Research classified by Journal of Economic Literature (JEL) codes

2020

• Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel Ortiz Serrano, 2020, "J'Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair," Sciences Po Economics Publications (main), HAL, number hal-03389173, Dec.
• Rodolphe Durand & Luc Paugam & Hervé Stolowy, 2020, "Do Investors Actually Value Sustainability Indices? Replication, Development, and New Evidence on CSR Visibility," Working Papers, HAL, number hal-02896067, Jul.
• Luc Paugam & Hervé Stolowy & Yves Gendron, 2020, "Deploying Narrative Economics to Understand Financial Market Dynamics: An Analysis of Activist Short Sellers’ Rhetoric," Working Papers, HAL, number hal-03031863, Nov.
• Olivier Dessaint & Thierry Foucault & Laurent Frésard, 2020, "Does Big Data Improve Financial Forecasting? The Horizon Effect," Working Papers, HAL, number hal-03031876, Nov, DOI: 10.2139/ssrn.3702411.
• Jérôme Dugast & Thierry Foucault, 2020, "Equilibrium Data Mining and Data Abundance," Working Papers, HAL, number hal-03053967, Dec.
• Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel Ortiz Serrano, 2020, "J'Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair," Working Papers, HAL, number hal-03389173, Dec.
• John W Goodell & Stéphane Goutte, 2020, "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Working Papers, HAL, number halshs-02613277, May.
• Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel Ortiz Serrano, 2020, "J'Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair," Sciences Po Economics Discussion Papers, HAL, number hal-03389173, Dec.
• Anja Tkalčević & Iskra Kalodera-Schmiedecke, 2020, "The January Effect In The Aftermath Of Financial Crisis Of 2008," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 71, issue 6, pages 557-578, DOI: 10.32910/ep.71.6.1.
• Byström, Hans, 2020, "Happiness and Gold Prices," Working Papers, Lund University, Department of Economics, number 2020:1, Feb.
• Laséen, Stefan, 2020, "Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 396, Oct.
• de Oliveira Souza, Thiago, 2020, "The X-value factor," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 2/2020, Feb.
• de Oliveira Souza, Thiago, 2020, "Two out-of-sample forecasting models of the equity premium," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 11/2020, Oct.
• de Oliveira Souza, Thiago, 2020, "Observable implications of the conditional CAPM," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 13/2020, Nov.
• Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2020, "Contagious Margin Calls: How Covid-19 threatened global stock market liquidity," UiS Working Papers in Economics and Finance, University of Stavanger, number 2020/1, Jul.
• Lundström, Christian, 2020, "On the Profitability of Momentum Strategies and Optimal Leverage Rules," Umeå Economic Studies, Umeå University, Department of Economics, number 974, May.
• Olsson, Kerstin, 2020, "How do monetary policy announcements affect inflation expectations?," Working Paper Series, Uppsala University, Department of Economics, number 2020:2, Apr.
• Gow-Cheng Huang & Herman Manakyan & Ani Mathers, 2020, "Foreign Exposure Level And The Impact Of The 2017 Tax Cuts And Jobs Act On Valuation Of Us Multinational Companies," Accounting & Taxation, The Institute for Business and Finance Research, volume 12, issue 1, pages 11-22.
• Yanfu Li, 2020, "An Improved Method For Estimating Discount Rates For Listed Company Valuation," Accounting & Taxation, The Institute for Business and Finance Research, volume 12, issue 1, pages 67-79.
• Ying Chou Lin, 2020, "The Motives Of Corporate Spinoffs: Evidence From Ex-Ante Misvaluation," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 1-20.
• Hong Rim & Robert Setaputra, 2020, "Equity Market Integration And Diversification: Evidence From Emerging And Developed Countries," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 51-59.
• Shih-Ping Feng & Bi-Juan Chang, 2020, "Limits Of Arbitrage, Risk-Neutral Skewness, And Investor Sentiment," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 61-71.
• H. W. Wayne Yang & Po-Wei Shen & An-Sing Chen, 2020, "Trimming Effects And Momentum Investing," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 14, issue 2, pages 73-87.
• Fernández-Arias, Eduardo & Hausmann, Ricardo & Panizza, Ugo, 2019, "Smart Development Banks," IDB Publications (Working Papers), Inter-American Development Bank, number 9780, Aug, DOI: http://dx.doi.org/10.18235/0001845.
• Sofina Mujadiddah & Noer Azam Achsani & Mohammad Iqbal Irfany, 2020, "Short-Term Overreaction Of Islamic Stocks To Specific Events In Indonesia," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 1, pages 117-134, February, DOI: https://doi.org/10.21098/jimf.v6i1..
• Anas Ahmad Bani Atta & Ainulashikin Marzuki, 2020, "Islamic Vs Conventional Funds Within The Family: Selectivity Skills And Market Timing Ability," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 6, issue 2, pages 439-462, May, DOI: https://doi.org/10.21098/jimf.v6i2..
• Emilia Espín Esparza & Renato Jácome Gagñay & Pamela Vera Pianda, 2020, "Riesgo y Rendimiento del BVG Index: Análisis y Proyección Econométrica," Revista Actualidad Económica, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 30, issue 100, pages 79-88, Ene-Abr.
