed, 2020, "Golden geese or black sheep: Are stakeholders the saviors or saboteurs of financial distress?," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101371.
• Baek, Seungho & Mohanty, Sunil K. & Glambosky, Mina, 2020, "COVID-19 and stock market volatility: An industry level analysis," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101748.
• Just, Małgorzata & Echaust, Krzysztof, 2020, "Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101775.
• Klein, Olga, 2020, "Trading aggressiveness and market efficiency," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.100515.
• van Huellen, Sophie, 2020, "Too much of a good thing? Speculative effects on commodity futures curves," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2018.12.001.
• Ters, Kristyna & Urban, Jörg, 2020, "Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.07.002.
• Patel, Vinay & Putniņš, Tālis J. & Michayluk, David & Foley, Sean, 2020, "Price discovery in stock and options markets," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.100524.
• Osano, Hiroshi, 2020, "Credit default swaps and market information," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.06.001.
• von Beschwitz, Bastian & Massa, Massimo, 2020, "Biased short: Short sellers' disposition effect and limits to arbitrage," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2019.100512.
• Ding, Rong & Zhou, Hang & Li, Yifan, 2020, "Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100511.
• Lin, Zhaoxin & Sapp, Travis R.A. & Ulmer, Jackie Rees & Parsa, Rahul, 2020, "Insider trading ahead of cyber breach announcements," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100527.
• Borochin, Paul, 2020, "The information content of real operating performance measures from the airline industry," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100528.
• Lin, Chih-Yung & Bui, Dien Giau & Lin, Tse-Chun, 2020, "Do short sellers exploit risky business models of banks? Evidence from two banking crises," Journal of Financial Stability, Elsevier, volume 46, issue C, DOI: 10.1016/j.jfs.2019.100719.
• Chau, Michael & Lin, Chih-Yung & Lin, Tse-Chun, 2020, "Wisdom of crowds before the 2007–2009 global financial crisis," Journal of Financial Stability, Elsevier, volume 48, issue C, DOI: 10.1016/j.jfs.2020.100741.
• Kirschenmann, Karolin & Korte, Josef & Steffen, Sascha, 2020, "A zero-risk weight channel of sovereign risk spillovers," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100780.
• Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej & Winkler-Drews, Tadeusz, 2020, "Do political connections shield from negative shocks? Evidence from rating changes in advanced emerging economies," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100786.
• Li, Mingsheng & Liu, Desheng & Peng, Hongfeng & Zhang, Luxiu, 2020, "Does low synchronicity mean more or less informative prices? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100817.
• Negrelli, Sara, 2020, "Bubbles and persuasion with uncertainty over market sentiment," Games and Economic Behavior, Elsevier, volume 120, issue C, pages 67-85, DOI: 10.1016/j.geb.2019.12.007.
• Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2020, "Can there be a market for cheap-talk information? An experimental investigation," Games and Economic Behavior, Elsevier, volume 121, issue C, pages 368-381, DOI: 10.1016/j.geb.2020.03.002.
• Kakhbod, Ali & Song, Fei, 2020, "Dynamic price discovery: Transparency vs. information design," Games and Economic Behavior, Elsevier, volume 122, issue C, pages 203-232, DOI: 10.1016/j.geb.2020.04.009.
• Leister, C. Matthew, 2020, "Information acquisition and welfare in network games," Games and Economic Behavior, Elsevier, volume 122, issue C, pages 453-475, DOI: 10.1016/j.geb.2020.05.006.
• Valseth, Siri, 2020, "Informed trading in hybrid bond markets," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.07.003.
• Dicle, Mehmet F. & Levendis, John, 2020, "Historic risk and implied volatility," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.100475.
• Rezaee, Zabihollah & Dou, Huan & Zhang, Huili, 2020, "Corporate social responsibility and earnings quality: Evidence from China," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.05.002.
• Collingro, Franziska & Frenkel, Michael, 2020, "On the financial market impact of euro area monetary policy: A comparative study before and after the Global Financial Crisis," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.100480.
• Hussain, Syed Mujahid & Ben Omrane, Walid & Al-Yahyaee, Khamis, 2020, "US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100482.
• Hincapié-Salazar, Juliana & Agudelo, Diego A., 2020, "Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100508.
• Eckert, Christian & Gatzert, Nadine & Heidinger, Dinah, 2020, "Empirically assessing and modeling spillover effects from operational risk events in the insurance industry," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 72-83, DOI: 10.1016/j.insmatheco.2020.04.003.
