Research classified by Journal of Economic Literature (JEL) codes

2020

• Zakrajsek, Egon & Gilchrist, Simon & Wei, Bin & Yue, Vivian, 2020, "The Fed Takes on Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15258, Sep.
• Gürkaynak, Refet & Kara, A. Hakan & KısacıkoÄŸlu, Burçin & Lee, Sang Seok, 2020, "Monetary Policy Surprises and Exchange Rate Behavior," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15289, Sep.
• Hansen, Stephen & Davis, Steven & Seminario-Amez, Cristhian, 2020, "Firm-level Risk Exposures and Stock Returns in the Wake of COVID-19," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15314, Sep.
• Dahlquist, Magnus & Ibert, Markus & Wilke, Felix, 2020, "Expectations of Active Mutual Fund Performance," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15548, Dec.
• Bouchaud, Jean-Philippe & Farmer, Roger, 2022, "Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15573, Apr.
• Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2022, "Expectation dispersion, uncertainty, and the reaction to news," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15581, Feb.
• Júlio Lobão & Ana Isabel Costa, 2020, "Do Fixed-Income ETFs Overreact? Evidence of Short-term Predictability following Extreme Price Shocks," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 43, issue 122, pages 131-144, Mayo.
• Dashan Huang & Jiangyuan Li & Liyao Wang & Guofu Zhou, 2020, "Time series momentum: Is it there?," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 717.
• Benos, Evangelos & Payne, Richard & Vasios, Michalis, 2020, "Centralized Trading, Transparency, and Interest Rate Swap Market Liquidity: Evidence from the Implementation of the Dodd–Frank Act," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 1, pages 159-192, February.
• Kisgen, Darren J. & Nickerson, Jordan & Osborn, Matthew & Reuter, Jonathan, 2020, "Analyst Promotions within Credit Rating Agencies: Accuracy or Bias?," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 3, pages 869-896, May.
• Brolley, Michael & Cimon, David A., 2020, "Order-Flow Segmentation, Liquidity, and Price Discovery: The Role of Latency Delays," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 55, issue 8, pages 2555-2587, December.
• Czupryna, Marcin & Jakubczyk, Michał & Oleksy, Paweł, 2020, "Order Book Dynamics of Fine Wine Exchange," Journal of Wine Economics, Cambridge University Press, volume 15, issue 4, pages 403-411, November.
• Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020, "Robust Identification of Investor Beliefs," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2236, May.
• Christian Richter & Shampa Roy-Mukherjee, 2020, "On the Uncertainty Caused by the Referendum on Brexit," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 66, issue 2, pages 145-164, DOI: 10.3790/aeq.66.2.145.
• Stephanie Ettmeier & Chi Hyun Kim & Alexander Kriwoluzky, 2020, "Financial Market Participants Expect the Coronavirus Pandemic to Have Long-Lasting Economic Impact in Europe," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 10, issue 19/20, pages 243-250.
• Kerstin Bernoth & Marius Clemens & Geraldine Dany-Knedlik & Stefan Gebauer, 2020, "Identifying Effective Combinations of Economic Policy Measures for the Coronavirus Recession in Europe," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 10, issue 23, pages 263-273.
• Franziska Schütze & Jan Stede & Marc Blauert & Katharina Erdmann, 2020, "EU Taxonomy Increasing Transparency of Sustainable Investments," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 10, issue 51, pages 485-492.
• Stephanie Ettmeier & Chi Hyun Kim & Alexander Kriwoluzky, 2020, "Finanzmärkte erwarten langanhaltende wirtschaftliche Auswirkungen der Corona-Pandemie in Europa," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 20, pages 347-354.
• Kerstin Bernoth & Marius Clemens & Geraldine Dany-Knedlik & Stefan Gebauer, 2020, "Wirtschaftspolitische Maßnahmen gegen die Corona-Krise in Europa wirken vor allem im Zusammenspiel," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 23, pages 387-397.
• Franziska Schütze & Jan Stede & Marc Blauert & Katharina Erdmann, 2020, "EU-Taxonomie stärkt Transparenz für nachhaltige Investitionen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 87, issue 51, pages 973-981.
