Research classified by Journal of Economic Literature (JEL) codes

2020

• Zhao, Ruwei, 2020, "Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 538, issue C, DOI: 10.1016/j.physa.2019.122629.
• Al Mamun, Md & Uddin, Gazi Salah & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2020, "Geopolitical risk, uncertainty and Bitcoin investment," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123107.
• Gok, Ibrahim Yasar & Demirdogen, Yavuz & Topuz, Sefa, 2020, "The impacts of terrorism on Turkish equity market: An investigation using intraday data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 540, issue C, DOI: 10.1016/j.physa.2019.123484.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Kayani, Ghulam Mujtaba & Nasir, Rana Muhammad & Kristoufek, Ladislav, 2020, "Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 550, issue C, DOI: 10.1016/j.physa.2020.124519.
• Rauh, Joshua D. & Stefanescu, Irina & Zeldes, Stephen P., 2020, "Cost saving and the freezing of corporate pension plans," Journal of Public Economics, Elsevier, volume 188, issue C, DOI: 10.1016/j.jpubeco.2020.104211.
• Franke, Maximilian, 2020, "Do market participants misprice lottery-type assets? Evidence from the European soccer betting market," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 1-18, DOI: 10.1016/j.qref.2019.05.016.
• Fungáčová, Zuzana & Godlewski, Christophe J. & Weill, Laurent, 2020, "Does the type of debt matter? Stock market perception in Europe," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 247-256, DOI: 10.1016/j.qref.2019.04.009.
• Fenner, Richard G. & Han, Yufeng & Huang, Zhaodan, 2020, "Idiosyncratic volatility shocks, behavior bias, and cross-sectional stock returns," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 276-293, DOI: 10.1016/j.qref.2019.05.004.
• McGurk, Zachary, 2020, "US real estate inflation prediction: Exchange rates and net foreign assets," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 53-66, DOI: 10.1016/j.qref.2019.04.004.
• Baig, Ahmed S. & Sabah, Nasim, 2020, "Does short selling affect the clustering of stock prices?," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 270-277, DOI: 10.1016/j.qref.2019.08.008.
• Boulton, Thomas J. & Braga-Alves, Marcus V., 2020, "Price stabilization, short selling, and IPO secondary market liquidity," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 278-291, DOI: 10.1016/j.qref.2019.09.013.
• Urbschat, Florian & Watzka, Sebastian, 2020, "Quantitative easing in the Euro Area – An event study approach," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 14-36, DOI: 10.1016/j.qref.2019.10.008.
• Al-Khasawneh, Jamal Ali & Essaddam, Naceur & Hussain, Tashfeen, 2020, "Total productivity and cost efficiency dynamics of US merging banks: A non-parametric bootstrapped analysis of the fifth merger wave," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 199-211, DOI: 10.1016/j.qref.2020.02.002.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020, "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 78, issue C, pages 42-52, DOI: 10.1016/j.qref.2020.01.004.
• Luque, Jaime, 2020, "Assessing the role of TIF and LIHTC in an equilibrium model of affordable housing development," Regional Science and Urban Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.regsciurbeco.2018.06.005.
• Chang, Chia-Lin & McAleer, Michael & Wang, Yu-Ann, 2020, "Herding behaviour in energy stock markets during the Global Financial Crisis, SARS, and ongoing COVID-19," Renewable and Sustainable Energy Reviews, Elsevier, volume 134, issue C, DOI: 10.1016/j.rser.2020.110349.
• Chen, Sheng-Syan & Chen, Yan-Shing & Liang, Woan-lih & Wang, Yanzhi, 2020, "Public R&D spending and cross-sectional stock returns," Research Policy, Elsevier, volume 49, issue 1, DOI: 10.1016/j.respol.2019.103887.
• Ho, Chun-Yu & McCarthy, Patrick & Wang, Yanhao, 2020, "Decomposing sources of gain from airline mergers: A model and case study from China," Research in Transportation Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.retrec.2020.100996.
• Hou, Yang (Greg) & Li, Steven, 2020, "Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China," International Review of Economics & Finance, Elsevier, volume 66, issue C, pages 166-188, DOI: 10.1016/j.iref.2019.11.003.
• Meng, Qingbin & Song, Xuan & Liu, Chunlin & Wu, Qun & Zeng, Hongchao, 2020, "The impact of block trades on stock price synchronicity: Evidence from China," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 239-253, DOI: 10.1016/j.iref.2020.04.009.
• Alemany, Nuria & Aragó, Vicent & Salvador, Enrique, 2020, "Lead-lag relationship between spot and futures stock indexes: Intraday data and regime-switching models," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 269-280, DOI: 10.1016/j.iref.2020.03.009.
