Research classified by Journal of Economic Literature (JEL) codes

2021

• Lee, Namhoon & Choi, Wonseok & Pae, Yuntaek, 2021, "Market efficiency in foreign exchange market," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109931.
• Caferra, Rocco & Tedeschi, Gabriele & Morone, Andrea, 2021, "Bitcoin: Bubble that bursts or Gold that glitters?," Economics Letters, Elsevier, volume 205, issue C, DOI: 10.1016/j.econlet.2021.109942.
• Hassan, M. Kabir & Hasan, Md. Bokhtiar & Rashid, Md. Mamunur, 2021, "Using precious metals to hedge cryptocurrency policy and price uncertainty," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109977.
• Alvarez-Ramirez, Jose & Rodriguez, Eduardo, 2021, "A singular value decomposition approach for testing the efficiency of Bitcoin and Ethereum markets," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109997.
• Rubbaniy, Ghulame & Polyzos, Stathis & Rizvi, Syed Kumail Abbas & Tessema, Abiot, 2021, "COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index," Economics Letters, Elsevier, volume 207, issue C, DOI: 10.1016/j.econlet.2021.110017.
• Chen, Shiyi & Chng, Michael T. & Liu, Qingfu, 2021, "The implied arbitrage mechanism in financial markets," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 468-483, DOI: 10.1016/j.jeconom.2020.07.011.
• Hryckiewicz, Aneta, 2021, "There is no smoke without a fire: The effect of government interventions in less advanced economies," Economic Systems, Elsevier, volume 45, issue 1, DOI: 10.1016/j.ecosys.2020.100776.
• De Santis, Roberto A. & Zaghini, Andrea, 2021, "Unconventional monetary policy and corporate bond issuance," European Economic Review, Elsevier, volume 135, issue C, DOI: 10.1016/j.euroecorev.2021.103727.
• Hardy, Bryan & Sever, Can, 2021, "Financial crises and innovation," European Economic Review, Elsevier, volume 138, issue C, DOI: 10.1016/j.euroecorev.2021.103856.
• Labidi, Chiraz & Laribi, Dorra & Ureche-Rangau, Loredana, 2021, "National culture and socially responsible fund flows," Emerging Markets Review, Elsevier, volume 46, issue C, DOI: 10.1016/j.ememar.2020.100751.
• Zhou, Zhong-guo & Hussein, Monica & Deng, Qi, 2021, "ChiNext IPOs' initial returns before and after the 2013 stock market reform: What can we learn?," Emerging Markets Review, Elsevier, volume 48, issue C, DOI: 10.1016/j.ememar.2021.100817.
• Wan, Li & Han, Liyan & Xu, Yang & Matousek, Roman, 2021, "Dynamic linkage between the Chinese and global stock markets: A normal mixture approach," Emerging Markets Review, Elsevier, volume 49, issue C, DOI: 10.1016/j.ememar.2020.100764.
• Parhizgari, A.M. & Padungsaksawasdi, Chaiyuth, 2021, "Global equity market leadership positions through implied volatility measures," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 180-205, DOI: 10.1016/j.jempfin.2021.01.001.
• Yung, Julieta, 2021, "Can interest rate factors explain exchange rate fluctuations?," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 34-56, DOI: 10.1016/j.jempfin.2021.01.005.
• Akbari, Amir & Ng, Lilian & Solnik, Bruno, 2021, "Drivers of economic and financial integration: A machine learning approach," Journal of Empirical Finance, Elsevier, volume 61, issue C, pages 82-102, DOI: 10.1016/j.jempfin.2020.12.005.
• Hung, Jui-Cheng & Liu, Hung-Chun & Yang, J. Jimmy, 2021, "Trading activity and price discovery in Bitcoin futures markets," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 107-120, DOI: 10.1016/j.jempfin.2021.03.001.
• Gradojevic, Nikola & Tsiakas, Ilias, 2021, "Volatility cascades in cryptocurrency trading," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 252-265, DOI: 10.1016/j.jempfin.2021.04.005.
• Calice, Giovanni & Lin, Ming-Tsung, 2021, "Exploring risk premium factors for country equity returns," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 294-322, DOI: 10.1016/j.jempfin.2021.07.003.
• Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2021, "Investor sentiment and stock returns: Global evidence," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 365-391, DOI: 10.1016/j.jempfin.2021.07.010.
