Research classified by Journal of Economic Literature (JEL) codes

2021

• Ryan G. Chacon & Dan W. French & Kuntara Pukthuanthong, 2021, "The Information Content of NAV Estimates," The Journal of Real Estate Finance and Economics, Springer, volume 63, issue 4, pages 598-629, November, DOI: 10.1007/s11146-020-09760-x.
• Dimitrios Koutmos & James E. Payne, 2021, "Intertemporal asset pricing with bitcoin," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 619-645, February, DOI: 10.1007/s11156-020-00904-x.
• A. Hachicha & F. Hachicha, 2021, "Analysis of the bitcoin stock market indexes using comparative study of two models SV with MCMC algorithm," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 2, pages 647-673, February, DOI: 10.1007/s11156-020-00905-w.
• Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021, "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, volume 56, issue 3, pages 849-889, April, DOI: 10.1007/s11156-020-00911-y.
• Kim Kaivanto & Peng Zhang, 2021, "Is Business Formation Driven by Sentiment or Fundamentals?," Working Papers, Lancaster University Management School, Economics Department, number 332157433.
• Hui Chen & Antoine Didisheim & Simon Scheidegger, 2021, "Deep Structural Estimation:With an Application to Option Pricing," Cahiers de Recherches Economiques du Département d'économie, Université de Lausanne, Faculté des HEC, Département d’économie, number 21.14, Feb.
• Andreï Kostyrka & Dmitry Igorevich Malakhov,, 2021, "The good, the bad, and the asymmetric: Evidence from a new conditional density model," DEM Discussion Paper Series, Department of Economics at the University of Luxembourg, number 21-09.
• Feghhi Kashani, Mohammad & Mohebimajd, Ahmadreza, 2021, "Outperformance Testing of a Dynamic Assets Portfolio Selection Supplemented with a Continuous Paths Levy Process," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 16, issue 2, pages 253-282, June.
• Theologos Dergiades & Panos K. Pouliasis, 2021, "Should Stock Returns Predictability be hooked on Long Horizon Regressions?," Discussion Paper Series, Department of Economics, University of Macedonia, number 2021_03, Feb, revised Feb 2021.
• João Frois Caldeira & Rangan Gupta & Muhammad Tahir Suleman & Hudson S. Torrent, 2021, "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 57, issue 15, pages 4312-4329, December, DOI: 10.1080/1540496X.2020.1808458.
• Barnabas Timar, 2021, "How Does the Market Price Responsible and Sustainable Investments?," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 20, issue 2, pages 117-147.
• Marek Sojka, 2021, "PEAD na polskim rynku akcji," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 2, pages 143-166.
• Sylwia Radomska, 2021, "Prognozowanie indeksu WIG20 za pomocą sieci neuronowych NARX i metody SVM," Bank i Kredyt, Narodowy Bank Polski, volume 52, issue 5, pages 457-472.
• Theis Ingerslev Jensen & Bryan T. Kelly & Lasse Heje Pedersen, 2021, "Is There A Replication Crisis In Finance?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28432, Feb.
• Torben G. Andersen & Rasmus T. Varneskov, 2021, "Consistent Inference for Predictive Regressions in Persistent Economic Systems," NBER Working Papers, National Bureau of Economic Research, Inc, number 28568, Mar.
• Torben G. Andersen & Rasmus T. Varneskov, 2021, "Consistent Local Spectrum (LCM) Inference for Predictive Return Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28569, Mar.
• Torben G. Andersen & Rasmus T. Varneskov, 2021, "Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 28570, Mar.
• Chi Heem Wong & Dexin Li & Nina Wang & Jonathan Gruber & Rena M. Conti & Andrew W. Lo, 2021, "Estimating the Financial Impact of Gene Therapy in the U.S," NBER Working Papers, National Bureau of Economic Research, Inc, number 28628, Apr.
• Scott R. Baker & Nicholas Bloom & Steven J. Davis & Marco C. Sammon, 2021, "What Triggers Stock Market Jumps?," NBER Working Papers, National Bureau of Economic Research, Inc, number 28687, Apr.
• Charles W. Calomiris & Nida Çakır Melek & Harry Mamaysky, 2021, "Predicting the Oil Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 29379, Oct.
• E Philip Davis & Ka Kei Chan & Dilruba Karim, 2021, "Macroprudential Policy, Bank Competition and Bank Risk in East Asia," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 533, Dec.
• Laurentiu DROJ & Gabriela DROJ, 2021, "Considerations Regarding The Impact Of The Covid-19 Pandemics Over The Financial Performance At The Level Of The Tourism Companies Operating In Central And Eastern Europe," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 30, issue 2, pages 291-298, December.
• Iulian-Cornel LOLEA & Ioan-Radu PETRARIU & Adriana GIURGIU, 2021, "ARIMA vs. MACHINE LEARNING IN TERMS OF EQUITY MARKET FORECASTING," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 30, issue 2, pages 299-308, December.
• Takuro Hidaka & Jun Sakamoto, 2021, "Predictability of market returns for the UK's former colonies, protectorates, and mandates," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-08, Jun.
• Takuro Hidaka & Yuta Saito & Jun Sakamoto, 2021, "Historical Relationships and International Market Return Predictability: The Role of the UK in the Former British Colonies, Protectorates and Mandates," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-08-Rev., Jun, revised Oct 2023.
• Amane Saito, 2021, "On Volatility Linkages among Carbon Price, Stock Price, Interest Rate and Exchange Rate," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 21-20, Nov.
