Research classified by Journal of Economic Literature (JEL) codes

2021

• Bogdan Cosmin GOMOI, 2021, "Study Regarding the Development of an Investment Project. (II) – Estimating the Cost of Project and Identifying the Main Income and Expense Flows," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 6, pages 26-37, June, DOI: 10.37945/cbr.2021.06.04.
• Corina-Graziella BÂTCĂ-DUMITRU & Daniela-Nicoleta SAHLIAN & Cleopatra ȘENDROIU, 2021, "The Budgetary Management of Sales," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 7, pages 14-24, July, DOI: 10.37945/cbr.2021.07.02.
• Bogdan Cosmin GOMOI, 2021, "Study Regarding the Development of an Investment Project. (III) – Project Evaluation," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 7, pages 25-34, July, DOI: 10.37945/cbr.2021.07.03.
• Bogdan Cosmin GOMOI, 2021, "Short Financial Diagnosis for a Transport Entity," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 8, pages 18-27, August, DOI: 10.37945/cbr.2021.08.03.
• Bogdan Cosmin GOMOI, 2021, "The Financial Analyses of an Entity from the Tourism Field – Between Normality and the COVID-19 Pandemic," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 9, pages 12-21, September, DOI: 10.37945/cbr.2021.09.02.
• Osman Yavuz Akbulut & Ali Hepşen, 2021, "Finansal Performans ve Pay Senedi Getirileri Arasındaki İlişkinin Entropi ve CoCoSo ÇKKV Teknikleriyle Analiz Edilmesi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 3, pages 681-709, DOI: 10.30784/epfad.945770.
• Leyla Ar & Reşat Sakur, 2021, "Modern Sermaye Yapısı Teorilerinin Geçerliliğinin Test Edilmesi: BIST 30 Endeksi Firmaları Üzerine Bir Araştırma," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 3, pages 748-773, DOI: 10.30784/epfad.926187.
• Yan, Beibei & Arslan-Ayaydin, Özgür & Thewissen, James & Torsin, Wouter, 2021, "Does managerial ability affect disclosure? Evidence from earnings press releases," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2021006, Jan, DOI: https://doi.org/10.1108/ARA-03-2020.
• Kyle Hampton & Paul Johnson, 2021, "Kaivik: A Free Online Asset Market Cellphone Interface Experiment with Financial Bubbles," Working Papers, University of Alaska Anchorage, Department of Economics, number 2021-04, Nov.
• Victor Olkhov, 2021, "To VaR, or Not to VaR, That is the Question," Papers, arXiv.org, number 2101.08559, Jan, revised Apr 2024.
• Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021, "Deep Structural Estimation: With an Application to Option Pricing," Papers, arXiv.org, number 2102.09209, Feb.
• Sergio Consoli & Luca Tiozzo Pezzoli & Elisa Tosetti, 2021, "Emotions in Macroeconomic News and their Impact on the European Bond Market," Papers, arXiv.org, number 2106.15698, Jun.
• Qihui Chen & Nikolai Roussanov & Xiaoliang Wang, 2021, "Semiparametric Conditional Factor Models in Asset Pricing," Papers, arXiv.org, number 2112.07121, Dec, revised Apr 2025.
• Osoolian, Mohammad & Koushki, Ali, 2021, "Prediction of Crisis in Tehran Stock Exchange with Entropy and Analyzing the Identified Crises such as Covid-19 (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 2, pages 133-152, September.
• Neluka Devpura, 2021, "Can Oil Prices Predict Japanese Yen?," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 1, issue 3, pages 1-5, DOI: 2021/06/27.
• Afees A. Salisu & Abdulsalam Abidemi Sikiru, 2021, "Pandemics and the Asia-Pacific Islamic Stocks," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 1, issue 1, pages 1-5, DOI: 2021/06/27.
• Manuela Pedio, 2021, "Option-Implied Network Measures of Tail Contagion and Stock Return Predictability," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 21154.
• Dariia Vasylieva, 2021, "Corporate Bond Markets In Eastern Europe: Trends And Prospects," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 7, issue 1, DOI: 10.30525/2256-0742/2021-7-1-10-18.
• Rodolfo Méndez-Marcano, 2021, "Global | Modelo vectorial autorregresivo para los tests de estrés de la banca
  [Global | A vector autoregressive model for banking stress testing]," Working Papers, BBVA Bank, Economic Research Department, number 21/08, Jul.
• Ali CELÝK, 2021, "Volatility of BIST 100 Returns After 2020, Calendar Anomalies and COVID-19 Effect," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 15, issue 1, pages 61-81.
• Roberto Pascual, 2021, "Do analysts forecast differently in periods of uncertainty? An empirical analysis of target prices for Spanish banks," Working Papers, Banco de España, number 2144, Dec.