• Ibikunle, Gbenga & Aquilina, Matteo & Diaz-Rainey, Ivan & Sun, Yuxin, 2021, "City goes dark: Dark trading and adverse selection in aggregate markets," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2021.08.002.
• Grobys, Klaus & Junttila, Juha & Kolari, James W. & Sapkota, Niranjan, 2021, "On the stability of stablecoins," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 207-223, DOI: 10.1016/j.jempfin.2021.09.002.
• Yang, Jian & Tong, Meng & Yu, Ziliang, 2021, "Housing market spillovers through the lens of transaction volume: A new spillover index approach," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 351-378, DOI: 10.1016/j.jempfin.2021.10.003.
• Fung, Scott & Tsai, Shih-Chuan, 2021, "The price discovery role of day traders in futures market: Evidence from different types of day traders," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 53-77, DOI: 10.1016/j.jempfin.2021.08.001.
• Albulescu, Claudiu Tiberiu & Ajmi, Ahdi Noomen, 2021, "Oil price and US dollar exchange rate: Change detection of bi-directional causal impact," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105385.
• Joo, Young C. & Park, Sung Y., 2021, "The impact of oil price volatility on stock markets: Evidences from oil-importing countries," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105413.
• Xie, Qichang & Wu, Haifeng & Ma, Yu, 2021, "Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105495.
• Maitra, Debasish & Rehman, Mobeen Ur & Dash, Saumya Ranjan & Kang, Sang Hoon, 2021, "Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105499.
• Leong, Soon Heng, 2021, "Global crude oil and the Chinese oil-intensive sectors: A comprehensive causality study," Energy Economics, Elsevier, volume 103, issue C, DOI: 10.1016/j.eneco.2021.105558.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2021, "An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105589.
• Zheng, Yan & Yin, Hua & Zhou, Min & Liu, Wenhua & Wen, Fenghua, 2021, "Impacts of oil shocks on the EU carbon emissions allowances under different market conditions," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105683.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2021, "Hedging stocks with oil," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.06.007.
• Yahya, Muhammad & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah & Ghosh, Sajal, 2021, "Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105116.
• Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021, "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105175.
• Sun, Jie & Zhao, Xiaojun & Xu, Chao, 2021, "Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105239.
• Mensi, Walid & Al Rababa'a, Abdel Razzaq & Vo, Xuan Vinh & Kang, Sang Hoon, 2021, "Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets," Energy Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105262.
• Dragomirescu-Gaina, Catalin & Galariotis, Emilios & Philippas, Dionisis, 2021, "Chasing the ‘green bandwagon’ in times of uncertainty," Energy Policy, Elsevier, volume 151, issue C, DOI: 10.1016/j.enpol.2021.112190.
• Maghyereh, Aktham & Abdoh, Hussein, 2021, "The impact of extreme structural oil-price shocks on clean energy and oil stocks," Energy, Elsevier, volume 225, issue C, DOI: 10.1016/j.energy.2021.120209.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2021, "Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data," Energy, Elsevier, volume 235, issue C, DOI: 10.1016/j.energy.2021.121333.
• Smales, L.A., 2021, "Investor attention and global market returns during the COVID-19 crisis," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101616.
• Bouri, Elie & Cepni, Oguzhan & Gabauer, David & Gupta, Rangan, 2021, "Return connectedness across asset classes around the COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101646.
• Karkowska, Renata & Urjasz, Szczepan, 2021, "Connectedness structures of sovereign bond markets in Central and Eastern Europe," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101644.
• Kizys, Renatas & Tzouvanas, Panagiotis & Donadelli, Michael, 2021, "From COVID-19 herd immunity to investor herding in international stock markets: The role of government and regulatory restrictions," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101663.
• Salisu, Afees A. & Raheem, Ibrahim D. & Vo, Xuan Vinh, 2021, "Assessing the safe haven property of the gold market during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101666.
• Abakah, Emmanuel Joel Aikins & Addo, Emmanuel & Gil-Alana, Luis A. & Tiwari, Aviral Kumar, 2021, "Re-examination of international bond market dependence: Evidence from a pair copula approach," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101678.
• Gkillas, Konstantinos & Konstantatos, Christoforos & Floros, Christos & Tsagkanos, Athanasios, 2021, "Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101706.
• Narayan, Paresh Kumar & Narayan, Seema & Tran, Vuong Thao & Thuraisamy, Kannan, 2021, "State-level politics: Do they influence corporate investment decisions?," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101708.