• Apaar Sadhwani & Kay Giesecke & Justin Sirignano, 2021, "Deep Learning for Mortgage Risk
  [The Subprime Virus]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 2, pages 313-368.
• Sermin Gungor & Richard Luger, 2021, "Exact Inference in Long-Horizon Predictive Quantile Regressions with an Application to Stock Returns," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 4, pages 746-788.
• Steven Lehrer & Tian Xie & Tao Zeng, 2021, "Does High-Frequency Social Media Data Improve Forecasts of Low-Frequency Consumer Confidence Measures?
  [Regression Models with Mixed Sampling Frequencies]," Journal of Financial Econometrics, Oxford University Press, volume 19, issue 5, pages 910-933.
• Daniele Bianchi & Matthias Büchner & Andrea Tamoni, 2021, "Bond Risk Premiums with Machine Learning
  [Quadratic term structure models: Theory and evidence]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 1046-1089.
• Daniele Bianchi & Matthias Büchner & Tobias Hoogteijling & Andrea Tamoni, 2021, "Corrigendum: Bond Risk Premiums with Machine Learning
  [Bond risk premiums with machine learning]," The Review of Financial Studies, Society for Financial Studies, volume 34, issue 2, pages 1090-1103.
• Jiménez-Méndez, Edgar Ricardo & Aguilera Peña, Nicolás, 2021, "Aplicación de la hipótesis de paridad de poder adquisitivo en el pronóstico de la tasa de cambio del peso colombiano contra el dólar estadounidense || Application of the purchasing power parity hypoth," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 29-48, December, DOI: https://doi.org/10.46661/revmetodos.
• Martínez Patiño, Manuel Andrés & Ariza Garzón, Miller Janny & Cadena Lozano, Javier Bernardo, 2021, "Relevancia del patrón de persistencia de Hurst en la gestión de portafolios de renta variable|| Relevance of Hurst's pattern in equity portfolio management," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 32, issue 1, pages 66-82, December, DOI: https://doi.org/10.46661/revmetodos.
• Martin Zurek & Lars Heinrich, 2021, "Bottom-up versus top-down factor investing: an alpha forecasting perspective," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 1, pages 11-29, February, DOI: 10.1057/s41260-020-00188-9.
• Wolfgang Bessler & Georgi Taushanov & Dominik Wolff, 2021, "Factor investing and asset allocation strategies: a comparison of factor versus sector optimization," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 488-506, October, DOI: 10.1057/s41260-021-00225-1.
• Lars Heinrich & Antoniya Shivarova & Martin Zurek, 2021, "Factor investing: alpha concentration versus diversification," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 6, pages 464-487, October, DOI: 10.1057/s41260-021-00226-0.
• Wolfgang Drobetz & Tizian Otto, 2021, "Empirical asset pricing via machine learning: evidence from the European stock market," Journal of Asset Management, Palgrave Macmillan, volume 22, issue 7, pages 507-538, December, DOI: 10.1057/s41260-021-00237-x.
• Subhransu S. Mohanty & Odette Mohanty & Mike Ivanof, 2021, "Alpha enhancement in global equity markets with ESG overlay on factor-based investment strategies," Risk Management, Palgrave Macmillan, volume 23, issue 3, pages 213-242, September, DOI: 10.1057/s41283-021-00075-6.
• Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021, "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 141, Apr.
• Inna Shkolnyk & Serhiy Kozmenko & Olga Kozmenko & Volodymyr Orlov & Fathi Shukairi, 2021, "Modeling of the financial system’s stability on the example of Ukraine," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 16, issue 2, pages 377-411, June, DOI: 10.24136/eq.2021.014.
• Michal Karas & Mária Režòáková, 2021, "The role of financial constraint factors in predicting SME default," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 16, issue 4, pages 859-883, December, DOI: 10.24136/eq.2021.032.
• Friesz, Melinda & Váradi, Kata, 2021, "How is it Done? Comparison between the Margin Calculation methodology of central counterparties and clearinghouses," Public Finance Quarterly, Corvinus University of Budapest, volume 66, issue 3, pages 397-412, DOI: https://doi.org/10.35551/PFQ_2021_3.
• Pincheira, Pablo & Hardy, Nicolás & Muñoz, Felipe, 2021, ""Go wild for a while!": A new asymptotically Normal test for forecast evaluation in nested models," MPRA Paper, University Library of Munich, Germany, number 105368, Jan.
• Olkhov, Victor, 2021, "To VaR, or Not to VaR, That is the Question," MPRA Paper, University Library of Munich, Germany, number 105458, Jan.
• Akyildirim, Erdinc & Goncu, Ahmet & Hekimoglu, Alper & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021, "Statistical arbitrage: Factor investing approach," MPRA Paper, University Library of Munich, Germany, number 105766, Feb.
• Steinbacher, Mitja & Raddant, Matthias & Karimi, Fariba & Camacho-Cuena, Eva & Alfarano, Simone & Iori, Giulia & Lux, Thomas, 2021, "Advances in the Agent-Based Modeling of Economic and Social Behavior," MPRA Paper, University Library of Munich, Germany, number 107317, Jan.
• Pincheira, Pablo & Hardy, Nicolas, 2021, "The Mean Squared Prediction Error Paradox," MPRA Paper, University Library of Munich, Germany, number 107403, Apr.
• Pincheira, Pablo & Hardy, Nicolas & Bentancor, Andrea & Henriquez, Cristóbal & Tapia, Ignacio, 2021, "Forecasting Base Metal Prices with an International Stock Index," MPRA Paper, University Library of Munich, Germany, number 107828, May.
