Research classified by Journal of Economic Literature (JEL) codes

2020

• Nikita Artamonov & Anna Voronina & Nikita Emelyanov & Aleksei Kurbatskii, 2020, "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 58, pages 55-75.
• Ismaila Akanni Yusuf & Ekundayo Peter Mesagan & Agatha Nkem Amadi, 2020, "Effect of financial deepening on stock market returns: The case of military and democratic post-SAP regimes in Nigeria," BizEcons Quarterly, Strides Educational Foundation, volume 6, pages 3-21.
• Olaniyi Evans, 2020, "Socio-economic impacts of novel coronavirus: The policy solutions," BizEcons Quarterly, Strides Educational Foundation, volume 7, pages 3-12.
• Baris Kocaarslan, 2020, "Volatility Spillover between Uncertainty in Financial and Commodity Markets and Turkish Stock Market," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 1, pages 119-129.
• Tansu Kutuk & Mustafa Okur, 2020, "A Comparative Analysis of Country Ratings and Credit Default Swap Premiums in Determining Risk Premium in BRICS-T Countries," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 2, pages 413-429.
• Deniz Ikizlerli & Haluk Yener & Burak Alparslan Eroglu, 2020, "The Impact of US Monetary Policy Announcements on Equity Prices: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 4, pages 939-952.
• Bang Nam Jeon & Ji Wu & Limei Chen & Minghua Chen, 2020, "Diversification, efficiency and risk of banks: New consolidating evidence from emerging economies," School of Economics Working Paper Series, LeBow College of Business, Drexel University, number 2020-10, Aug.
• Seungmoon Choi & Jaebum Lee, 2020, "Maximum Likelihood Estimation of Continuous-time Diffusion Models for Exchange Rates," East Asian Economic Review, Korea Institute for International Economic Policy, volume 24, issue 1, pages 61-87, DOI: 10.11644/KIEP.EAER.2020.24.1.372.
• Pascal Xavier Gnagne & Lumengo Bonga-Bonga, 2020, "The Impact of Exchange Rate Volatility on the Security Markets in BRICS Economies," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 73, issue 1, pages 21-50.
• 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.
• Tarek Eldomiaty & Yasmeen Saeed & Rasha Hammam & Salma AboulSoud, 2020, "The associations between stock prices, inflation rates, interest rates are still persistent: Empirical evidence from stock duration model," Journal of Economics, Finance and Administrative Science, Universidad ESAN, volume 25, issue 49, pages 149-161.
• Luke O'Leary & Mindy Hauman, 2020, "Regulatory Implications of ESG Investment," Journal of Financial Transformation, Capco Institute, volume 51, pages 163-171.
• Juergen Dr. Rahmel, 2020, "Applying artificial intelligence in finance and asset management: A discussion of status quo and the way forward," Journal of Financial Transformation, Capco Institute, volume 51, pages 67-74.
• Jimmy Erraes & Lizeth Cuesta, 2020, "Relación entre comercio y productividad laboral a nivel global: Un análisis con datos de panel," Revista Económica, Centro de Investigaciones Sociales y Económicas, Universidad Nacional de Loja, volume 8, issue 2, pages 21-29.
• Sherif M. Hassan & John Riveros, 2020, "First to React Is Last to Forgive: Evidence from the Stock Market Impact of COVID 19," MSR Working Papers, M&S Research Hub institute, number 2-2020, Jul.
• Leila Argha & Mohammad Mowlaei & Mohsen Khezri, 2020, "Investigation of Dynamic Conditional Correlation between Selected Assets with Iran’s Return of Stock Price Index: DCC- FIAPARCH Approach," Quarterly Journal of Applied Theories of Economics, Faculty of Economics, Management and Business, University of Tabriz, volume 6, issue 4, pages 251-274.
• 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.
• Shiraz AYADI & Houda BEN SAID, 2020, "The Financial Contagion Effect Of The Subprime Crisis On Selected Developed Markets," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, volume 20, issue 4, pages 65-101.
• 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.
• Nijolė MAKNICKIENĖ & Jelena STANKEVIČIENĖ & Algirdas MAKNICKAS, 2020, "Comparison of Forex Market Forecasting Tools Based on Evolino Ensemble and Technical Analysis Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 134-148, 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.
• Huaibing Yu, 2020, "Have Stock Markets across the Globe Been Kidnapped by the Covid-19 Pandemic?," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 165-173.
• Conall O'Sullivan & Vassilios G. Papavassiliou, 2020, "On the term structure of liquidity in the European sovereign bond market," Open Access publications, Research Repository, University College Dublin, number 10197/11287, May.
• Blake Loriot & Elaine Hutson & Hue Hwa Au Yong, 2020, "Equity-linked executive compensation, hedging and foreign exchange exposure: Australian evidence," Australian Journal of Management, Australian School of Business, volume 45, issue 1, pages 72-93, February, DOI: 10.1177/0312896219830158.
