Research classified by Journal of Economic Literature (JEL) codes

2020

• Fink, Josef & Palan, Stefan & Theissen, Erik, 2020, "Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-10.
• Hendriock, Mario, 2020, "Implied cost of capital and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-11.
• Theissen, Erik & Zimmermann, Lukas, 2020, "Do contented customers make shareholders wealthy? Implications of intangibles for security pricing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-12.
• Kovbasyuk, Sergey & Pagano, Marco, 2020, "Advertising arbitrage," CFS Working Paper Series, Center for Financial Studies (CFS), number 641.
• Gürkaynak, Refet S. & Kara, Ali Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2020, "Monetary policy surprises and exchange rate behavior," CFS Working Paper Series, Center for Financial Studies (CFS), number 642, DOI: 10.2139/ssrn.3696063.
• Fischer, Kai & Haucap, Justus, 2020, "Betting market efficiency in the presence of unfamiliar shocks: The case of ghost games during the COVID-19 pandemic," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 349.
• Al-Faryan, Mamdouh Abdulaziz Saleh & Dockery, Everton, 2020, "Testing for efficiency in the Saudi stock market: does corporate governance change matter?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest Ar, pages 1-30, DOI: 10.1007/s11156-020-00939-0.
• Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2020, "Expectation dispersion, uncertainty, and the reaction to news," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 29, DOI: 10.18452/22284.
• Faia, Ester & Pezone, Vincenzo, 2020, "The Heterogeneous Cost of Wage Rigidity: Evidence and Theory," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 242, revised 2020, DOI: 10.2139/ssrn.3326397.
• Faia, Ester & Mayer, Maximilian & Pezone, Vincenzo, 2021, "The value of firm networks: A natural experiment on board connections," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 269, revised 2021, DOI: 10.2139/ssrn.3552485.
• Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto, 2022, "Do designated market makers provide liquidity during a flash crash?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 270, revised 2022.
• Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2020, "Collateral eligibility of corporate debt in the Eurosystem," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 275, DOI: 10.2139/ssrn.3586409.
• Costola, Michele & Nofer, Michael & Hinz, Oliver & Pelizzon, Loriana, 2020, "Machine learning sentiment analysis, Covid-19 news and stock market reactions," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 288.
• Pelizzon, Loriana & Sagade, Satchit & Vozian, Katia, 2020, "Resiliency: Cross-venue dynamics with Hawkes processes," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 291, DOI: 10.2139/ssrn.3711976.
• de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021, "OTC discount," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 298, revised 2021, DOI: 10.2139/ssrn.3744758.
• Brünner, Tobias & Levinsky, Rene, 2020, "Price discovery and gains from trade in asset markets with insider trading," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224618.
• Gu, Yimiao & Chen, Zhenxi & Lien, Donald & Luo, Meifeng, 2020, "Quantile hedge ratio for forward freight market," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.tre.2020.101931.
• Juan Arismendi-Zambrano & Massimo Guidolin & Alessia Paccagnini, 2020, "Federal Reserve Chair Communication Sentiments' Heterogeneity, Personal Characteristics and their Impact on Target Rate Discovery," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-105, Dec.
• Muhammad Abubakr Naeem & Zhe Peng & Mouhammed Tahir Suleman & Rabindra Nepal & Syed Jawad Hussain Shahzad, 2020, "Time and Frequency Connectedness Among Oil Shocks, Electricity and Clean Energy Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-81, Sep.
• Eli Remolona & James Yetman, 2020, "De Jure Benchmark Bonds," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2020-84, Sep.
• Chen, Huaizhi & Cohen, Lauren & Gurun, Umit & Lou, Dong & Malloy, Christopher, 2020, "IQ from IP: simplifying search in portfolio choice," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 101133, Oct.
• Lagos, Ricardo & Zhang, Shengxing, 2020, "Turnover liquidity and the transmission of monetary policy," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 105095, Jun.
• Agrawal, Ashwini & Hacamo, Isaac & Hu, Zhongchen, 2021, "Information dispersion across employees and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 106491, Oct.
• Gostlow, Glen, 2020, "The materiality and measurement of physical climate risk: evidence from Form 8-K," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107045, Oct.
• Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2020, "Options-based systemic risk, financial distress, and macroeconomic downturns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118850, Dec.
• Ziemba, William, 2020, "Parimutuel betting markets: racetracks and lotteries revisited," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118873, Sep.
• Ergun, Lerby & Uthemann, Andreas, 2020, "Higher-order uncertainty in financial markets: evidence from a consensus pricing service," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118893, Jun.
• Ibikunle, Gbenga & Rzayev, Khaladdin, 2020, "Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118914, Apr.
• Agrawal, Ashwini & Hacamo, Isaac & Hu, Zhongchen, 2020, "Information dispersion across employees and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118922, Jan.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," EIEF Working Papers Series, Einaudi Institute for Economics and Finance (EIEF), number 2008, revised Nov 2021.
• J Reade & C Singleton & L Vaughan Williams, 2020, "Betting Markets for English Premier League Results and Scorelines: Evaluating a Simple Forecasting Model," Economic Issues Journal Articles, Economic Issues, volume 25, issue 1, pages 87-106, March.
• Sudipta Kumar Nanda & Parama Barai, 2020, "Effect of insider trading on stock characteristics," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 6, issue 2, pages 210-227, December, DOI: 10.1108/AJAR-09-2020-0089.
• Guanming He & David Marginson, 2020, "The impact of insider trading on analyst coverage and forecasts," Accounting Research Journal, Emerald Group Publishing Limited, volume 33, issue 3, pages 499-521, June, DOI: 10.1108/ARJ-08-2019-0148.
• Lien Duong & Thu Phuong Truong, 2020, "Financial statement comparability and takeover efficiency: a pitch," Accounting Research Journal, Emerald Group Publishing Limited, volume 33, issue 6, pages 749-756, November, DOI: 10.1108/ARJ-08-2020-0271.
• Qianqian Mao & Yanjun Ren & Jens-Peter Loy, 2020, "Price bubbles in agricultural commodity markets and contributing factors: evidence for corn and soybeans in China," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 13, issue 1, pages 22-53, September, DOI: 10.1108/CAER-10-2019-0190.
• Yue-e Long & Xinyi Huang, 2020, "Do equity incentives for the managements have impact on stock-pricing efficiency? Evidence from China," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 28, issue 4, pages 703-715, May, DOI: 10.1108/IJAIM-03-2020-0031.
• Alireza Vafaei & Darren Henry & Kamran Ahmed & Mohammad Alipour, 2020, "Board diversity: female director participation and corporate innovation," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 29, issue 2, pages 247-279, December, DOI: 10.1108/IJAIM-06-2020-0080.
• Krishna Reddy & Muhammad Ali Jibran Qamar & Nawazish Mirza & Fangwei Shi, 2020, "Overreaction effect: evidence from an emerging market (Shanghai stock market)," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 17, issue 3, pages 416-437, August, DOI: 10.1108/IJMF-01-2019-0033.
• Carl Ajjoub & Thomas Walker & Yunfei Zhao, 2020, "Social media posts and stock returns: The Trump factor," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 185-213, June, DOI: 10.1108/IJMF-02-2020-0068.
• Ameen Qasem & Norhani Aripin & Wan Nordin Wan-Hussin, 2020, "Financial restatements and sell-side analysts' stock recommendations: evidence from Malaysia," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 16, issue 4, pages 501-524, April, DOI: 10.1108/IJMF-05-2019-0183.
• Yafeng Qin & Zikai Yang & Min Bai, 2020, "Heterogeneous firm-level responses to the US 2018 tariff announcement," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 18, issue 1, pages 94-117, December, DOI: 10.1108/IJMF-08-2020-0437.
• Wai-Yan Wong & Chee-Wooi Hooy, 2020, "Market response towards different types of politically connected firms during political events: evidence from Malaysia," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 17, issue 1, pages 49-71, April, DOI: 10.1108/IJMF-09-2019-0331.
• 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.
• Su-Jane Hsieh & Yuli Su & Chun-Chia Amy Chang, 2020, "The role of discretionary pension accruals in earnings management," Journal of Applied Accounting Research, Emerald Group Publishing Limited, volume 22, issue 1, pages 1-21, September, DOI: 10.1108/JAAR-06-2019-0095.