• Hu, Yingyi & Zhao, Tiao & Zhang, Lin, 2020, "Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 74-89, DOI: 10.1016/j.iref.2020.03.012.
• Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2020, "News and return volatility of Chinese bank stocks," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 1095-1105, DOI: 10.1016/j.iref.2018.12.003.
• Huang, Yong & Yan, Chao, 2020, "Global accounting standards, financial statement comparability, and the cost of capital," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 301-318, DOI: 10.1016/j.iref.2020.05.019.
• 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.
• Srečko 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 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.
• 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.
• Eric Fischer, 2020, "Monetary Surprises and Global Financial Flows: A Case Study of Latin America," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 2, pages 189-225, August, DOI: 10.1177/0972652719890750.
• Zubair Ali Raja & William J. Procasky & Renee Oyotode-Adebile, 2020, "The Relative Role of Sovereign CDS and Bond Markets in Efficiently Pricing Emerging Market Sovereign Credit Risk," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 3, pages 296-325, December, DOI: 10.1177/0972652720932772.
• M. Thenmozhi & Shipra Maurya, 2020, "Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 20, issue 2, pages 131-164, August, DOI: 10.1177/0972652720927623.
• Muhammad Ejaz, 2020, "Response of Deposits to Fixation of Minimum Rate of Return: Evidence from Pakistan’s Banking System," SBP Working Paper Series, State Bank of Pakistan, Research Department, number 105, Dec.
• J. Stiglitz E. & Д. Стиглиц Ю., 2020, "Ключевые проблемы, стоящие перед современными финансами: как заставить финансовый сектор служить обществу // Key Challenges Facing Modern Finance: Making the Financial Sector Serve Society," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 24, issue 2, pages 6-21.
• Marco Pagano & Christian Wagner & Josef Zechner, 2020, "Disaster Resilience and Asset Prices," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 563, May.
• Dinis Santos & Paulo M. Gama, 2020, "How do different firms perform while trading own stock? A granular analysis on specific characteristics and market conditions," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 9, issue 2, pages 71-93, December.
• López Herrera, Francisco & Macías Trejo, Luis Guadalupe & De la Torre Torres, Oscar Valdemar, 2020, "Desempeño de ocho de las criptomonedas de mayor capitalización de mercado / Performance of Eight of the Cryptocurrencies of Greater Market Capitalization," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 1, pages 103-128, enero-jun.
• Martínez Escobar, Juan Andrés & González Brambila, Silvia Beatriz & Mora Gutiérrez, Román Anselmo & Caudillo Félix, Rubén, 2020, "Desarrollo de una metodología para el análisis y el pronóstico de acciones de la Bolsa Mexicana de Valores basada en optimización / Development of a methodology for the analysis and forecasting for stocks of the Mexican Stock Exchange," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 2, pages 129-162, julio-dic.
• Jacek Karasiñski, 2020, "Changing Weak-Form Informational Efficiency: A Study on the World’s Stock Markets," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 48-61.
• Jacek Karasiñski & Patryk Zduñczak, 2020, "Outstandingly High Values of the Market Value Ratios as a Symptom of Market Informational Inefficiency: A Study on the Warsaw Stock Exchange (Wyj¹tkowo wysokie wartoœci wskaŸników wartoœci rynkowej jako przejaw rynkowej nieefektywnoœci informacyjnej:," Problemy Zarzadzania, University of Warsaw, Faculty of Management, volume 18, issue 90, pages 78-91.
• Enzo Rossi & Vincent Wolff, 2020, "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers, Swiss National Bank, number 2020-18.
• Arhan Sabri ERTAN & Cenk Cevat KARAHAN & Ahmet Musa KÖSELİ, 2020, "Financial Value of Analyst Recommendations: Talent or Risk Factor? Abstract: Financial analysts not only contribute to the informational efficiency of stock markets with their detailed reports, they also have the power to influence portfolio decision," Sosyoekonomi Journal, Sosyoekonomi Society.
• Fabio Cereda & Fernando Chague & Rodrigo De Losso & Alan De Genaro & Bruno Giovannetti, 2020, "Price Transparency in OTC Equity Lending Markets: Evidence from a Loan Fee Benchmark," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_22, Oct.
• Markus Hess, 2020, "Pricing electricity forwards under future information on the stochastic mean-reversion level," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 43, issue 2, pages 751-767, December, DOI: 10.1007/s10203-020-00307-6.
• Thomas Renault, 2020, "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Digital Finance, Springer, volume 2, issue 1, pages 1-13, September, DOI: 10.1007/s42521-019-00014-x.
• André Meyer & Lennart Ante, 2020, "Effects of initial coin offering characteristics on cross-listing returns," Digital Finance, Springer, volume 2, issue 3, pages 259-283, December, DOI: 10.1007/s42521-020-00025-z.