• Sakemoto, Ryuta, 2021, "Economic Evaluation of Cryptocurrency Investment," MPRA Paper, University Library of Munich, Germany, number 108283, Jun.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2021, "Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model," MPRA Paper, University Library of Munich, Germany, number 109231, Aug.
• Al-Ansari, Khalid Ahmed & Aysan, Ahmet Faruk, 2021, "More than ten years of Blockchain creation: How did we use the technology and which direction is the research heading?," MPRA Paper, University Library of Munich, Germany, number 109720, Aug.
• Ogbonna, Ahamuefula & Olubusoye, Olusanya E, 2021, "Tail Risks and Stock Return Predictability: Evidence From Asia-Pacific," MPRA Paper, University Library of Munich, Germany, number 109922, Apr.
• Astaiza-Gómez, José Gabriel, 2021, "The Effects of Investors' Information Acquisition On Sell-Side Analysts Forecast Bias," MPRA Paper, University Library of Munich, Germany, number 110059.
• Delis, Panagiotis & Degiannakis, Stavros & Giannopoulos, Kostantinos, 2021, "What should be taken into consideration when forecasting oil implied volatility index?," MPRA Paper, University Library of Munich, Germany, number 110831, Nov.
• Degiannakis, Stavros, 2021, "Stock market as a nowcasting indicator for real investment," MPRA Paper, University Library of Munich, Germany, number 110914, Dec.
• Le, Tuan Anh & Dao, Thi Thanh Binh, 2021, "Portfolio optimization under mean-CVaR simulation with copulas on the Vietnamese stock exchange," MPRA Paper, University Library of Munich, Germany, number 111105.
• Bradrania, Reza & Pirayesh Neghab, Davood, 2021, "State-dependent asset allocation using neural networks," MPRA Paper, University Library of Munich, Germany, number 115254, Feb.
• Riza Demirer & Rangan Gupta & He Li & Yu You, 2021, "Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models," Working Papers, University of Pretoria, Department of Economics, number 202112, Feb.
• Afees A. Salisu & Rangan Gupta, 2021, "Commodity Prices and Forecastability of South African Stock Returns Over a Century: Sentiments versus Fundamentals," Working Papers, University of Pretoria, Department of Economics, number 202144, Jun.
• Sisa Shiba & Juncal Cunado & Rangan Gupta, 2021, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," Working Papers, University of Pretoria, Department of Economics, number 202181, Nov.
• Agnieszka Marciniuk, 2021, "Equity Release Contracts with Varying Payments," Prague Economic Papers, Prague University of Economics and Business, volume 2021, issue 5, pages 552-574, DOI: 10.18267/j.pep.784.
• Paulo M.M. Rodrigues & Matei Demetrescu, 2021, "Extensions to IVX methods of inference for return predictability," Working Papers, Banco de Portugal, Economics and Research Department, number w202104.
• Gazi Salah Uddin & Ou Tang & Maziar Sahamkhadam & Farhad Taghizadeh-Hesary & Muhammad Yahya & Pontus Cerin & Jakob Rehme, 2021, "Analysis of Forecasting Models in an Electricity Market under Volatility," ADBI Working Papers, Asian Development Bank Institute, number 1212, Jan.
• Robert Garafutdinov, 2021, "Influence of some ARFIMA model parameters on the accuracy of financial time series forecasting," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 62, pages 85-100.
• Bogdan Potanin & Juri Trifonov, 2021, "The influence of investors’ expectations on oil prices," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 63, pages 76-90.
• Zekai Senol, 2021, "Volatility Spillover between the Stock Market, Exchange Rates, Interest Rates and CDS Premiums: Evidence from Turkey (Borsa Endeksi, Döviz Kuru, Faiz Oranları ve CDS Primleri Arasındaki Oynaklık Yayıl," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 12, issue 1, pages 111-126.
• Roselyn Dimingo & John W. Muteba Mwamba & Lumengo Bonga-Bonga, 2021, "Prediction of Stock Market Direction: Application of Machine Learning Models," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, volume 74, issue 4, pages 499-536.
• Chao YU & Xujie ZHAO, 2021, "Measuring the Jump Risk Contribution under Market Microstructure Noise – Evidence from Chinese Stock Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 32-47, December.
• Seema REHMAN & Saqib SHARIF & Wali ULLAH, 2021, "Higher Realized Moments and Stock Return Predictability," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 1, pages 48-70, December.
• Daehyeon PARK & Doojin RYU, 2021, "Forecasting Stock Market Dynamics using Bidirectional Long Short-Term Memory," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 22-34, June.
• Fiza QURESHI & Saba QURESHI & Sobia Shafaq SHAH, 2021, "Do Mutual Fund Flows Influence Stock Market Volatility? Further Evidence from Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 35-51, June.
• L. El’shin A. & V. Banderov V. & A. Abdukaeva A. & Л. Ельшин А. & В. Бандеров В. & А. Абдукаева А., 2021, "Методика оценки влияния диффузии блокчейн-технологий на развитие национальной экономической системы (на примере экономики РФ) // Methodology for Assessing the Impact of the Diffusion of blockchain Tec," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 2, pages 145-165.
• I. Yakovenko V. & И. Яковенко В., 2021, "Математические модели реализации концепции жестких бюджетных ограничений в бюджетной системе // Mathematical Models for Implementation of the Concept of Hard budget Restrictions in the budgetary syste," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 25, issue 3, pages 6-19.