• Junttila, Juha & Perttunen, Jukka & Raatikainen, Juhani, 2021, "Keep the faith in banking: New evidence for the effects of negative interest rates based on the case of Finnish cooperative banks," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101724.
• Duan, Kun & Li, Zeming & Urquhart, Andrew & Ye, Jinqiang, 2021, "Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101725.
• Siddique, Md Abubakar & Akhtaruzzaman, Md & Rashid, Afzalur & Hammami, Helmi, 2021, "Carbon disclosure, carbon performance and financial performance: International evidence," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101734.
• Hung, Ngo Thai & Vo, Xuan Vinh, 2021, "Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101730.
• González, Maria de la O. & Jareño, Francisco & Skinner, Frank S., 2021, "Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101773.
• Goodell, John W. & Goutte, Stephane, 2021, "Diversifying equity with cryptocurrencies during COVID-19," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101781.
• Samarasinghe, Ama & Uylangco, Katherine, 2021, "An examination of the effect of stock market liquidity on bank market power," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101810.
• Rouatbi, Wael & Demir, Ender & Kizys, Renatas & Zaremba, Adam, 2021, "Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101819.
• Angelidis, Timotheos & Babalos, Vassilios & Fessas, Michalis, 2021, "The economic gain of being small in the mutual fund industry: U.S. and international evidence," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101852.
• Javadi, Siamak & Mollagholamali, Mohsen & Nejadmalayeri, Ali & Al-Thaqeb, Saud, 2021, "Corporate cash holdings, agency problems, and economic policy uncertainty," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101859.
• Shehadeh, Ali A. & Li, Youwei & Vigne, Samuel A. & Almaharmeh, Mohammad I. & Wang, Yizhi, 2021, "The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101871.
• Sobti, Neharika & Sehgal, Sanjay & Ilango, Balakrishnan, 2021, "How do macroeconomic news surprises affect round-the-clock price discovery of gold?," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101893.
• Cincinelli, Peter & Pellini, Elisabetta & Urga, Giovanni, 2021, "Leverage and systemic risk pro-cyclicality in the Chinese financial system," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101895.
• Hussain, Syed Mujahid & Ben Omrane, Walid, 2021, "The effect of US macroeconomic news announcements on the Canadian stock market: Evidence using high-frequency data," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101450.
• Kellner, Ralf & Rösch, Daniel, 2021, "A Bayesian Re-Interpretation of “significant” empirical financial research," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101402.
• Yen, Kuang-Chieh & Cheng, Hui-Pei, 2021, "Economic policy uncertainty and cryptocurrency volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101428.
• Lyócsa, Štefan & Výrost, Tomáš & Plíhal, Tomáš, 2021, "A tale of tails : New evidence on the growth-return nexus," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101526.
• Akhtaruzzaman, Md & Abdel-Qader, Waleed & Hammami, Helmi & Shams, Syed, 2021, "Is China a source of financial contagion?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101393.
• Behrendt, Simon & Prange, Philipp, 2021, "What are you searching for? On the equivalence of proxies for online investor attention," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101401.
• Liu, Jian & Jiang, Ting & Ye, Ze, 2021, "Information efficiency research of China's carbon markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101444.
• Scharnowski, Stefan, 2021, "Understanding Bitcoin liquidity," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101477.
• Li, Xiao, 2021, "Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101395.
• Klaus, Jürgen & Koser, Christoph, 2021, "Measuring Trump: The Volfefe Index and its impact on European financial markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101447.
• Burggraf, Tobias, 2021, "Beyond risk parity – A machine learning-based hierarchical risk parity approach on cryptocurrencies," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101523.
• Albulescu, Claudiu Tiberiu, 2021, "COVID-19 and the United States financial markets’ volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101699.
• Akhtaruzzaman, Md & Boubaker, Sabri & Sensoy, Ahmet, 2021, "Financial contagion during COVID–19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101604.
• Goodell, John W. & Goutte, Stephane, 2021, "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101625.
• Sène, Babacar & Mbengue, Mohamed Lamine & Allaya, Mouhamad M., 2021, "Overshooting of sovereign emerging eurobond yields in the context of COVID-19," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101746.
• Gharib, Cheima & Mefteh-Wali, Salma & Jabeur, Sami Ben, 2021, "The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101703.