• Michael Graham & Jussi Nikkinen & Jarkko Peltomäki, 2020, "Web-Based Investor Fear Gauge and Stock Market Volatility: An Emerging Market Perspective," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 2, pages 127-153, August, DOI: 10.1177/0972652719877473.
• 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.
• Aravind Sampath & Arun Kumar Gopalaswamy, 2020, "Intraday Variability and Trading Volume: Evidence from National Stock Exchange," Journal of Emerging Market Finance, Institute for Financial Management and Research, volume 19, issue 3, pages 271-295, December, DOI: 10.1177/0972652720930586.
• Fernando Broner & Alberto Martin & Lorenzo Pandolfi & Tomas Williams, 2020, "Winners and Losers from Sovereign Debt Inflows," CSEF Working Papers, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, number 562, May.
• Hazar Altinbas, 2020, "Examining Time-Varying Integrity And Interrelationships Among Global Stock Markets," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, volume 9, issue 1, pages 1-24, June.
• 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.
• Valadez Bautista, Beatriz & Ortiz, Edgar, 2020, "Chicago and Mexico Futures Markets Asymmetries and Hedging / Asimetrías y cobertura en los mercados de futuros de México y Chicago," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 10, issue 2, pages 221-251, julio-dic.
• Tamon Asonuma & Michael G. Papaioannou & Eriko Togo & Bert van Selm, 2020, "Belize’s 2016–17 Sovereign Debt Restructuring – Third Time Lucky?," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 14, pages 47-67, December.
• Albi Tola & Miriam Koomen & Amalia Repele, 2020, "Deviations from covered interest rate parity and capital outflows: The case of Switzerland," Working Papers, Swiss National Bank, number 2020-08.
• Tim D. Maurer & Thomas Nitschka, 2020, "Stock market evidence on the international transmission channels of US monetary policy surprises," Working Papers, Swiss National Bank, number 2020-10.
• Fabian Fink & Lukas Frei & Oliver Gloede, 2020, "Short-term determinants of bilateral exchange rates: A decomposition model for the Swiss franc," Working Papers, Swiss National Bank, number 2020-21.
• Basil Guggenheim & Sébastien P. Kraenzlin & Christoph Meyer, 2020, "(In)Efficiencies of current financial market infrastructures - a call for DLT?," Working Papers, Swiss National Bank, number 2020-24.
• Kuziva Mamvura & Mabutho Sibanda & Rajendra Rajaram, 2020, "Causal Dynamics among Foreign Portfolio Investment Volatility, Financial Deepening and Capital Markets in Low Income Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 70, issue 1-2, pages 20-38, January-J.
• Konstantinos Tsiaras, 2020, "Contagion in Futures Metal Markets during the Recent Global Financial Crisis: Evidence from Gold, Silver, Copper, Zinc and Aluminium," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, volume 70, issue 3-4, pages 42-55, July-Dece.
• Selcuk Kendirli & Muhammet Selcuk Kaya & Mustafa Bilgin, 2020, "Evaluation of Financial Performances of SME’s Listed in the Bist Sme Industrial Index by Using TOPSIS Multicriteria Decision Making Method," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, volume 9, issue 3, pages 63-74, September.
• 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.
• Yong Jiang & Gang-Jin Wang & Dan-Yan Wen & Xiao-guang Yang, 2020, "Business conditions, uncertainty shocks and Bitcoin returns," Evolutionary and Institutional Economics Review, Springer, volume 17, issue 2, pages 415-424, July, DOI: 10.1007/s40844-020-00172-3.
• Benedict J. Drasch & Gilbert Fridgen & Tobias Manner-Romberg & Fenja M. Nolting & Sven Radszuwill, 2020, "The token’s secret: the two-faced financial incentive of the token economy," Electronic Markets, Springer;IIM University of St. Gallen, volume 30, issue 3, pages 557-567, September, DOI: 10.1007/s12525-020-00412-9.
• Paulo Ferreira, 2020, "Dynamic long-range dependences in the Swiss stock market," Empirical Economics, Springer, volume 58, issue 4, pages 1541-1573, April, DOI: 10.1007/s00181-018-1549-x.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2020, "Expiration day effects on European trading volumes," Empirical Economics, Springer, volume 58, issue 4, pages 1603-1638, April, DOI: 10.1007/s00181-019-01627-2.
• Nazlı Karamollaoğlu & Cihan Yalçin, 2020, "Exports, real exchange rates and dollarization: empirical evidence from Turkish manufacturing firms," Empirical Economics, Springer, volume 59, issue 5, pages 2527-2557, November, DOI: 10.1007/s00181-019-01733-1.
• Saman Adhami & Dominique Guegan, 2020, "Crypto assets: the role of ICO tokens within a well-diversified portfolio," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 2, pages 219-241, June, DOI: 10.1007/s40812-019-00141-x.
• S. Veeramani & Abha Shukla & Mariam Jamaleh, 2020, "Financial theories of foreign direct investment: a review of literature," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 2, pages 185-217, June, DOI: 10.1007/s40812-019-00144-8.
• Rosati, Nicoletta & Bellia, Mario & Matos, Pedro Verga & Oliveira, Vasco, 2020, "Ratings matter: Announcements in times of crisis and the dynamics of stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101166.