• Mukta Kanvinde & Muneer Shaik, 2020, "Are BRICS Stock Market Indices Mean Reverting? Evidence Based on Expected Lifetime Range Ratio," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 19, issue 2, pages 169-186, September.
• Michael R. King & Steven Ongena & Nikola Tarashev, 2020, "Bank Standalone Credit Ratings," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 4, pages 101-144, September.
• Pierluigi Bologna & Arianna Miglietta & Anatoli Segura, 2020, "Contagion in the CoCos Market? A Case Study of Two Stress Events," International Journal of Central Banking, International Journal of Central Banking, volume 16, issue 6, pages 137-184, December.
• Júlio Lobão & Natércia Fortuna & Franklin Silva, 2020, "Do psychological barriers exist in Latin American stock markets?," Revista de Analisis Economico – Economic Analysis Review, Universidad Alberto Hurtado/School of Economics and Business, volume 35, issue 2, pages 29-56, October.
• Mr. Nicola Pierri & Mr. Yannick Timmer, 2020, "Tech in Fin before FinTech: Blessing or Curse for Financial Stability?," IMF Working Papers, International Monetary Fund, number 2020/014, Jan.
• Mr. Nicola Pierri & Mr. Yannick Timmer, 2020, "IT Shields: Technology Adoption and Economic Resilience during the COVID-19 Pandemic," IMF Working Papers, International Monetary Fund, number 2020/208, Sep.
• Gilberto Anzaldo San Vicente & Guillermo Benavides, 2020, "Expectativas en las tasas de interés y noticias de política monetaria de EEUU," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 1, pages 17-35, Enero - M.
• Ricardo Jacob Mendoza-Rivera & Luis Enrique García-Pérez & Ana Lorena Jiménez Preciado, 2020, "Bull vs. Bear Oil & Gas Leveraged Exchange Traded Fund: A Rolling Risk-Performance," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 15, issue 4, pages 647-664, Octubre -.
• Mario Bambulovic & Miljana Valdec, 2020, "Testing the characteristics of macroprudential policies’ differential impact on foreign and domestic banks’ lending in Croatia," Public Sector Economics, Institute of Public Finance, volume 44, issue 2, pages 221-249, DOI: 10.3326/pse.44.2.4.
• Suleyman Serdengeçti & Ahmet Sensoy & Duc Khuong Nguyen, 2020, "Dynamics of Return and Liquidity (Co)Jumps in Emerging Foreign Exchange Markets," Working Papers, Department of Research, Ipag Business School, number 2020-006, Jan.
• Joana Almeida & Raquel M. Gaspar, 2020, "Accuracy of European Stock Target Prices," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0115, Jan.
• Jetter, Michael & Magnusson, Leandro & Roth, Sebastian, 2020, "Becoming Sensitive: Males' Risk and Time Preferences after the 2008 Financial Crisis," IZA Discussion Papers, IZA Network @ LISER, number 13054, Mar.
• Green, Colin P. & HomRoy, Swarnodeep, 2020, "Bringing Connections Onboard: The Value of Political Influence," IZA Discussion Papers, IZA Network @ LISER, number 13392, Jun.
• Bassanini, Andrea & Caroli, Eve & Ferreira, Bruno Chaves & Rebérioux, Antoine, 2020, "Don't Downsize This! Social Reactions to Mass Dismissals on Twitter," IZA Discussion Papers, IZA Network @ LISER, number 13840, Nov.
• K.M. Zahidul Islam, Yeasmin Akter and MD. Nahid Alam, 2020, "Macroeconomic Variables and Stock Returns in Bangladesh: An Empirical Analysis in The Presence of Structural Breaks," Journal of Economic Development, Chung-Ang Unviersity, Department of Economics, volume 45, issue 2, pages 115-141, June.
• Chao Ying, 2020, "The Pre-FOMC Announcement Drift and Private Information: Kyle Meets Macro-Finance," 2020 Papers, Job Market Papers, number pyi149, Aug.
• Ramelli, Stefano & Ossola, Elisa & Rancan, Michela, 2020, "Climate Sin Stocks: Stock Price Reactions to Global Climate Strikes," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2020-03, Jun.
• Zongwu Cai & Haiqiang Chen & Xiaosai Liao, 2020, "A New Robust Inference for Predictive Quantile Regression," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202002, Feb, revised Feb 2020.
• David Schröder, 2020, "The role of market efficiency on implied cost of capital estimates: an international perspective," Annals of Finance, Springer, volume 16, issue 4, pages 463-499, December, DOI: 10.1007/s10436-020-00374-0.
• Kotaro Miwa, 2020, "Market Closures and Cross-sectional Stock Returns," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 1, pages 1-33, March, DOI: 10.1007/s10690-019-09279-z.
• Wei Zhang & Yingxiu Zhao & Pengfei Wang & Dehua Shen, 2020, "Investor Sentiment and the Return Rate of P2P Lending Platform," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 1, pages 97-113, March, DOI: 10.1007/s10690-019-09284-2.
• Polin Wu & Wasin Siwasarit, 2020, "Capturing the Order Imbalance with Hidden Markov Model: A Case of SET50 and KOSPI50," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 1, pages 115-144, March, DOI: 10.1007/s10690-019-09285-1.