• Reyes García, Nallely Jacqueline & Venegas Martínez, Francisco & Martínez Palacios, María Teresa Verónica, 2021, "Análisis comparativo entre el modelo ARMA y su versión continua CARMA sobre la dinámica del Índice de Precios y Cotizaciones de la Bolsa Mexicana de Valores / Comparative analysis between the ARMA mod," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 1, pages 33-57, enero-jun.
• López Malpica, Gustavo & Hoyos Reyes, Luis Fernando & Rodríguez Benavides, Domingo & Mora Gutiérrez, Roman Anselmo, 2021, "Técnicas metaheurísticas para pronosticar el tipo de cambio del dólar de Estados Unidos con respecto al peso mexicano / Adaptation of Metaheuristic Techniques to Forecast the USD Dollar-MXN Peso Excha," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 147-172, julio-dic.
• Mendez Molina, Maivelin & Olivares Aguayo, Héctor Alonso & Andrade Rosas, Luis Antonio, 2021, "Portafolios de volatilidad con opciones financieras. Un análisis por series de tiempo para las empresas BIMBO y HERDEZ del sector de alimentos de la BMV / Volatility Portfolios with Financial Options.," Estocástica: finanzas y riesgo, Departamento de Administración de la Universidad Autónoma Metropolitana Unidad Azcapotzalco, volume 11, issue 2, pages 173-208, julio-dic.
• Kamil Polak, 2021, "The Impact of Investor Sentiment on Direction of Stock Price Changes: Evidence from the Polish Stock Market," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, volume 2, issue 16, pages 72-90, December.
• Eryk Bobowski, 2021, "Modele dyskryminacyjne jako narzedzie oceny zagrozenia upadloscia przemyslowych grup kapitalowych – sektor chemiczny (Discriminatory models as a tool for bankruptcy risk assessment industrial capital ," Research Reports, University of Warsaw, Faculty of Management, volume 1, issue 34, pages 44-60.
• Chaeshick Chung & Sukjin Park, 2021, "Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks," Working Papers, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy), number 2108.
• Alessia Naccarato & Andrea Pierini & Giovanna Ferraro, 2021, "Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment," Annals of Operations Research, Springer, volume 299, issue 1, pages 81-99, April, DOI: 10.1007/s10479-019-03225-y.
• Alessandra Cretarola & Gianna Figà-Talamanca, 2021, "Detecting bubbles in Bitcoin price dynamics via market exuberance," Annals of Operations Research, Springer, volume 299, issue 1, pages 459-479, April, DOI: 10.1007/s10479-019-03321-z.
• David Volkmann, 2021, "Explaining S&P500 option returns: an implied risk-adjusted approach," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, volume 29, issue 2, pages 665-685, June, DOI: 10.1007/s10100-019-00666-5.
• Vikram Ojha & JeongHoe Lee, 2021, "Default analysis in mortgage risk with conventional and deep machine learning focusing on 2008–2009," Digital Finance, Springer, volume 3, issue 3, pages 249-271, December, DOI: 10.1007/s42521-021-00036-4.
• Alain Kabundi & Asithandile Mbelu, 2021, "Estimating a time-varying financial conditions index for South Africa," Empirical Economics, Springer, volume 60, issue 4, pages 1817-1844, April, DOI: 10.1007/s00181-020-01844-0.
• Nima Nonejad, 2021, "Using the conditional volatility channel to improve the accuracy of aggregate equity return predictions," Empirical Economics, Springer, volume 61, issue 2, pages 973-1009, August, DOI: 10.1007/s00181-020-01882-8.
• Yoichi Tsuchiya, 2021, "Crises, market shocks, and herding behavior in stock price forecasts," Empirical Economics, Springer, volume 61, issue 2, pages 919-945, August, DOI: 10.1007/s00181-020-01894-4.
• Serdar Neslihanoglu & Stelios Bekiros & John McColl & Duncan Lee, 2021, "Multivariate time-varying parameter modelling for stock markets," Empirical Economics, Springer, volume 61, issue 2, pages 947-972, August, DOI: 10.1007/s00181-020-01896-2.
• Ahmet Akca & Ethem Çanakoğlu, 2021, "Adaptive stochastic risk estimation of firm operating profit," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 48, issue 3, pages 463-504, September, DOI: 10.1007/s40812-021-00184-z.
• Helder Sebastião & Pedro Godinho, 2021, "Forecasting and trading cryptocurrencies with machine learning under changing market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-30, December, DOI: 10.1186/s40854-020-00217-x.
• David Y. Aharon & Zaghum Umar & Xuan Vinh Vo, 2021, "Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-25, December, DOI: 10.1186/s40854-021-00274-w.
• Darko B. Vukovic & Carlos J. Rincon & Moinak Maiti, 2021, "Price distortions and municipal bonds premiums: evidence from Switzerland," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-21, December, DOI: 10.1186/s40854-021-00276-8.
• Melisa Ozdamar & Levent Akdeniz & Ahmet Sensoy, 2021, "Lottery-like preferences and the MAX effect in the cryptocurrency market," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 7, issue 1, pages 1-27, December, DOI: 10.1186/s40854-021-00291-9.
• Rama K. Malladi & Prakash L. Dheeriya, 2021, "Time series analysis of Cryptocurrency returns and volatilities," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 75-94, January, DOI: 10.1007/s12197-020-09526-4.
• Jose I. Alvarado & Lindsay C. Clark & Jose A. Gutierrez, 2021, "Stock performance subsequent to combinations in quarterly revenue surprise, earnings surprise, guidance, valuation, and report time," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 1, pages 95-117, January, DOI: 10.1007/s12197-020-09531-7.