• Hu, Haoshen & Prokop, Jörg & Shi, Yukun & Trautwein, Hans-Michael, 2020, "The rating spillover from banks to sovereigns: An empirical investigation across the European Union," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101161.
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2020, "Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101173.
• Otchere, Isaac & Abukari, Kobana, 2020, "Are super stock exchange mergers motivated by efficiency or market power gains?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101164.
• Kobinger, Sonja & Bornholt, Graham & Malin, Mirela, 2020, "Long-term time series reversal: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101185.
• Atanasova, Christina & Weisskopf, Jean-Philippe, 2020, "The price of international equity ETFs: The role of relative liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101190.
• Philippas, Dionisis & Philippas, Nikolaos & Tziogkidis, Panagiotis & Rjiba, Hatem, 2020, "Signal-herding in cryptocurrencies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101191.
• Grigaliuniene, Zana & Celov, Dmitrij & Hartwell, Christopher A., 2020, "The more the Merrier? The reaction of euro area stock markets to new members," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 66, issue C, DOI: 10.1016/j.intfin.2020.101195.
• Li, Wanli & Wang, Chaohui & Ren, Qizhe & Zhao, Ding, 2020, "Institutional distance and cross-border M&A performance: A dynamic perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 66, issue C, DOI: 10.1016/j.intfin.2020.101207.
• Inekwe, John Nkwoma, 2020, "Liquidity connectedness and output synchronisation," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 66, issue C, DOI: 10.1016/j.intfin.2020.101208.
• Kwon, Ji Ho, 2020, "Tail behavior of Bitcoin, the dollar, gold and the stock market index," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101202.
• Andrada-Félix, Julián & Fernandez-Perez, Adrian & Sosvilla-Rivero, Simón, 2020, "Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101219.
• Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores, 2020, "Information opacity and corporate bond returns: The dynamics of split ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101239.
• Wu, Ji & Yao, Yao & Chen, Minghua & Jeon, Bang Nam, 2020, "Economic uncertainty and bank risk: Evidence from emerging economies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101242.
• Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2020, "From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 69, issue C, DOI: 10.1016/j.intfin.2020.101245.
• Mercado, Rogelio & Noviantie, Shanty, 2020, "Financial flows centrality: Empirical evidence using bilateral capital flows," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 69, issue C, DOI: 10.1016/j.intfin.2020.101255.
• Currie, Russell R. & Pandher, Gurupdesh S., 2020, "Finance journal rankings: Active scholar assessment revisited," Journal of Banking & Finance, Elsevier, volume 111, issue C, DOI: 10.1016/j.jbankfin.2019.105717.
• Belkhir, Mohamed & Saad, Mohsen & Samet, Anis, 2020, "Stock extreme illiquidity and the cost of capital," Journal of Banking & Finance, Elsevier, volume 112, issue C, DOI: 10.1016/j.jbankfin.2018.01.005.
• Liang, Quanxi & Li, Donghui & Gao, Wenlian, 2020, "Ultimate ownership, crash risk, and split share structure reform in China," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105751.
• Bostanci, Gorkem & Yilmaz, Kamil, 2020, "How connected is the global sovereign credit risk network?," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105761.
• Kim, Kyungkeun & Lee, Dongwon, 2020, "Equity market integration and portfolio rebalancing," Journal of Banking & Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jbankfin.2020.105775.
• O’Sullivan, Conall & Papavassiliou, Vassilios G., 2020, "On the term structure of liquidity in the European sovereign bond market," Journal of Banking & Finance, Elsevier, volume 114, issue C, DOI: 10.1016/j.jbankfin.2020.105777.
• Baur, Dirk G. & Smales, Lee A., 2020, "Hedging geopolitical risk with precious metals," Journal of Banking & Finance, Elsevier, volume 117, issue C, DOI: 10.1016/j.jbankfin.2020.105823.
• Eichler, Stefan & Plaga, Timo, 2020, "The economic record of the government and sovereign bond and stock returns around national elections," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105832.
• Lee, Edward & Pappas, Kostas & Xu, Alice Liang, 2020, "Foreign Lenders’ adoption of performance pricing provisions in syndicated loans," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105869.
• Xu, Yuqian & Saunders, Anthony & Xiao, Binqing & Li, Xindan, 2020, "Bank relationship loss: The moderating effect of information opacity," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105872.
• Held, Matthias & Kapraun, Julia & Omachel, Marcel & Thimme, Julian, 2020, "Up- and downside variance risk premia in global equity markets," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105875.
• Hu, Xiaolu & Shi, Jing & Wang, Lafang & Yu, Jing, 2020, "Foreign ownership in Chinese credit ratings industry: Information revelation or certification?," Journal of Banking & Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jbankfin.2020.105891.
• Fotak, Veljko & Lee, Haekwon, 2020, "Public-private co-lending: Evidence from syndicated corporate loans," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105898.