• Tetsuya Takaishi & Takanori Adachi, 2020, "Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 1, pages 145-154, March, DOI: 10.1007/s10690-019-09286-0.
• Parthajit Kayal & Sayanti Mondal, 2020, "Speed of Price Adjustment in Indian Stock Market: A Paradox," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 4, pages 453-476, December, DOI: 10.1007/s10690-020-09303-7.
• Sang Hoon Kang & Seong-Min Yoon & Stelios Bekiros & Gazi S. Uddin, 2020, "Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets," Computational Economics, Springer;Society for Computational Economics, volume 56, issue 2, pages 529-545, August, DOI: 10.1007/s10614-019-09935-6.
• Laure Batz, 2020, "Financial impact of regulatory sanctions on listed companies," European Journal of Law and Economics, Springer, volume 49, issue 2, pages 301-337, April, DOI: 10.1007/s10657-019-09638-1.
• Samson Mukanjari & Thomas Sterner, 2020, "Charting a “Green Path” for Recovery from COVID-19," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, volume 76, issue 4, pages 825-853, August, DOI: 10.1007/s10640-020-00479-0.
• Eric M. Aldrich & Kristian López Vargas, 2020, "Experiments in high-frequency trading: comparing two market institutions," Experimental Economics, Springer;Economic Science Association, volume 23, issue 2, pages 322-352, June, DOI: 10.1007/s10683-019-09605-2.
• Stefan Palan & Jürgen Huber & Larissa Senninger, 2020, "Aggregation mechanisms for crowd predictions," Experimental Economics, Springer;Economic Science Association, volume 23, issue 3, pages 788-814, September, DOI: 10.1007/s10683-019-09631-0.
• Ariel M. Viale & Antoine Giannetti & Luis Garcia-Feijoó, 2020, "The stock market’s reaction to macroeconomic news under ambiguity," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 1, pages 65-97, March, DOI: 10.1007/s11408-019-00342-3.
• Patrick Hable & Patrick Launhardt, 2020, "Aggregate insider trading and the prediction of corporate credit spread changes," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 1, pages 1-31, March, DOI: 10.1007/s11408-020-00344-6.
• Tim A. Herberger & Matthias Horn & Andreas Oehler, 2020, "Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 179-197, June, DOI: 10.1007/s11408-020-00356-2.
• Min Maung & Danny Miller & Zhenyang Tang & Xiaowei Xu, 2020, "Value-Enhancing Social Responsibility: Market Reaction to Donations by Family vs. Non-family Firms with Religious CEOs," Journal of Business Ethics, Springer, volume 163, issue 4, pages 745-758, May, DOI: 10.1007/s10551-019-04381-8.
• Wassim Daher & Harun Aydilek & Elias G. Saleeby, 2020, "Insider trading with different risk attitudes," Journal of Economics, Springer, volume 131, issue 2, pages 123-147, October, DOI: 10.1007/s00712-020-00703-x.
• Aigbe Akhigbe & Bhanu Balasubramnian & Ann Marie Whyte, 2020, "Foreign Exchange Manipulation and the Equity Returns of Global Banks," Journal of Financial Services Research, Springer;Western Finance Association, volume 57, issue 2, pages 207-230, April, DOI: 10.1007/s10693-018-0301-1.
• Craig Furfine, 2020, "The Impact of Risk Retention Regulation on the Underwriting of Securitized Mortgages," Journal of Financial Services Research, Springer;Western Finance Association, volume 58, issue 2, pages 91-114, December, DOI: 10.1007/s10693-019-00308-6.
• Eduardo Fernández-Arias & Ricardo Hausmann & Ugo Panizza, 2020, "Smart Development Banks," Journal of Industry, Competition and Trade, Springer, volume 20, issue 2, pages 395-420, June, DOI: 10.1007/s10842-019-00328-x.
• Man Jin & Huiting Tian & Subal C. Kumbhakar, 2020, "How to survive and compete: the impact of information asymmetry on productivity," Journal of Productivity Analysis, Springer, volume 53, issue 1, pages 107-123, February, DOI: 10.1007/s11123-019-00562-9.
• Heiko Kirchhain & Jan Mutl & Joachim Zietz, 2020, "The Impact of Exogenous Shocks on House Prices: the Case of the Volkswagen Emissions Scandal," The Journal of Real Estate Finance and Economics, Springer, volume 60, issue 4, pages 587-610, May, DOI: 10.1007/s11146-019-09700-4.
• Martin Hoesli & Stanimira Milcheva & Alex Moss, 2020, "Is Financial Regulation Good or Bad for Real Estate Companies? – An Event Study," The Journal of Real Estate Finance and Economics, Springer, volume 61, issue 3, pages 369-407, October, DOI: 10.1007/s11146-017-9634-z.
• Sheng-Syan Chen & Robin K. Chou & Yun-Chi Lee, 2020, "The effects of executive compensation and outside monitoring on firms’ pre-repurchase disclosure behavior and post-repurchase performance," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 111-158, January, DOI: 10.1007/s11156-018-00785-1.