• Davide Di Zio & Marco Fanari & Simone Letta & Tommaso Perez & Giovanni Secondin, 2021, "The strategic allocation and sustainability of central banks' investment," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 14, Dec.
• Fredy Gamboa-Estrada & Jose Vicente Romero, 2021, "Common and idiosyncratic movements in Latin-American Exchange Rates," Borradores de Economia, Banco de la Republica de Colombia, number 1158, Apr, DOI: https://doi.org/10.32468/be.1158.
• Florens Odendahl & Tatevik Sekhposyan & Barbara Rossi, 2021, "Evaluating Forecast Performance with State Dependence," Working Papers, Barcelona School of Economics, number 1295, Oct.
• Mikael Juselius & Nikola Tarashev, 2021, "Could corporate credit losses turn out higher than expected?," BIS Bulletins, Bank for International Settlements, number 46, Aug.
• Sebastian Doerr & Leonardo Gambacorta & José María Serena Garralda, 2021, "Big data and machine learning in central banking," BIS Working Papers, Bank for International Settlements, number 930, Mar.
• Nguyen Xuan-Huynh & Luu Quoc Chien, 2021, "Performance Measurement of Vietnamese Publishing Firms by the Integration of the GM (1,1) Model and the Malmquist Model," Business Systems Research, Sciendo, volume 12, issue 1, pages 17-33, May, DOI: 10.2478/bsrj-2021-0002.
• Henry Penikas & Anastasia Skarednova & Mikhail Surkov, 2021, "How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily?," Bank of Russia Working Paper Series, Bank of Russia, number wps74, Jul.
• J. James Reade & Carl Singleton & Alasdair Brown, 2021, "Evaluating strange forecasts: The curious case of football match scorelines," Scottish Journal of Political Economy, Scottish Economic Society, volume 68, issue 2, pages 261-285, May, DOI: 10.1111/sjpe.12264.
• BOTOROGA Cosmin-Alin & HOROBET Alexandra & BELASCU Lucian, 2021, "Assessing Market Risk During Financial Crises - An Applicable Method Of Using Value At Risk And Expected Shortfall In Investments," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 73, issue 3, pages 51-74, October.
• Mattia Montagna & Gabriele Torri & Giovanni Covi, 2021, "On the origin of systemic risk," Bank of England working papers, Bank of England, number 906, Jan.
• David Murphy & Nicholas Vause, 2021, "A CBA of APC: analysing approaches to procyclicality reduction in CCP initial margin models," Bank of England working papers, Bank of England, number 950, Nov.
• Panagiotis Lazaris & Anastasios Petropoulos & Vasileios Siakoulis & Evangelos Stavroulakis & Nikolaos Vlachogiannakis, 2021, "Interest rate pass through in the deposit and loan products provided by Greek banks," Working Papers, Bank of Greece, number 287, Feb.
• Chang Carolyn W. & Feng Yalan, 2021, "Hurricane Bond Price Dependency on Underlying Hurricane Parameters," Asia-Pacific Journal of Risk and Insurance, De Gruyter, volume 15, issue 1, pages 1-21, January, DOI: 10.1515/apjri-2020-0017.
• Tripathi Manas & Kumar Saurabh & Inani Sarveshwar Kumar, 2021, "Exchange Rate Forecasting Using Ensemble Modeling for Better Policy Implications," Journal of Time Series Econometrics, De Gruyter, volume 13, issue 1, pages 43-71, January, DOI: 10.1515/jtse-2020-0013.
• Otilia P. MANTA, 2021, "The Impact Of Population Financial Indicators On The National Economy," Contemporary Economy Journal, Constantin Brancoveanu University, volume 6, issue 4, pages 49-59.
• Ding, Y., 2021, "Conditional Heteroskedasticity in the Volatility of Asset Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2179, Nov.
• Nenad Milojević & Srdjan Redzepagic, 2021, "Prospects of Artificial Intelligence and Machine Learning Application in Banking Risk Management," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 41-57.
• Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco Sammon, 2021, "What triggers stock market jumps?," CEP Discussion Papers, Centre for Economic Performance, LSE, number dp1789, Aug.
• Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco Sammon, 2021, "What triggers stock market jumps?," POID Working Papers, Centre for Economic Performance, LSE, number 010, Aug.
• Daniele Bianchi & Mykola Babiak, 2021, "A Factor Model for Cryptocurrency Returns," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp710, Nov.
• Felix Haase & Matthias Neuenkirch, 2021, "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series, CESifo, number 8828.
• Gaetan Bakalli & Stéphane Guerrier & Olivier Scaillet, 2021, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-09, Jan.
• Alexander Wehrli & Didier Sornette, 2021, "Excess financial volatility explained by endogenous excitations revealed by EM calibrations of a generalized Hawkes point process," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-35, Apr.