• Bae, Kee-Hong & Ding, Yi & Wang, Xiaoqiao, 2020, "Relative industry valuation and cross-border listing," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105899.
• Broman, Markus S., 2020, "Local demand shocks, excess comovement and return predictability," Journal of Banking & Finance, Elsevier, volume 119, issue C, DOI: 10.1016/j.jbankfin.2020.105910.
• Zaremba, Adam & Umutlu, Mehmet & Maydybura, Alina, 2020, "Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105966.
• Hollstein, Fabian, 2020, "Estimating beta: The international evidence," Journal of Banking & Finance, Elsevier, volume 121, issue C, DOI: 10.1016/j.jbankfin.2020.105968.
• Loureiro, Gilberto & Silva, Sónia, 2020, "The impact of cross-delisting from the U.S. On firms’ financial constraints," Journal of Business Research, Elsevier, volume 108, issue C, pages 132-146, DOI: 10.1016/j.jbusres.2019.09.055.
• Chen, Tao, 2020, "Does news affect disagreement in global markets?," Journal of Business Research, Elsevier, volume 109, issue C, pages 174-183, DOI: 10.1016/j.jbusres.2019.11.082.
• Saad, Mohsen & Samet, Anis, 2020, "Collectivism and commonality in liquidity," Journal of Business Research, Elsevier, volume 116, issue C, pages 137-162, DOI: 10.1016/j.jbusres.2020.04.012.
• Li, Xiao, 2020, "The impact of economic policy uncertainty on insider trades: A cross-country analysis," Journal of Business Research, Elsevier, volume 119, issue C, pages 41-57, DOI: 10.1016/j.jbusres.2020.07.025.
• Chen, Shaojian & Mao, Hui & Feng, Zongxian, 2020, "Political uncertainty and firm entry: Evidence from Chinese manufacturing industries," Journal of Business Research, Elsevier, volume 120, issue C, pages 16-30, DOI: 10.1016/j.jbusres.2020.07.021.
• Frijns, Bart & Zwinkels, Remco C.J., 2020, "Absence of speculation in the European sovereign debt markets," Journal of Economic Behavior & Organization, Elsevier, volume 169, issue C, pages 245-265, DOI: 10.1016/j.jebo.2019.11.017.
• Hens, Thorsten & Schindler, Nilüfer, 2020, "Value and patience: The value premium in a dividend-growth model with hyperbolic discounting," Journal of Economic Behavior & Organization, Elsevier, volume 172, issue C, pages 161-179, DOI: 10.1016/j.jebo.2020.01.028.
• Fink, Alexander & Stahl, Jörg R., 2020, "The value of international political connections: Evidence from Trump's 2016 surprise election," Journal of Economic Behavior & Organization, Elsevier, volume 176, issue C, pages 691-700, DOI: 10.1016/j.jebo.2020.03.034.
• Ahmed, Walid M.A., 2020, "Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin," Journal of Economics and Business, Elsevier, volume 108, issue C, DOI: 10.1016/j.jeconbus.2019.105886.
• Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar & Ramlakhan, Prakash, 2020, "Herding in the Singapore stock Exchange," Journal of Economics and Business, Elsevier, volume 109, issue C, DOI: 10.1016/j.jeconbus.2019.105889.
• Goldstein, Michael A. & Hotchkiss, Edith S., 2020, "Providing liquidity in an illiquid market: Dealer behavior in US corporate bonds," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 16-40, DOI: 10.1016/j.jfineco.2019.05.014.
• Jacobs, Heiko & Müller, Sebastian, 2020, "Anomalies across the globe: Once public, no longer existent?," Journal of Financial Economics, Elsevier, volume 135, issue 1, pages 213-230, DOI: 10.1016/j.jfineco.2019.06.004.
• Makarov, Igor & Schoar, Antoinette, 2020, "Trading and arbitrage in cryptocurrency markets," Journal of Financial Economics, Elsevier, volume 135, issue 2, pages 293-319, DOI: 10.1016/j.jfineco.2019.07.001.
• Asness, Cliff & Frazzini, Andrea & Gormsen, Niels Joachim & Pedersen, Lasse Heje, 2020, "Betting against correlation: Testing theories of the low-risk effect," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 629-652, DOI: 10.1016/j.jfineco.2019.07.003.
• Huang, Dashan & Li, Jiangyuan & Wang, Liyao & Zhou, Guofu, 2020, "Time series momentum: Is it there?," Journal of Financial Economics, Elsevier, volume 135, issue 3, pages 774-794, DOI: 10.1016/j.jfineco.2019.08.004.
• Dahlquist, Magnus & Hasseltoft, Henrik, 2020, "Economic momentum and currency returns," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 152-167, DOI: 10.1016/j.jfineco.2019.09.002.
• Pitkäjärvi, Aleksi & Suominen, Matti & Vaittinen, Lauri, 2020, "Cross-asset signals and time series momentum," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 63-85, DOI: 10.1016/j.jfineco.2019.02.011.
• Cenedese, Gino & Ranaldo, Angelo & Vasios, Michalis, 2020, "OTC premia," Journal of Financial Economics, Elsevier, volume 136, issue 1, pages 86-105, DOI: 10.1016/j.jfineco.2019.09.010.