• Yuanyuan (Catherine) Chen, 2021, "Empirical analysis of bitcoin price," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 45, issue 4, pages 692-715, October, DOI: 10.1007/s12197-021-09549-5.
• Parthajit Kayal & Sumanjay Dutta & Vipul Khandelwal & Rakesh Nigam, 2021, "Information Theoretic Ranking of Extreme Value Returns," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), volume 19, issue 1, pages 1-21, March, DOI: 10.1007/s40953-020-00214-y.
• Kirill S. Glavatskiy & Mikhail Prokopenko & Adrian Carro & Paul Ormerod & Michael Harré, 2021, "Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large-scale agent-based model," SN Business & Economics, Springer, volume 1, issue 6, pages 1-21, June, DOI: 10.1007/s43546-021-00077-2.
• Mitja Steinbacher & Matthias Raddant & Fariba Karimi & Eva Camacho Cuena & Simone Alfarano & Giulia Iori & Thomas Lux, 2021, "Advances in the agent-based modeling of economic and social behavior," SN Business & Economics, Springer, volume 1, issue 7, pages 1-24, July, DOI: 10.1007/s43546-021-00103-3.
• Nikolaos Stoupos & Apostolos Kiohos, 2021, "BREXIT referendum’s impact on the financial markets in the UK," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 157, issue 1, pages 1-19, February, DOI: 10.1007/s10290-020-00393-z.
• Yu-Min Lian & Chia-Hsuan Li & Yi-Hsuan Wei, 2021, "Machine Learning and Time Series Models for VNQ Market Predictions," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 11, issue 5, pages 1-2.
• Anne Opschoor & André Lucas & István Barra & Dick van Dijk, 2021, "Closed-Form Multi-Factor Copula Models With Observation-Driven Dynamic Factor Loadings," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 39, issue 4, pages 1066-1079, October, DOI: 10.1080/07350015.2020.1763806.
• Gonçalo Faria & Fabio Verona, 2021, "Time-frequency forecast of the equity premium," Quantitative Finance, Taylor & Francis Journals, volume 21, issue 12, pages 2119-2135, December, DOI: 10.1080/14697688.2020.1820071.
• Guglielmo Maria Caporale & Alex Plastun & Viktor Oliinyk, 2021, "The frequency of one-day abnormal returns and price fluctuations in the forex," Journal of Applied Economics, Taylor & Francis Journals, volume 24, issue 1, pages 401-415, January, DOI: 10.1080/15140326.2021.1953914.
• Andre Lucas & Anne Opschoor & Luca Rossini, 2021, "Tail Heterogeneity for Dynamic Covariance Matrices: the F-Riesz Distribution," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 21-010/III, Jan, revised 11 Jul 2023.
• Martin Llada, 2021, "Relationship between country risk volatility and indices based on unstructured information," Estudios de Economia, University of Chile, Department of Economics, volume 48, issue 2 Year 20, pages 175-218, December.
• Mubarok, Faizul & Al Arif, Mohammad Nur Rianto, 2021, "Pandemic Attack and Islamic Stocks Index: A Cross Country Analysis," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 1, pages 27-37, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Ming, Kelvin Lee Yong & Jais, Mohamad, 2021, "Effectiveness of Moving Average Rules During COVID-19 Pandemic: Evidence from Malaysian Stock Market," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 1, pages 87-98, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Hossain, Md. Jamal & Akter, Sadia & Ismail, Mohd Tahir, 2021, "Performance Analysis of GARCH Family Models in Three Time-frames," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, volume 55, issue 2, pages 15-28, DOI: http://dx.doi.org/10.17576/JEM-2021.
• Florens Odendahl & Barbara Rossi & Tatevik Sekhposyan, 2021, "Evaluating forecast performance with state dependence," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1800, Jul.
• Ristić Kristijan & Jemović Mirjana, 2021, "Analysis of Non-Performing Loans’ Determinants in the Banking Sector of the Republic of Serbia," Economic Themes, Sciendo, volume 59, issue 1, pages 133-151, March, DOI: 10.2478/ethemes-2021-0008.
• Habibi Reza, 2021, "Application of Predictive Methods to Financial Data Sets," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 17, issue 1, pages 50-61, March, DOI: 10.2478/fiqf-2021-0006.
• Habibi Reza, 2021, "Bayesian Online Change Point Detection in Finance," Financial Internet Quarterly (formerly e-Finanse), Sciendo, volume 17, issue 4, pages 27-33, December, DOI: 10.2478/fiqf-2021-0025.
• Pilch Bartłomiej, 2021, "An Analysis of the Effectiveness of Bankruptcy Prediction Models – an Industry Approach," Folia Oeconomica Stetinensia, Sciendo, volume 21, issue 2, pages 76-96, December, DOI: 10.2478/foli-2021-0017.
• Sika Peter & Vidová Jarmila, 2021, "Reality and expectations of old-age pension savings in the pension system of the Slovak Republic," Review of Economic Perspectives, Sciendo, volume 21, issue 4, pages 411-436, December, DOI: 10.2478/revecp-2021-0018.
• Ceylan Nesrin & Münyas Turgay, 2021, "An Empirical Investigation on the Relationship Between the Eurozone Zew Index and the Eurozone Stock Markets," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 31, issue 4, pages 1-17, December, DOI: 10.2478/sues-2021-0016.