• Franziska Schütze & Jan Stede, 2020, "EU Sustainable Finance Taxonomy – What Is Its Role on the Road towards Climate Neutrality?," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 1923.
• Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld, 2020, "Crowded trades, market clustering, and price instability," Working Papers, DNB, number 668, Jan.
• Rui Dias & Paula Heliodoro & Paulo Alexandre, 2020, "Efficiency of Asean-5 Markets: An Detrended Fluctuation Analysis," Journal of Innovative Business and Management, DOBA Faculty, volume 12, issue 2, pages 13-19, DOI: 10.32015/JIBM.2020.12.2.2.13-19.
• Margaux Escoffier, 2020, "How financial markets react to Total’s strategy of becoming a responsible energy major?," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2020-30.
• Derrien, François & Garel, Alexandre & Romec, Arthur & Weisskopf, Jean-Philippe, 2020, "Online Reputation and Debt Capacity," HEC Research Papers Series, HEC Paris, number 1367, Mar, DOI: 10.2139/ssrn.3538313.
• Honkanen, Pekka, 2020, "Securities Lending and Trading by Active and Passive Funds," HEC Research Papers Series, HEC Paris, number 1390, Oct, DOI: 10.2139/ssrn.3679808.
• Paugam, Luc & Stolowy, Hervé & Gendron, Yves, 2020, "Deploying Narrative Economics to Understand Financial Market Dynamics: An Analysis of Activist Short Sellers’ Rhetoric," HEC Research Papers Series, HEC Paris, number 1401, Nov.
• Dessaint, Olivier & Foucault, Thierry & Frésard, Laurent, 2020, "Does Big Data Improve Financial Forecasting? The Horizon Effect," HEC Research Papers Series, HEC Paris, number 1402, Nov, DOI: 10.2139/ssrn.3702411.
• Kristiansen, Kristian & Hvid, Anna Kirstine, 2020, "How news affects sectoral stock prices through earnings expectations and risk premia," Working Paper Series, European Central Bank, number 2493, Nov.
• Fahlenbrach, Rudiger & Rageth, Kevin & Stulz, Rene M., 2020, "How Valuable Is Financial Flexibility When Revenue Stops? Evidence from the COVID-19 Crisis," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-07, Oct.
• Birru, Justin & Young, Trevor, 2020, "Sentiment and Uncertainty," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-10, May, DOI: 10.2139/ssrn.3601933.
• Bennett, Benjamin & Stulz, Rene M. & Wang, Zexi, 2020, "Does Joining the S&P 500 Index Hurt Firms?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-17, Jul.
• Ben-David, Itzhak & Bhattarcharya, Utpal & Jacobsen, Stacey, 2020, "Do Acquirer Announcement Returns Reflect Value Creation?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-18, Oct.
• Vokata, Petra, 2020, "Engineering Lemons," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-21, Oct.
• Birru, Justin & Gokkaya, Sinan & Liu, Xi & Stulz, Rene M., 2020, "Who Benefits from Analyst "Top Picks"?," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-24, Oct.
• Birru, Justin & Mohrschladt, Hannes & Young, Trevor, 2020, "Disentangling Anomalies: Risk versus Mispricing," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-29, Nov.
• Chen, Daniel & Duffie, Darrell, 2020, "Market Fragmentation," Research Papers, Stanford University, Graduate School of Business, number 3854, Feb.
• Smith, Kevin & So, Eric C., 2020, "Measuring Risk Information," Research Papers, Stanford University, Graduate School of Business, number 3857, Jan.
• Joseph Kwadwo Tuffour & Kenneth Ofori-Boateng & Williams Ohemen, 2020, "Efficiency of Listed Banks Operations and Stock Price Movements," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 219-227.
• Matteo Rossi & Gabriella Marcarelli & Antonella Ferraro & Antonio Lucadamo, 2020, "How do Calendar Anomalies Affect an Investment Choice? A Proposal of an Analytic Hierarchy Process Model," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 244-249.
• Federico Gagliolo & Gabriele Cardullo, 2020, "Value Stocks and Growth Stocks: A Study of the Italian Market," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 7-15.