• Gavazzoni, Federico & Santacreu, Ana Maria, 2020, "International R&D spillovers and asset prices," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 330-354, DOI: 10.1016/j.jfineco.2019.09.009.
• Mäkinen, Taneli & Sarno, Lucio & Zinna, Gabriele, 2020, "Risky bank guarantees," Journal of Financial Economics, Elsevier, volume 136, issue 2, pages 490-522, DOI: 10.1016/j.jfineco.2019.10.005.
• Opie, Wei & Riddiough, Steven J., 2020, "Global currency hedging with common risk factors," Journal of Financial Economics, Elsevier, volume 136, issue 3, pages 780-805, DOI: 10.1016/j.jfineco.2019.12.001.
• Colacito, Riccardo & Riddiough, Steven J. & Sarno, Lucio, 2020, "Business cycles and currency returns," Journal of Financial Economics, Elsevier, volume 137, issue 3, pages 659-678, DOI: 10.1016/j.jfineco.2020.04.005.
• Lang, Mark & Maffett, Mark & Omartian, James D. & Silvers, Roger, 2020, "Regulatory cooperation and foreign portfolio investment," Journal of Financial Economics, Elsevier, volume 138, issue 1, pages 138-158, DOI: 10.1016/j.jfineco.2020.04.016.
• Liao, Gordon Y., 2020, "Credit migration and covered interest rate parity," Journal of Financial Economics, Elsevier, volume 138, issue 2, pages 504-525, DOI: 10.1016/j.jfineco.2020.06.002.
• Zhu, Xiaoyang & Asimakopoulos, Stylianos & Kim, Jaebeom, 2020, "Financial development and innovation-led growth: Is too much finance better?," Journal of International Money and Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.jimonfin.2019.102083.
• Cheung, Yin-Wong & Steinkamp, Sven & Westermann, Frank, 2020, "Capital flight to Germany: Two alternative measures," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102095.
• Fatum, Rasmus & Yetman, James, 2020, "Accumulation of foreign currency reserves and risk-taking," Journal of International Money and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.jimonfin.2019.102097.
• Lee, Seungyoon & Bowdler, Christopher, 2020, "US monetary policy and global banking flows," Journal of International Money and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.jimonfin.2019.102118.
• Galstyan, Vahagn & Mehigan, Caroline & Mercado, Rogelio, 2020, "The currency composition of international portfolio assets," Journal of International Money and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.jimonfin.2019.102132.
• Gandré, Pauline, 2020, "US stock prices and recency-biased learning in the run-up to the Global Financial Crisis and its aftermath," Journal of International Money and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.jimonfin.2020.102165.
• Mitchener, Kris James & Pina, Gonçalo, 2020, "Pegxit pressure," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102191.
• Bremus, Franziska & Kliatskova, Tatsiana, 2020, "Legal harmonization, institutional quality, and countries’ external positions: A sectoral analysis," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102217.
• Andreou, Christoforos K. & Lambertides, Neophytos & Savvides, Andreas, 2020, "Sovereign credit risk and global equity fund returns in emerging markets," Journal of International Money and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.jimonfin.2020.102218.
• Cezar, Rafael & Gigout, Timothée & Tripier, Fabien, 2020, "Cross-border investments and uncertainty: Firm-level evidence," Journal of International Money and Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.jimonfin.2020.102159.
• Pavlidis, Efthymios G. & Vasilopoulos, Kostas, 2020, "Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102222.
• Perego, Erica, 2020, "Sovereign risk and asset market dynamics in the euro area," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102234.
• Bathia, Deven & Bouras, Christos & Demirer, Riza & Gupta, Rangan, 2020, "Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows," Journal of International Money and Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jimonfin.2020.102258.
• Cerutti, Eugenio & Osorio-Buitron, Carolina, 2020, "US vs. euro area: Who drives cross-border bank lending to EMs?," Journal of the Japanese and International Economies, Elsevier, volume 57, issue C, DOI: 10.1016/j.jjie.2020.101090.
• Ito, Takatoshi & Yabu, Tomoyoshi, 2020, "Japanese Foreign Exchange Interventions, 1971-2018: Estimating a Reaction Function Using the Best Proxy," Journal of the Japanese and International Economies, Elsevier, volume 58, issue C, DOI: 10.1016/j.jjie.2020.101106.
• Sawadogo, Pegdéwendé Nestor, 2020, "Can fiscal rules improve financial market access for developing countries?," Journal of Macroeconomics, Elsevier, volume 65, issue C, DOI: 10.1016/j.jmacro.2020.103214.
• Golubeva, Olga, 2020, "Maximising international returns: Impact of IFRS on foreign direct investments," Journal of Contemporary Accounting and Economics, Elsevier, volume 16, issue 2, DOI: 10.1016/j.jcae.2020.100200.
• Kusnadi, Yuanto & Srinidhi, Bin, 2020, "Cross-country differences in the effect of political connections on stock price informativeness," Journal of Contemporary Accounting and Economics, Elsevier, volume 16, issue 2, DOI: 10.1016/j.jcae.2020.100203.