• Al-Yahyaee, Khamis Hamed & Shahzad, Syed Jawad Hussain & Mensi, Walid, 2020, "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, Elsevier, volume 161, issue C, pages 66-82, DOI: 10.1016/j.inteco.2019.11.004.
• Fausto Corradin & Domenico Sartore, 2020, "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 142-217, September.
• Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The US Term Structure and Return Volatility in Global REIT Markets," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 84-109, September.
• Charlotte Christiansen & Ran Xing & Yue Xu, 2020, "Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-14, Dec.
• Heredia Yzquierdo, Javier & Sánchez-Bayón, Antonio, 2020, "The European transition to a green energy production model: Italian feed-in tariffs scheme & Trentino Alto Adige mini wind farms case study," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, volume 4, issue 2, pages 39-52, July, DOI: 10.26784/sbir.v4i2.246.
• Albert S. Kyle & Anna A. Obizhaeva, 2020, "Adverse Selection and Liquidity: From Theory to Practice," Working Papers, New Economic School (NES), number w0268, Jul.
• Stepan Gorban & Anna A. Obizhaeva & Yajun Wang, 2020, "Trading in Crowded Markets," Working Papers, New Economic School (NES), number w0275, Aug.
• Sergey Kovbasyuk & Marco Pagano, 2020, "Advertising Arbitrage," Working Papers, New Economic School (NES), number w0277, Aug.
• Haşmet Sarıgül, 2020, "A Research on the Relationship Between Sovereign Credit Default Swap Premiums and Stock Indexes in Emerging Financial Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 114, pages 103-128, October, DOI: https://doi.org/10.33203/mfy.605173.
• Mehmet Emin Yıldız & Naci Yılmaz, 2020, "Comparing Performances of the Portfolios Created According to the Net Working Capital Approach: Example of Istanbul Stock Exchange," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 114, pages 241-262, October, DOI: https://doi.org/10.33203/mfy.784933.
• Maulik Jagnani & Christopher B. Barrett & Yanyan Liu & Liangzhi You, 2019, "Working Paper 314 - Within-Season Response to Warmer Temperatures: Defensive Investments by Kenyan Farmers," Working Paper Series, African Development Bank, number 2440, Jul.
• Hanan Morsy & Eman Moustafa, 2020, "Working Paper 331 - Mispricing of Sovereign Risk and Investor Herding in African Debt Markets," Working Paper Series, African Development Bank, number 2457, May.
• Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright, 2020, "Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises," American Economic Review, American Economic Association, volume 110, issue 12, pages 3871-3912, December, DOI: 10.1257/aer.20181470.
• Jesper Rüdiger & Adrien Vigier, 2020, "Who Acquires Information in Dealer Markets?," American Economic Review, American Economic Association, volume 110, issue 4, pages 1145-1176, April, DOI: 10.1257/aer.20170690.
• Ricardo Lagos & Shengxing Zhang, 2020, "Turnover Liquidity and the Transmission of Monetary Policy," American Economic Review, American Economic Association, volume 110, issue 6, pages 1635-1672, June, DOI: 10.1257/aer.20170045.
• Maryam Farboodi & Laura Veldkamp, 2020, "Long-Run Growth of Financial Data Technology," American Economic Review, American Economic Association, volume 110, issue 8, pages 2485-2523, August, DOI: 10.1257/aer.20171349.
• Daniele Girardi, 2020, "Partisan Shocks and Financial Markets: Evidence from Close National Elections," American Economic Journal: Applied Economics, American Economic Association, volume 12, issue 4, pages 224-252, October, DOI: 10.1257/app.20190292.
• Marek Jarociński & Peter Karadi, 2020, "Deconstructing Monetary Policy Surprises—The Role of Information Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 2, pages 1-43, April, DOI: 10.1257/mac.20180090.
• Hui Tong & Shang-Jin Wei, 2020, "Did Unconventional Interventions Unfreeze the Credit Market?," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 2, pages 284-309, April, DOI: 10.1257/mac.20160023.
• Chad Kendall, 2020, "Market Panics, Frenzies, and Informational Efficiency: Theory and Experiment," American Economic Journal: Microeconomics, American Economic Association, volume 12, issue 3, pages 76-115, August, DOI: 10.1257/mic.20180190.
• ÇağatayORÇUN, 2020, "İnternet Tabanlı Yatırımcı İlişkileri Analizi: Borsa İstanbul Ulaştırma Sektöründe Bir İnceleme," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 1, pages 128-139, DOI: 10.30784/epfad.678880.
• Oktay Özkan, 2020, "Zayıf Form Piyasa Etkinliği Kapsamında Türkiye Döviz Piyasası Üzerine Ampirik Bir Çalışma," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue 2, pages 471-484, DOI: 10.30784/epfad.689506.