• 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.
• Manogna R L & Aswini Kumar Mishra, 2020, "Price discovery and volatility spillover: an empirical evidence from spot and futures agricultural commodity markets in India," Journal of Agribusiness in Developing and Emerging Economies, Emerald Group Publishing Limited, volume 10, issue 4, pages 447-473, May, DOI: 10.1108/JADEE-10-2019-0175.
• Silvio John Camilleri & Semiramis Vassallo & Ye Bai, 2020, "Predictability in securities price formation: differences between developed and emerging markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 4, issue 2, pages 145-166, November, DOI: 10.1108/JCMS-07-2020-0025.
• Carlos Colón De Armas & Javier Rodriguez & Herminio Romero, 2020, "The behaviour of US investors during presidential elections," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 37, issue 4, pages 730-740, October, DOI: 10.1108/JEAS-10-2019-0111.
• Maria Teresa Medeiros Garcia & José Amílcar Neves Domingos, 2020, "Pension plan funding and market value of the firm: the Portuguese case," Journal of Economic Studies, Emerald Group Publishing Limited, volume 47, issue 4, pages 827-847, February, DOI: 10.1108/JES-09-2018-0312.
• Kerry Liu, 2020, "Chinese banking failure: the case of Baoshang Bank and its implications," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 4, pages 424-441, September, DOI: 10.1108/JFEP-01-2020-0013.
• Sailesh Tanna & Ibrahim Yousef & Matthias Nnadi, 2020, "Probability of mergers and acquisitions deal failure," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 13, issue 1, pages 1-30, May, DOI: 10.1108/JFEP-09-2019-0182.
• Luisa Mendonça & Alan De Genaro, 2020, "Detection and analysis of occurrences of spoofing in the Brazilian capital market," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 28, issue 3, pages 369-408, March, DOI: 10.1108/JFRC-07-2019-0092.
• Madhvi Sethi & Dipali Krishnakumar, 2020, "Equity market reaction to regulatory reforms: a case study of Indian banks," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 28, issue 3, pages 431-464, March, DOI: 10.1108/JFRC-09-2019-0114.
• Omar Farooq & Zakir Pashayev, 2020, "Shariah compliance and information transmission: evidence from an emerging market," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 8, pages 1583-1597, January, DOI: 10.1108/JIABR-02-2018-0032.
• Fahad Almudhaf & Bader Alhashel, 2020, "Pricing efficiency of Saudi exchange traded funds (ETFs)," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 4, pages 793-809, January, DOI: 10.1108/JIABR-06-2017-0082.
• Ibnu Qizam & Misnen Ardiansyah & Abdul Qoyum, 2020, "Integration of Islamic capital market in ASEAN-5 countries," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 11, issue 4, pages 811-825, January, DOI: 10.1108/JIABR-08-2019-0149.
• Camillo Lento & Wing Him Yeung, 2020, "The role of the Big 4 and second-tier international networks in redeveloping China’s audit market," Managerial Auditing Journal, Emerald Group Publishing Limited, volume 36, issue 1, pages 40-71, December, DOI: 10.1108/MAJ-11-2019-2477.
• Konpanas Dumrongwong, 2020, "Do institutional investors stabilize stock returns? Evidence from emerging IPO markets," Pacific Accounting Review, Emerald Group Publishing Limited, volume 32, issue 4, pages 585-600, November, DOI: 10.1108/PAR-11-2019-0145.
• Izidin El Kalak & Robert Hudson, 2020, "The cross-market efficiency of the Italian derivatives market," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 109-133, March, DOI: 10.1108/RAF-11-2016-0184.
• Martijn J. van den Assem & Dennie van Dolder & Remco C.J. Zwinkels & Marc B.J. Schauten, 2020, "Can the market divide and multiply? A case of 807 percent mispricing," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 1, pages 35-44, October, DOI: 10.1108/RBF-01-2020-0009.
• Mariano Gonzalez Sanchez, 2020, "The influence of Google search index on stock markets: an analysis of causality in-mean and variance," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 2, pages 202-226, May, DOI: 10.1108/RBF-01-2020-0011.