• Li, Fengyun & Petsas, Iordanis & Cai, Jinghan, 2020, "Corporate events, return synchronicity and price efficiency," The Journal of Economic Asymmetries, Elsevier, volume 21, issue C, DOI: 10.1016/j.jeca.2019.e00136.
• Ahmed, Bouteska, 2020, "Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00172.
• Demirer, Riza & Yuksel, Aydin & Yuksel, Asli, 2020, "Oil price uncertainty, global industry returns and active investment strategies," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00177.
• Alves, Paulo & Carvalho, Luís, 2020, "Recent evidence on international stock market’s overreaction," The Journal of Economic Asymmetries, Elsevier, volume 22, issue C, DOI: 10.1016/j.jeca.2020.e00179.
• Ben Slimane, Faten & Boubaker, Sabri & Jouini, Jamel, 2020, "Does the Euro–Mediterranean Partnership contribute to regional integration?," Journal of Policy Modeling, Elsevier, volume 42, issue 2, pages 328-348, DOI: 10.1016/j.jpolmod.2019.10.003.
• Ordu-Akkaya, Beyza Mina & Soytas, Ugur, 2020, "Does foreign portfolio investment strengthen stock-commodity markets connection?," Resources Policy, Elsevier, volume 65, issue C, DOI: 10.1016/j.resourpol.2019.101536.
• Salisu, Afees A. & Raheem, Ibrahim D. & Ndako, Umar B., 2020, "The inflation hedging properties of gold, stocks and real estate: A comparative analysis," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101605.
• Ali, Sajid & Bouri, Elie & Czudaj, Robert Lukas & Shahzad, Syed Jawad Hussain, 2020, "Revisiting the valuable roles of commodities for international stock markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101603.
• Jiang, Yong & Ren, Yi-Shuai & Ma, Chao-Qun & Liu, Jiang-Long & Sharp, Basil, 2020, "Does the price of strategic commodities respond to U.S. partisan conflict?," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101617.
• Reboredo, Juan C. & Ugolini, Andrea, 2020, "Price spillovers between rare earth stocks and financial markets," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101647.
• Salisu, Afees A. & Adediran, Idris, 2020, "Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks," Resources Policy, Elsevier, volume 66, issue C, DOI: 10.1016/j.resourpol.2020.101606.
• Jareño, Francisco & González, María de la O & Tolentino, Marta & Sierra, Karen, 2020, "Bitcoin and gold price returns: A quantile regression and NARDL analysis," Resources Policy, Elsevier, volume 67, issue C, DOI: 10.1016/j.resourpol.2020.101666.
• Morema, Kgotso & Bonga-Bonga, Lumengo, 2020, "The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101740.
• Dutta, Anupam & Das, Debojyoti & Jana, R.K. & Vo, Xuan Vinh, 2020, "COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101816.
• Chirwa, Themba G. & Odhiambo, Nicholas M., 2020, "Determinants of gold price movements: An empirical investigation in the presence of multiple structural breaks," Resources Policy, Elsevier, volume 69, issue C, DOI: 10.1016/j.resourpol.2020.101818.
• Martínez, J-F. & Peiris, M.U. & Tsomocos, D.P., 2020, "Macroprudential policy analysis in an estimated DSGE model with a heterogeneous banking system: An application to Chile," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 1, issue 1, DOI: 10.1016/j.latcb.2020.100016.
• Chien, YiLi & Lustig, Hanno & Naknoi, Kanda, 2020, "Why are exchange rates so smooth? A household finance explanation," Journal of Monetary Economics, Elsevier, volume 112, issue C, pages 129-144, DOI: 10.1016/j.jmoneco.2019.02.003.
• Ozhan, Galip Kemal, 2020, "Financial intermediation, resource allocation, and macroeconomic interdependence," Journal of Monetary Economics, Elsevier, volume 115, issue C, pages 265-278, DOI: 10.1016/j.jmoneco.2019.07.001.
• Wen, Tiange & Wang, Gang-Jin, 2020, "Volatility connectedness in global foreign exchange markets," Journal of Multinational Financial Management, Elsevier, volume 54, issue C, DOI: 10.1016/j.mulfin.2020.100617.
• Grossmann, Axel & Ngo, Thanh, 2020, "Economic policy uncertainty and ADR mispricing," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100627.
• Wang, Weishen, 2020, "Shanghai-Hong Kong Stock Exchange Connect Program: A story of two markets and different groups of stocks," Journal of Multinational Financial Management, Elsevier, volume 55, issue C, DOI: 10.1016/j.mulfin.2020.100630.
• Shyu, Hawfeng & Gao, Feng & Wu, Peng & Zhu, Song, 2020, "Earnings dispersion in the spotlight: The effects of media coverage on stock liquidity," Pacific-Basin Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.pacfin.2019.06.008.
• Indriawan, Ivan, 2020, "Market quality around macroeconomic news announcements: Evidence from the Australian stock market," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2018.09.007.