• Richard Cazier & Rosemond Desir & Ray J. Pfeiffer & Lumina Albert, 2020, "Intra-industry information transfer effects of leading firms’ earnings narratives," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 29-49, January, DOI: 10.1007/s11156-018-0782-x.
• Liu Hong & Yongjia Li & Kangzhen Xie & Claire J. Yan, 2020, "On the Market Timing of Hedging: Evidence from U.S. Oil and Gas Producers," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 297-334, January, DOI: 10.1007/s11156-019-00790-y.
• Surendranath Jory & Thanh Ngo & Jurica Susnjara, 2020, "Stock mergers and acquirers’ subsequent stock price crash risk," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 359-387, January, DOI: 10.1007/s11156-019-00792-w.
• Frank O. Kwabi & Chandra Thapa & Krishna Paudyal & Suman Neupane, 2020, "Suboptimal international equity portfolio diversification and stock market development," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 1, pages 389-412, January, DOI: 10.1007/s11156-019-00793-9.
• Luminita Enache & Khaled Hussainey, 2020, "The substitutive relation between voluntary disclosure and corporate governance in their effects on firm performance," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 413-445, February, DOI: 10.1007/s11156-019-00794-8.
• Peng-Chia Chiu & Timothy D. Haight, 2020, "Investor learning, earnings signals, and stock returns," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 671-698, February, DOI: 10.1007/s11156-019-00803-w.
• Gerald J. Lobo & Ashok Robin & Kean Wu, 2020, "Share repurchases and accounting conservatism," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 699-733, February, DOI: 10.1007/s11156-019-00804-9.
• Thomas J. Lopez & Craig A. Sisneros & Trevor Sorensen, 2020, "The market pricing of negative special items through time: an unintended consequence of regulation change?," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 753-777, February, DOI: 10.1007/s11156-019-00806-7.
• Chii-Shyan Kuo & Chandra Subramaniam & Xu Wang & Shih-Ti Yu, 2020, "Adoption of performance-vested equity incentives under investor pressure: window dressing or taking the window of opportunity?," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 2, pages 565-587, February, DOI: 10.1007/s11156-019-00818-3.
• Ghadeer Khartabiel & Ahmad Abu-Alkheil & Tunku Salha Tunku Ahmad & Walayet Khan, 2020, "Shari’ah-compliant Sukuk versus conventional bond announcements: is there a wealth effect?," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 3, pages 1059-1073, April, DOI: 10.1007/s11156-019-00799-3.
• Bok Baik & Jin-Mo Kim & Kyonghee Kim & Sukesh Patro, 2020, "Hedge fund ownership and voluntary disclosure," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 3, pages 877-910, April, DOI: 10.1007/s11156-019-00810-x.
• Monica Hussein & Zhong-guo Zhou & Qi Deng, 2020, "Does risk disclosure in prospectus matter in ChiNext IPOs’ initial underpricing?," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 3, pages 957-979, April, DOI: 10.1007/s11156-019-00812-9.
• Katsiaryna Salavei Bardos & Brandon N. Cline & Gregory Koutmos, 2020, "Risk dynamics around restatement announcements," Review of Quantitative Finance and Accounting, Springer, volume 54, issue 4, pages 1279-1313, May, DOI: 10.1007/s11156-019-00825-4.
• Samuel Fosu & Albert Danso & Henry Agyei-Boapeah & Collins G. Ntim & Emmanuel Adegbite, 2020, "Credit information sharing and loan default in developing countries: the moderating effect of banking market concentration and national governance quality," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 1, pages 55-103, July, DOI: 10.1007/s11156-019-00836-1.
• Donald Lien & Pi-Hsia Hung & Chiu-Ting Pan, 2020, "Price limit changes, order decisions, and stock price movements: an empirical analysis of the Taiwan Stock Exchange," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 1, pages 239-268, July, DOI: 10.1007/s11156-019-00842-3.
• Mei-Chen Lin, 2020, "When analysts encounter lottery-like stocks: lottery-like stocks and analyst stock recommendations," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 1, pages 327-353, July, DOI: 10.1007/s11156-019-00845-0.
• Luminita Enache & Antonio Parbonetti & Anup Srivastava, 2020, "Are all outside directors created equal with respect to firm disclosure policy?," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 2, pages 541-577, August, DOI: 10.1007/s11156-019-00852-1.
• Claire Y. C. Liang & Rengong Zhang, 2020, "Post-earnings announcement drift and parameter uncertainty: evidence from industry and market news," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 2, pages 695-738, August, DOI: 10.1007/s11156-019-00857-w.
• Marie-Claude Beaulieu & Habiba Mrissa Bouden, 2020, "Does idiosyncratic risk matter in IPO long-run performance?," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 935-981, October, DOI: 10.1007/s11156-019-00864-x.
• Pantisa Pavabutr, 2020, "White Knights or Machiavellians? Understanding the motivation for reverse takeovers in Singapore and Thailand," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 983-1001, October, DOI: 10.1007/s11156-019-00865-w.
• Omer N. Gokalp & Sami Keskek & Abdullah Kumas & Marshall A. Geiger, 2020, "Insider trading around auto recalls: Does investor attention matter?," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 1003-1033, October, DOI: 10.1007/s11156-019-00866-9.