• Sunaina Kanojia & Deepti Singh & Ashutosh Goswami, 2020, "Impact of herding on the returns in the Indian stock market: an empirical study," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 1, pages 115-129, October, DOI: 10.1108/RBF-01-2020-0017.
• Zhongdong Chen, 2020, "Investor attention and market correction," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 4, pages 386-409, July, DOI: 10.1108/RBF-02-2020-0042.
• Hanxiong Zhang & Andrew Urquhart, 2020, "Do momentum and reversal strategies work in commodity futures? A comprehensive study," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 12, issue 4, pages 375-409, April, DOI: 10.1108/RBF-05-2019-0067.
• Lee A. Smales, 2020, "Investor attention and the response of US stock market sectors to the COVID-19 crisis," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 1, pages 20-39, December, DOI: 10.1108/RBF-06-2020-0138.
• Omid Sabbaghi & Min Xu, 2020, "Is there persistence among non-professionals? Evidence from the Chicago Mercantile Exchange Group Trading Challenges," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 3, pages 309-331, September, DOI: 10.1108/RBF-09-2019-0122.
• Dongwoo Kim, 2020, "Bounded rationality in a P2P lending market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 2, pages 184-201, April, DOI: 10.1108/RBF-10-2019-0141.
• Fawzi Hyder & Mahsa Khoshnoud, 2020, "Informed short selling: evidence from economically linked firms," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 13, issue 5, pages 522-542, September, DOI: 10.1108/RBF-12-2019-0186.
• Panos Fousekis & Dimitra Tzaferi, 2020, "Monotonicity, linearity and symmetry in the price volatility–volume relationship," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 110-133, February, DOI: 10.1108/SEF-09-2019-0344.
• Mark J. Holmes & Jesús Otero, 2020, "A tale of two coffees? Analysing interaction and futures market efficiency," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 37, issue 1, pages 89-109, February, DOI: 10.1108/SEF-09-2019-0356.
• Ali Fayyaz Munir & Shahrin Saaid Shaharuddin & Mohd Edil Abd. Sukor, 2020, "Long-Term, Short-Term and Time-Varying Profitability of Reversals: The Role of Market State and Volatility," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 2, pages 501-520.
• H.E. Riwayati & U. Salim & G. Maskie & N.K. Indrawati, 2020, "Financial Inclusion and Performance to Mediate the Effect of Banking and Tax Regulation on the Success of Small and Medium Enterprises in Indonesia," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 3, pages 517-533.
• Ibrahim N. Khatatbeh & Mohammad Bani Hani & Mohammed N. Abu-Alfoul, 2020, "The Impact of COVID-19 Pandemic on Global Stock Markets: An Event Study," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 505-514.
• Khaled Abdalla AL-Tamimi & Samer Fakhri Obeidat & Emad Saud Hajjat, 2020, "Explaining the Behavior of Fluctuations in the Returns of Jordanian Banks: An Analytical Study," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 70-77.
• Małgorzata Snarska & Tomasz K. Wisniewski & Andrzej Zygula, 2020, "Are Emerging Markets Efficient? Evidence from Informational Content of Dividend Changes in Polish Stock Market," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 687-717.
• Blazej Prusak & Marcin Potrykus, 2020, "Short-term Price Reaction to Involuntary Bankruptcies Filed in Bad Faith: Empirical Evidence from Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 873-889.
• Eduard Gracia Rodríguez, 2020, "The Cycle of Rents: a Model of Rational Bull-and-Bear Cycles in an Efficient Market," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2020/400.
• Lucie Courteau, 2020, "The information content of Fairness Opinions in M&A: Evidence from Italy," FINANCIAL REPORTING, FrancoAngeli Editore, volume 2020, issue 1, pages 5-46.
• Fabrizio Bava & Massimo Cane & Melchior Gromis di Trana, 2020, "Can a quantitative approach be mitigated? Proposals for the application of the "early warnings" required by the new Italian Insolvency Code," FINANCIAL REPORTING, FrancoAngeli Editore, volume 2020, issue 2, pages 33-61.
• Jarko Fidrmuc & Svatopluk Kapounek & Frederik Junge, 2020, "Cryptocurrency Market Efficiency: Evidence from Wavelet Analysis," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 2, pages 121-144, August.