• Abhay Kumar & Rashmi Soni & Iqbal Thonse Hawaldar & Meghna Vyas & Vaibhav Yadav, 2020, "The Testing of Efficient Market Hypotheses: A Study of Indian Pharmaceutical Industry," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 208-216.
• Gurmeet Singh & Muneer Shaik, 2020, "Re-examining the Expiration Effects of Index Futures: Evidence from India," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 16-23.
• Ahmad Bash, 2020, "International Evidence of COVID-19 and Stock Market Returns: An Event Study Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 34-38.
• Olfa Chaouachi & Imen Dhaou, 2020, "The Day of the Week Effect: Unconditional and Conditional Market Risk Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 94-98.
• Xinmeng He & Antai Li & Keda Zhu, 2020, "Mandatory CSR Disclosure and its Insurance Effect: Evidence from China," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 154-162.
• Paulo Vitor Souza de Souza & C sar Augusto Tib rcio Silva, 2020, "Effects of COVID-19 Pandemic on International Capital Markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 163-171.
• Godfred Aawaar & Nicholas Addai Boamah & Joseph Oscar Akotey, 2020, "Investor herd behaviour in Africa s emerging and frontier markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 194-205.
• Bosede Comfort Olopade & Henry Okodua & Muyiwa Oladosun & Oluwatoyin Matthew & Ese Urhie & Romanus Osabohien & Oluwasogo Adediran & Olubunmi H. Johnson, 2020, "Economic Growth, Energy Consumption and Human Capital Formation: Implication for Knowledge-based Economy," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 37-43.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Latasha Mohapatra & Cristi Spulbar & Ramona Birau, 2020, "The Effects of Environment, Society and Governance Scores on Investment Returns and Stock Market Volatility," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 234-239.
• Guntur Anjana Raju & Sanjeeta Shirodkar, 2020, "The Lead Lag Relationship between Spot and Futures Markets in the Energy Sector: Empirical Evidence from Indian Markets," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 409-414.
• Ali, Fahad & Ülkü, Numan, 2020, "Weekday seasonality of stock returns: The contrary case of China," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101201.
• Gurdgiev, Constantin & O’Loughlin, Daniel, 2020, "Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty," Journal of Behavioral and Experimental Finance, Elsevier, volume 25, issue C, DOI: 10.1016/j.jbef.2020.100271.
• Blau, Benjamin M. & Whitby, Ryan J., 2020, "Gambling activity and stock price volatility: A cross-country analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100338.
• Wanidwaranan, Phasin & Padungsaksawasdi, Chaiyuth, 2020, "The effect of return jumps on herd behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100375.
• Al-Awadhi, Abdullah M. & Alsaifi, Khaled & Al-Awadhi, Ahmad & Alhammadi, Salah, 2020, "Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100326.
• Zhao, Ruwei, 2020, "Quantifying the cross sectional relation of daily happiness sentiment and return skewness: Evidence from US industries," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100369.
• Ali, Mohsin & Alam, Nafis & Rizvi, Syed Aun R., 2020, "Coronavirus (COVID-19) — An epidemic or pandemic for financial markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100341.
• Mazumder, Sharif, 2020, "How important is social trust during the COVID-19 crisis period? Evidence from the Fed announcements," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100387.
• Łukowski, Michał & Gemra, Kamil & Maruszewski, Janusz & Śliwiński, Paweł & Zygmanowski, Piotr, 2020, "Equity premium puzzle — Evidence from Poland," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100398.
• Li, Xiao, 2020, "When financial literacy meets textual analysis: A conceptual review," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100402.
• Jurich, Stephen N. & Mishra, Ajay Kumar & Parikh, Bhavik, 2020, "Indecisive algos: Do limit order revisions increase market load?," Journal of Behavioral and Experimental Finance, Elsevier, volume 28, issue C, DOI: 10.1016/j.jbef.2020.100408.
• Markus Hess, 2020, "Pricing electricity forwards under future information on the stochastic mean-reversion level," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 2, pages 751-767, December, DOI: 10.1007/s10203-020-00307-6.
• Thomas Renault, 2020, "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Digital Finance, Springer, volume 2, issue 1, pages 1-13, September, DOI: 10.1007/s42521-019-00014-x.