• Winnie P. H. Poon & Jianfu Shen, 2020, "The roles of rating outlooks: the predictor of creditworthiness and the monitor of recovery efforts," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 1063-1091, October, DOI: 10.1007/s11156-019-00868-7.
• Rui Fan & Oleksandr Talavera & Vu Tran, 2020, "Social media, political uncertainty, and stock markets," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 1137-1153, October, DOI: 10.1007/s11156-020-00870-4.
• Chih-Yang Tseng, 2020, "Family firms and long-term orientation of SG&A expenditures," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1181-1206, November, DOI: 10.1007/s11156-020-00872-2.
• Nathan Lael Joseph & Thi Thuy Anh Vo & Asma Mobarek & Sabur Mollah, 2020, "Volatility and asymmetric dependence in Central and East European stock markets," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1241-1303, November, DOI: 10.1007/s11156-020-00874-0.
• Russell P. Robins & Geoffrey Peter Smith, 2020, "Selection bias and pseudo discoveries on the constancy of stock return anomalies," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1407-1426, November, DOI: 10.1007/s11156-020-00878-w.
• Klaus Grobys & Sami Vähämaa, 2020, "Another look at value and momentum: volatility spillovers," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1459-1479, November, DOI: 10.1007/s11156-020-00880-2.
• Sharad Asthana & Rachana Kalelkar, 2020, "Impact of economic policy uncertainty on disclosure and pricing of earnings news," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1481-1512, November, DOI: 10.1007/s11156-020-00881-1.
• Debarati Bhattacharya & Wei-Hsien Li, 2020, "Wealth effects of relative firm value in M&A deals: reallocation of physical versus intangible assets," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 4, pages 1513-1548, November, DOI: 10.1007/s11156-020-00882-0.
• Kohei Aono & Keiichi Hori, 2020, "Can Cash Be a Ventilator for Firms Suffering from COVID-19? Evidence from Stock Market in Japan," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 214, May.
• Kohei Aono & Keiichi Hori, 2020, "Measuring the Value of Corporate Cash Holdings against Predictable and Unpredictable Negative Shocks," Discussion Paper Series, School of Economics, Kwansei Gakuin University, number 214-2, May, revised Apr 2021.
• Vaclav Broz & Evzen Kocenda, 2020, "Mortgage-related bank penalties and systemic risk among U.S. banks," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1024, Mar.
• Akihiko Ikeda & Hiroshi Osano, 2020, "Information Investment Regulation and Portfolio Delegation," KIER Working Papers, Kyoto University, Institute of Economic Research, number 1032, May.
• Jorge Hugo Barrientos-Marín & Sebastian Ospina-Valencia & Sebastian Giraldo, 2020, "The economic cost of natural disasters the case of the tsunami and nuclear emergency in Japan in 2011," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 93, pages 225-260, Julio-Dic, DOI: 10.17533/udea.le.n93a340531.
• Sen, Suphi & Schickfus, Marie-Theres von, 2020, "Climate policy, stranded assets, and investors expectations," Munich Reprints in Economics, University of Munich, Department of Economics, number 84748.
• Michele Berardi, 2020, "Learning from Prices: Information Aggregation and Accumulation in an Asset Price Model," Economics Discussion Paper Series, Economics, The University of Manchester, number 2009, Jul.
• Martin Baumgaertner, 2020, "Information or Uncertainty Shocks?," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202041.
• Peter Tillmann, 2020, "Financial Markets and Dissent in the ECB’s Governing Council," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202048.
• Fabrice Rousseau & Herve Boco & Laurent Germain, 2020, "High Frequency Trading: Strategic Competition Between Slow and Fast Traders," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n296-20.pdf.
• J. Arismendi-Zambrano & R. Azevedo, 2020, "Implicit Entropic Market Risk-Premium from Interest Rate Derivatives," Economics Department Working Paper Series, Department of Economics, National University of Ireland - Maynooth, number n303-20.pdf.
• Kahfi, Atefeh & Sadeghian, Ramin & Darabi, Nasim, 2020, "Using Satisficing Game Theory for Performance Evaluation of Banks’ Branches (Case Study in the Mellat Bank)," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 2, pages 135-150, April.
• Ramesh Adhikari & Humnath Panta & M. Kabir Hassan, 2020, "Performance of ProShares Triple-Leveraged Equity ETFs," Capital Markets Review, Malaysian Finance Association, volume 28, issue 2, pages 1-18.
• Alenka Lena Klopcic & Jana Hojnik & Ales Pustovrh, 2020, "ACER’s Success in Establishing and Ensuring the Functioning of the Internal Energy Market: Through the Eyes of NRAs and Traders," Managing Global Transitions, University of Primorska, Faculty of Management Koper, volume 18, issue 2 (Summer, pages 91-110, DOI: 10.26493/1854-6935.18.91-110.
• Jonah B. Gelbach & Jenny R. Hawkins, 2020, "A Bayesian Approach to Event Studies for Securities Litigation," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, volume 176, issue 1, pages 86-111, DOI: 10.1628/jite-2020-0012.