• Lukas Marek & Ludek Benada, 2020, "Inadequate Stock Price Reactions; Evidence from Prague Stock Exchange," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 4, pages 332-349, October.
• José Luis Miralles-Quiros & María Mar Miralles-Quiros & Jose Manuel Nogueira, 2020, "Two-Stage Asset Allocation with Data Envelopment Analysis: The Case of Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 70, issue 5, pages 386-406, November.
• Diana Zigraiova & Tomas Havranek & Jiri Novak, 2020, "How Puzzling Is the Forward Premium Puzzle? A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/6, Feb, revised Feb 2020.
• Periklis Brakatsoulas & Jiri Kukacka, 2020, "Credit Rating Downgrade Risk on Equity Returns," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/13, May, revised May 2020.
• Laure de Batz & Evzen Kocenda, 2020, "Financial Crime and Punishment: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/40, Oct, revised Oct 2020.
• Josef Bajzik, 2020, "Trading Volume and Stock Returns: A Meta-Analysis," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2020/45, Dec, revised Dec 2020.
• Yifan Liu & Shi-Dong Liang, 2020, "A Global-Optimal Portfolio Theory beyond the R-s Model," Frontiers of Economics in China-Selected Publications from Chinese Universities, Higher Education Press, volume 15, issue 1, pages 124-139, March.
• Simon Gilchrist & Bin Wei & Vivian Z. Yue & Egon Zakrajšek, 2020, "The Fed Takes On Corporate Credit Risk: An Analysis of the Efficacy of the SMCCF," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2020-18, Sep, DOI: 10.29338/wp2020-18.
• Vania Stavrakeva & Jenny Tang, 2020, "A Fundamental Connection: Exchange Rates and Macroeconomic Expectations," Working Papers, Federal Reserve Bank of Boston, number 20-20, Dec, DOI: 10.29412/res.wp.2020.20.
• Frank Packer & Mark M. Spiegel, 2020, "Competitive Effects of IPOS: Evidence from Chinese Listing Suspensions," Working Paper Series, Federal Reserve Bank of San Francisco, number 2020-30, Sep, DOI: 10.24148/wp2020-30.
• Christopher A. Hollrah & Steven A. Sharpe & Nitish R. Sinha, 2020, "The Power of Narratives in Economic Forecasts," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-001, Jan, DOI: 10.17016/FEDS.2020.001.
• David B. Cashin & Erin E. Syron Ferris & Elizabeth C. Klee, 2020, "Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Recent Debt Limit Impasses," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-008, Jan, DOI: 10.17016/FEDS.2020.008.
• Andrew Y. Chen & Mihail Velikov, 2020, "Zeroing in on the Expected Returns of Anomalies," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-039, May, DOI: 10.17016/FEDS.2020.039.
• Elizabeth C. Klee & Chaehee Shin, 2020, "Post-crisis Signals in Securitization: Evidence from Auto ABS," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-042, May, DOI: 10.17016/FEDS.2020.042.
• Alain P. Chaboud & Erik Hjalmarsson & Filip Zikes, 2020, "The Evolution of Price Discovery in an Electronic Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-051, Jun, DOI: 10.17016/FEDS.2020.051.
• Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2020, "Adverse Selection Dynamics in Privately-Produced Safe Debt Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-088, Oct, DOI: 10.17016/FEDS.2020.088r1.
• James Collin Harkrader & Michael Puglia, 2020, "Price Discovery in the U.S. Treasury Cash Market: On Principal Trading Firms and Dealers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-096, Nov, DOI: 10.17016/FEDS.2020.096.
• David E. Rappoport & Tugkan Tuzun, 2020, "Arbitrage and Liquidity: Evidence from a Panel of Exchange Traded Funds," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2020-097, Nov, DOI: 10.17016/FEDS.2020.097.
• Jiajun Jiang & Qi Liu & Bo Sun, 2020, "Investor Sentiment and the (Discretionary) Accrual-return Relation," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1300, Sep, DOI: 10.17016/IFDP.2020.1300.
• Nida Çakır Melek & Charles W. Calomiris & Harry Mamaysky, 2020, "Big Data Meets the Turbulent Oil Market," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 20-20, Dec, revised Nov 2022, DOI: 10.18651/RWP2020-20.