• Reinhard Ellwanger, Stephen Snudden, 2021, "Predictability of Aggregated Time Series," LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis, number bm0127.
• Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2021, "No‐arbitrage priors, drifting volatilities, and the term structure of interest rates," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 36, issue 5, pages 495-516, August, DOI: 10.1002/jae.2828.
• Janis Becker & Christian Leschinski, 2021, "Estimating the volatility of asset pricing factors," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 2, pages 269-278, March, DOI: 10.1002/for.2713.
• Hyeongwoo Kim & Wen Shi, 2021, "Forecasting financial vulnerability in the USA: A factor model approach," Journal of Forecasting, John Wiley & Sons, Ltd., volume 40, issue 3, pages 439-457, April, DOI: 10.1002/for.2724.
• Gregor Semieniuk & Emanuele Campiglio & Jean‐Francois Mercure & Ulrich Volz & Neil R. Edwards, 2021, "Low‐carbon transition risks for finance," Wiley Interdisciplinary Reviews: Climate Change, John Wiley & Sons, volume 12, issue 1, January, DOI: 10.1002/wcc.678.
• Garg, Karan, 2021, "Machines and Markets : Assessing the Impact of Algorithmic Trading on Financial Market Efficiency," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 11.
• Juselius, Mikael & Tarashev, Nikola A., 2021, "Could corporate credit losses turn out higher than expected?," BoF Economics Review, Bank of Finland, number 3/2021.
• Barasinska, Nataliya & Ludwig, Johannes & Vogel, Edgar, 2021, "The impact of borrower-based instruments on household vulnerability in Germany," Discussion Papers, Deutsche Bundesbank, number 20/2021.
• Mönch, Emanuel & Stein, Tobias, 2021, "Equity premium predictability over the business cycle," Discussion Papers, Deutsche Bundesbank, number 25/2021.
• Memmel, Christoph & Roling, Christoph, 2021, "Risks in domestic banks' corporate lending business," Technical Papers, Deutsche Bundesbank, number 08/2021.
• Memmel, Christoph & Roling, Christoph, 2021, "Risiken im Unternehmenskreditgeschäft inländischer Banken
  [Risks in domestic banks' corporate lending business]," Technical Papers, Deutsche Bundesbank, number 08/2021.
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2021, "Multivariate crash risk," CFR Working Papers, University of Cologne, Centre for Financial Research (CFR), number 21-07.
• Lyócsa, Štefan & Baumöhl, Eduard & Vŷrost, Tomáš, 2021, "YOLO trading: Riding with the herd during the GameStop episode," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 230679.
• Virla, Leonardo Quero, 2021, "An empirical characterization of volatility dynamics in the DAX," IPE Working Papers, Berlin School of Economics and Law, Institute for International Political Economy (IPE), number 167/2021.
• Klein, Tony, 2021, "Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor Shock," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2021/07, DOI: 10.2139/ssrn.3929635.
• Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2021, "Momentum-managed equity factors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 317, DOI: 10.2139/ssrn.3423287.
• Anese, Gianluca & Corazza, Marco & Costola, Michele & Pelizzon, Loriana, 2021, "Impact of public news sentiment on stock market index return and volatility," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 322.
• Brückbauer, Frank & Schröder, Michael, 2021, "Data resource profile: The ZEW FMS dataset," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 21-100.

2020

• Frank J. Fabozzi & Iason Kynigakis & Ekaterini Panopoulou & Radu S. Tunaru, 2020, "Detecting Bubbles in the US and UK Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, volume 60, issue 4, pages 469-513, May, DOI: 10.1007/s11146-018-9693-9.
• Hsiao-Fen Hsiao & Jiang-Chuan Huang & Zheng-Wei Lin, 2020, "Portfolio construction using bootstrapping neural networks: evidence from global stock market," Review of Derivatives Research, Springer, volume 23, issue 3, pages 227-247, October, DOI: 10.1007/s11147-019-09163-y.
• Maxim Ulrich & Simon Walther, 2020, "Option-implied information: What’s the vol surface got to do with it?," Review of Derivatives Research, Springer, volume 23, issue 3, pages 323-355, October, DOI: 10.1007/s11147-020-09166-0.
• Tavy Ronen & Oleg Sokolinskiy & Ben Sopranzetti, 2020, "The risk management implications of using end of day consensus pricing for single name CDS," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 1, pages 269-304, July, DOI: 10.1007/s11156-019-00843-2.
• Robina Iqbal & Ghulam Sorwar & Rose Baker & Taufiq Choudhry, 2020, "Multiday expected shortfall under generalized t distributions: evidence from global stock market," Review of Quantitative Finance and Accounting, Springer, volume 55, issue 3, pages 803-825, October, DOI: 10.1007/s11156-019-00860-1.
• Bihary, Zsolt & Víg, Attila András, 2020, "Heterogén kereskedési stratégiák hatása a piaci árfolyamokra
  [The effect of heterogeneous commercial strategies on market exchange rates]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 688-707, DOI: 10.18414/KSZ.2020.7-8.688.
• Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020, "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers, Lancaster University Management School, Economics Department, number 305661169.
• Vahidin Jeleskovic & Mirko Meloni & Zahid Irshad Younas, 2020, "Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202034.
• Rahimi, Fatemeh & Mousavian Anaraki, Seyed Alireza, 2020, "Proposing an Innovative Model Based on the Sierpinski Triangle for Forecasting EUR/USD Direction Changes," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 4, pages 423-444, October.
• Eszter Boros, 2020, "Risks of Climate Change and Credit Institution Stress Tests," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 19, issue 4, pages 107-131.