• Wei Zhang & Pengfei Wang, 2020, "Investor attention and the pricing of cryptocurrency market," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 445-468, July, DOI: 10.1007/s40844-020-00182-1.
• Hongwei Chuang, 2020, "The impacts of institutional ownership on stock returns," Empirical Economics, Springer, volume 58, issue 2, pages 507-533, February, DOI: 10.1007/s00181-018-1519-3.
• Imad A. Moosa, 2020, "The bitcoin: a sparkling bubble or price discovery?," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 93-113, March, DOI: 10.1007/s40812-019-00135-9.
• Ayesha Sayed & Christo Auret, 2020, "Volatility transmission in the South African white maize futures market," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 10, issue 1, pages 71-88, March, DOI: 10.1007/s40822-019-00128-y.
• Lokman Tutuncu, 2020, "Lock-up provisions and valuation of Turkish IPOs," Eurasian Business Review, Springer;Eurasia Business and Economics Society, volume 10, issue 4, pages 587-608, December, DOI: 10.1007/s40821-019-00144-7.
• Lin Liu & Qiguang Chen, 2020, "How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-21, December, DOI: 10.1186/s40854-020-00200-6.
• Huy N. Chau & Andrea Cosso & Claudio Fontana, 2020, "The value of informational arbitrage," Finance and Stochastics, Springer, volume 24, issue 2, pages 277-307, April, DOI: 10.1007/s00780-020-00418-3.
• Constantinos Kardaras & Johannes Ruf, 2020, "Filtration shrinkage, the structure of deflators, and failure of market completeness," Finance and Stochastics, Springer, volume 24, issue 4, pages 871-901, October, DOI: 10.1007/s00780-020-00435-2.
• Florian Manz & Birgit Müller & Dirk Schiereck, 2020, "The pricing of European non-performing real estate loan portfolios: evidence on stock market evaluation of complex asset sales," Journal of Business Economics, Springer, volume 90, issue 7, pages 1087-1120, August, DOI: 10.1007/s11573-020-00983-1.
• Fang Chen & Jian Huang & Han Yu, 2020, "The intra-industry effects of proxy contests," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 2, pages 321-347, April, DOI: 10.1007/s12197-019-09492-6.
• Sabyasachi Mohapatra & Arun Kumar Misra & Marimuthu Murali Kannan, 2020, "Risk factors explaining returns anomaly in emerging market banks – study on Indian banking system," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 417-433, July, DOI: 10.1007/s12197-019-09490-8.
• Zachary McGurk & Adam Nowak & Joshua C. Hall, 2020, "Stock returns and investor sentiment: textual analysis and social media," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 458-485, July, DOI: 10.1007/s12197-019-09494-4.
• Shahram Amini & Vijay Singal, 2020, "Are earnings predictable?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 528-562, July, DOI: 10.1007/s12197-019-09499-z.
• Justin Cox, 2020, "Market fragmentation and post-earnings announcement drift," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 587-610, July, DOI: 10.1007/s12197-020-09506-8.
• Daniel C. Hickman, 2020, "Efficiency in the madness? examining the betting market for the ncaa men’s basketball tournament," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 611-626, July, DOI: 10.1007/s12197-020-09507-7.
• Riza Demirer & Asli Yuksel & Aydin Yuksel, 2020, "The U.S. term structure and return volatility in emerging stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 687-707, October, DOI: 10.1007/s12197-020-09511-x.
• Justin Cox & Adam Schwartz & Robert Ness, 2020, "Does what happen in Vegas stay in Vegas? Football gambling and stock market activity," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 724-748, October, DOI: 10.1007/s12197-020-09513-9.
• Farhang Niroomand & Massoud Metghalchi & Massomeh Hajilee, 2020, "Efficient market hypothesis: a ruinous implication for Portugese stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 749-763, October, DOI: 10.1007/s12197-020-09514-8.
• Xinyi Qian, 2020, "Gold market price spillover between COMEX, LBMA and SGE," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 810-831, October, DOI: 10.1007/s12197-020-09517-5.
• Yuri Biondi & Simone Righi, 2020, "Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 2, pages 333-362, April, DOI: 10.1007/s11403-017-0201-8.
• Nawazish Mirza & Krishna Reddy & Amir Hasnaoui & Peter Yates, 2020, "A Comparative Analysis of the Hedging Effectiveness of Farmgate Milk Prices for New Zealand and United States Dairy Farmers," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 1, pages 129-142, March, DOI: 10.1007/s40953-019-00172-0.
• Vighneswara Swamy & M. Dharani, 2020, "RETRACTED ARTICLE: Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 18, issue 2, pages 403-423, June, DOI: 10.1007/s40953-019-00185-9.
