Research classified by Journal of Economic Literature (JEL) codes

2020

• Benjamin Hübel & Hendrik Scholz, 2020, "Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 52-69, February, DOI: 10.1057/s41260-019-00139-z.
• Friedrich-Carl Franz, 2020, "Forecasting index changes in the German DAX family," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 2, pages 135-153, March, DOI: 10.1057/s41260-020-00153-6.
• Demir Bektić & Britta Hachenberg & Dirk Schiereck, 2020, "Factor-based investing in government bond markets: a survey of the current state of research," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 2, pages 94-105, March, DOI: 10.1057/s41260-020-00156-3.
• Matthias M. M. Buehlmaier & Kit Pong Wong, 2020, "Should investors join the index revolution? Evidence from around the world," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 3, pages 192-218, May, DOI: 10.1057/s41260-020-00162-5.
• Syed Kumail Abbas Rizvi & Nawazish Mirza & Bushra Naqvi & Birjees Rahat, 2020, "Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 4, pages 281-291, July, DOI: 10.1057/s41260-020-00172-3.
• Khine Kyaw & Mojisola Olugbode & Barbara Petracci, 2020, "Is the market surprised by the surprise?," International Journal of Disclosure and Governance, Palgrave Macmillan, volume 17, issue 1, pages 20-29, March, DOI: 10.1057/s41310-020-00071-4.
• Lukasz Dopierala & Daria Ilczuk & Liwiusz Wojciechowski, 2020, "Sovereign credit ratings and CDS spreads in Emerging Europe," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 3, pages 419-438, September, DOI: 10.24136/eq.2020.019.
• Pedro Pardal & Rui Dias & Petr Suler & Nuno Teixeira & Tomas Krulicky, 2020, "Integration in Central European capital markets in the context of the global COVID-19 pandemic," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 4, pages 627-650, December, DOI: 10.24136/eq.2020.027.
• Irina Filimonova & Anna Komarova & Mikhail Mishenin, 2020, "Impact of the global green factor on the capitalization of oil companies in Russia," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 2, pages 309-324, June, DOI: 10.24136/oc.2020.013.
• Rui Dias & Nuno Teixeira & Veronika Machova & Pedro Pardal & Jakub Horak & Marek Vochozka, 2020, "Random walks and market efficiency tests: evidence on US, Chinese and European capital markets within the context of the global Covid-19 pandemic," Oeconomia Copernicana, Institute of Economic Research, volume 11, issue 4, pages 585-608, December, DOI: 10.24136/oc.2020.024.
• Elain Brianne O. Balderas & Alyanna Maria Belen S.D. Bernardo, 2020, "By his words alone: the economic consequences of Rodrigo Duterte," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, volume 57, issue 1, pages 71-100, June.
• Papadamou, Stephanos & Fassas, Athanasios & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2020, "Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 100020, May.
• Liew, Venus Khim-Sen & Puah, Chin-Hong, 2020, "Chinese stock market sectoral indices performance in the time of novel coronavirus pandemic," MPRA Paper, University Library of Munich, Germany, number 100414, Apr, revised 28 Apr 2020.
• Dumitriu, Ramona & Stefanescu, Răzvan, 2020, "The Extended Holiday Effect on US capital market," MPRA Paper, University Library of Munich, Germany, number 100463, May, revised 17 May 2020.
• Ruiz-Buforn, Alba & Alfarano, Simone & Camacho-Cuena, Eva & Morone, Andrea, 2020, "Single vs. multiple disclosures in an experimental asset market with information acquisition," MPRA Paper, University Library of Munich, Germany, number 101035, May.
• Ahmed, Shehar Yar, 2020, "Impact of COVID-19 on Performance of Pakistan Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 101540, Jul.
• Moszoro, Marian, 2020, "Political Cognitive Biases Effects on Fund Managers' Performance," MPRA Paper, University Library of Munich, Germany, number 101572, May.
• Luo, Yinghao, 2020, "Symmetry, Efficient Markets and Monetary Neutrality," MPRA Paper, University Library of Munich, Germany, number 101891, Apr.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanuil, 2020, "EU regulation and open market share repurchases: New evidence," MPRA Paper, University Library of Munich, Germany, number 102023, Jun.
• Jamaledini, Ashkan & Soltani, Ali & Khazaei, Ehsan, 2020, "Region Search Optimization Algorithm for Economic Energy Management of Grid-Connected Mode Microgrid," MPRA Paper, University Library of Munich, Germany, number 102094, Mar.
• Berardi, Michele, 2020, "Learning from prices: information aggregation and accumulation in an asset market," MPRA Paper, University Library of Munich, Germany, number 102139, Apr.
• Villalobos, José Antonio, 2020, "Pérdida de acciones 2010-2020: Geo B, Sare B y Axtel CPO
  [Loss of shares 2010-2020: Geo B, Sare B and Axtel CPO]," MPRA Paper, University Library of Munich, Germany, number 102284, Aug.
• Yardley, Ben, 2020, "The Effects of Donald Trump’s Tweets on The Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 102578, Mar.
• Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis, 2020, "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," MPRA Paper, University Library of Munich, Germany, number 102846, Aug.