• Rahman, Md Lutfur & Amin, Abu & Al Mamun, Mohammed Abdullah, 2021, "The COVID-19 outbreak and stock market reactions: Evidence from Australia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101832.
• Amar, Amine Ben & Belaid, Fateh & Youssef, Adel Ben & Chiao, Benjamin & Guesmi, Khaled, 2021, "The unprecedented reaction of equity and commodity markets to COVID-19," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101853.
• Engelhardt, Nils & Krause, Miguel & Neukirchen, Daniel & Posch, Peter N., 2021, "Trust and stock market volatility during the COVID-19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101873.
• Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2021, "Exploration of safe havens for Africa's stock markets: A test case under COVID-19 crisis," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101877.
• Aktas, Osman Ulas & Kryzanowski, Lawrence & Zhang, Jie, 2021, "Volatility spillover around price limits in an emerging market," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101610.
• Bachiller, Patricia & Boubaker, Sabri & Mefteh-Wali, Salma, 2021, "Financial derivatives and firm value: What have we learned?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101573.
• Jeon, Yoontae & Samarbakhsh, Laleh & Hewitt, Kenji, 2021, "Fragmentation in the Bitcoin market: Evidence from multiple coexisting order books," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101654.
• Ye, Wuyi & Jiang, Kunliang & Liu, Xiaoquan, 2021, "Financial contagion and the TIR-MIDAS model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101589.
• Wang, Andong & Hudson, Robert & Rhodes, Mark & Zhang, Sijia & Gregoriou, Andros, 2021, "Stock liquidity and return distribution: Evidence from the London Stock Exchange," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101539.
• Wu, Ji & Li, Huimin & Zheng, Dazhi & Liu, Xiaoyan, 2021, "Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101542.
• Bonato, Matteo & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "A note on investor happiness and the predictability of realized volatility of gold," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101614.
• Sensoy, Ahmet & Uzun, Sevcan & Lucey, Brian M., 2021, "Commonality in FX liquidity: High-frequency evidence," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101577.
• Demir, Ender & Simonyan, Serdar & García-Gómez, Conrado-Diego & Lau, Chi Keung Marco, 2021, "The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101754.
• Li, Zhaochu & Lytvynenko, Iryna P., 2021, "Currency fluctuations and the post-earnings announcement drift," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101742.
• Ghabri, Yosra & Guesmi, Khaled & Zantour, Ahlem, 2021, "Bitcoin and liquidity risk diversification," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101679.
• AlKhazali, Osamah M. & Lean, Hooi Hooi & Mirzaei, Ali & Zoubi, Taisier, 2021, "A comparison of the gold-oil portfolio and oil portfolio: A stochastic dominance approach," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101670.
• Lin, Anchor Y. & Lin, Yueh-Neng, 2021, "Market similarity and cross-border investment performance," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101751.
• Nguyen, Thi Thu Ha & Naeem, Muhammad Abubakr & Balli, Faruk & Balli, Hatice Ozer & Vo, Xuan Vinh, 2021, "Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101739.
• Gan, Quan & Leung, Henry & Zhou, Zhou, 2021, "Do intra-day auctions improve market liquidity?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101774.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Ahmad, Tanveer & Naeem, Muhammad Abubakr & Vo, Xuan Vinh, 2021, "The pricing of bad contagion in cryptocurrencies: A four-factor pricing model," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101797.
• Yue, Wei & Zhang, Sijia & Zhang, Qiang, 2021, "Asymmetric News Effects on Cryptocurrency Liquidity: an Event Study Perspective," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101799.
• Ceylan, Özcan, 2021, "Time-varying risk aversion and its macroeconomic and financial determinants - A comparative analysis in the U.S. and French financial markets," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101804.
• Gubareva, Mariya, 2021, "The impact of Covid-19 on liquidity of emerging market bonds," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101826.
• Ly, Kim Tien, 2021, "A COVID-19 forecasting system using adaptive neuro-fuzzy inference," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101844.
• Horváth, Dominik & Wang, Yung-Lin, 2021, "The examination of Fama-French Model during the Covid-19," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101848.
• Chowdhury, Md Iftekhar Hasan & Balli, Faruk & Hassan, M. Kabir, 2021, "Network Connectedness of World's Islamic Equity Markets," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101878.
• Akhtaruzzaman, Md & Boubaker, Sabri & Chiah, Mardy & Zhong, Angel, 2021, "COVID−19 and oil price risk exposure," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101882.