• Utku Ölmez & Alper Aykut Ekinci, 2020, "Koronavirüs (Covid-19) Salgınının Hisse Senedi Piyasasına Etkisi: BIST 100 Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 5, issue SI, pages 225-239, DOI: 10.30784/epfad.811636.
• Helder Sebastião & Pedro Godinho & Sjur Westgaard, 2020, "Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 4, pages 1-17, December.
• Júlio Lobão & Maria Eva Jerke, 2020, "Short-term Overreaction in American Depository Receipts," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue 4, pages 423-435, December.
• Helder Sebastião & Pedro Godinho & Sjur Westgaard, 2020, "Using Machine Learning to Profit on the Risk Premium of the Nordic Electricity Futures," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 67, issue si, pages 1-17, December, DOI: 10.47743/saeb-2020-0024.
• Eleodor-Alin MIHAI & Corina-Florentina SCARLAT (MIHAI), 2020, "Econometric Models for Quantifying the Impact of Macroeconomic Variables on the Configuration of Banking Assets and Liabilities," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 22, pages 64-80, November.
• Tatiana (PÄ‚UN) ZAMFIROIU1, 2020, "The Monetary Policy Promoted by Romania’s Central Bank: Where To?," Finante - provocarile viitorului (Finance - Challenges of the Future), University of Craiova, Faculty of Economics and Business Administration, volume 1, issue 22, pages 81-89, November.
• I.V. Anokhov, 2020, "Digitalization of Property Relations in the Harberger System as a Catalyst for the Development of Communal Ownership," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 19, issue 2, pages 225-244, DOI: http://dx.doi.org/10.15826/vestnik..
• Ahmad Al-Haji, , "Are Small Stocks Illiquid? An Examination Of Liquidity-Improving Events," Review of Socio - Economic Perspectives, Reviewsep, number 202068, DOI: https://doi.org/10.19275/RSEP094.
• Ricardo T. Fernholz & Robert Fernholz, 2020, "Permutation-Weighted Portfolios and the Efficiency of Commodity Futures Markets," Papers, arXiv.org, number 2001.06914, Jan, revised Dec 2020.
• Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld, 2020, "Crowded trades, market clustering, and price instability," Papers, arXiv.org, number 2002.03319, Feb.
• Aurelio F. Bariviera, 2020, "One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles," Papers, arXiv.org, number 2003.09720, Mar, revised Jun 2020.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," Papers, arXiv.org, number 2005.08929, May, revised May 2020.
• J{o}rgen Vitting Andersen & Andrzej Nowak, 2020, "Symmetry and financial Markets," Papers, arXiv.org, number 2007.08475, Jul.
• Alla A. Petukhina & Raphael C. G. Reule & Wolfgang Karl Hardle, 2020, "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies," Papers, arXiv.org, number 2009.04200, Sep.
• Nektarios Aslanidis & Aurelio F. Bariviera & Alejandro Perez-Laborda, 2020, "Are cryptocurrencies becoming more interconnected?," Papers, arXiv.org, number 2009.14561, Sep.
• Koshesh Kordsholi, Reza & Gholami Jamkerani, Reza & Maleki, Mohammad Hassan & Fallah Shams, Mirfeyz, 2020, "The Future Study of Financial Technology in Iran - Scenario Planning Approach (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 25, issue 3, pages 33-63, November.
• Donato Masciandaro & Davide Romelli & Gaia Rubera, 2020, "Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 20134.
• Tetiana Stroiko & Vitaly Burkun & Andrii Mulenko, 2020, "Development Of Electronic Commerce In Ukraine And In The World," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 6, issue 5, DOI: 10.30525/2256-0742/2020-6-5-216-220.
• Marta Barna1 & Bohdan Semak, 2020, "Main Trends Of Marketing Innovations Development Of International Tour Operating," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 6, issue 5, DOI: 10.30525/2256-0742/2020-6-5-33-41.
• Lutz G. Arnold & Sebastian Zelzner, 2020, "Welfare Effects of the Allocation of Talent to Financial Trading: What Does the Grossman-Stiglitz Model Say?," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 190, Feb.
• David Beers & Elliot Jones & John Walsh, 2020, "BoC–BoE Sovereign Default Database: Methodology, Assumptions and Sources," Technical Reports, Bank of Canada, number 117, DOI: 10.34989/tr-117.
• Josef Schroth, 2020, "Outside Investor Access to Top Management: Market Monitoring versus Stock Price Manipulation," Staff Working Papers, Bank of Canada, number 20-43, Oct, DOI: 10.34989/swp-2020-43.