• Hanna Kołodziejczyk, 2020, "Identifying structural changes and associations in exchange rates with Markov switching models. The evidence from Central European currency markets," Bank i Kredyt, Narodowy Bank Polski, volume 51, issue 1, pages 69-90.
• Jacob Boudoukh & Ronen Israel & Matthew P. Richardson, 2020, "Biases in Long-Horizon Predictive Regressions," NBER Working Papers, National Bureau of Economic Research, Inc, number 27410, Jun.
• Stefan Simeonov & Theodor Todorov & Daniel Nikolaev, 2020, "Testing Methods And Models To Forecast Cryptocurrencies Exchange Rate," Economics and Management, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, volume 17, issue 1, pages 10-26.
• Branimir Cvitko Cicvarić, 2020, "Volatility of Cryptocurrencies," Notitia - journal for economic, business and social issues, Notitia Ltd., volume 1, issue 6, pages 13-23, December.
• E Philip Davis & Dilruba Karim & Dennison Noel, 2020, "The Effects of Macroprudential Policy on Banks' Profitability," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 514, May.
• E Philip Davis & Dilruba Karim & Dennison Noel, 2020, "Macroprudential Policy, Monetary Policy and the Bank Interest Rate Margin," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 515, Oct.
• VESA Lidia, 2020, "The Net Present Value And The Optimal Solution Of Linear Programming In Investment Decisions," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 135-145, December.
• VESA Lidia, 2020, "Managing The Impact Of The Inventory Level On The Financial Ratios Through Dual Simplex Algorithm In The Coronavirus Crisis," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, volume 1, issue 2, pages 241-256, December.
• Xiao, Tim, 2020, "The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," arabixiv.org, Center for Open Science, number ep9dn, Jun, DOI: 10.31219/osf.io/ep9dn.
• Xiao, Tim, 2020, "The Valuation of Financial Derivatives Subject to Counterparty Risk and Credit Value Adjustment," SocArXiv, Center for Open Science, number jc43a, Jun, DOI: 10.31219/osf.io/jc43a.
• Andrea Bucci, 2020, "Realized Volatility Forecasting with Neural Networks," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 502-531.
• Fabrizio Cipollini & Giampiero M Gallo & Alessandro Palandri, 2020, "Realized Variance Modeling: Decoupling Forecasting from Estimation," Journal of Financial Econometrics, Oxford University Press, volume 18, issue 3, pages 532-555.
• Chunhua Lan & Nikolai Roussanov, 2020, "Stock Price Movements: Business-Cycle and Low-Frequency Perspectives," The Review of Asset Pricing Studies, Society for Financial Studies, volume 10, issue 2, pages 335-395.
• Anna Scherbina & Bernd Schlusche, 2020, "Follow the Leader: Using the Stock Market to Uncover Information Flows between Firms
  [Trade credit and cross-country predictable firm returns]," Review of Finance, European Finance Association, volume 24, issue 1, pages 189-225.
• Prachi Deuskar & Nitin Kumar & Jeramia Allan Poland, 2020, "Signal on the Margin: Behavior of Levered Investors and Future Economic Conditions," Review of Finance, European Finance Association, volume 24, issue 5, pages 1039-1077.
• Philipp Adämmer & Rainer A Schüssler, 2020, "Forecasting the Equity Premium: Mind the News!," Review of Finance, European Finance Association, volume 24, issue 6, pages 1313-1355.
• Stijn Van Nieuwerburgh, 2020, "New Methods for the Cross-Section of Returns," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 1879-1890.
• Valentin Haddad & Serhiy Kozak & Shrihari Santosh & Stijn Van Nieuwerburgh, 2020, "Factor Timing," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 1980-2018.
• Shihao Gu & Bryan Kelly & Dacheng Xiu, 2020, "Empirical Asset Pricing via Machine Learning," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 5, pages 2223-2273.
• Alexis Akira Toda & Kieran James Walsh & Stijn Van Nieuwerburgh, 2020, "The Equity Premium and the One Percent," The Review of Financial Studies, Society for Financial Studies, volume 33, issue 8, pages 3583-3623.
• Ionela Munteanu, 2020, "Financial Reporting Quality and Operational Efficiency in the Coastal Region of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 2, pages 978-984, December.
• Yang Gao & Stephen Satchell & Nandini Srivastava, 2020, "Styles through a convergent/divergent lens: the curious case of ESG," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 4-12, February, DOI: 10.1057/s41260-019-00146-0.
• Lars Kaiser, 2020, "ESG integration: value, growth and momentum," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 1, pages 32-51, February, DOI: 10.1057/s41260-019-00148-y.
• Tobias Götze & Marc Gürtler & Eileen Witowski, 2020, "Improving CAT bond pricing models via machine learning," Journal of Asset Management, Palgrave Macmillan, volume 21, issue 5, pages 428-446, September, DOI: 10.1057/s41260-020-00167-0.
• Stefano Zedda & Simone Sbaraglia, 2020, "Which interbank net is the safest?," Risk Management, Palgrave Macmillan, volume 22, issue 1, pages 65-82, March, DOI: 10.1057/s41283-019-00056-w.
• Andrés Berenguer & Luis Gandarias & Álvaro Arévalo, 2020, "Singular spectrum analysis for modelling the hard-to-model risk factors," Risk Management, Palgrave Macmillan, volume 22, issue 3, pages 178-191, September, DOI: 10.1057/s41283-020-00060-5.