• Sakhr Miss & Michel Charifzadeh & Tim A. Herberger, 2020, "Revisiting the monday effect: a replication study for the German stock market," Management Review Quarterly, Springer, volume 70, issue 2, pages 257-273, May, DOI: 10.1007/s11301-019-00167-4.
• Bogdan Włodarczyk & Alberto Burchi & Marek Szturo, 2020, "Impact of Commodity Market Risk on Listed Companies," Springer Proceedings in Business and Economics, Springer, in: Krzysztof Jajuga & Hermann Locarek-Junge & Lucjan T. Orlowski & Karsten Staehr, "Contemporary Trends and Challenges in Finance", DOI: 10.1007/978-3-030-43078-8_8.
• E. Cheynel & M. Liu-Watts, 2020, "A simple structural estimator of disclosure costs," Review of Accounting Studies, Springer, volume 25, issue 1, pages 201-245, March, DOI: 10.1007/s11142-019-09511-1.
• Russell Lundholm & Rafael Rogo, 2020, "Do excessively volatile forecasts impact investors?," Review of Accounting Studies, Springer, volume 25, issue 2, pages 636-671, June, DOI: 10.1007/s11142-019-09522-y.
• Salim Chahine & Gonul Colak & Iftekhar Hasan & Mohamad Mazboudi, 2020, "Investor relations and IPO performance," Review of Accounting Studies, Springer, volume 25, issue 2, pages 474-512, June, DOI: 10.1007/s11142-019-09526-8.
• Partha Mohanram & Brian White & Wuyang Zhao, 2020, "Stock-based compensation, financial analysts, and equity overvaluation," Review of Accounting Studies, Springer, volume 25, issue 3, pages 1040-1077, September, DOI: 10.1007/s11142-020-09541-0.
• Dan Amiram & Serene Huang & Shiva Rajgopal, 2020, "Does financial reporting misconduct pay off even when discovered?," Review of Accounting Studies, Springer, volume 25, issue 3, pages 811-854, September, DOI: 10.1007/s11142-020-09548-7.
• Nilabhra Bhattacharya & Bidisha Chakrabarty & Xu (Frank) Wang, 2020, "High-frequency traders and price informativeness during earnings announcements," Review of Accounting Studies, Springer, volume 25, issue 3, pages 1156-1199, September, DOI: 10.1007/s11142-020-09550-z.
• Donald Lien & Chun-Da Chen, 2020, "B-share discount puzzle in China: a revisit of dual-share firms," Review of Managerial Science, Springer, volume 14, issue 5, pages 1047-1075, October, DOI: 10.1007/s11846-018-0324-x.
• Alex Cukierman & Thomas Lustenberger & Allan Meltzer, 2020, "The Permanent-Transitory Confusion: Implications for Tests of Market Efficiency and for Expected Inflation During Turbulent and Tranquil Times," Springer Studies in the History of Economic Thought, Springer, in: Arie Arnon & Warren Young & Karine van der Beek, "Expectations", DOI: 10.1007/978-3-030-41357-6_12.
• Han-Ching Huang & Tammy Tran Chung, 2020, "The Information Content of Insider Silence in Vietnam Security Market," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 10, issue 3, pages 1-9.
• Xiaoyu Gao & Anjie Dong, 2020, "Real estate prices, fiscal revenue and economic growth," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 2, pages 1-7.
• Keqi Chen, 2020, "A Closer Look at Analyst Expectations: Stickiness and Confirmation Bias," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 5, pages 1-15.
• Bingnan Ye & Wei Liu, 2020, "How Do Institutional Investors Swell Firm Innovation: Evidence from China’s High-tech Companies," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 5, pages 1-2.
• Chih-Yu Chin & Chia-Hsien Tang & Yen-Hsien Lee, 2020, "The Social Network Volume of COVID-19 and Stock Market Response," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 6, pages 1-4.
• Nicolò Zorich & Gabriele Cardullo, 2020, "Does Active Management Beat the Market? Evidence from Italy," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 3, pages 1-1.
• Jaroslav Baran & Jan Voříšek, 2020, "Volatility indices and implied uncertainty measures of European government bond futures," Working Papers, European Stability Mechanism, number 43, May.
• Diana Zigraiova & Tomas Havranek & Jiri Novak, 2020, "How puzzling is the forward premium puzzle? A meta-analysis," Working Papers, European Stability Mechanism, number 46, Jul.
• Kirill Shakhnov, 2020, "The Allocation OF Talent: Finance versus Entrepreneurship," School of Economics Discussion Papers, School of Economics, University of Surrey, number 0420, Dec.
• Dante Amengual & Enrique Sentana, 2020, "Is a Normal Copula the Right Copula?," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 350-366, April, DOI: 10.1080/07350015.2018.1505631.