• Costola, Michele & Iacopini, Matteo & Santagiustina, Carlo R.M.A., 2021, "Google search volumes and the financial markets during the COVID-19 outbreak," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101884.
• Palazzi, Rafael Baptista & Júnior, Gerson de Souza Raimundo & Klotzle, Marcelo Cabus, 2021, "The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101893.
• Contessi, Silvio & De Pace, Pierangelo, 2021, "The international spread of COVID-19 stock market collapses," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101894.
• Davidovic, Milivoje, 2021, "From pandemic to financial contagion: High-frequency risk metrics and Bayesian volatility analysis," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101913.
• Omura, Akihiro & Roca, Eduardo & Nakai, Miwa, 2021, "Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101914.
• Sergi, Bruno S. & Harjoto, Maretno Agus & Rossi, Fabrizio & Lee, Robert, 2021, "Do stock markets love misery? Evidence from the COVID-19," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101923.
• Boubaker, Sabri & Liu, Zhenya & Lu, Shanglin & Zhang, Yifan, 2021, "Trading signal, functional data analysis and time series momentum," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101933.
• Guo, Nian-zhi & Tu, Anthony H., 2021, "Stock market synchronization and institutional distance," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101934.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Schabek, Tomasz, 2021, "How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101939.
• Sha, Yezhou & Song, Weijia, 2021, "Can Bitcoin hedge Belt and Road equity markets?," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102129.
• Tiniç, Murat & Tanyeri, Başak & Bodur, Mehmet, 2021, "Who to trust? Reactions to analyst recommendations of domestic versus foreign brokerage houses in a developing stock market," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101950.
• Javed, Farrukh & Sabzevari, Hassan & Virk, Nader, 2021, "Tail risk emanating from troubled European banking sectors," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101952.
• Ukpong, Idibekeabasi & Tan, Handy & Yarovaya, Larisa, 2021, "Determinants of industry herding in the US stock market," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101953.
• Caferra, Rocco & Vidal-Tomás, David, 2021, "Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101954.
• DIMA, Bogdan & DIMA, Ştefana Maria & IOAN, Roxana, 2021, "Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101967.
• Yarovaya, Larisa & Elsayed, Ahmed H. & Hammoudeh, Shawkat, 2021, "Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101979.
• Kristoufek, Ladislav, 2021, "Tethered, or Untethered? On the interplay between stablecoins and major cryptoassets," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101991.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y., 2021, "Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102011.
• Huang, Yingying & Duan, Kun & Mishra, Tapas, 2021, "Is Bitcoin really more than a diversifier? A pre- and post-COVID-19 analysis," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102016.
• Banerjee, Ameet Kumar, 2021, "Futures market and the contagion effect of COVID-19 syndrome," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102018.
• Hu, Conghui & Liu, Yu-Jane & Zhu, Ning, 2021, "Deleveraging commonality," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100582.
• Dimpfl, Thomas & Peter, Franziska J., 2021, "Nothing but noise? Price discovery across cryptocurrency exchanges," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100584.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2021.100634.
• Nadarajah, Sivathaasan & Duong, Huu Nhan & Ali, Searat & Liu, Benjamin & Huang, Allen, 2021, "Stock liquidity and default risk around the world," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100597.
• Byoun, Soku & Han, Seung Hun & Shin, Yoon S., 2021, "Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies?," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100585.
• Tobek, Ondrej & Hronec, Martin, 2021, "Does it pay to follow anomalies research? Machine learning approach with international evidence," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100588.
• Giofré, Maela, 2021, "Stock exchange consolidation and cross-border investment: An empirical assessment," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100796.
• Bevilacqua, Mattia & Tunaru, Radu, 2021, "The SKEW index: Extracting what has been left," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100816.
• Moratis, Georgios & Sakellaris, Plutarchos, 2021, "Measuring the systemic importance of banks," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100878.
• Chen, William & Phelan, Gregory, 2021, "International coordination of macroprudential policies with capital flows and financial asymmetries," Journal of Financial Stability, Elsevier, volume 56, issue C, DOI: 10.1016/j.jfs.2021.100929.
• Herron, Richard & Platt, Katarzyna, 2021, "World dividends and tax shocks," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2020.100516.
• Knill, April M. & Lee, Bong Soo & Ang, James, 2021, "Leveling of the playing field and corporate financing patterns around the world," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2020.100515.