• Michael Hanias & Stefanos Tsakonas & Lykourgos Magafas & Eleftherios I. Thalassinos & Loukas Zachilas, 2020, "Deterministic chaos and forecasting in Amazon’s share prices," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, volume 15, issue 2, pages 253-273, June, DOI: 10.24136/eq.2020.012.
• Grilli, Luca & Santoro, Domenico, 2020, "How Boltzmann Entropy Improves Prediction with LSTM," MPRA Paper, University Library of Munich, Germany, number 100578, May.
• Grilli, Luca & Santoro, Domenico, 2020, "Dualism in Bitcoin Dynamics: existence of an Upper Bound in Poincaré Recurrence Theorem for Deterministic vs Stochastic Behavior," MPRA Paper, University Library of Munich, Germany, number 101057, Jun.
• Rashid, Muhammad Mustafa, 2020, "The Greek Letters. Scenario Analysis with a Reverse Butterfly Spread," MPRA Paper, University Library of Munich, Germany, number 101723, Mar, revised 19 May 2020.
• Fantazzini, Dean, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," MPRA Paper, University Library of Munich, Germany, number 102315, Aug.
• Fantazzini, Dean, 2020, "Discussing copulas with Sergey Aivazian: a memoir," MPRA Paper, University Library of Munich, Germany, number 102317, Aug.
• Olkhov, Victor, 2020, "Volatility Depend on Market Trades and Macro Theory," MPRA Paper, University Library of Munich, Germany, number 102434, Aug.
• Yardley, Ben, 2020, "The Effects of Donald Trump’s Tweets on The Stock Exchange," MPRA Paper, University Library of Munich, Germany, number 102578, Mar.
• Fantazzini, Dean & Kolodin, Nikita, 2020, "Does the hashrate affect the bitcoin price?," MPRA Paper, University Library of Munich, Germany, number 103812.
• Sinha, Pankaj & Sawaliya, Priya & Sinha, Prateek, 2020, "Surviving Coronavirus scare: A journey of stock market amid a slowdown in Indian Economy," MPRA Paper, University Library of Munich, Germany, number 103902, Jun, revised 20 Jun 2020.
• Maheu, John M & McCurdy, Thomas H & Song, Yong, 2020, "Bull and Bear Markets During the COVID-19 Pandemic," MPRA Paper, University Library of Munich, Germany, number 104504, Nov.
• Pincheira, Pablo & Hardy, Nicolas, 2020, "The Mean Squared Prediction Error Paradox: A summary," MPRA Paper, University Library of Munich, Germany, number 105020, Dec.
• Pincheira, Pablo & Jarsun, Nabil, 2020, "Summary of the Paper Entitled: Forecasting Fuel Prices with the Chilean Exchange Rate," MPRA Paper, University Library of Munich, Germany, number 105056, Dec.
• Olkhov, Victor, 2020, "Classical Option Pricing and Some Steps Further," MPRA Paper, University Library of Munich, Germany, number 105431, Apr, revised 28 Dec 2020.
• Tinoco, Marcos, 2020, "Modelando la volatilidad del diferencial TED: Una evaluación de pronósticos de modelos con heterocedasticidad condicional
  [Modeling the volatility of the TED spread: An assessment of model forecast," MPRA Paper, University Library of Munich, Germany, number 108086, Oct.
• Mansur, Alfan & Nizar, Muhammad Afdi, 2020, "Menilik Perkembangan Sektor Keuangan Indonesia di Tengah Pandemi
  [Observing the Development of Indonesia's Financial Sector Amid the Pandemic]," MPRA Paper, University Library of Munich, Germany, number 109336, Dec.
• Aliyu, Shehu Usman Rano, 2020, "What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?," MPRA Paper, University Library of Munich, Germany, number 110382, Jun, revised 06 Jun 2021.
• Limba, Franco & Rijoly, Jacobus Cliff Diky & Tarangi, Margreath, 2020, "Black Swan Global Market: Analysis of the Effect of the Covid-19 Death Rate on the Volatility of European Football Club Stock Prices (Case Study of Juventus F.C., Manchester United, Ajax Amsterdam and," MPRA Paper, University Library of Munich, Germany, number 120396, Jul.
• Skufi, Lorena, 2020, "Financial sector and macroeconomics links in MEAM," MPRA Paper, University Library of Munich, Germany, number 120481, revised 2020.
• Zarei, Samira, 2020, "Analyzing the Asymmetric Effects of Inflation and Exchange Rate Misalignments on the Petrochemical Stock index: The Case of Iran," MPRA Paper, University Library of Munich, Germany, number 99101, Feb.
• Grilli, Luca & Santoro, Domenico, 2020, "Boltzmann Entropy in Cryptocurrencies: A Statistical Ensemble Based Approach," MPRA Paper, University Library of Munich, Germany, number 99591, Apr.
• Grilli, Luca & Santoro, Domenico, 2020, "Generative Adversarial Network for Market Hourly Discrimination," MPRA Paper, University Library of Munich, Germany, number 99846, Apr.
• Olkhov, Victor, 2020, "Classical Option Pricing and Some Steps Further," MPRA Paper, University Library of Munich, Germany, number 99918, Apr.
• Tweneboah Senzu, Emmanuel, 2020, "Modern currency exchange rate behaviour and proposed trend-like forecasting model," MPRA Paper, University Library of Munich, Germany, number 99933, May.
• Elie Bouri & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Volatility of Bitcoin: The Role of the Trade War," Working Papers, University of Pretoria, Department of Economics, number 202003, Jan.