• Davide Cividino & Rebecca Westphal & Didier Sornette, 2021, "Multi-asset financial bubbles in an agent-based model with noise traders’ herding described by an n-vector Ising model," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-76, Nov.
• Dongshuai Zhao, CFA & Didier Sornette, 2021, "Bubbles for Fama from Sornette," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-94, Dec.
• Damir Filipović & Amir Khalilzadeh, 2021, "Machine Learning for Predicting Stock Return Volatility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-95, Dec.
• Yannick Malevergne & Didier Sornette & Ran Wei, 2021, "A model of financial bubbles and drawdowns with non-local behavioral self-referencing," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-96, Dec.
• Christian Urom & Gideon Ndubuisi & Jude Ozor, 2021, "Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes," International Economics, CEPII research center, issue 165, pages 51-66.
• Foucault, Thierry & Frésard, Laurent, 2021, "Does Alternative Data Improve Financial Forecasting? The Horizon Effect," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15786, Feb.
• , & Stein, Tobias, 2021, "Equity premium predictability over the business cycle," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 16357, Sep.
• Chao, Shih-Kang & Härdle, Wolfgang K. & Yuan, Ming, 2021, "Factorisable Multitask Quantile Regression," Econometric Theory, Cambridge University Press, volume 37, issue 4, pages 794-816, August.
• Christoffersen, Peter & Fournier, Mathieu & Jacobs, Kris & Karoui, Mehdi, 2021, "Option-Based Estimation of the Price of Coskewness and Cokurtosis Risk," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 56, issue 1, pages 65-91, February.
• Doan, Minh Phuong & Sercu, Piet, 2021, "Merging One's Way to the Top: AB Inbev versus Heineken," Journal of Wine Economics, Cambridge University Press, volume 16, issue 1, pages 32-55, February.
• Ali Trabelsi Karoui & Aida Kammoun, 2021, "Exchange Rate Determination: Mixed Microstructural and Macroeconomic Approach," International Journal of Economics and Financial Issues, Econjournals, volume 11, issue 3, pages 89-106.
• Ikhlaas Gurrib & Firuz Kamalov & Elgilani Elshareif, 2021, "Can the Leading US Energy Stock Prices be Predicted using the Ichimoku Cloud?," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 1, pages 41-51.
• Evaristo Navarro Manotas & Remedios Pitre Redondo & Janeka L pez Contreras & Meredith Jim nez Cardenas & Hugo Hernandez Palma, 2021, "Renewable Energies and their Advantages for the Sustainability of Companies in the Health Sector," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 5, pages 531-537.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Mathew Thomas Gil & Deebom Zorle Dum, 2021, "Measuring Leverage Effect of Covid 19 on Stock Price Volatility of Energy Companies Using High Frequency Data," International Journal of Energy Economics and Policy, Econjournals, volume 11, issue 6, pages 489-502.
• Prasad, Mason & Bakry, Walid & Varua, Maria Estela, 2021, "Abnormal volatility in seasoned equity offerings during economic disruptions," Journal of Behavioral and Experimental Finance, Elsevier, volume 30, issue C, DOI: 10.1016/j.jbef.2021.100509.
• Filiz, Ibrahim & Judek, Jan René & Lorenz, Marco & Spiwoks, Markus, 2021, "Reducing algorithm aversion through experience," Journal of Behavioral and Experimental Finance, Elsevier, volume 31, issue C, DOI: 10.1016/j.jbef.2021.100524.
• Bao, Te & Hommes, Cars & Pei, Jiaoying, 2021, "Expectation formation in finance and macroeconomics: A review of new experimental evidence," Journal of Behavioral and Experimental Finance, Elsevier, volume 32, issue C, DOI: 10.1016/j.jbef.2021.100591.
• Amini, Shahram & Elmore, Ryan & Öztekin, Özde & Strauss, Jack, 2021, "Can machines learn capital structure dynamics?," Journal of Corporate Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.jcorpfin.2021.102073.
• Georges, Christophre & Pereira, Javier, 2021, "Market stability with machine learning agents," Journal of Economic Dynamics and Control, Elsevier, volume 122, issue C, DOI: 10.1016/j.jedc.2020.104032.
• Bianchi, Daniele, 2021, "Adaptive expectations and commodity risk premiums," Journal of Economic Dynamics and Control, Elsevier, volume 124, issue C, DOI: 10.1016/j.jedc.2021.104078.
• Nyman, Rickard & Kapadia, Sujit & Tuckett, David, 2021, "News and narratives in financial systems: Exploiting big data for systemic risk assessment," Journal of Economic Dynamics and Control, Elsevier, volume 127, issue C, DOI: 10.1016/j.jedc.2021.104119.