• M. Hashem Pesaran & Ida Johnsson, 2020, "Double-Question Survey Measures for the Analysis of Financial Bubbles and Crashes," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 38, issue 2, pages 428-442, April, DOI: 10.1080/07350015.2018.1513845.
• David de Villiers & Natalya Apopo & Andrew Phiri & David McMillan, 2020, "Unobserved structural shifts and asymmetries in the random walk model for stock returns in African frontier markets," Cogent Economics & Finance, Taylor & Francis Journals, volume 8, issue 1, pages 1769348-176, January, DOI: 10.1080/23322039.2020.1769348.
• Luiz Félix & Roman Kräussl & Philip Stork, 2020, "Implied volatility sentiment: a tale of two tails," Quantitative Finance, Taylor & Francis Journals, volume 20, issue 5, pages 823-849, May, DOI: 10.1080/14697688.2019.1696018.
• Roman Frydman & Nicholas Mangee & Josh Stillwagon, 2020, "How Market Sentiment Drives Forecasts of Stock Returns," Working Papers Series, Institute for New Economic Thinking, number inetwp115, Apr, DOI: 10.36687/inetwp115.
• Timo Klein, 2020, "Event Studies in Merger Analysis: Review and an Application Using U.S. TNIC Data," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-005/VII, Jan, revised 31 Mar 2020.
• Marc van Kralingen & Diego Garlaschelli & Karolina Scholtus & Iman van Lelyveld, 2020, "Crowded trades, market clustering, and price instability," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 20-007/II, Feb.
• Demirguc-Kunt, Asli & Horvath, Balint L. & Huizinga, Harry, 2020, "Which Firms Benefit from Corporate QE during the COVID-19 Crisis? : The Case of the ECB’s Pandemic Emergency Purchase Program," Discussion Paper, Tilburg University, Center for Economic Research, number 2020-022.
• Demirguc-Kunt, Asli & Horvath, Balint L. & Huizinga, Harry, 2020, "Which Firms Benefit from Corporate QE during the COVID-19 Crisis? : The Case of the ECB’s Pandemic Emergency Purchase Program," Other publications TiSEM, Tilburg University, School of Economics and Management, number 78f2ac23-396a-4f22-8242-2.
• Demirguc-Kunt, Asli & Horvath, Balint L. & Huizinga, Harry, 2020, "Which Firms Benefit from Corporate QE during the COVID-19 Crisis? : The Case of the ECB’s Pandemic Emergency Purchase Program," Other publications TiSEM, Tilburg University, School of Economics and Management, number 8d483cba-3a41-4deb-981c-e.
• Marc Oliver Rieger & Mei Wang & Thorsten Hens, 2020, "Universal Time Preference," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2020-07.
• Ding, Haina & Guembel, Alexander & Ozanne, Alessio, 2020, "Market Information in Banking Supervision: The Role of Stress Test Design," TSE Working Papers, Toulouse School of Economics (TSE), number 20-1144, Sep.
• Nathan Foley-Fisher & Borghan Narajabad & Stéphane Verani, 2020, "Self-Fulfilling Runs: Evidence from the US Life Insurance Industry," Journal of Political Economy, University of Chicago Press, volume 128, issue 9, pages 3520-3569, DOI: 10.1086/708817.
• Hardik A. Marfatia & Rangan Gupta & Stephen M. Miller, 2020, "125 Years of Time-Varying Effects of Fiscal Policy on Financial Markets," Working papers, University of Connecticut, Department of Economics, number 2020-12, Aug.
• Sofronis Clerides & Styliani-Iris Krokida & Neophytos Lambertides & Dimitris Tsouknidis, 2020, "What matters for consumer sentiment? World oil price or retail gasoline price?," University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics, number 05-2020, May.
• Abdul Wahid & Muhammad Zubair Mumtaz & Edmund H. Mantell, 2020, "Valuing local and dual-class IPOs in the Alternative Investment Market," Estudios de Economia, University of Chile, Department of Economics, volume 47, issue 2 Year 20, pages 245-271, December.
• Aslanidis, Nektarios & Fernández Bariviera, Aurelio & Pérez Laborda, Àlex, 2020, "Are cryptocurrencies becoming more interconnected?," Working Papers, Universitat Rovira i Virgili, Department of Economics, number 2072/417679.
• Giovanni Barone Adesi & Eckhard Platen & Carlo Sala, 2020, "On Using Equities to Produce Pension Payouts," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 413, Dec.
• Xue-Zhong He & Junqing Kang & Xuan Zhou, 2020, "The Fast and the Furious: Exchange Latency and Ever-fast Trading," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 419, Dec.