• Lerby Ergun & Andreas Uthemann, 2020, "Strategic Uncertainty in Financial Markets: Evidence from a Consensus Pricing Service," Staff Working Papers, Bank of Canada, number 20-55, Dec, DOI: 10.34989/swp-2020-55.
• Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020, "The Effect of Oil Price Shocks on Asset Markets: Evidence from Oil Inventory News," Staff Working Papers, Bank of Canada, number 2020-8, Mar, DOI: 10.34989/swp-2020-8.
• David Beers & Elliot Jones & John Walsh, 2020, "BoC-BoE Sovereign Default Database: What’s New in 2020?," Staff Analytical Notes, Bank of Canada, number 2020-13, Jun, DOI: 10.34989/san-2020-13.
• James Kyeong, 2020, "Is the stock market pricing in a V‑shaped recovery?," Staff Analytical Notes, Bank of Canada, number 2020-17, Jul, DOI: 10.34989/san-2020-17.
• Jean-Sébastien Fontaine & Guillaume Ouellet Leblanc & Ryan Shotlander, 2020, "Canadian stock market since COVID‑19: Why a V-shaped price recovery?," Staff Analytical Notes, Bank of Canada, number 2020-22, Oct, DOI: 10.34989/san-2020-22.
• Olga Bilyk & Anson T. Y. Ho & Mikael Khan & Geneviève Vallée, 2020, "Household indebtedness risks in the wake of COVID‑19," Staff Analytical Notes, Bank of Canada, number 2020-8, Jun, DOI: 10.34989/san-2020-8.
• Irma Alonso, 2020, "El impacto de las medidas no convencionales de política monetaria sobre las percepciones de eventos extremos en situaciones de crisis," Boletín Económico, Banco de España, issue 4/2020.
• Irma Alonso, 2020, "The impact of unconventional monetary policies on perceptions of extreme events at times of crisis," Economic Bulletin, Banco de España, issue 4/2020.
• Luis Fernando Melo-Velandia & Juan J. Ospina-Tejeiro & Julian A. Parra-Polania, 2020, "Effects of Banco de la Republica’s Communication on the Yield Curve," Borradores de Economia, Banco de la Republica de Colombia, number 1137, Oct, DOI: https://doi.org/10.32468/be.1137.
• Valeria Bejarano-Salcedo & William Iván Moreno-Jimenez & Juan Manuel Julio-Román, 2020, "La Magnitud y Duración del Efecto de la Intervención por Subastas sobre el Mercado Cambiario: El caso Colombiano," Borradores de Economia, Banco de la Republica de Colombia, number 1142, Nov, DOI: https://doi.org/10.32468/be.1142.
• Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020, "Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-139.
• Chris Florakis & Christodoulos Louca & Roni Michaely & Michael Weber, 2020, "Cybersecurity Risk," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-178.
• Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020, "Robust Identification of Investor Beliefs," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-69.
• Lubos Pastor & M. Blair Vorsatz, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," Working Papers, Becker Friedman Institute for Research In Economics, number 2020-96.
• Cyril Couaillier & Dorian Henricot, 2020, "How Do Markets React to Tighter Bank Capital Requirements?," Working papers, Banque de France, number 772.
• Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2020, "Manipulation And (Mis)Trust In Prediction Markets," Working Papers, Ben-Gurion University of the Negev, Department of Economics, number 2012.
• Mustafa Caglayan & Oleksandr Talavera & Lin Xiong, 2020, "Female Small Business Owners in China: Discouraged, not Discriminated," Discussion Papers, Department of Economics, University of Birmingham, number 20-04, Mar.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2020, "Social media and price discovery: the case of cross-listed firms," Discussion Papers, Department of Economics, University of Birmingham, number 20-05, Mar.
• Yiannis Karavias & Stella Spilioti & Elias Tzavalis, 2020, "Investor Sentiment Effects on Share Price Deviations from their Intrinsic Values Based on Accounting Fundamentals," Discussion Papers, Department of Economics, University of Birmingham, number 20-21, Aug.
• Frank Packer & Mark M Spiegel, 2020, "Competitive effects of IPOs: evidence from Chinese listing suspensions," BIS Working Papers, Bank for International Settlements, number 888, Sep.
• Pavel Dovbnya, 2020, "Announcements of Sanctions and the Russian Equity Market: An Event Study Approach," Russian Journal of Money and Finance, Bank of Russia, volume 79, issue 1, pages 74-92, March, DOI: 10.31477/rjmf.202001.74.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2020, "Social media bots and stock markets," European Financial Management, European Financial Management Association, volume 26, issue 3, pages 753-777, June, DOI: 10.1111/eufm.12245.