• Hasan, Mudassar & Arif, Muhammad & Naeem, Muhammad Abubakr & Ngo, Quang-Thanh & Taghizadeh–Hesary, Farhad, 2021, "Time-frequency connectedness between Asian electricity sectors," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 208-224, DOI: 10.1016/j.eap.2020.12.008.
• Lehrer, Steven & Xie, Tian & Zhang, Xinyu, 2021, "Social media sentiment, model uncertainty, and volatility forecasting," Economic Modelling, Elsevier, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105556.
• Shang, Yuhuang & Zheng, Tingguo, 2021, "Mixed-frequency SV model for stock volatility and macroeconomics," Economic Modelling, Elsevier, volume 95, issue C, pages 462-472, DOI: 10.1016/j.econmod.2020.03.013.
• Wen, Danyan & Wang, Yudong & Zhang, Yaojie, 2021, "Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism," Economic Modelling, Elsevier, volume 96, issue C, pages 209-219, DOI: 10.1016/j.econmod.2021.01.005.
• Hu, Shuowen & Poskitt, D.S. & Zhang, Xibin, 2021, "Bayesian estimation for a semiparametric nonlinear volatility model," Economic Modelling, Elsevier, volume 98, issue C, pages 361-370, DOI: 10.1016/j.econmod.2020.11.005.
• Nonejad, Nima, 2021, "Predicting equity premium using dynamic model averaging. Does the state–space representation matter?," The North American Journal of Economics and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.najef.2021.101442.
• Shu, Min & Song, Ruiqiang & Zhu, Wei, 2021, "The ‘COVID’ crash of the 2020 U.S. Stock market," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101497.
• Chen, Zilin & Gang, Jianhua & Qian, Zongxin, 2021, "Stock returns and carry trades," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101507.
• Xu, Yongan & Wang, Jianqiong & Chen, Zhonglu & Liang, Chao, 2021, "Economic policy uncertainty and stock market returns: New evidence," The North American Journal of Economics and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.najef.2021.101525.
• Qiu, Yue, 2021, "Complete subset least squares support vector regression," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109737.
• Gross, Christian & Jarmuzek, Mariusz & Pancaro, Cosimo, 2021, "Macro-stress testing dividend income. Evidence from euro area banks," Economics Letters, Elsevier, volume 201, issue C, DOI: 10.1016/j.econlet.2021.109763.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Darendeli, S. Pinar Ceyhan, 2021, "Do investor sentiments drive cryptocurrency prices?," Economics Letters, Elsevier, volume 206, issue C, DOI: 10.1016/j.econlet.2021.109980.
• Qiu, Yue & Wang, Yifan & Xie, Tian, 2021, "Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies," Economics Letters, Elsevier, volume 208, issue C, DOI: 10.1016/j.econlet.2021.110092.
• Fiorentini, Gabriele & Sentana, Enrique, 2021, "New testing approaches for mean–variance predictability," Journal of Econometrics, Elsevier, volume 222, issue 1, pages 516-538, DOI: 10.1016/j.jeconom.2020.07.014.
• Jaskowski, Marcin & McAleer, Michael, 2021, "Spurious cross-sectional dependence in credit spread changes," Econometrics and Statistics, Elsevier, volume 18, issue C, pages 12-27, DOI: 10.1016/j.ecosta.2019.09.001.
• Leung, Melvern & Li, Youwei & Pantelous, Athanasios A. & Vigne, Samuel A., 2021, "Bayesian Value-at-Risk backtesting: The case of annuity pricing," European Journal of Operational Research, Elsevier, volume 293, issue 2, pages 786-801, DOI: 10.1016/j.ejor.2020.12.051.
• Qiu, Yue & Wang, Zongrun & Xie, Tian & Zhang, Xinyu, 2021, "Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty," Journal of Empirical Finance, Elsevier, volume 62, issue C, pages 179-201, DOI: 10.1016/j.jempfin.2021.03.003.
• Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021, "Forecasting stock returns with large dimensional factor models," Journal of Empirical Finance, Elsevier, volume 63, issue C, pages 252-269, DOI: 10.1016/j.jempfin.2021.07.009.
• 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.
• Ewald, Christian & Zou, Yihan, 2021, "Stochastic volatility: A tale of co-jumps, non-normality, GMM and high frequency data," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 37-52, DOI: 10.1016/j.jempfin.2021.08.006.
• Han, Yang & Jiao, Anqi & Ma, Jun, 2021, "The predictive power of Nelson–Siegel factor loadings for the real economy," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 95-127, DOI: 10.1016/j.jempfin.2021.04.008.
• Algieri, Bernardina & Leccadito, Arturo & Tunaru, Diana, 2021, "Risk premia in electricity derivatives markets," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105300.
• Lyócsa, Štefan & Todorova, Neda, 2021, "What drives volatility of the U.S. oil and gas firms?," Energy Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.eneco.2021.105367.