• Zaremba, Adam & Szyszka, Adam & Long, Huaigang & Zawadka, Dariusz, 2020, "Business sentiment and the cross-section of global equity returns," Pacific-Basin Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.pacfin.2020.101329.
• McDowell, Shaun & Lee, John B. & Marsden, Alastair, 2020, "The potential effect of taxes on the equity home bias in New Zealand PIEs," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101375.
• Al-Yahyaee, Khamis Hamed & Mensi, Walid & Rehman, Mobeen Ur & Vo, Xuan Vinh & Kang, Sang Hoon, 2020, "Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101385.
• Batmunkh, Munkh-Ulzii & Choijil, Enkhbayar & Vieito, João Paulo & Espinosa-Méndez, Christian & Wong, Wing-Keung, 2020, "Does herding behavior exist in the Mongolian stock market?," Pacific-Basin Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.pacfin.2020.101352.
• Ducret, Romain & Isakov, Dušan, 2020, "The Korea discount and chaebols," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101396.
• Ding, Xiaoya & Guedhami, Omrane & Ni, Yang & Pittman, Jeffrey A., 2020, "Local and foreign institutional investors, information asymmetries, and state ownership," Pacific-Basin Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.pacfin.2020.101405.
• Kim, Soon Sung & Chung, Jaiho & Hwang, Joon Ho & Pyun, Ju Hyun, 2020, "The effectiveness of foreign debt in hedging exchange rate exposure: Multinational enterprises vs. exporting firms," Pacific-Basin Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.pacfin.2020.101455.
• 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.
• Li, Bing & Liao, Zefang, 2020, "Finding changes in the foreign exchange market from the perspective of currency network," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 545, issue C, DOI: 10.1016/j.physa.2019.123727.
• 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.
• Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Balli, Faruk & Shahzad, Syed Jawad Hussain, 2020, "Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 553, issue C, DOI: 10.1016/j.physa.2020.124235.
• Schuknecht, Ludger & Siegerink, Vincent, 2020, "The political economy of the G20 agenda on financial regulation," European Journal of Political Economy, Elsevier, volume 65, issue C, DOI: 10.1016/j.ejpoleco.2020.101941.
• Bouri, Elie & Hussain Shahzad, Syed Jawad & Roubaud, David, 2020, "Cryptocurrencies as hedges and safe-havens for US equity sectors," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 294-307, DOI: 10.1016/j.qref.2019.05.001.
• Nguyen, Trang & Chaiechi, Taha & Eagle, Lynne & Low, David, 2020, "Dynamic transmissions between main stock markets and SME stock markets: Evidence from tropical economies," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 308-324, DOI: 10.1016/j.qref.2019.02.004.
• Rojo Suárez, Javier & Alonso Conde, Ana Belén & Ferrero Pozo, Ricardo, 2020, "European equity markets: Who is the truly representative investor?," The Quarterly Review of Economics and Finance, Elsevier, volume 75, issue C, pages 325-346, DOI: 10.1016/j.qref.2019.02.003.
• Bouri, Elie & Roubaud, David & Shahzad, Syed Jawad Hussain, 2020, "Do Bitcoin and other cryptocurrencies jump together?," The Quarterly Review of Economics and Finance, Elsevier, volume 76, issue C, pages 396-409, DOI: 10.1016/j.qref.2019.09.003.
• Smaoui, Houcem & Salah, Ines Ben & Diallo, Boubacar, 2020, "The determinants of capital ratios in Islamic banking," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 186-194, DOI: 10.1016/j.qref.2019.11.002.
• Yang, Hsin-Feng & Liu, Chih-Liang & Yeutien Chou, Ray, 2020, "Bank diversification and systemic risk," The Quarterly Review of Economics and Finance, Elsevier, volume 77, issue C, pages 311-326, DOI: 10.1016/j.qref.2019.11.003.
• 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.
• Alhassan, Abdulrahman & Naka, Atsuyuki, 2020, "Corporate future investments and stock liquidity: Evidence from emerging markets," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 69-83, DOI: 10.1016/j.iref.2019.10.002.
• Palazzi, Rafael Baptista & Figueiredo Pinto, Antonio Carlos & Klotzle, Marcelo Cabus & De Oliveira, Erick Meira, 2020, "Can we still blame index funds for the price movements in the agricultural commodities market?," International Review of Economics & Finance, Elsevier, volume 65, issue C, pages 84-93, DOI: 10.1016/j.iref.2019.10.001.
• 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.
• Xie, Zixiong & Chen, Shyh-Wei & Wu, An-Chi, 2020, "The foreign exchange and stock market nexus: New international evidence," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 240-266, DOI: 10.1016/j.iref.2020.01.001.
• Alhashel, Bader S. & Albader, Sulaiman H., 2020, "How do sovereign wealth funds pay their portfolio companies’ executives? Evidence from Kuwait," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 303-322, DOI: 10.1016/j.iref.2020.02.003.