• Mazen Bustanji, 2020, "Testing Strong Form Market Efficiency of Jordanian Capital Market: Performance Appraisal of Mutual Funds a comparable study case with Saudi Arabia," Theory Methodology Practice (TMP), Faculty of Economics, University of Miskolc, volume 16, issue 02, pages 3-15.
• Christoph E. Boehm & T. Niklas Kroner, 2020, "The US, Economic News, and the Global Financial Cycle," Working Papers, Research Seminar in International Economics, University of Michigan, number 677, Sep.
• Jorgen Vitting Andersen & Andrzej Nowak, 2020, "Symmetry and financial Markets," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 20030, Jul, DOI: 10.1209/0295-5075/ac7dfb.
• Harminder B. Nath & Robert D. Brooks, 2020, "Investor-herding and risk-profiles: A State-Space Model-based Assessment," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 9/20.
• Miran Hossain & Benjamin A. Jansen & Jon Taylor, 2020, "Do Analysts Cater to Investor Information Demand?," Working Papers, Middle Tennessee State University, Department of Economics and Finance, number 202003, Mar.
• Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020, "Asset Price Volatility and Investment Horizons: An Experimental Investigation," Working Papers, New York University Abu Dhabi, Department of Social Science, number 20200053, Aug, revised Aug 2020.
• Xiaohong Chen & Lars Peter Hansen & Peter G. Hansen, 2020, "Robust identification of investor beliefs," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, volume 117, issue 52, pages 33130-33140, December.
• Katarzyna Czech, 2020, "Speculative trading and its effect on the forward premium puzzle: new evidence from Japanese yen market," Bank i Kredyt, Narodowy Bank Polski, volume 51, issue 2, pages 167-188.
• Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020, "Monetary Policy Surprises and Exchange Rate Behavior," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2020".
• Takatoshi Ito & Kenta Yamada & Misako Takayasu & Hideki Takayasu, 2020, "Execution Risk and Arbitrage Opportunities in the Foreign Exchange Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 26706, Jan.
• Daniel Chen & Darrell Duffie, 2020, "Market Fragmentation," NBER Working Papers, National Bureau of Economic Research, Inc, number 26828, Mar.
• Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2020, "Where Has All the Data Gone?," NBER Working Papers, National Bureau of Economic Research, Inc, number 26927, Apr.
• Masahiro Yamada & Takatoshi Ito, 2020, "Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements," NBER Working Papers, National Bureau of Economic Research, Inc, number 27036, Apr.
• Rüdiger Fahlenbrach & Kevin Rageth & René M. Stulz, 2020, "How Valuable is Financial Flexibility when Revenue Stops? Evidence from the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27106, May.
• Richard K. Lyons & Ganesh Viswanath-Natraj, 2020, "What Keeps Stablecoins Stable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27136, May.
• Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2020, "China's Model of Managing the Financial System," NBER Working Papers, National Bureau of Economic Research, Inc, number 27171, May.
• Joshua D. Rauh & Irina Stefanescu & Stephen P. Zeldes, 2020, "Cost Saving and the Freezing of Corporate Pension Plans," NBER Working Papers, National Bureau of Economic Research, Inc, number 27251, May.
• Xiaohong Chen & Lars P. Hansen & Peter G. Hansen, 2020, "Robust Identification of Investor Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc, number 27257, May.
• Alessandro Rebucci & Jonathan S. Hartley & Daniel Jiménez, 2020, "An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies," NBER Working Papers, National Bureau of Economic Research, Inc, number 27339, Jun.
• Samuel M. Hartzmark & David H. Solomon, 2020, "Reconsidering Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 27380, Jun.
• Bryan T. Kelly & Semyon Malamud & Lasse H. Pedersen, 2020, "Principal Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 27388, Jun.
• Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2020, "The Tax Cuts and Jobs Act: Which Firms Won? Which Lost?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27470, Jul.
• Ana Babus & Maryam Farboodi, 2020, "The Hidden Costs of Strategic Opacity," NBER Working Papers, National Bureau of Economic Research, Inc, number 27471, Jul.
• Lysle Boller & Fiona Scott Morton, 2020, "Testing the Theory of Common Stock Ownership," NBER Working Papers, National Bureau of Economic Research, Inc, number 27515, Jul.
• Itay Goldstein & Shijie Yang & Luo Zuo, 2020, "The Real Effects of Modern Information Technologies: Evidence from the EDGAR Implementation," NBER Working Papers, National Bureau of Economic Research, Inc, number 27529, Jul.
• Lubos Pastor & M. Blair Vorsatz, 2020, "Mutual Fund Performance and Flows During the COVID-19 Crisis," NBER Working Papers, National Bureau of Economic Research, Inc, number 27551, Jul.
• Benjamin Bennett & René M. Stulz & Zexi Wang, 2020, "Does Joining the S&P 500 Index Hurt Firms?," NBER Working Papers, National Bureau of Economic Research, Inc, number 27593, Jul.
• Viral V. Acharya & Sascha Steffen, 2020, "The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID," NBER Working Papers, National Bureau of Economic Research, Inc, number 27601, Jul.