• Ladokhin, Sergiy & Borovkova, Svetlana, 2021, "Three-factor commodity forward curve model and its joint P and Q dynamics," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105418.
• Patra, Saswat, 2021, "Revisiting value-at-risk and expected shortfall in oil markets under structural breaks: The role of fat-tailed distributions," Energy Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.eneco.2021.105452.
• Baum, Christopher F. & Zerilli, Paola & Chen, Liyuan, 2021, "Stochastic volatility, jumps and leverage in energy and stock markets: Evidence from high frequency data," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.104481.
• Iyke, Bernard Njindan & Tran, Vuong Thao & Narayan, Paresh Kumar, 2021, "Can energy security predict energy stock returns?," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105052.
• Dai, Zhifeng & Zhou, Huiting & Kang, Jie & Wen, Fenghua, 2021, "The skewness of oil price returns and equity premium predictability," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105069.
• Nguyen, Quyen & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda, 2021, "Predicting corporate carbon footprints for climate finance risk analyses: A machine learning approach," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105129.
• He, Mengxi & Zhang, Yaojie & Wen, Danyan & Wang, Yudong, 2021, "Forecasting crude oil prices: A scaled PCA approach," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105189.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2021, "Investor heterogeneity and momentum-based trading strategies in China," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101654.
• Lartey, Theophilus & James, Gregory A. & Danso, Albert, 2021, "Interbank funding, bank risk exposure and performance in the UK: A three-stage network DEA approach," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101753.
• Li, Chunyu & Lou, Chenxin & Luo, Dan & Xing, Kai, 2021, "Chinese corporate distress prediction using LASSO: The role of earnings management," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101776.
• Vigo Pereira, Caio, 2021, "Portfolio efficiency with high-dimensional data as conditioning information," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101811.
• Nonejad, Nima, 2021, "Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101818.
• Doan, Minh Phuong & Sercu, Piet, 2021, "Modelling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101854.
• Fei, Tianlun & Liu, Xiaoquan, 2021, "Herding and market volatility," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101880.
• Zaremba, Adam & Bilgin, Mehmet Huseyin & Long, Huaigang & Mercik, Aleksander & Szczygielski, Jan J., 2021, "Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101908.
• Liu, Zhenya & Lu, Shanglin & Wang, Shixuan, 2021, "Asymmetry, tail risk and time series momentum," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101938.
• González-Sánchez, Mariano, 2021, "Is there a relationship between the time scaling property of asset returns and the outliers? Evidence from international financial markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101510.
• Xu, Qiuhua & Zhang, Yixuan & Zhang, Ziyang, 2021, "Tail-risk spillovers in cryptocurrency markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101453.
• Wu, Xinyu & Xie, Haibin, 2021, "A realized EGARCH-MIDAS model with higher moments," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101392.
• Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021, "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101490.
• Kinateder, Harald & Papavassiliou, Vassilios G., 2021, "Calendar effects in Bitcoin returns and volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101420.
• Silahli, Baykar & Dingec, Kemal Dincer & Cifter, Atilla & Aydin, Nezir, 2021, "Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101425.
• 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.
• Kladívko, Kamil & Österholm, Pär, 2021, "Do market participants’ forecasts of financial variables outperform the random-walk benchmark?," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101712.
• Apergis, Nicholas & Koutmos, Dimitrios & Payne, James E., 2021, "Convergence in cryptocurrency prices? the role of market microstructure," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101685.
• Madan, Dilip B. & Wang, King, 2021, "The structure of financial returns," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101665.
• Burggraf, Tobias & Rudolf, Markus, 2021, "Cryptocurrencies and the low volatility anomaly," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101683.
• Iyke, Bernard Njindan & Ho, Sin-Yu, 2021, "Stock return predictability over four centuries: The role of commodity returns," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101711.
• Taussig, Roi D., 2021, "Competition risk and expected stock returns," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101860.
• Chang, Danting, 2021, "Fundamental anomalies and the size puzzle in China: A data mining approach," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101907.
• Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021, "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101924.
• 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.
• Guidolin, Massimo & Pedio, Manuela, 2021, "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101943.
• Maheu, John M. & McCurdy, Thomas H. & Song, Yong, 2021, "Bull and bear markets during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.102091.
• Umar, Zaghum & Riaz, Yasir & Zaremba, Adam, 2021, "Patterns of Spillover in Energy, Agricultural, and Metal Markets: A Connectedness Analysis for Years 1780-2020," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101999.
• Hou, Tony Chieh-Tse & Gao, Simon, 2021, "The impact of economic freedom on financial analysts' earnings forecast: Evidence from the Asia-Pacific region," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102009.
• Castillo, Brenda & León, Ángel & Ñíguez, Trino-Manuel, 2021, "Backtesting VaR under the COVID-19 sudden changes in volatility," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102024.