• Baig, Ahmed S. & Blau, Benjamin M. & Sabah, Nasim, 2021, "Free trade and the efficiency of financial markets," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100545.
• Salisu, Afees A. & Gupta, Rangan, 2021, "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100546.
• Li, Shan & Mihaylov, George & Peranginangin, Yessy & Zurbruegg, Ralf, 2021, "Short selling patterns in cross-listed stocks," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100542.
• Yamani, Ehab, 2021, "Can technical trading beat the foreign exchange market in times of crisis?," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100550.
• Kunkler, Michael, 2021, "Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2020.100575.
• Suleman, Muhammad Tahir & McIver, Ron & Kang, Sang Hoon, 2021, "Asymmetric volatility connectedness between Islamic stock and commodity markets," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100653.
• Goel, Garima & Ahluwalia, Eshan, 2021, "Do pricing efficiencies in Indian equity ETF market impact its performance?," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100654.
• Mukherji, Sandip & Jeong, Jin-Gil, 2021, "Long-term international diversification of equities," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2020.100584.
• Nejad, Ali Ebrahim & Hoseinzade, Saeid, 2021, "Idiosyncratic return volatility and the role of firm fundamentals: A cross-country analysis," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100667.
• Broner, Fernando & Martin, Alberto & Pandolfi, Lorenzo & Williams, Tomas, 2021, "Winners and losers from sovereign debt inflows," Journal of International Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.jinteco.2021.103446.
• Cerutti, Eugenio M. & Obstfeld, Maurice & Zhou, Haonan, 2021, "Covered interest parity deviations: Macrofinancial determinants," Journal of International Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.jinteco.2021.103447.
• Schumacher, Julian & Trebesch, Christoph & Enderlein, Henrik, 2021, "Sovereign defaults in court," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2020.103388.
• Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021, "In search of distress risk in emerging markets," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103463.
• Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021, "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103525.
• Fraiberger, Samuel P. & Lee, Do & Puy, Damien & Ranciere, Romain, 2021, "Media sentiment and international asset prices," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103526.
• Horn, Sebastian & Reinhart, Carmen M. & Trebesch, Christoph, 2021, "China's overseas lending," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103539.
• Peersman, Gert & Rüth, Sebastian K. & Van der Veken, Wouter, 2021, "The interplay between oil and food commodity prices: Has it changed over time?," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103540.
• Reitz, Stefan & Umlandt, Dennis, 2021, "Currency returns and FX dealer balance sheets," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103541.

2020

• Pancaro, Cosimo & Żochowski, Dawid & Arnould, Guillaume, 2020, "Bank funding costs and solvency," Working Paper Series, European Central Bank, number 2356, Jan.
• Schumacher, Julian & Trebesch, Christoph & Fang, Chuck, 2020, "Restructuring sovereign bonds: holdouts, haircuts and the effectiveness of CACs," Working Paper Series, European Central Bank, number 2366, Jan.
• Sokol, Andrej & Eguren-Martin, Fernando, 2020, "Attention to the tail(s): global financial conditions and exchange rate risks," Working Paper Series, European Central Bank, number 2387, Apr.
• Fidora, Michael & Schmitz, Martin & Bergant, Katharina, 2020, "International capital flows at the security level: evidence from the ECB’s Asset Purchase Programme," Working Paper Series, European Central Bank, number 2388, Apr.
• Ehrmann, Michael & Jansen, David-Jan, 2020, "Stock return comovement when investors are distracted: more, and more homogeneous," Working Paper Series, European Central Bank, number 2412, May.
• Bekaert, Geert & De Santis, Roberto A., 2020, "Risk and return in international corporate bond markets," Working Paper Series, European Central Bank, number 2452, Aug.
• Kaufmann, Christoph, 2020, "Investment funds, monetary policy, and the global financial cycle," Working Paper Series, European Central Bank, number 2489, Nov.
• Doidge, Craig & Karolyi, George Andrew & Stulz, Rene M., 2020, "Is Financial Globalization in Reverse after the 2008 Global Financial Crisis? Evidence from Corporate Valuations," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2020-05, Apr.
• Soleman Alsabban & Omar Alarfaj, 2020, "An Empirical Analysis of Behavioral Finance in the Saudi Stock Market: Evidence of Overconfidence Behavior," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 73-86.