• Lopez, Claude & Contreras, Oscar & Bendix, Joseph, 2020, "Disagreement among ESG rating agencies: shall we be worried?," MPRA Paper, University Library of Munich, Germany, number 103027, Sep.
• neifar, malika, 2020, "Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎," MPRA Paper, University Library of Munich, Germany, number 103175, Sep.
• neifar, malika, 2020, "Efficiency-Market Hypothesis: case of Tunisian and 6 ‎Asian stock markets ‎," MPRA Paper, University Library of Munich, Germany, number 103232, Sep.
• Gurgul, Henryk & Mitterer, Christoph & Wójtowicz, Tomasz, 2020, "The impact of US macroeconomic news on the prices of single stocks on the Vienna Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 103352, Oct.
• Abba AHmed, Bello, 2020, "Impact of Covid-19 Pandemic on Global Economy," MPRA Paper, University Library of Munich, Germany, number 103753, Oct.
• Berardi, Michele, 2020, "Uncertainty and sentiments in asset prices," MPRA Paper, University Library of Munich, Germany, number 103798, Oct.
• Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Manos & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2020, "Textual Information and IPO Underpricing: A Machine Learning Approach," MPRA Paper, University Library of Munich, Germany, number 103813, Oct.
• Sinha, Pankaj & Sawaliya, Priya & Sinha, Prateek, 2020, "Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy," MPRA Paper, University Library of Munich, Germany, number 103902, Jun, revised 20 Jun 2020.
• Lo, Yuen & Medda, Francesca, 2020, "Uniswap and the rise of the decentralized exchange," MPRA Paper, University Library of Munich, Germany, number 103925, Nov.
• Bourveau, Thomas & Coulomb, Renaud & Sangnier, Marc, 2020, "Political Connections and White-collar Crime: Evidence from Insider Trading in France," MPRA Paper, University Library of Munich, Germany, number 104236, Nov.
• Söylemez, Arif Orçun, 2020, "How Do Volatility and Return Series Interact?," MPRA Paper, University Library of Munich, Germany, number 104687, Sep.
• Semenova, Valentina & Winkler, Julian, 2020, "Reddit's Self-Organised Bull Runs," MPRA Paper, University Library of Munich, Germany, number 105443, Jan.
• Drousia, Angeliki & Episcopos, Athanasios & Leledakis, George N. & Pyrgiotakis, Emmanuil, 2020, "EU regulation and open market share repurchases: New evidence," MPRA Paper, University Library of Munich, Germany, number 105683, Jun, revised 31 Jan 2021.
• Liew, Venus Khim-Sen, 2020, "Abnormal returns on tourism shares in the Chinese stock exchanges amid COVID-19 pandemic," MPRA Paper, University Library of Munich, Germany, number 107987.
• Chia, Ricky Chee-Jiun & Liew, Venus Khim-Sen & Rowland, Racquel, 2020, "Daily New Covid-19 Cases, The Movement Control Order, and Malaysian Stock Market Returns," MPRA Paper, University Library of Munich, Germany, number 107988.
• Mansur, Alfan & Nizar, Muhammad Afdi, 2020, "Menilik Perkembangan Sektor Keuangan Indonesia di Tengah Pandemi
  [Observing the Development of Indonesia's Financial Sector Amid the Pandemic]," MPRA Paper, University Library of Munich, Germany, number 109336, Dec.
• Aliyu, Shehu Usman Rano, 2020, "What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?," MPRA Paper, University Library of Munich, Germany, number 110382, Jun, revised 06 Jun 2021.
• Kelikume, Ikechukwu & Evans, Olaniyi & Iyoha, Faith, 2020, "Efficient Market Hypothesis in the Presence of Market Imperfections: Evidence from Selected Stock Markets in Africa," MPRA Paper, University Library of Munich, Germany, number 118200.
• Limba, Franco & Rijoly, Jacobus Cliff Diky & Tarangi, Margreath, 2020, "Black Swan Global Market: Analysis of the Effect of the Covid-19 Death Rate on the Volatility of European Football Club Stock Prices (Case Study of Juventus F.C., Manchester United, Ajax Amsterdam and Borussia Dortmund)," MPRA Paper, University Library of Munich, Germany, number 120396, Jul.
• Keshri, Abhinav & Sharma, Charu, 2020, "Exploratory Analysis of Functional Principal Components to Observe the Absorption of Election Sentiments in the Indian Stock Market," MPRA Paper, University Library of Munich, Germany, number 122325, Jul.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2020, "Introducere în analiza anomaliilor calendaristice, Partea a doua
  [An Introduction to the Analysis of the Calendar Anomalies, Part 2]," MPRA Paper, University Library of Munich, Germany, number 97961, Jan.
• Alves, Paulo & Carvalho, Luís, 2020, "Recent Evidence on International Stock Markets Overreaction," MPRA Paper, University Library of Munich, Germany, number 97983.
• Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone, 2020, "Overweighting of public information in financial markets: A lesson from the lab," MPRA Paper, University Library of Munich, Germany, number 98472, Jan.