• André Meyer & Lennart Ante, 2020, "Effects of initial coin offering characteristics on cross-listing returns," Digital Finance, Springer, volume 2, issue 3, pages 259-283, December, DOI: 10.1007/s42521-020-00025-z.
• Wei Zhang & Pengfei Wang, 2020, "Investor attention and the pricing of cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 445-468, July, DOI: 10.1007/s40844-020-00182-1.
• Hongwei Chuang, 2020, "The impacts of institutional ownership on stock returns," Empirical Economics, Springer, volume 58, issue 2, pages 507-533, February, DOI: 10.1007/s00181-018-1519-3.
• Imad A. Moosa, 2020, "The bitcoin: a sparkling bubble or price discovery?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 93-113, March, DOI: 10.1007/s40812-019-00135-9.
• Ayesha Sayed & Christo Auret, 2020, "Volatility transmission in the South African white maize futures market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 1, pages 71-88, March, DOI: 10.1007/s40822-019-00128-y.
• Lokman Tutuncu, 2020, "Lock-up provisions and valuation of Turkish IPOs," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 10, issue 4, pages 587-608, December, DOI: 10.1007/s40821-019-00144-7.
• Lin Liu & Qiguang Chen, 2020, "How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-21, December, DOI: 10.1186/s40854-020-00200-6.
• Huy N. Chau & Andrea Cosso & Claudio Fontana, 2020, "The value of informational arbitrage," Finance and Stochastics, Springer, volume 24, issue 2, pages 277-307, April, DOI: 10.1007/s00780-020-00418-3.
• Constantinos Kardaras & Johannes Ruf, 2020, "Filtration shrinkage, the structure of deflators, and failure of market completeness," Finance and Stochastics, Springer, volume 24, issue 4, pages 871-901, October, DOI: 10.1007/s00780-020-00435-2.
• Florian Manz & Birgit Müller & Dirk Schiereck, 2020, "The pricing of European non-performing real estate loan portfolios: evidence on stock market evaluation of complex asset sales," Journal of Business Economics, Springer, volume 90, issue 7, pages 1087-1120, August, DOI: 10.1007/s11573-020-00983-1.
• Fang Chen & Jian Huang & Han Yu, 2020, "The intra-industry effects of proxy contests," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 2, pages 321-347, April, DOI: 10.1007/s12197-019-09492-6.
• Sabyasachi Mohapatra & Arun Kumar Misra & Marimuthu Murali Kannan, 2020, "Risk factors explaining returns anomaly in emerging market banks – study on Indian banking system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 417-433, July, DOI: 10.1007/s12197-019-09490-8.
• Zachary McGurk & Adam Nowak & Joshua C. Hall, 2020, "Stock returns and investor sentiment: textual analysis and social media," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 458-485, July, DOI: 10.1007/s12197-019-09494-4.
• Shahram Amini & Vijay Singal, 2020, "Are earnings predictable?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 528-562, July, DOI: 10.1007/s12197-019-09499-z.
• Justin Cox, 2020, "Market fragmentation and post-earnings announcement drift," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 587-610, July, DOI: 10.1007/s12197-020-09506-8.
• Daniel C. Hickman, 2020, "Efficiency in the madness? examining the betting market for the ncaa men’s basketball tournament," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 611-626, July, DOI: 10.1007/s12197-020-09507-7.
• Riza Demirer & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. term structure and return volatility in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 687-707, October, DOI: 10.1007/s12197-020-09511-x.
• Justin Cox & Adam Schwartz & Robert Ness, 2020, "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 724-748, October, DOI: 10.1007/s12197-020-09513-9.
• Farhang Niroomand & Massoud Metghalchi & Massomeh Hajilee, 2020, "Efficient market hypothesis: a ruinous implication for Portugese stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 749-763, October, DOI: 10.1007/s12197-020-09514-8.
• Xinyi Qian, 2020, "Gold market price spillover between COMEX, LBMA and SGE," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 810-831, October, DOI: 10.1007/s12197-020-09517-5.
• Yuri Biondi & Simone Righi, 2020, "Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 2, pages 333-362, April, DOI: 10.1007/s11403-017-0201-8.