• Michael Jetter & Leandro M. Magnusson & Sebastian Roth, 2020, "Becoming sensitive: Males’ risk and time preferences after the 2008 Financial Crisis," Economics Discussion / Working Papers, The University of Western Australia, Department of Economics, number 20-09.
• Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020, "Low-Latency Trading and Price Discovery: Evidence from the Tokyo Stock Exchange in the Pre-Opening and Opening Periods," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:09.
• Mario Bellia & Loriana Pelizzon & Marti G. Subrahmanyam & Jun Uno & Darya Yuferova, 2020, "Coming early to the party," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2020:11.
• CELIK, Ismail, 2020, "Can Bitcoin Be A Stable Investment?," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 2, pages 19-36, June.
• TAHTAMOUNI, Abla S. & ALOMARI, Mohammad W. & BASHAYREH, Ala & ABDELHADI, Samer, 2020, "Jordanian Banking System: Analysis Of Technical Efficiency And Performance," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 24, issue 3, pages 23-40, September.
• Latoszek Michał & Ślepaczuk Robert, 2020, "Does the inclusion of exposure to volatility into diversified portfolio improve the investment results? Portfolio construction from the perspective of a Polish investor," Economics and Business Review, Paradigm, volume 6, issue 1, pages 46-81, March, DOI: 10.18559/ebr.2020.1.3.
• Pešterac Aleksandra, 2020, "The Importance of Initial Public Offering for Capital Market Development in Developing Countries," Economic Themes, Paradigm, volume 58, issue 1, pages 97-115, March, DOI: 10.2478/ethemes-2020-0006.
• Senarathne Chamil W., 2020, "Are Religious Believers Irrational: A Direct Test from an Efficient Market Hypothesis," Financial Sciences. Nauki o Finansach, Paradigm, volume 25, issue 1, pages 35-53, March, DOI: 10.15611/fins.2020.1.04.
• Jagliński Patryk, 2020, "The Impact of Quarterly Earnings Announcements on Stock Prices," Financial Sciences. Nauki o Finansach, Paradigm, volume 25, issue 2-3, pages 24-40, September, DOI: 10.15611/fins.2020.2.02.
• Onisanwa Idowu Daniel & Adaji Mercy Ojochegbe, 2020, "Stock market development and investment growth in Nigeria," Journal of Economics and Management, Paradigm, volume 42, issue 4, pages 99-117, December, DOI: 10.22367/jem.2020.42.05.
• Podgórski Błażej & Pasierbek Krzysztof, 2020, "The “Magic Action” of Stock Splits: Evidence from the Warsaw Stock Exchange 2003–2017," Journal of Management and Business Administration. Central Europe, Paradigm, volume 28, issue 1, pages 66-80, March, DOI: 10.7206/cemj.2658-0845.16.
• Angelovska Julijana, 2020, "The Impact of Foreigners’ Trades on Equity Prices: Evidence from Macedonian Stock Exchange," South East European Journal of Economics and Business, Paradigm, volume 15, issue 1, pages 56-65, June, DOI: 10.2478/jeb-2020-0005.
• Oleh Bilyk & Paweł Sakowski & Robert Ślepaczuk, 2020, "Investing in VIX futures based on rolling GARCH models forecasts," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-10.
• Ewelina Osowska & Piotr Wójcik, 2020, "The impact of the content of Federal Open Market Committee post-meeting statements on financial markets – text mining approach," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-33.
• Quynh Bui & Robert Ślepaczuk, 2020, "Applying Hurst Exponent in Pair Trading Strategies," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-39.
• Paweł Sakowski & Anna Turovtseva, 2020, "Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-41.
• Paweł Sakowski & Daria Turovtseva, 2020, "Does Bitcoin Improve Investment Portfolio Efficiency?," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2020-42.
• Demirguc-Kunt,Asli & Pedraza Morales,Alvaro Enrique & Ruiz Ortega,Claudia, 2020, "Banking Sector Performance During the COVID-19 Crisis," Policy Research Working Paper Series, The World Bank, number 9363, Aug.
• Demirguc-Kunt,Asli & Horvath,Balint Laszlo & Huizinga,Harry P., 2020, "Which Firms Benefit from Corporate QE during the COVID-19 Crisis ? The Case of the ECB's Pandemic Emergency Purchase Program," Policy Research Working Paper Series, The World Bank, number 9379, Sep.
• Frederik Neugebauer, 2020, "ECB Announcements and Stock Market Volatility," WHU Working Paper Series - Economics Group, WHU - Otto Beisheim School of Management, number 20-02, Apr.
• Ana Babus & Péter Kondor & Yilin Wang, 2020, "Corrigendum to “Trading and Information Diffusion in Over‐the‐Counter Markets”," Econometrica, Econometric Society, volume 88, issue 5, pages 2221-2228, September, DOI: 10.3982/ECTA17318.