• Cui, Wei & Yao, Juan, 2020, "Funds of hedge funds: Are they really the high society for little guys?," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 346-361, DOI: 10.1016/j.iref.2020.02.004.
• Lv, Xin & Lien, Donald & Yu, Chang, 2020, "Who affects who? Oil price against the stock return of oil-related companies: Evidence from the U.S. and China," International Review of Economics & Finance, Elsevier, volume 67, issue C, pages 85-100, DOI: 10.1016/j.iref.2020.01.002.
• Warshaw, Evan, 2020, "Asymmetric volatility spillover between European equity and foreign exchange markets: Evidence from the frequency domain," International Review of Economics & Finance, Elsevier, volume 68, issue C, pages 1-14, DOI: 10.1016/j.iref.2020.03.001.
• 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.
• Sifat, Imtiaz Mohammad & Mohamad, Azhar, 2020, "A survey on the magnet effect of circuit breakers in financial markets," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 138-151, DOI: 10.1016/j.iref.2020.05.009.
• Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2020, "Co-movement across european stock and real estate markets," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 189-208, DOI: 10.1016/j.iref.2020.05.010.
• Salisu, Afees A. & Ebuh, Godday U. & Usman, Nuruddeen, 2020, "Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 280-294, DOI: 10.1016/j.iref.2020.06.023.
• Das, Debojyoti & Kannadhasan, M., 2020, "The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 563-581, DOI: 10.1016/j.iref.2020.06.013.
• Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis Alberiko & Madigu, Godfrey & Romero-Rojo, Fatima, 2020, "Volatility persistence in cryptocurrency markets under structural breaks," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 680-691, DOI: 10.1016/j.iref.2020.06.035.
• Huang, Chai Liang, 2020, "International stock market co-movements following US financial globalization," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 788-814, DOI: 10.1016/j.iref.2020.06.009.
• Akisik, Orhan, 2020, "The impact of financial development, IFRS, and rule of LAW on foreign investments: A cross-country analysis," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 815-838, DOI: 10.1016/j.iref.2020.06.015.
• Lepers, Etienne & Sánchez Serrano, Antonio, 2020, "Decomposing financial (in)stability in emerging economies," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101068.
• Smaoui, Houcem & Ghouma, Hatem, 2020, "Sukuk market development and Islamic banks’ capital ratios," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101064.
• Koesrindartoto, Deddy P. & Aaron, Aurelius & Yusgiantoro, Inka & Dharma, Wirata A. & Arroisi, Abdurrohman, 2020, "Who moves the stock market in an emerging country – Institutional or retail investors?," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101061.
• Bedi, Prateek & Nashier, Tripti, 2020, "On the investment credentials of Bitcoin: A cross-currency perspective," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101087.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020, "Firm profitability and expected stock returns: Evidence from Latin America," Research in International Business and Finance, Elsevier, volume 51, issue C, DOI: 10.1016/j.ribaf.2019.101119.
• Kassouri, Yacouba & Altıntaş, Halil, 2020, "Threshold cointegration, nonlinearity, and frequency domain causality relationship between stock price and Turkish Lira," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101097.
• Al-Maadid, Alanoud & Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2020, "The impact of business and political news on the GCC stock markets," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101102.
• Gaies, Brahim & Goutte, Stéphane & Guesmi, Khaled, 2020, "Does financial globalization still spur growth in emerging and developing countries? Considering exchange rates," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101113.
• Boamah, Nicholas Addai & Akotey, Joseph Oscar & Aaawaar, Godfred, 2020, "Economic engagement and within emerging markets integration," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101106.
• Marfatia, Hardik A., 2020, "Investors’ risk perceptions in the US and global stock market integration," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101169.
• Dang, Tung Lam & Nguyen, Thi Minh Hue, 2020, "Liquidity risk and stock performance during the financial crisis," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101165.
• Rashid, Abdul & Hassan, M. Kabir & Shah, Muhammad Abdul Rehman, 2020, "On the role of Islamic and conventional banks in the monetary policy transmission in Malaysia: Do size and liquidity matter?," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101123.
• Fassas, Athanasios P. & Papadamou, Stephanos & Koulis, Alexandros, 2020, "Price discovery in bitcoin futures," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101116.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Poza, Carlos, 2020, "High and low prices and the range in the European stock markets: A long-memory approach," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2019.101126.
• Baklaci, Hasan Fehmi & Aydoğan, Berna & Yelkenci, Tezer, 2020, "Impact of stock market trading on currency market volatility spillovers," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101182.
• Yu, Ellen Pei-yi & Luu, Bac Van & Chen, Catherine Huirong, 2020, "Greenwashing in environmental, social and governance disclosures," Research in International Business and Finance, Elsevier, volume 52, issue C, DOI: 10.1016/j.ribaf.2020.101192.
• Liu, Haiyun & Islam, Mollah Aminul & Khan, Muhammad Asif & Hossain, Md Ismail & Pervaiz, Khansa, 2020, "Does financial deepening attract foreign direct investment? Fresh evidence from panel threshold analysis," Research in International Business and Finance, Elsevier, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101198.