• Levy, Daniel & Mayer, Tamir & Raviv, Alon, 2020, "Academic Scholarship in Light of the 2008 Financial Crisis: Textual Analysis of NBER Working Papers," MPRA Paper, University Library of Munich, Germany, number 98785, Feb.
• Chong, Terence Tai Leung & Li, Chen, 2020, "Search of Attention in Financial Market," MPRA Paper, University Library of Munich, Germany, number 99003, Jan.
• Chong, Terence Tai Leung & Hou, Siqi, 2020, "Will Stock Rise on Valentine’s Day?," MPRA Paper, University Library of Munich, Germany, number 99058, Feb.
• NEIFAR, MALIKA & HarzAllah, AMIRA, 2020, "Can Canadian Stock market provide complete hedge against Inflation ?," MPRA Paper, University Library of Munich, Germany, number 99093, Mar.
• Alfarano, Simone & Banal-Estanol, Albert & Camacho-Cuena, Eva & Iori, Giulia & Kapar, Burcu, 2020, "Centralized vs decentralized markets in the laboratory: The role of connectivity," MPRA Paper, University Library of Munich, Germany, number 99129, Feb.
• Stefanescu, Răzvan & Dumitriu, Ramona, 2020, "Efectul Turn-of-the-Year pe piaţa valutară din România
  [The Turn-of-the-Year Effect in the Romanian foreign exchange market]," MPRA Paper, University Library of Munich, Germany, number 99365, Mar, revised 30 Mar 2020.
• Neifar, Malika, 2020, "Islamic vs Conventional Canadian stock markets : what difference ?," MPRA Paper, University Library of Munich, Germany, number 99608, Apr.
• Neifar, Malika, 2020, "Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets," MPRA Paper, University Library of Munich, Germany, number 99658, Apr.
• Dumitriu, Ramona & Stefanescu, Răzvan, 2020, "Provocări pentru Finanţele Comportamentale în contextul COVID-19
  [Some challenges for the Behavioral Finance in the Context of COVID-19]," MPRA Paper, University Library of Munich, Germany, number 99675, Apr, revised 16 Apr 2020.
• Hardik A. Marfatia & Rangan Gupta & Keagile Lesame, 2020, "Dynamic Impact of Unconventional Monetary Policy on International REITs," Working Papers, University of Pretoria, Department of Economics, number 202020, Feb.
• Oguzhan Cepni & Rangan Gupta, 2020, "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers, University of Pretoria, Department of Economics, number 202039, May.
• Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. Term Structure and Return Volatility in Global REIT Markets," Working Papers, University of Pretoria, Department of Economics, number 202069, Jul.
• Zhuhua Jiang & Rangan Gupta & Sowmya Subramaniam & Seong-Min Yoon, 2020, "The Effect of Air Quality and Weather on the Chinese Stock Market: Evidence from Shenzhen Stock Exchange," Working Papers, University of Pretoria, Department of Economics, number 202070, Aug.
• Roger Owusu-Boafo & Ernest Obeng & Jone Yeobah Addo, 2020, "The Relationship Between Credit Risk Management and the Profitability of Banks in Ghana," ACTA VSFS, University of Finance and Administration, volume 14, issue 2, pages 92-114.
• Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2020, "China’s Model of Managing the Financial System," Working Papers, Princeton University. Economics Department., number 2020-45, May.
• J. James Reade & Carl Singleton & Leighton Vaughan Williams, 2020, "Betting markets for English Premier League results and scorelines: evaluating a forecasting model," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-03, Mar.
• Sreèko Devjak, 2020, "Integrity of the benchmark price for price testing of US municipal bonds," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 38, issue 1, pages 215-235.
• Abdul Wahid & Muhammad Zubair Mumtaz, 2020, "Long-run price performance of local and dual class IPOs in alternative investment market," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 38, issue 1, pages 71-100.
• Astebro, Thomas & Fernández, Manuel & Cadena-Silva, Carlos & Vulkan, Nir, 2020, "Herding in Equity Crowdfunding," Working papers, Red Investigadores de Economía, number 34, Mar.
• Cyn-Young Park & Shu Tian & Bo Zhao, 2020, "Global Bitcoin Markets and Local Regulations," ADB Economics Working Paper Series, Asian Development Bank, number 605, Jan.
• Nikita Artamonov & Anna Voronina & Nikita Emelyanov & Aleksei Kurbatskii, 2020, "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 58, pages 55-75.
• Ismaila Akanni Yusuf & Ekundayo Peter Mesagan & Agatha Nkem Amadi, 2020, "Effect of financial deepening on stock market returns: The case of military and democratic post-SAP regimes in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 6, pages 3-21.
• Olaniyi Evans, 2020, "Socio-economic impacts of novel coronavirus: The policy solutions," BizEcons Quarterly, Strides Educational Foundation, volume 7, pages 3-12.
• Neilan Soylu, 2020, "The Impact of Tangible Asset Sales on Stock Returns: A Research on Manufacturing Companies Listed in Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 1, pages 131-146.
• Saim Kilic & Ihsan Ugur Delikanli & Ali Alp, 2020, "Impact of Changes in Foreign Investors Ownership on Return, Volatility and Liquidity: A Panel Data Analysis for BIST REIT Market," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 2, pages 397-411.