• Söhnke M. Bartram & Mark Grinblatt & Yoshio Nozawa, 2020, "Book-to-Market, Mispricing, and the Cross-Section of Corporate Bond Returns," NBER Working Papers, National Bureau of Economic Research, Inc, number 27655, Aug.
• Erol Akcay & David Hirshleifer, 2020, "Social Finance: Cultural Evolution, Transmission Bias and Market Dynamics," NBER Working Papers, National Bureau of Economic Research, Inc, number 27745, Aug.
• Matthew R. Denes & Sabrina T. Howell & Filippo Mezzanotti & Xinxin Wang & Ting Xu, 2020, "Investor Tax Credits and Entrepreneurship: Evidence from U.S. States," NBER Working Papers, National Bureau of Economic Research, Inc, number 27751, Aug.
• Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee, 2020, "Monetary Policy Surprises and Exchange Rate Behavior," NBER Working Papers, National Bureau of Economic Research, Inc, number 27819, Sep.
• Jules H. van Binsbergen & Xiao Han & Alejandro Lopez-Lira, 2020, "Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases," NBER Working Papers, National Bureau of Economic Research, Inc, number 27843, Sep.
• Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2020, "Firm-Level Risk Exposures and Stock Returns in the Wake of COVID-19," NBER Working Papers, National Bureau of Economic Research, Inc, number 27867, Sep.
• Sean Cao & Wei Jiang & Baozhong Yang & Alan L. Zhang, 2020, "How to Talk When a Machine is Listening?: Corporate Disclosure in the Age of AI," NBER Working Papers, National Bureau of Economic Research, Inc, number 27950, Oct.
• Itzhak Ben-David & Utpal Bhattacharya & Stacey E. Jacobsen, 2020, "The (Missing) Relation Between Acquisition Announcement Returns and Value Creation," NBER Working Papers, National Bureau of Economic Research, Inc, number 27976, Oct.
• Dany Bahar & Prithwiraj Choudhury & Britta Glennon, 2020, "An Executive Order Worth $100 Billion: The Impact of an Immigration Ban’s Announcement on Fortune 500 Firms’ Valuation," NBER Working Papers, National Bureau of Economic Research, Inc, number 27997, Oct.
• Nathan Foley-Fisher & Gary B. Gorton & Stéphane Verani, 2020, "Adverse Selection Dynamics in Privately-Produced Safe Debt Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 28016, Oct.
• Justin Birru & Sinan Gokkaya & Xi Liu & René M. Stulz, 2020, "Who Benefits from Analyst “Top Picks”?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28038, Oct.
• Anna Cieslak & Hao Pang, 2020, "Common Shocks in Stocks and Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 28184, Dec.
• Chris Florackis & Christodoulos Louca & Roni Michaely & Michael Weber, 2020, "Cybersecurity Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 28196, Dec.
• Akshaya Jha & Stephen A. Karolyi & Nicholas Z. Muller, 2020, "Polluting Public Funds: The Effect of Environmental Regulation on Municipal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 28210, Dec.
• Roger Farmer & Jean-Philippe Bouchaud, 2020, "Self-Fulfilling Prophecies, Quasi Non-Ergodicity & Wealth Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 28261, Dec.
• Jonathan H. Wright, 2020, "Event-day Options," NBER Working Papers, National Bureau of Economic Research, Inc, number 28306, Dec.
• Augustin, Patrick & Brenner, Menachem & Hu, Jianfeng & Subrahmanyam, Marti G., 2020, "Are Corporate Spin-offs Prone to Insider Trading?," Critical Finance Review, now publishers, volume 9, issue 1-2, pages 115-155, June, DOI: 10.1561/104.00000084.
• Ghoshal, S. & Bengtzen, M. & Roberts, S., 2020, "Short Memories? The Impact of SEC Enforcement on Insider Leakage," Journal of Law, Finance, and Accounting, now publishers, volume 5, issue 2, pages 273-305, September, DOI: 10.1561/108.00000048.
• Grzegorz Waszkiewicz, 2020, "The Efficiency Of Sovereign Debt Markets In The Emu: Truth Or Mistruth?," OLSZTYN ECONOMIC JOURNAL, University of Warmia and Mazury in Olsztyn, Faculty of Economic Sciences, volume 15, issue 1, pages 23-38, March, DOI: https://doi.org/10.31648/oej.5396.
• Havranek, Tomas & Novak, Jiri & Zigraiova, Diana, 2020, "How puzzling is the forward premium puzzle? A meta-analysis," MetaArXiv, Center for Open Science, number 348kc, Sep, DOI: 10.31219/osf.io/348kc.
• Kreitmeir, David & Lane, Nathaniel & Raschky, Paul A, 2020, "The Value of Names - Civil Society, Information, and Governing Multinationals on the Global Periphery," SocArXiv, Center for Open Science, number aw7sq, Dec, DOI: 10.31219/osf.io/aw7sq.
• Peter H Egger & Jiaqing Zhu, 2020, "The US–Chinese trade war: an event study of stock-market responses," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, volume 35, issue 103, pages 519-559.
• Olivier Scaillet & Adrien Treccani & Christopher Trevisan, 2020, "High-Frequency Jump Analysis of the Bitcoin Market," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 2, pages 209-232.