• Nawazish Mirza & Krishna Reddy & Amir Hasnaoui & Peter Yates, 2020, "A Comparative Analysis of the Hedging Effectiveness of Farmgate Milk Prices for New Zealand and United States Dairy Farmers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 129-142, March, DOI: 10.1007/s40953-019-00172-0.
• Vighneswara Swamy & M. Dharani, 2020, "RETRACTED ARTICLE: Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 2, pages 403-423, June, DOI: 10.1007/s40953-019-00185-9.
• Sakhr Miss & Michel Charifzadeh & Tim A. Herberger, 2020, "Revisiting the monday effect: a replication study for the German stock market," Management Review Quarterly, Springer, volume 70, issue 2, pages 257-273, May, DOI: 10.1007/s11301-019-00167-4.
• Bogdan Włodarczyk & Alberto Burchi & Marek Szturo, 2020, "Impact of Commodity Market Risk on Listed Companies," Springer Proceedings in Business and Economics, Springer, in: Krzysztof Jajuga & Hermann Locarek-Junge & Lucjan T. Orlowski & Karsten Staehr, "Contemporary Trends and Challenges in Finance", DOI: 10.1007/978-3-030-43078-8_8.
• E. Cheynel & M. Liu-Watts, 2020, "A simple structural estimator of disclosure costs," Review of Accounting Studies, Springer, volume 25, issue 1, pages 201-245, March, DOI: 10.1007/s11142-019-09511-1.
• Russell Lundholm & Rafael Rogo, 2020, "Do excessively volatile forecasts impact investors?," Review of Accounting Studies, Springer, volume 25, issue 2, pages 636-671, June, DOI: 10.1007/s11142-019-09522-y.
• Salim Chahine & Gonul Colak & Iftekhar Hasan & Mohamad Mazboudi, 2020, "Investor relations and IPO performance," Review of Accounting Studies, Springer, volume 25, issue 2, pages 474-512, June, DOI: 10.1007/s11142-019-09526-8.
• Partha Mohanram & Brian White & Wuyang Zhao, 2020, "Stock-based compensation, financial analysts, and equity overvaluation," Review of Accounting Studies, Springer, volume 25, issue 3, pages 1040-1077, September, DOI: 10.1007/s11142-020-09541-0.
• Dan Amiram & Serene Huang & Shiva Rajgopal, 2020, "Does financial reporting misconduct pay off even when discovered?," Review of Accounting Studies, Springer, volume 25, issue 3, pages 811-854, September, DOI: 10.1007/s11142-020-09548-7.
• Nilabhra Bhattacharya & Bidisha Chakrabarty & Xu (Frank) Wang, 2020, "High-frequency traders and price informativeness during earnings announcements," Review of Accounting Studies, Springer, volume 25, issue 3, pages 1156-1199, September, DOI: 10.1007/s11142-020-09550-z.
• Donald Lien & Chun-Da Chen, 2020, "B-share discount puzzle in China: a revisit of dual-share firms," Review of Managerial Science, Springer, volume 14, issue 5, pages 1047-1075, October, DOI: 10.1007/s11846-018-0324-x.
• Alex Cukierman & Thomas Lustenberger & Allan Meltzer, 2020, "The Permanent-Transitory Confusion: Implications for Tests of Market Efficiency and for Expected Inflation During Turbulent and Tranquil Times," Springer Studies in the History of Economic Thought, Springer, in: Arie Arnon & Warren Young & Karine van der Beek, "Expectations", DOI: 10.1007/978-3-030-41357-6_12.
• Keqi Chen, 2020, "A Closer Look at Analyst Expectations: Stickiness and Confirmation Bias," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 5, pages 1-15.
• Bingnan Ye & Wei Liu, 2020, "How Do Institutional Investors Swell Firm Innovation: Evidence from China’s High-tech Companies," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 5, pages 1-2.
• Chih-Yu Chin & Chia-Hsien Tang & Yen-Hsien Lee, 2020, "The Social Network Volume of COVID-19 and Stock Market Response," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 6, pages 1-4.
• Nicolò Zorich & Gabriele Cardullo, 2020, "Does Active Management Beat the Market? Evidence from Italy," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 3, pages 1-1.