• Ron Alquist & Reinhard Ellwanger & Jianjian Jin, 2020, "The effect of oil price shocks on asset markets: Evidence from oil inventory news," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 40, issue 8, pages 1212-1230, August, DOI: 10.1002/fut.22096.
• Danijela Ferjanić Hodak Goran Belošević Antonio Vlahov, 2020, "Towards Better Understanding of Electronic Music Festivals Motivation," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 23, issue 2, pages 141-154, November, DOI: 10.2478/zireb-2020-0018.
• Ante Dodig, 2020, "Relationship between Macroeconomic Indicators and Capital Markets Performance in Selected Southeastern European Countries," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, volume 23, issue 2, pages 55-88, November, DOI: 10.2478/zireb-2020-0014.
• Brada, Josef C. & Chen, Chun-Da & Jia, Jingyi & Kutan, Ali Mustafa, 2020, "Does bilateral investment treaty arbitration have any value for multinational corporations?," BOFIT Discussion Papers, Bank of Finland Institute for Emerging Economies (BOFIT), number 10/2020.
• Blomkvist, Magnus & Korkeamaki, Timo P. & Takalo, Tuomas, 2020, "Staged equity financing," Bank of Finland Research Discussion Papers, Bank of Finland, number 15/2020.
• Lux, Thomas, 2020, "Can heterogeneous agent models explain the alleged mispricing of the S&P 500?," Economics Working Papers, Christian-Albrechts-University of Kiel, Department of Economics, number 2020-03.
• Brochet, Francois & Limbach, Peter & Bazhutov, Dmitry & Betzer, André & Doumet, Markus, 2020, "Where Does Investor Relations Matter the Most?," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 18-05, revised 2020.
• Ammann, Manuel & Fischer, Sebastian & Weigert, Florian, 2020, "Factor exposure variation and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-06.
• Fink, Josef & Palan, Stefan & Theissen, Erik, 2020, "Earnings autocorrelation and the post-earnings-announcement drift: Experimental evidence," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-10.
• Hendriock, Mario, 2020, "Implied cost of capital and mutual fund performance," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-11.
• Theissen, Erik & Zimmermann, Lukas, 2020, "Do contented customers make shareholders wealthy? Implications of intangibles for security pricing," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 20-12.
• Kovbasyuk, Sergey & Pagano, Marco, 2020, "Advertising arbitrage," CFS Working Paper Series, Center for Financial Studies (CFS), number 641.
• Gürkaynak, Refet S. & Kara, Ali Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok, 2020, "Monetary policy surprises and exchange rate behavior," CFS Working Paper Series, Center for Financial Studies (CFS), number 642, DOI: 10.2139/ssrn.3696063.
• Fischer, Kai & Haucap, Justus, 2020, "Betting market efficiency in the presence of unfamiliar shocks: The case of ghost games during the COVID-19 pandemic," DICE Discussion Papers, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE), number 349.
• Al-Faryan, Mamdouh Abdulaziz Saleh & Dockery, Everton, 2020, "Testing for efficiency in the Saudi stock market: does corporate governance change matter?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Latest Ar, pages 1-30, DOI: 10.1007/s11156-020-00939-0.
• Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2020, "Expectation dispersion, uncertainty, and the reaction to news," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 29, DOI: 10.18452/22284.
• Faia, Ester & Pezone, Vincenzo, 2020, "The Heterogeneous Cost of Wage Rigidity: Evidence and Theory," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 242, revised 2020, DOI: 10.2139/ssrn.3326397.
• Faia, Ester & Mayer, Maximilian & Pezone, Vincenzo, 2021, "The value of firm networks: A natural experiment on board connections," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 269, revised 2021, DOI: 10.2139/ssrn.3552485.
• Bellia, Mario & Christensen, Kim & Kolokolov, Aleksey & Pelizzon, Loriana & Renò, Roberto, 2022, "Do designated market makers provide liquidity during a flash crash?," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 270, revised 2022.
• Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2020, "Collateral eligibility of corporate debt in the Eurosystem," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 275, DOI: 10.2139/ssrn.3586409.
• Costola, Michele & Nofer, Michael & Hinz, Oliver & Pelizzon, Loriana, 2020, "Machine learning sentiment analysis, Covid-19 news and stock market reactions," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 288.
• Pelizzon, Loriana & Sagade, Satchit & Vozian, Katia, 2020, "Resiliency: Cross-venue dynamics with Hawkes processes," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 291, DOI: 10.2139/ssrn.3711976.
• de Roure, Calebe & Mönch, Emanuel & Pelizzon, Loriana & Schneider, Michael, 2021, "OTC discount," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 298, revised 2021, DOI: 10.2139/ssrn.3744758.