• Bastian von Beschwitz & Donald B Keim & Massimo Massa, 2020, "First to “Read” the News: News Analytics and Algorithmic Trading," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 1, pages 122-178.
• Sergei Sarkissian & Yan Wang, 2020, "Cross-Country Competitive Effects of Cross-Listings," The Review of Corporate Finance Studies, Society for Financial Studies, volume 9, issue 1, pages 116-164.
• Viral V Acharya & Sascha Steffen, 2020, "The Risk of Being a Fallen Angel and the Corporate Dash for Cash in the Midst of COVID," The Review of Corporate Finance Studies, Society for Financial Studies, volume 9, issue 3, pages 430-471.
• Stefano Ramelli & Alexander F Wagner, 2020, "Feverish Stock Price Reactions to COVID-19," The Review of Corporate Finance Studies, Society for Financial Studies, volume 9, issue 3, pages 622-655.
• Anna Scherbina & Bernd Schlusche, 2020, "Follow the Leader: Using the Stock Market to Uncover Information Flows between Firms
  [Trade credit and cross-country predictable firm returns]," Review of Finance, European Finance Association, volume 24, issue 1, pages 189-225.
• Bige Kahraman & Heather Tookes, 2020, "Margin Trading and Comovement During Crises
  [Connected stocks]," Review of Finance, European Finance Association, volume 24, issue 4, pages 813-846.
• Paul M Guest & Marco Nerino, 2020, "Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services
  [Interim news and the role of proxy voting advice]," Review of Finance, European Finance Association, volume 24, issue 4, pages 891-928.
• Evgeny Lyandres & Egor Matveyev & Alexei Zhdanov, 2020, "Does the Market Correctly Value Investment Options?," Review of Finance, European Finance Association, volume 24, issue 6, pages 1159-1201.
• Ekkehart Boehmer & Charles M Jones & Juan (Julie) Wu & Xiaoyan Zhang, 2020, "What Do Short Sellers Know?," Review of Finance, European Finance Association, volume 24, issue 6, pages 1203-1235.
• Brandon Gipper & Christian Leuz & Mark Maffett, 2020, "Public Oversight and Reporting Credibility: Evidence from the PCAOB Audit Inspection Regime," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 10, pages 4532-4579.
• Florens Focke & Stefan Ruenzi & Michael Ungeheuer, 2020, "Advertising, Attention, and Financial Markets," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 10, pages 4676-4720.
• Dmitriy Muravyev & Neil D Pearson & Stijn Van Nieuwerburgh, 2020, "Options Trading Costs Are Lower than You Think," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 11, pages 4973-5014.
• Lieven Baele & Geert Bekaert & Koen Inghelbrecht & Min Wei, 2020, "Flights to Safety," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 2, pages 689-746.
• Darwin Choi & Zhenyu Gao & Wenxi Jiang, 2020, "Attention to Global Warming," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1112-1145.
• Jawad M Addoum & David T Ng & Ariel Ortiz-Bobea & Harrison Hong, 2020, "Temperature Shocks and Establishment Sales," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 3, pages 1331-1366.
• Kent Daniel & David Hirshleifer & Lin Sun, 2020, "Short- and Long-Horizon Behavioral Factors," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 4, pages 1673-1736.
• Kent Daniel & Lira Mota & Simon Rottke & Tano Santos, 2020, "The Cross-Section of Risk and Returns," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 1927-1979.
• Valentin Haddad & Serhiy Kozak & Shrihari Santosh & Stijn Van Nieuwerburgh, 2020, "Factor Timing," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 1980-2018.
• Utz Weitzel & Christoph Huber & Jürgen Huber & Michael Kirchler & Florian Lindner & Julia Rose & Lauren Cohen, 2020, "Bubbles and Financial Professionals," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 6, pages 2659-2696.
• Nicolae Gârleanu & Stavros Panageas & Jianfeng Yu & Stijn Van Nieuwerburgh, 2020, "Impediments to Financial Trade: Theory and Applications," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 6, pages 2697-2727.
• Crocker H Liu & Adam D Nowak & Patrick S Smith & Stijn Van Nieuwerburgh, 2020, "Asymmetric or Incomplete Information about Asset Values?," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 7, pages 2898-2936.
• Luciana Simion & Georgiana-Loredana Schipor, 2020, "Financial Market Reactions to the Political Uncertainty. Study Case: Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 1072-1080, December.
• Anca Ioana Iacob (Troto), 2020, "A Theoretical-conceptual Approach to the Particularities and Functions of the Stock Markets, in the Context of the Pandemic Period," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 948-956, December.
• De Jesús Gutiérrez, Raúl, 2020, "¿Ocurrió efecto contagio en los mercados de acciones de América Latina durante la crisis financiera global? || Did the contagion effect occur on the Latin America stock markets during the global financial crisis?," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 29, issue 1, pages 237-258, June.
• Caro Barrera, José Rafael, 2020, "Insurance Options: Beating the Benchmark. Are Catastrophe Bonds more profitable than Corporate Bonds? || Opciones de seguros: superando la referencia. ¿Son más rentables los bonos catástrofe que los bonos corporativos?," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 29, issue 1, pages 3-17, June.