• Baruník, Jozef & Čech, František, 2021, "Measurement of common risks in tails: A panel quantile regression model for financial returns," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100562.
• Wang, Yudong & Hao, Xianfeng & Wu, Chongfeng, 2021, "Forecasting stock returns: A time-dependent weighted least squares approach," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100568.
• Covi, Giovanni & Gorpe, Mehmet Ziya & Kok, Christoffer, 2021, "CoMap: Mapping Contagion in the Euro Area Banking Sector," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100814.
• Baker, H. Kent & Kumar, Satish & Pandey, Nitesh, 2021, "Thirty years of the Global Finance Journal: A bibliometric analysis," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2019.100492.
• Park, Jin Suk & Newaz, Mohammad Khaleq, 2021, "Liquidity and short-run predictability: Evidence from international stock markets," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100673.
• McGuinness, Paul B., 2021, "Board member age, stock seasoning and the evolution of capital structure in Chinese firms," International Business Review, Elsevier, volume 30, issue 3, DOI: 10.1016/j.ibusrev.2020.101769.
• Hartwig, Benny & Meinerding, Christoph & Schüler, Yves S., 2021, "Identifying indicators of systemic risk," Journal of International Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.jinteco.2021.103512.
• Urom, Christian & Ndubuisi, Gideon & Ozor, Jude, 2021, "Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes," International Economics, Elsevier, volume 165, issue C, pages 51-66, DOI: 10.1016/j.inteco.2020.11.005.
• Adekoya, Oluwasegun B. & Ogunbowale, Gideon O. & Akinseye, Ademola B. & Oduyemi, Gabriel O., 2021, "Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries," International Economics, Elsevier, volume 168, issue C, pages 166-181, DOI: 10.1016/j.inteco.2021.10.001.
• Mamatzakis, Emmanuel C. & Ongena, Steven & Tsionas, Mike G., 2021, "Does alternative finance moderate bank fragility? Evidence from the euro area," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101340.
• Bessler, Wolfgang & Taushanov, Georgi & Wolff, Dominik, 2021, "Optimal asset allocation strategies for international equity portfolios: A comparison of country versus industry optimization," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101343.
• Sermpinis, Georgios & Hassanniakalager, Arman & Stasinakis, Charalampos & Psaradellis, Ioannis, 2021, "Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101353.
• Pigini, Claudia, 2021, "Penalized maximum likelihood estimation of logit-based early warning systems," International Journal of Forecasting, Elsevier, volume 37, issue 3, pages 1156-1172, DOI: 10.1016/j.ijforecast.2021.01.004.
• Çela, Eranda & Hafner, Stephan & Mestel, Roland & Pferschy, Ulrich, 2021, "Mean-variance portfolio optimization based on ordinal information," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105989.
• Chen, Jingjing & Jiang, George J. & Yuan, Chaowen & Zhu, Dongming, 2021, "Breaking VIX at open: Evidence of uncertainty creation and resolution," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106060.
• Paolella, Marc S. & Polak, Paweł & Walker, Patrick S., 2021, "A non-elliptical orthogonal GARCH model for portfolio selection under transaction costs," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106046.
• Anghel, Dan Gabriel, 2021, "Data Snooping Bias in Tests of the Relative Performance of Multiple Forecasting Models," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106113.
• Atanasov, Victoria, 2021, "Unemployment and aggregate stock returns," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106159.
• John, Kose & Li, Jingrui, 2021, "COVID-19, volatility dynamics, and sentiment trading," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106162.
• Wang, Qiao & Balvers, Ronald, 2021, "Determinants and predictability of commodity producer returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106278.
• Kukacka, Jiri & Kristoufek, Ladislav, 2021, "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 324-356, DOI: 10.1016/j.jebo.2021.10.007.
• Grønborg, Niels S. & Lunde, Asger & Timmermann, Allan & Wermers, Russ, 2021, "Picking funds with confidence," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2020.07.003.
• Barro, Robert J. & Liao, Gordon Y., 2021, "Rare disaster probability and options pricing," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 750-769, DOI: 10.1016/j.jfineco.2020.10.001.
• Huang, Dashan & Li, Jiangyuan & Wang, Liyao, 2021, "Are disagreements agreeable? Evidence from information aggregation," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 83-101, DOI: 10.1016/j.jfineco.2021.02.006.
• Jiang, Hao & Li, Sophia Zhengzi & Wang, Hao, 2021, "Pervasive underreaction: Evidence from high-frequency data," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 573-599, DOI: 10.1016/j.jfineco.2021.04.003.
• Sharifkhani, Ali & Simutin, Mikhail, 2021, "Feedback loops in industry trade networks and the term structure of momentum profits," Journal of Financial Economics, Elsevier, volume 141, issue 3, pages 1171-1187, DOI: 10.1016/j.jfineco.2021.04.028.