• Brünner, Tobias & Levinsky, Rene, 2020, "Price discovery and gains from trade in asset markets with insider trading," VfS Annual Conference 2020 (Virtual Conference): Gender Economics, Verein für Socialpolitik / German Economic Association, number 224618.
• Fausto Corradin & Domenico Sartore, 2020, "Risk Aversion: Differential Conditions for the Iso-Utility Curves with Positive Slope in Transformed Two-Parameter Distributions," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 142-217, September.
• Riza Demirer & Rangan Gupta & Asli Yuksel & Aydin Yuksel, 2020, "The US Term Structure and Return Volatility in Global REIT Markets," Advances in Decision Sciences, Asia University, Taiwan, volume 24, issue 3, pages 84-109, September.
• Charlotte Christiansen & Ran Xing & Yue Xu, 2020, "Origins of Mutual Fund Skill: Market versus Accounting Based Asset Pricing Anomalies," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2020-14, Dec.
• Heredia Yzquierdo, Javier & Sánchez-Bayón, Antonio, 2020, "The European transition to a green energy production model: Italian feed-in tariffs scheme & Trentino Alto Adige mini wind farms case study," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, volume 4, issue 2, pages 39-52, July, DOI: 10.26784/sbir.v4i2.246.
• Albert S. Kyle & Anna A. Obizhaeva, 2020, "Adverse Selection and Liquidity: From Theory to Practice," Working Papers, New Economic School (NES), number w0268, Jul.
• Stepan Gorban & Anna A. Obizhaeva & Yajun Wang, 2020, "Trading in Crowded Markets," Working Papers, New Economic School (NES), number w0275, Aug.
• Sergey Kovbasyuk & Marco Pagano, 2020, "Advertising Arbitrage," Working Papers, New Economic School (NES), number w0277, Aug.
• Haşmet Sarıgül, 2020, "A Research on the Relationship Between Sovereign Credit Default Swap Premiums and Stock Indexes in Emerging Financial Markets," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 114, pages 103-128, October, DOI: https://doi.org/10.33203/mfy.605173.
• Mehmet Emin Yıldız & Naci Yılmaz, 2020, "Comparing Performances of the Portfolios Created According to the Net Working Capital Approach: Example of Istanbul Stock Exchange," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 35, issue 114, pages 241-262, October, DOI: https://doi.org/10.33203/mfy.784933.
• Maulik Jagnani & Christopher B. Barrett & Yanyan Liu & Liangzhi You, 2019, "Working Paper 314 - Within-Season Response to Warmer Temperatures: Defensive Investments by Kenyan Farmers," Working Paper Series, African Development Bank, number 2440, Jul.
• Hanan Morsy & Eman Moustafa, 2020, "Working Paper 331 - Mispricing of Sovereign Risk and Investor Herding in African Debt Markets," Working Paper Series, African Development Bank, number 2457, May.
• Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright, 2020, "Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises," American Economic Review, American Economic Association, volume 110, issue 12, pages 3871-3912, December, DOI: 10.1257/aer.20181470.
• Jesper Rüdiger & Adrien Vigier, 2020, "Who Acquires Information in Dealer Markets?," American Economic Review, American Economic Association, volume 110, issue 4, pages 1145-1176, April, DOI: 10.1257/aer.20170690.
• Ricardo Lagos & Shengxing Zhang, 2020, "Turnover Liquidity and the Transmission of Monetary Policy," American Economic Review, American Economic Association, volume 110, issue 6, pages 1635-1672, June, DOI: 10.1257/aer.20170045.
• Maryam Farboodi & Laura Veldkamp, 2020, "Long-Run Growth of Financial Data Technology," American Economic Review, American Economic Association, volume 110, issue 8, pages 2485-2523, August, DOI: 10.1257/aer.20171349.
• Daniele Girardi, 2020, "Partisan Shocks and Financial Markets: Evidence from Close National Elections," American Economic Journal: Applied Economics, American Economic Association, volume 12, issue 4, pages 224-252, October, DOI: 10.1257/app.20190292.
• Marek Jarociński & Peter Karadi, 2020, "Deconstructing Monetary Policy Surprises—The Role of Information Shocks," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 2, pages 1-43, April, DOI: 10.1257/mac.20180090.
• Hui Tong & Shang-Jin Wei, 2020, "Did Unconventional Interventions Unfreeze the Credit Market?," American Economic Journal: Macroeconomics, American Economic Association, volume 12, issue 2, pages 284-309, April, DOI: 10.1257/mac.20160023.
• Chad Kendall, 2020, "Market Panics, Frenzies, and Informational Efficiency: Theory and Experiment," American Economic Journal: Microeconomics, American Economic Association, volume 12, issue 3, pages 76-115, August, DOI: 10.1257/mic.20180190.