• Oktay Ozkan, 2020, "In Which Sectors Can Historical Prices Be Used for Return Predictability? An Empirical Study on Istanbul Stock Exchange with Automatic Portmanteau Test," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 3, pages 703-712.
• Akhtiar Ali & S. Karim Bux & Naveed Khan, 2020, "Preceding Dividend as a signal of Future Dividends: Evidence from Chinese Commercial Banks," Sukkur IBA Journal of Management and Business, Sukkur IBA University, volume 7, issue 2, pages 93-106, July.
• Muyiwa Ezekiel Alade & Sunday Amos Adeusi & Fisayo Oluwatoyin Alade, 2020, "Covid-19 Pandemic And Nigerian Stock Market Capitalisation," Ilorin Journal of Economic Policy, Department of Economics, University of Ilorin, volume 7, issue 3, pages 12-23.
• Refk Selmi Selmi & Youssef Errami Errami & Mark E. Wohar, 2020, "What Trump’s China Tariffs Have Cost U.S. Companies?," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 35, issue 2, pages 282-295.
• Zinat zakeri & Abbas Shakeri & Teimoor Mohammadi, 2020, "Selecting an Appropriate Model to Study the Transmission Volatility between the Financial Markets of Selected Islamic Oil Exporting Countries," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 7, issue 3, pages 1-24.
• Abdul WAHID & Muhammad Zubair MUMTAZ & Edmund H. MANTELL, 2020, "Short-Run Pricing Performance of Local and Dual Class IPOs in Alternative Investment Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 57-74, March.
• Chamil W SENARATHNE & Wei JIANGUO, 2020, "Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 73-91, July.
• Dan Gabriel ANGHEL & Elena Valentina ŢILICĂ & Victor DRAGOTĂ, 2020, "Intraday Patterns in Returns on the Romanian and Bulgarian Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 92-114, July.
• Hao FANG & Joseph C. P. SHIEH & Tsang-Yao CHANG & Meng-Wen WU, 2020, "Which Types of Stocks Herded by Foreign Institutional Investors are Informational in the Emerging Stock Market?," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 31-48, September.
• Hui HONG & Shulin XU & Chien-Chiang LEE, 2020, "Investor Herding in the China Stock Market: An Examination of ChiNext," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 47-61, December.
• Malkina, Marina (Малкина, Марина) & Ovchinnikov, Vyacheslav (Овчинников, Вячеслав), 2020, "Cryptocurrency Market: Overreaction to News and Herd Instincts
  [Рынок Криптовалют: Сверхреакция На Новости И Стадные Инстинкты]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 3, pages 74-105, June.
• Farhadi, Zahra, 2020, "The Impact of Financial Information Comparability on Aggressive Tax Avoidance with respect to the information environment," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, volume 3, pages 134-151, June.
• Zhifeng Cai, 2020, "Dynamic information acquisition and time-varying uncertainty," Departmental Working Papers, Rutgers University, Department of Economics, number 202002, Jan.
• Daan Steenkamp & Hylton Hollander & Roy Havemann, , "The macroeconomics of establishing a basic income grant in South Africa," ERSA Working Paper Series, Economic Research Southern Africa, number 04.
• Daniel Cahill & Kingsley Fong & Marvin Wee & Joey Wenling Yang, 2020, "The role of implied volatility in liquidity provision," Australian Journal of Management, Australian School of Business, volume 45, issue 1, pages 45-71, February, DOI: 10.1177/0312896219833423.
• Adrian Melia & Paul Docherty & Steve Easton, 2020, "The impact of regulation on the seasoned equity offering decision," Australian Journal of Management, Australian School of Business, volume 45, issue 1, pages 94-113, February, DOI: 10.1177/0312896219833724.
• Li, Mingsheng & Liu, Desheng & Peng, Hongfeng & Zhang, Luxiu, 2020, "Does low synchronicity mean more or less informative prices? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfs.2020.100817.
• Negrelli, Sara, 2020, "Bubbles and persuasion with uncertainty over market sentiment," Games and Economic Behavior, Elsevier, volume 120, issue C, pages 67-85, DOI: 10.1016/j.geb.2019.12.007.
• Cabrales, Antonio & Feri, Francesco & Gottardi, Piero & Meléndez-Jiménez, Miguel A., 2020, "Can there be a market for cheap-talk information? An experimental investigation," Games and Economic Behavior, Elsevier, volume 121, issue C, pages 368-381, DOI: 10.1016/j.geb.2020.03.002.
• Kakhbod, Ali & Song, Fei, 2020, "Dynamic price discovery: Transparency vs. information design," Games and Economic Behavior, Elsevier, volume 122, issue C, pages 203-232, DOI: 10.1016/j.geb.2020.04.009.
• Leister, C. Matthew, 2020, "Information acquisition and welfare in network games," Games and Economic Behavior, Elsevier, volume 122, issue C, pages 453-475, DOI: 10.1016/j.geb.2020.05.006.
• Valseth, Siri, 2020, "Informed trading in hybrid bond markets," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.07.003.
• Dicle, Mehmet F. & Levendis, John, 2020, "Historic risk and implied volatility," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.100475.