• Chia-Cheng Chen & Chia-Li Tai & Yi-Sheng Liu, 2020, "Illiquidity Premium and Monetary Conditions in Emerging Markets: An Empirical Examination of Taiwan Stock Markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 1, pages 109-117.
• Hashmat Ali & Zulfiqar Ali Menon & Ajab Khan & Muhammad Muddassar Khan & Imad Ali & Khan Baz & Muhammad Arif & Manzoor Hussain & Waqar Jalal, 2020, "Terrorist Activities, Investor Sentiment, and Stock Returns: Evidence from Pakistan," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 139-148.
• Van-Thep Nguyen & Day-Yang Liu, 2020, "The Impact of Ownership Structure on Vietnamese Commercial Banks' Profitability," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 187-194.
• Abhay Kumar & Rashmi Soni & Iqbal Thonse Hawaldar & Meghna Vyas & Vaibhav Yadav, 2020, "The Testing of Efficient Market Hypotheses: A Study of Indian Pharmaceutical Industry," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 3, pages 208-216.
• Shailesh Rana & William H. Bommer & G. Michael Phillips, 2020, "Predicting Returns for Growth and Value Stocks: A Forecast Assessment Approach Using Global Asset Pricing Models," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 4, pages 88-106.
• Paulo Vitor Souza de Souza & C sar Augusto Tib rcio Silva, 2020, "Effects of COVID-19 Pandemic on International Capital Markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 163-171.
• Godfred Aawaar & Nicholas Addai Boamah & Joseph Oscar Akotey, 2020, "Investor herd behaviour in Africa s emerging and frontier markets," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 194-205.
• Ahmed Al Samman & Mostafa Kotb GabAlla, 2020, "Impact of Country Risk and Return on FPI," International Journal of Economics and Financial Issues, Econjournals, volume 10, issue 6, pages 57-68.
• La Ode Saidi & Hasan Aedy & Fajar Saranani & Rosnawintang Rosnawintang & Pasrun Adam & La Ode Arsad Sani, 2020, "Crude Oil Price and Exchange Rate: An Analysis of the Asymmetric Effect and Volatility Using the Non Linear Autoregressive Distributed Lag and General Autoregressive Conditional Heterochedasticity in Mean Models," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 1, pages 104-108.
• Zainuddin Saenong & Abd Azis Muthalib & Pasrun Adam & Wali Aya Rumbia & Heppi Millia & La Ode Saidi, 2020, "Symmetric and Asymmetric Effect of Crude Oil Prices and Exchange Rate on Bond Yields in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 95-100.
• Nurkhodzha Akbulaev & Etimad Rahimli, 2020, "Statistical Analysis of the Relationship between Oil Prices and Industry Index Prices," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 2, pages 324-331.
• Iqbal Thonse Hawaldar & T. M. Rajesha & Lokesha Lokesha & Adel M. Sarea, 2020, "Causal Nexus between the Anamolies in the Crude Oil Price and Stock Market," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 3, pages 233-238.
• Javid Elkhan Suleymanli & Etimad Munasib Rahimli & Nurkhodzha Nazirkhodzha Akbulaev, 2020, "The Causality Analysis of the Effect of Oil and Natural Gas Prices on Ukraine Stock Index," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 108-114.
• Ayben Koy & G l Okay, 2020, "Are Carbon Leader Indexes Related with Carbon Prices under Different Regimes?," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 115-121.
• Adedoyin Isola Lawal & Samuel Olatunde Dahunsi & Abiola Ayopo Babajide & Abiola John Asaleye & Joseph Ojo Iseolorunkanmi & Henry Inegbedion & Charles O. Manasseh & Bukola, B. Lawal-Adedoyin, 2020, "Examining the Effects of Oil Price Long Memory and Exchange Rate Long Memory on Stock Market Behavior in Nigeria," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 4, pages 430-436.
• Dimitrios Kartsonakis-Mademlis & Nikolaos Dritsakis, 2020, "Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 164-182.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Latasha Mohapatra & Adel M. Sarea, 2020, "The Impact of COVID-19 on Price Volatility of Crude Oil and Natural Gas Listed on Multi Commodity Exchange of India," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 5, pages 422-431.
• Velip Suraj Pavto & Guntur Anjana Raju, 2020, "Linkages between Oil Sectors Returns of Asian Emerging Stock Markets: Unearthing the Hidden Opportunity for Portfolio Diversification," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 152-156.