• Jaroslav Baran & Jan Voříšek, 2020, "Volatility indices and implied uncertainty measures of European government bond futures," Working Papers, European Stability Mechanism, number 43, May.
• Diana Zigraiova & Tomas Havranek & Jiri Novak, 2020, "How puzzling is the forward premium puzzle? A meta-analysis," Working Papers, European Stability Mechanism, number 46, Jul.
• Kirill Shakhnov, 2020, "The Allocation OF Talent: Finance versus Entrepreneurship," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0420, Dec.
• Dante Amengual & Enrique Sentana, 2020, "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 350-366, April, DOI: 10.1080/07350015.2018.1505631.
• M. Hashem Pesaran & Ida Johnsson, 2020, "Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 428-442, April, DOI: 10.1080/07350015.2018.1513845.
• David de Villiers & Natalya Apopo & Andrew Phiri & David McMillan, 2020, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Cogent Economics & Finance, Taylor & Francis Journals, volume 8, issue 1, pages 1769348-176, January, DOI: 10.1080/23322039.2020.1769348.
• Luiz Félix & Roman Kräussl & Philip Stork, 2020, "Implied volatility sentiment: a tale of two tails," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 5, pages 823-849, May, DOI: 10.1080/14697688.2019.1696018.
• Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2020, "How Market Sentiment Drives Forecasts of Stock Returns," Working Papers Series, Institute for New Economic Thinking, number inetwp115, Apr, DOI: 10.36687/inetwp115.
• Timo Klein, 2020, "Event Studies in Merger Analysis: Review and an Application Using U.S. TNIC Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-005/VII, Jan, revised 31 Mar 2020.
• Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld, 2020, "Crowded trades, market clustering, and price instability," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-007/II, Feb.
• Demirguc-Kunt, Asli & Horvath, Balint L. & Huizinga, Harry, 2020, "Which Firms Benefit from Corporate QE during the COVID-19 Crisis? : The Case of the ECB’s Pandemic Emergency Purchase Program," Discussion Paper, Tilburg University, Center for Economic Research, number 2020-022.
• Demirguc-Kunt, Asli & Horvath, Balint L. & Huizinga, Harry, 2020, "Which Firms Benefit from Corporate QE during the COVID-19 Crisis? : The Case of the ECB’s Pandemic Emergency Purchase Program," Other publications TiSEM, Tilburg University, School of Economics and Management, number 78f2ac23-396a-4f22-8242-2.
• Demirguc-Kunt, Asli & Horvath, Balint L. & Huizinga, Harry, 2020, "Which Firms Benefit from Corporate QE during the COVID-19 Crisis? : The Case of the ECB’s Pandemic Emergency Purchase Program," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8d483cba-3a41-4deb-981c-e.
• Marc Oliver Rieger & Mei Wang & Thorsten Hens, 2020, "Universal Time Preference," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-07.
• Ding, Haina & Guembel, Alexander & Ozanne, Alessio, 2020, "Market Information in Banking Supervision: The Role of Stress Test Design," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1144, Sep.
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• Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2020, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working papers, University of Connecticut, Department of Economics, number 2020-12, Aug.
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• Abdul Wahid & Muhammad Zubair Mumtaz & Edmund H. Mantell, 2020, "Valuing local and dual-class IPOs in the Alternative Investment Market," Estudios de Economia, University of Chile, Department of Economics, volume 47, issue 2 Year 20, pages 245-271, December.
• Aslanidis, Nektarios & Fernández Bariviera, Aurelio & Pérez Laborda, Àlex, 2020, "Are cryptocurrencies becoming more interconnected?," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/417679.
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• Roseline Tapuwa Karambakuwa & Ronney Ncwadi & Andrew Phiri, 2020, "The human capital–economic growth nexus in SSA countries: what can strengthen the relationship?," International Journal of Social Economics, Emerald Group Publishing Limited, volume 47, issue 9, pages 1143-1159, July, DOI: 10.1108/IJSE-08-2019-0515.
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• Johnny K.H. Kwok, 2020, "Does switching trading venues create value? Evidence from Hong Kong," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 27, issue 2, pages 209-222, February, DOI: 10.1108/JABES-09-2019-0080.
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