• Rezaee, Zabihollah & Dou, Huan & Zhang, Huili, 2020, "Corporate social responsibility and earnings quality: Evidence from China," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.05.002.
• Collingro, Franziska & Frenkel, Michael, 2020, "On the financial market impact of euro area monetary policy: A comparative study before and after the Global Financial Crisis," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.100480.
• Hussain, Syed Mujahid & Ben Omrane, Walid & Al-Yahyaee, Khamis, 2020, "US macroeconomic news effects around the US and European financial crises: Evidence from Brazilian and Mexican equity indices," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100482.
• Hincapié-Salazar, Juliana & Agudelo, Diego A., 2020, "Is the disposition effect in bonds as strong as in stocks? Evidence from an emerging market," Global Finance Journal, Elsevier, volume 46, issue C, DOI: 10.1016/j.gfj.2019.100508.
• Eckert, Christian & Gatzert, Nadine & Heidinger, Dinah, 2020, "Empirically assessing and modeling spillover effects from operational risk events in the insurance industry," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 72-83, DOI: 10.1016/j.insmatheco.2020.04.003.
• Al-Yahyaee, Khamis Hamed & Shahzad, Syed Jawad Hussain & Mensi, Walid, 2020, "Tail dependence structures between economic policy uncertainty and foreign exchange markets: Nonparametric quantiles methods," International Economics, Elsevier, volume 161, issue C, pages 66-82, DOI: 10.1016/j.inteco.2019.11.004.
• Goodell, John W. & Goyal, Abhinav & Hasan, Iftekhar, 2020, "Comparing financial transparency between for-profit and nonprofit suppliers of public goods: Evidence from microfinance," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101146.
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2020, "Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101173.
• Atanasova, Christina & Weisskopf, Jean-Philippe, 2020, "The price of international equity ETFs: The role of relative liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101190.
• Borgards, Oliver & Czudaj, Robert L., 2020, "The prevalence of price overreactions in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101194.
• Mugerman, Yevgeny & Yidov, Orr & Wiener, Zvi, 2020, "By the light of day: The effect of the switch to winter time on stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101197.
• Abedifar, Pejman & Bouslah, Kais & Qamhieh Hashem, Shatha & Song, Liang, 2020, "How informative are stock prices of Islamic Banks?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 66, issue C, DOI: 10.1016/j.intfin.2020.101203.
• Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores, 2020, "Information opacity and corporate bond returns: The dynamics of split ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101239.
• Chui, David & Wing Cheng, Wui & Chi Chow, Sheung & LI, Ya, 2020, "Eastern Halloween effect: A stochastic dominance approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101241.
• Nivelleau De La Brunière, Stanislas & Haye, Jean-Come & Mazza, Paolo, 2020, "The performance of corporate legal insiders on the French stock market," International Review of Law and Economics, Elsevier, volume 61, issue C, DOI: 10.1016/j.irle.2019.105880.
• He, Shuoyuan & Narayanamoorthy, Ganapathi (Gans), 2020, "Earnings acceleration and stock returns," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101238.
• Beaver, William H. & McNichols, Maureen F. & Wang, Zach Z., 2020, "Increased market response to earnings announcements in the 21st century: An Empirical Investigation," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101244.
• Engelberg, Joseph & McLean, R. David & Pontiff, Jeffrey, 2020, "Analysts and anomalies," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101249.
• Bushee, Brian & Cedergren, Matthew & Michels, Jeremy, 2020, "Does the media help or hurt retail investors during the IPO quiet period?," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101261.
• Bonsall, Samuel B. & Green, Jeremiah & Muller, Karl A., 2020, "Market uncertainty and the importance of media coverage at earnings announcements," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101264.
• Christensen, Hans B. & Liu, Lisa Yao & Maffett, Mark, 2020, "Proactive financial reporting enforcement and shareholder wealth," Journal of Accounting and Economics, Elsevier, volume 69, issue 2, DOI: 10.1016/j.jacceco.2019.101267.
• Larcker, David F. & Watts, Edward M., 2020, "Where's the greenium?," Journal of Accounting and Economics, Elsevier, volume 69, issue 2, DOI: 10.1016/j.jacceco.2020.101312.
• Jia, Weishi & Redigolo, Giulia & Shu, Susan & Zhao, Jingran, 2020, "Can social media distort price discovery? Evidence from merger rumors," Journal of Accounting and Economics, Elsevier, volume 70, issue 1, DOI: 10.1016/j.jacceco.2020.101334.
• Chordia, Tarun & Miao, Bin, 2020, "Market efficiency in real time: Evidence from low latency activity around earnings announcements," Journal of Accounting and Economics, Elsevier, volume 70, issue 2, DOI: 10.1016/j.jacceco.2020.101335.
• Bhojraj, Sanjeev & Mohanram, Partha & Zhang, Suning, 2020, "ETFs and information transfer across firms," Journal of Accounting and Economics, Elsevier, volume 70, issue 2, DOI: 10.1016/j.jacceco.2020.101336.