• Symbat Nakhipbekova & Gulzhan Baibosynova & Nazygul Batyrova & Aigerim Kulbayeva, 2020, "Analysis of the Relationship between Energy Price Changes and Stock Market Indices in Developed Countries," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 169-174.
• Nouf Bin Ayyaf Al-Mogren, 2020, "The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 310-317.
• Shripad Ramchandra Marathe & Guntur Anjana Raju, 2020, "Does Crude Oil Prices have Effect on Exports, Imports and GDP on BRICS Countries? - An Empirical Evidence," International Journal of Energy Economics and Policy, Econjournals, volume 10, issue 6, pages 524-528.
• Zekai SENOL & Mesut POLATGIL, 2020, "Borsalar Arasi Iliskilerin Ozduzenleyici Haritalarla Kumelendirilmesi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 8, issue 1, pages 1-13.
• Ocampo, José Antonio, 2020, "La cooperación financiera internacional frente a la crisis económica latinoamericana," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Ocampo, José Antonio, 2020, "International financial cooperation to address the Latin American economic crisis," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
• Gordon, Elizabeth A. & Hsu, Hsiao-Tang & Huang, Huichi, 2020, "Peer R&D disclosure and corporate innovation: Evidence from American depositary receipt firms," Advances in accounting, Elsevier, volume 49, issue C, DOI: 10.1016/j.adiac.2020.100471.
• Yang, Lu & Yang, Lei & Ho, Kung-Cheng & Hamori, Shigeyuki, 2020, "Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101200.
• Ali, Fahad & Ülkü, Numan, 2020, "Weekday seasonality of stock returns: The contrary case of China," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101201.
• Palao, Fernando & Pardo, Ángel & Roig, Marta, 2020, "Is the leadership of the Brent-WTI threatened by China’s new crude oil futures market?," Journal of Asian Economics, Elsevier, volume 70, issue C, DOI: 10.1016/j.asieco.2020.101237.
• Gavriilidis, Konstantinos & Kallinterakis, Vasileios & Öztürkkal, Belma, 2020, "Does mood affect institutional herding?," Journal of Behavioral and Experimental Finance, Elsevier, volume 26, issue C, DOI: 10.1016/j.jbef.2020.100290.
• Blau, Benjamin M. & Whitby, Ryan J., 2020, "Gambling activity and stock price volatility: A cross-country analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100338.
• Wanidwaranan, Phasin & Padungsaksawasdi, Chaiyuth, 2020, "The effect of return jumps on herd behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100375.
• Al-Awadhi, Abdullah M. & Alsaifi, Khaled & Al-Awadhi, Ahmad & Alhammadi, Salah, 2020, "Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100326.
• Donadelli, Michael & Lalanne, Marie, 2020, "Sex and “the City”: Financial stress and online pornography consumption," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100379.
• Schell, Daniel & Wang, Mei & Huynh, Toan Luu Duc, 2020, "This time is indeed different: A study on global market reactions to public health crisis," Journal of Behavioral and Experimental Finance, Elsevier, volume 27, issue C, DOI: 10.1016/j.jbef.2020.100349.
• Espenlaub, Susanne & Goyal, Abhinav & Mohamed, Abdulkadir, 2020, "The impact of shareholders and creditors rights on IPO performance: An international study," The British Accounting Review, Elsevier, volume 52, issue 1, DOI: 10.1016/j.bar.2019.100872.
• Caban-Garcia, Maria T. & Choi, Heeick & Kim, Myungsun, 2020, "The effects of operating cash flow disclosure on earnings comparability, analysts' forecasts, and firms’ investment decisions during the Pre-IFRS era," The British Accounting Review, Elsevier, volume 52, issue 4, DOI: 10.1016/j.bar.2020.100883.
• Zhang, Xiaoqian & Yu, Mingqiang & Chen, Gaoquan, 2020, "Does mixed-ownership reform improve SOEs' innovation? Evidence from state ownership," China Economic Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.chieco.2020.101450.
• Dong, Gang Nathan & Gu, Ming & He, Hua, 2020, "Invisible hand and helping hand: Private placement of public equity in China," Journal of Corporate Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.jcorpfin.2018.08.011.
• Matousek, Roman & Panopoulou, Ekaterini & Papachristopoulou, Andromachi, 2020, "Policy uncertainty and the capital shortfall of global financial firms," Journal of Corporate Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.jcorpfin.2020.101558.