• Robert Czech & Shiyang Huang & Dong Lou & Tianyu Wang, 2020, "Informed trading in government bond markets," Bank of England working papers, Bank of England, number 871, Jun.
• Robert Czech & Gábor Pintér, 2020, "Informed trading and the dynamics of client-dealer connections in corporate bond markets," Bank of England working papers, Bank of England, number 895, Nov.
• Simon Jurkatis, 2020, "Inferring trade directions in fast markets," Bank of England working papers, Bank of England, number 896, Dec.
• Heather D. Gibson & Stephen G. Hall & Pavlos Petroulas & Vassilis Spiliotopoulos & George S. Tavlas, 2020, "The effect of Emergency Liquidity Assistance (ELA) on bank lending during the euro area crisis," Working Papers, Bank of Greece, number 278, Jan.
• Heather D. Gibson & Stephen G. Hall & Deborah Gefang & Pavlos Petroulas & George S. Tavlas, 2020, "Did the absence of a central bank backstop in the sovereign bond markets exacerbate spillovers during the euro-area crisis?," Working Papers, Bank of Greece, number 281, Jul.
• Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2020, "A Suggestion for a Dynamic Multi Factor Model (DMFM)," Working Papers, Bank of Greece, number 282, Jul.
• FUKUMA Noritaka & KADOGAWA Yoichi, 2020, "An Overview of Algorithmic Trading in Foreign Exchange Markets and Its Impacts on Market Liquidity," Bank of Japan Review Series, Bank of Japan, number 20-E-5, Aug.
• Jaewon Choi & Jieun Lee, 2020, "Network-Based Measures of Systemic Risk in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2020-8, Mar.
• Matsushima Hitoshi, 2020, "Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims," The B.E. Journal of Theoretical Economics, De Gruyter, volume 20, issue 1, pages 1-17, January, DOI: 10.1515/bejte-2018-0088.
• Fendel Ralf & Neugebauer Frederik, 2020, "Country-specific euro area government bond yield reactions to ECB’s non-standard monetary policy program announcements," German Economic Review, De Gruyter, volume 21, issue 4, pages 417-474, December, DOI: 10.1515/ger-2018-0094.
• Chen Tao, 2020, "Does retail trading matter to price discovery?," German Economic Review, De Gruyter, volume 21, issue 4, pages 475-492, December, DOI: 10.1515/ger-2019-0041.
• Franck Martin & Jiangxingyun Zhang, 2020, "La structure des taux revisitée pour période de crise : entre contagion, flight to quality et quantitative easing," Revue économique, Presses de Sciences-Po, volume 71, issue 4, pages 623-665.
• Valentin Jouvenot & Philipp Krueger, 2020, "Divulgation des émissions carbone au sein des marchés boursiers européens," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 157-176.
• Patricia Crifo & Rodolphe Durand & Jean-Pascal Gond, 2020, "Le rôle des labels dans la finance verte : construction et régulation d'un marché des labels en France," Revue d'économie financière, Association d'économie financière, volume 0, issue 2, pages 209-223.
• Lake, A., 2020, "Behavioural Finance at Home: Testing Deviations of House Prices from their Fundamental Values," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 20104, Nov.
• Geraci, M. V. & Gnabo, J-Y. & Veredas, D., 2020, "Common Short Selling and Excess Comovement: Evidence from a Sample of LSE Stocks," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2066, Jul.
• Ahmed, M. F. & Gao, Y. & Satchell, S., 2020, "Modelling Demand for ESG," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2093, Oct.
• Fiedor, Pawel & Katsoulis, Petros, 2020, "Information and liquidity linkages in EFTs and underlying markets," Research Technical Papers, Central Bank of Ireland, number 08/RT/20, Oct.
• Garabedian, Garo & Inghelbrecht, Koen, 2020, "The Multiple Dimensions of Liquidity," Research Technical Papers, Central Bank of Ireland, number 11/RT/20, Dec.
• Moritz Wagner & Xiaopeng Wei, 2020, "Cum-Ex Trading – The Biggest Fraud in History?," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 20/19, Sep.
• Michela Altieri & Giovanna Nicodano, 2020, "Survival and Pricing Puzzles," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 604.
• Matthijs Breugem & Raffaele Corvino & Roberto Marfè & Lorenzo Schönleber, 2020, "Pandemic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 623.
• Iuliia Brushko & Stephen P. Ferris & Jan Hanousek & Jiri Tresl, 2020, "Intra-Industry Transfer of Information Inferred From Trading Volume," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp663, Aug.
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