• Jeffrey P. Cohen & Cletus C. Coughlin & Jonas C. Crews & Stephen L. Ross, 2020, "The Closing of a Major Airport: Immediate and Longer-Term Housing Market Effects," Working Papers, Federal Reserve Bank of St. Louis, number 2020-001, Jan, revised 19 Jan 2021, DOI: 10.20955/wp.2020.001.
• Thomas H. McInish & Christopher J. Neely & Jade Planchon, 2020, "Supply and demand shifts of shorts before Fed announcements during QE1–QE3," Working Papers, Federal Reserve Bank of St. Louis, number 2020-051, Dec, DOI: 10.20955/wp.2020.051.
• Michael Junho Lee & Antoine Martin, 2020, "How Does Information Affect Liquidity in Over-the-Counter Markets?," Liberty Street Economics, Federal Reserve Bank of New York, number 20200113, Jan.
• Gara Afonso & Marco Cipriani & Adam Copeland & Anna Kovner & Gabriele La Spada & Antoine Martin, 2020, "The Market Events of Mid-September 2019," Staff Reports, Federal Reserve Bank of New York, number 918, Mar.
• Jiakai Chen & Haoyang Liu & Asani Sarkar & Zhaogang Song, 2020, "Dealers and the Dealer of Last Resort: Evidence from the Agency MBS Markets in the COVID-19 Crisis," Staff Reports, Federal Reserve Bank of New York, number 933, Jul.
• Matthew L. Kozora & Bruce Mizrach & Matthew Peppe & Or Shachar & Jonathan S. Sokobin, 2020, "Alternative Trading Systems in the Corporate Bond Market," Staff Reports, Federal Reserve Bank of New York, number 938, Aug.
• Marco Cipriani & Roberta De Filippis & Antonio Guarino & Ryan Kendall, 2020, "Trading by Professional Traders: An Experiment," Staff Reports, Federal Reserve Bank of New York, number 939, Aug.
• Mahyar Kargar & Benjamin Lester & David Lindsay & Shuo Liu & Pierre-Olivier Weill & Diego Zuniga, 2020, "Corporate Bond Liquidity During the COVID-19 Crisis," Working Papers, Federal Reserve Bank of Philadelphia, number WP 20-43, Nov, DOI: 10.21799/frbp.wp.2020.43.
• Daisuke Ikeda & Toan Phan & Timothy Sablik, 2020, "Asset Bubbles and Global Imbalances," Richmond Fed Economic Brief, Federal Reserve Bank of Richmond, volume 20, pages 1-4, January.
• Eugster, Nicolas & Ducret, Romain & Isakov, Dusan & Weisskopf, Jean-Philippe, 2020, "Chasing dividends during the COVID-19 pandemic," FSES Working Papers, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland, number 520, Oct.
• Roxana Ioan, 2020, "Analiza comparativă a normalității distribuțiilor randamentelor indicilor BET și S&P500," Journal of Financial Studies, Institute of Financial Studies, volume 8, issue 5, pages 35-60, June.
• Lucian Liviu Albu & Radu Lupu, 2020, "Anomaly detection in stock market indices with neural networks," Journal of Financial Studies, Institute of Financial Studies, volume 9, issue 5, pages 10-23, November, DOI: 10.6084/m9.figshare.13621304.
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• Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Leskova Yu. & Levushkin A. & Makarentseva Alla & Malakhov V. & Motin A. & Ponomarev Yuri & Makarov A. & Radchenko D. & Sidorova, 2020, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 17, pages 1-85, June.
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• Varshaver E. & Abramov Alexander & Radygin Alexandr & Kosyrev Andrey & Chernova Maria & Levashenko Antonina & Koval Aleksandra & Girich Maria & Chernovol K. & Maksimov A. & Sosnin D. & Lyashok Viktor , 2020, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 20, pages 1-106, July.
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• Knobel Alexander & Firanchuk Alexander & Tsukhlo Sergey & Radygin Alexandr & Ponomarev Yuri & Abramov Alexander & Chernova Maria & Zubov Sergey & Kosyrev Andrey & Makarov Andrey & Radchenko Daria & Bo, 2020, "Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-economic Development," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 29, pages 1-24, December.
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