• Blankespoor, Elizabeth & deHaan, Ed & Marinovic, Iván, 2020, "Disclosure processing costs, investors’ information choice, and equity market outcomes: A review," Journal of Accounting and Economics, Elsevier, volume 70, issue 2, DOI: 10.1016/j.jacceco.2020.101344.
• Choy, Siu Kai & Wei, Jason, 2020, "Liquidity risk and expected option returns," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105700.
• Currie, Russell R. & Pandher, Gurupdesh S., 2020, "Finance journal rankings: Active scholar assessment revisited," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105717.
• Fernandes, Marcelo & Igan, Deniz & Pinheiro, Marcelo, 2020, "March madness in Wall Street: (What) does the market learn from stress tests?," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2017.11.005.
• Belkhir, Mohamed & Saad, Mohsen & Samet, Anis, 2020, "Stock extreme illiquidity and the cost of capital," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.01.005.
• Fong, Kingsley & Krug, Juliane D. & Leung, Henry & Westerholm, Joakim P., 2020, "Determinants of household broker choices and their impacts on performance," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2019.06.005.
• Cahill, Daniel & G. Baur, Dirk & (Frank) Liu, Zhangxin & W. Yang, Joey, 2020, "I am a blockchain too: How does the market respond to companies’ interest in blockchain?," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105740.
• Fernando, Chitru S. & Hoelscher, Seth A. & Raman, Vikas, 2020, "The informativeness of derivatives use: Evidence from corporate disclosure through public announcements," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2019.105731.
• Griffith, Todd & Roseman, Brian & Shang, Danjue, 2020, "The effects of an increase in equity tick size on stock and option transaction costs," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105782.
• Kyosev, Georgi & Hanauer, Matthias X. & Huij, Joop & Lansdorp, Simon, 2020, "Does earnings growth drive the quality premium?," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105785.
• Byun, Suk-Joon & Goh, Jihoon & Kim, Da-Hea, 2020, "The role of psychological barriers in lottery-related anomalies," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105786.
• Jiang, Fuxiu & Cai, Xinni & Nofsinger, John R. & Zheng, Xiaojia, 2020, "Can reputation concern restrain bad news hoarding in family firms?," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105808.
• Leung, Woon Sau & Evans, Kevin P. & Mazouz, Khelifa, 2020, "The R&D anomaly: Risk or mispricing?," Journal of Banking & Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jbankfin.2020.105815.
• Rahman, Dewan & Oliver, Barry & Faff, Robert, 2020, "Evidence of strategic information uncertainty around opportunistic insider purchases," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105821.
• Baur, Dirk G. & Smales, Lee A., 2020, "Hedging geopolitical risk with precious metals," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105823.
• Eichler, Stefan & Plaga, Timo, 2020, "The economic record of the government and sovereign bond and stock returns around national elections," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105832.
• Jannati, Sima, 2020, "Geographic spillover of dominant firms’ shocks," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105844.
• Dandapani, Krishnan & Hibbert, Ann Marie & Lawrence, Edward R., 2020, "The Shareholder's response to a firm's first international acquisition," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105852.
• Li, Keming, 2020, "Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105856.
• Kalcheva, Ivalina & Plečnik, James M. & Tran, Hai & Turkiela, Jason, 2020, "(Un)intended consequences? The impact of the 2017 tax cuts and jobs act on shareholder wealth," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105860.
• Austin, Josh & Harris, Jeremiah & O'Brien, William, 2020, "Do the most prominent firms really make the worst deals? How selection issues affect inferences from M&A studies," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105888.
• Berkman, Henk & Koch, Paul & Westerholm, P. Joakim, 2020, "Inside the director network: When directors trade or hold inside, interlock, and unconnected stocks," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105892.
• Bernales, Alejandro & Verousis, Thanos & Voukelatos, Nikolaos, 2020, "Do investors follow the herd in option markets?," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2016.02.002.
• Guo, Jie (Michael) & Li, Yichen & Wang, Changyun & Xing, Xiaofei, 2020, "The role of investment bankers in M&As: New evidence on Acquirers’ financial conditions," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2018.02.004.
• Bai, Yiyi & Lu, Liping, 2020, "Households rejecting loan offers from banks," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2018.04.018.
• Ma, Xiaofang & Wang, Wenming & Wu, Jiangang & Zhang, Wenlan, 2020, "Corporate customer concentration and stock price crash risk," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105903.
• Wang, Zhen & Sun, Lei & John Wei, K.C., 2020, "Does competition induce analyst effort? evidence from a natural experiment of broker mergers," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105914.
• Cumming, Douglas & Ji, Shan & Peter, Rejo & Tarsalewska, Monika, 2020, "Market manipulation and innovation," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105957.
• Gilstrap, Collin & Petkevich, Alex & Teterin, Pavel, 2020, "Striking up with the in crowd: When option markets and insiders agree," Journal of Banking & Finance, Elsevier, volume 120, issue C, DOI: 10.1016/j.jbankfin.2020.105963.
• Carlini, Federico & Cucinelli, Doriana & Previtali, Daniele & Soana, Maria Gaia, 2020, "Don't talk too bad! stock market reactions to bank corporate governance news," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105962.
• Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina, 2020, "Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105966.
• Gu, Chen & Kurov, Alexander, 2020, "Informational role of social media: Evidence from Twitter sentiment," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105969.
• Caballé, Jordi & Dumitrescu, Ariadna, 2020, "Disclosure of corporate tax reports, tax enforcement, and price information," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105978.
• Zhao, Yang & Yu, Min-Teh, 2020, "Predicting catastrophe risk: Evidence from catastrophe bond markets," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105982.
• Kim, Junwoo & Kim, Robert & Kim, Sangwan, 2020, "Does financial statement comparability mitigate delayed trading volume before earnings announcements?," Journal of Business Research, Elsevier, volume 107, issue C, pages 62-75, DOI: 10.1016/j.jbusres.2019.09.031.
• Tauni, Muhammad Zubair & Yousaf, Salman & Ahsan, Tanveer, 2020, "Investor-advisor Big Five personality similarity and stock trading performance," Journal of Business Research, Elsevier, volume 109, issue C, pages 49-63, DOI: 10.1016/j.jbusres.2019.10.055.
• Lee, Sang Mook & Jiraporn, Pornsit & Song, Hakjoon, 2020, "Customer concentration and stock price crash risk," Journal of Business Research, Elsevier, volume 110, issue C, pages 327-346, DOI: 10.1016/j.jbusres.2020.01.049.
• Xue, Xiaolin & Zhang, Junrui & Yu, Yangxin, 2020, "Distracted passive institutional shareholders and firm transparency," Journal of Business Research, Elsevier, volume 110, issue C, pages 347-359, DOI: 10.1016/j.jbusres.2020.01.033.
• Guzmán, Alexander & Mehrotra, Vikas & Morck, Randall & Trujillo, María-Andrea, 2020, "How institutional development news moves an emerging market," Journal of Business Research, Elsevier, volume 112, issue C, pages 300-319, DOI: 10.1016/j.jbusres.2019.10.009.
• Zhang, Sijia & Gregoriou, Andros, 2020, "Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market," Journal of Business Research, Elsevier, volume 116, issue C, pages 13-26, DOI: 10.1016/j.jbusres.2020.05.005.
• Saad, Mohsen & Samet, Anis, 2020, "Collectivism and commonality in liquidity," Journal of Business Research, Elsevier, volume 116, issue C, pages 137-162, DOI: 10.1016/j.jbusres.2020.04.012.
• Li, Xiao, 2020, "The impact of economic policy uncertainty on insider trades: A cross-country analysis," Journal of Business Research, Elsevier, volume 119, issue C, pages 41-57, DOI: 10.1016/j.jbusres.2020.07.025.
• Laure, de Batz, 2020, "Financial crime spillovers. Does one gain to be avenged?," Journal of Economic Behavior & Organization, Elsevier, volume 173, issue C, pages 196-215, DOI: 10.1016/j.jebo.2020.03.008.
• Fink, Alexander & Stahl, Jörg R., 2020, "The value of international political connections: Evidence from Trump's 2016 surprise election," Journal of Economic Behavior & Organization, Elsevier, volume 176, issue C, pages 691-700, DOI: 10.1016/j.jebo.2020.03.034.
• Jacobs, Heiko, 2020, "Hype or help? Journalists’ perceptions of mispriced stocks," Journal of Economic Behavior & Organization, Elsevier, volume 178, issue C, pages 550-565, DOI: 10.1016/j.jebo.2020.07.029.
• Chen, Fan & Ramaya, Krishnan & Wu, Wei, 2020, "The wealth effects of merger and acquisition announcements on bondholders: New evidence from the over-the-counter market," Journal of Economics and Business, Elsevier, volume 107, issue C, DOI: 10.1016/j.jeconbus.2019.105862.
• Funashima, Yoshito & Iizuka, Nobuo & Ohtsuka, Yoshihiro, 2020, "GDP announcements and stock prices," Journal of Economics and Business, Elsevier, volume 108, issue C, DOI: 10.1016/j.jeconbus.2019.105872.
• Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar & Ramlakhan, Prakash, 2020, "Herding in the Singapore stock Exchange," Journal of Economics and Business, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeconbus.2019.105889.
• Sen, Suphi & von Schickfus, Marie-Theres, 2020, "Climate policy, stranded assets, and investors’ expectations," Journal of Environmental Economics and Management, Elsevier, volume 100, issue C, DOI: 10.1016/j.jeem.2019.102277.
• Huang, Shiyang & Qiu, Zhigang & Yang, Liyan, 2020, "Institutionalization, delegation, and asset prices," Journal of Economic Theory, Elsevier, volume 186, issue C, DOI: 10.1016/j.jet.2019.104977.
• Wang, Zijian, 2020, "Liquidity and private information in asset markets: To signal or not to signal," Journal of Economic Theory, Elsevier, volume 190, issue C, DOI: 10.1016/j.jet.2020.105122.
• Wang, Xue & Yan, Xuemin (Sterling) & Zheng, Lingling, 2020, "Shorting flows, public disclosure, and market efficiency," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 191-212, DOI: 10.1016/j.jfineco.2019.05.018.