• Bond, Philip & Dow, James, 2021, "Failing to forecast rare events," Journal of Financial Economics, Elsevier, volume 142, issue 3, pages 1001-1016, DOI: 10.1016/j.jfineco.2021.06.028.
• Al Mabsali, Yousuf Khamis & Hayward, Robert & Eliwa, Yasser, 2021, "Managerial tools used to meet or beat analyst forecasts: Evidence from the UK," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 43, issue C, DOI: 10.1016/j.intaccaudtax.2021.100383.
• Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2021, "Stock market volatility and jumps in times of uncertainty," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102355.
• Diaz, Elena Maria & Perez-Quiros, Gabriel, 2021, "GEA tracker: A daily indicator of global economic activity," Journal of International Money and Finance, Elsevier, volume 115, issue C, DOI: 10.1016/j.jimonfin.2021.102400.
• Consoli, Sergio & Pezzoli, Luca Tiozzo & Tosetti, Elisa, 2021, "Emotions in macroeconomic news and their impact on the European bond market," Journal of International Money and Finance, Elsevier, volume 118, issue C, DOI: 10.1016/j.jimonfin.2021.102472.
• Hollstein, Fabian & Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2021, "Predictability in commodity markets: Evidence from more than a century," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100171.
• Stoupos, Nikolaos & Kiohos, Apostolos, 2021, "Energy commodities and advanced stock markets: A post-crisis approach," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101887.
• Pincheira, Pablo & Hardy, Nicolás, 2021, "Forecasting aluminum prices with commodity currencies," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102066.
• Piccoli, Pedro & de Castro, Jessica, 2021, "Attention-return relation in the gold market and market states," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102333.
• Barón, Andrea & Landaberry, María Victoria & Lluberas, Rodrigo & Ponce, Jorge, 2021, "Commercial and banking credit network in Uruguay," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 2, issue 3, DOI: 10.1016/j.latcb.2021.100034.
• Akyildirim, Erdinc & Sensoy, Ahmet & Gulay, Guzhan & Corbet, Shaen & Salari, Hajar Novin, 2021, "Big data analytics, order imbalance and the predictability of stock returns," Journal of Multinational Financial Management, Elsevier, volume 62, issue C, DOI: 10.1016/j.mulfin.2021.100717.
• Ho, Tu & Lv, Jin Roc & Schultz, Emma, 2021, "Market intraday momentum in Australia," Pacific-Basin Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.pacfin.2021.101499.
• Chang, Meng-Shiuh & Kung, Chih-Chun & Chen, Meng-Wei & Tian, Yuan, 2021, "Volatility regime, inverted asymmetry, contagion, and flights in the gold market," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101522.
• Huang, Yin-Siang & Chuang, Hui-Ching & Hasan, Iftekhar & Lin, Chih-Yung, 2021, "The effect of language on investing: Evidence from searches in Chinese versus English," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101553.
• Umar, Zaghum & Yousaf, Imran & Aharon, David Y., 2021, "The relationship between yield curve components and equity sectorial indices: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101591.
• Chiang, Mi-Hsiu & Chiu, Hsin-Yu & Kuo, Wei-Yu, 2021, "Predictive ability of similarity-based futures trading strategies," Pacific-Basin Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.pacfin.2021.101616.
• Ardila-Alvarez, Diego & Forro, Zalan & Sornette, Didier, 2021, "The acceleration effect and Gamma factor in asset pricing," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 569, issue C, DOI: 10.1016/j.physa.2020.125367.
• Borgards, Oliver & Czudaj, Robert L., 2021, "Features of overreactions in the cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, volume 80, issue C, pages 31-48, DOI: 10.1016/j.qref.2021.01.010.
• Tissaoui, Kais & Zaghdoudi, Taha, 2021, "Dynamic connectedness between the U.S. financial market and Euro-Asian financial markets: Testing transmission of uncertainty through spatial regressions models," The Quarterly Review of Economics and Finance, Elsevier, volume 81, issue C, pages 481-492, DOI: 10.1016/j.qref.2020.10.020.
• Ulze, Markus & Stadler, Johannes & Rathgeber, Andreas W., 2021, "No country for old distributions? On the comparison of implied option parameters between the Brownian motion and variance gamma process," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 163-184, DOI: 10.1016/j.qref.2021.08.004.
• Kim, Hyun-Dong & Park, Kwangwoo & Song, Kyojik Roy, 2021, "Organization capital and analysts’ forecasts," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 762-778, DOI: 10.1016/j.iref.2020.10.009.
• Plíhal, Tomáš & Lyócsa, Štefan, 2021, "Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 811-829, DOI: 10.1016/j.iref.2020.10.001.
• Chen, Shun & Ge, Lei, 2021, "A learning-based strategy for portfolio selection," International Review of Economics & Finance, Elsevier, volume 71, issue C, pages 936-942, DOI: 10.1016/j.iref.2020.07.010.
• Rakovská, Zuzana, 2021, "Composite survey sentiment as a predictor of future market returns: Evidence for German equity indices," International Review of Economics & Finance, Elsevier, volume 73, issue C, pages 473-495, DOI: 10.1016/j.iref.2020.12.022.
• Xiao, Jihong & Wen, Fenghua & Zhao, Yupei & Wang, Xiong, 2021, "The role of US implied volatility index in forecasting Chinese stock market volatility: Evidence from HAR models," International Review of Economics & Finance, Elsevier, volume 74, issue C, pages 311-333, DOI: 10.1016/j.iref.2021.03.010.
• Yang, Haijun & Xue, Feng, 2021, "Analysis of stock market volatility: Adjusted VPIN with high-frequency data," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 210-222, DOI: 10.1016/j.iref.2021.04.003.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2021, "Systemic-systematic risk in financial system: A dynamic ranking based on expectiles," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 330-365, DOI: 10.1016/j.iref.2021.04.001.
• Lin, Sihan & Chen, Shoudong, 2021, "Dynamic connectedness of major financial markets in China and America," International Review of Economics & Finance, Elsevier, volume 75, issue C, pages 646-656, DOI: 10.1016/j.iref.2021.04.033.
• Zhou, Xuemei & Liu, Qiang & Guo, Shuxin, 2021, "Do overnight returns explain firm-specific investor sentiment in China?," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 451-477, DOI: 10.1016/j.iref.2021.06.003.
• Ding, Xin & Tan, Wenhao & Kang, Yixuan, 2021, "The spillover effect of regulatory penalties on management and analysts’ earnings forecasts: Empirical evidence based on directors networks in China," International Review of Economics & Finance, Elsevier, volume 76, issue C, pages 502-515, DOI: 10.1016/j.iref.2021.07.003.
• Trabelsi, Nader & Gozgor, Giray & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2021, "Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management," Research in International Business and Finance, Elsevier, volume 55, issue C, DOI: 10.1016/j.ribaf.2020.101316.
• Laborda, Ricardo & Olmo, Jose, 2021, "Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic," Research in International Business and Finance, Elsevier, volume 57, issue C, DOI: 10.1016/j.ribaf.2021.101402.
• Duan, Yuejiao & Liu, Lanbiao & Wang, Zhuo, 2021, "COVID-19 Sentiment and the Chinese Stock Market: Evidence from the Official News Media and Sina Weibo," Research in International Business and Finance, Elsevier, volume 58, issue C, DOI: 10.1016/j.ribaf.2021.101432.
• Edson Z. Monte & Lucas B. Defanti, 2021, "Dynamic Interdependence and Volatility Transmission from the American to the Brazilian Stock Market," EERI Research Paper Series, Economics and Econometrics Research Institute (EERI), Brussels, number EERI RP 2021/09, Oct.
• Beibei Yan & Özgür Arslan-Ayaydin & James Thewissen & Wouter Torsin, 2021, "Does managerial ability affect disclosure? Evidence from earnings press releases," Asian Review of Accounting, Emerald Group Publishing Limited, volume 29, issue 2, pages 192-226, February, DOI: 10.1108/ARA-03-2020-0036.
• Omar Esqueda & Thanh Ngo & Daphne Wang, 2021, "The information content of managerial insider trading: evidence from analyst forecasts," Asian Review of Accounting, Emerald Group Publishing Limited, volume 29, issue 3, pages 332-361, June, DOI: 10.1108/ARA-04-2020-0062.
• Lu Yang, 2021, "Last hour momentum in the Chinese stock market," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 1, pages 69-100, September, DOI: 10.1108/CFRI-06-2021-0106.
• Saji Thazhugal Govindan Nair, 2021, "Measuring volatility spillovers and asymmetric responses of Agri commodity prices: evidence from spices and rubber futures in India," Indian Growth and Development Review, Emerald Group Publishing Limited, volume 14, issue 2, pages 242-267, June, DOI: 10.1108/IGDR-10-2020-0147.
• Mohammad Abdullah, 2021, "The implication of machine learning for financial solvency prediction: an empirical analysis on public listed companies of Bangladesh," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 28, issue 4, pages 303-320, June, DOI: 10.1108/JABES-11-2020-0128.
• Ramona Serrano Bautista & José Antonio Núñez Mora, 2021, "Value-at-risk predictive performance: a comparison between the CaViaR and GARCH models for the MILA and ASEAN-5 stock markets," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 26, issue 52, pages 197-221, November, DOI: 10.1108/JEFAS-03-2021-0009.