• Jacobs, Heiko & Müller, Sebastian, 2020, "Anomalies across the globe: Once public, no longer existent?," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 213-230, DOI: 10.1016/j.jfineco.2019.06.004.
• Kempf, Elisabeth, 2020, "The job rating game: Revolving doors and analyst incentives," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 41-67, DOI: 10.1016/j.jfineco.2019.05.012.
• Boehmer, Ekkehart & Jones, Charles M. & Zhang, Xiaoyan, 2020, "Potential pilot problems: Treatment spillovers in financial regulatory experiments," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 68-87, DOI: 10.1016/j.jfineco.2019.05.016.
• Ozdagli, Ali & Velikov, Mihail, 2020, "Show me the money: The monetary policy risk premium," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 320-339, DOI: 10.1016/j.jfineco.2019.06.012.
• Dai, Yunhao & Rau, P. Raghavendra & Stouraitis, Aris & Tan, Weiqiang, 2020, "An ill wind? Terrorist attacks and CEO compensation," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 379-398, DOI: 10.1016/j.jfineco.2019.06.005.
• Painter, Marcus, 2020, "An inconvenient cost: The effects of climate change on municipal bonds," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 468-482, DOI: 10.1016/j.jfineco.2019.06.006.
• Yang, Yung Chiang & Zhang, Bohui & Zhang, Chu, 2020, "Is information risk priced? Evidence from abnormal idiosyncratic volatility," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 528-554, DOI: 10.1016/j.jfineco.2019.06.013.
• Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2020, "Betting against correlation: Testing theories of the low-risk effect," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 629-652, DOI: 10.1016/j.jfineco.2019.07.003.
• Huang, Dashan & Li, Jiangyuan & Wang, Liyao & Zhou, Guofu, 2020, "Time series momentum: Is it there?," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 774-794, DOI: 10.1016/j.jfineco.2019.08.004.
• Duarte, Jefferson & Hu, Edwin & Young, Lance, 2020, "A comparison of some structural models of private information arrival," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 795-815, DOI: 10.1016/j.jfineco.2019.08.005.
• Muravyev, Dmitriy & Ni, Xuechuan (Charles), 2020, "Why do option returns change sign from day to night?," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 219-238, DOI: 10.1016/j.jfineco.2018.12.006.
• Conrad, Jennifer & Wahal, Sunil, 2020, "The term structure of liquidity provision," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 239-259, DOI: 10.1016/j.jfineco.2019.09.008.
• Bennett, Benjamin & Stulz, René & Wang, Zexi, 2020, "Does the stock market make firms more productive?," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 281-306, DOI: 10.1016/j.jfineco.2019.09.006.
• Ali, Usman & Hirshleifer, David, 2020, "Shared analyst coverage: Unifying momentum spillover effects," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 649-675, DOI: 10.1016/j.jfineco.2019.10.007.
• Wang, Wenyu & Wu, Yufeng, 2020, "Managerial control benefits and takeover market efficiency," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 857-878, DOI: 10.1016/j.jfineco.2019.11.003.
• Chung, Kee H. & Lee, Albert J. & Rösch, Dominik, 2020, "Tick size, liquidity for small and large orders, and price informativeness: Evidence from the Tick Size Pilot Program," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 879-899, DOI: 10.1016/j.jfineco.2019.11.004.
• Henderson, Brian J. & Pearson, Neil D. & Wang, Li, 2020, "Pre-trade hedging: Evidence from the issuance of retail structured products," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 108-128, DOI: 10.1016/j.jfineco.2020.02.004.
• Guo, Li & Li, Frank Weikai & John Wei, K.C., 2020, "Security analysts and capital market anomalies," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 204-230, DOI: 10.1016/j.jfineco.2020.01.002.
• Hirshleifer, David & Jiang, Danling & DiGiovanni, Yuting Meng, 2020, "Mood beta and seasonalities in stock returns," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 272-295, DOI: 10.1016/j.jfineco.2020.02.003.
• Crego, Julio A., 2020, "Why does public news augment information asymmetries?," Journal of Financial Economics, Elsevier, volume 137, issue 1, pages 72-89, DOI: 10.1016/j.jfineco.2019.05.020.
• Kumar, Nitish & Mullally, Kevin & Ray, Sugata & Tang, Yuehua, 2020, "Prime (information) brokerage," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 371-391, DOI: 10.1016/j.jfineco.2020.02.010.
• Nikolova, Stanislava & Wang, Liying & Wu, Juan (Julie), 2020, "Institutional allocations in the primary market for corporate bonds," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 470-490, DOI: 10.1016/j.jfineco.2020.02.007.
• Patton, Andrew J. & Weller, Brian M., 2020, "What you see is not what you get: The costs of trading market anomalies," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 515-549, DOI: 10.1016/j.jfineco.2020.02.012.
• Hibbert, Ann Marie & Kang, Qiang & Kumar, Alok & Mishra, Suchi, 2020, "Heterogeneous beliefs and return volatility around seasoned equity offerings," Journal of Financial Economics, Elsevier, volume 137, issue 2, pages 571-589, DOI: 10.1016/j.jfineco.2020.03.003.