Research classified by Journal of Economic Literature (JEL) codes

2021

• 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, Paradigm, 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), Paradigm, 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), Paradigm, 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, Paradigm, 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, Paradigm, 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, Paradigm, 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

• Joana Almeida & Raquel M. Gaspar, 2020, "Accuracy of European Stock Target Prices," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0115, Jan.
• Raquel M. Gaspar & Sara D. Lopes & Bernardo Sequeira, 2020, "Neural Network pricing of American put options," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2020/0122, Apr.
• Amparo Soler-Domínguez & Juan Carlos Matallín-Sáez & Diego Víctor de Mingo-López & Emili Tortosa-Ausina, 2020, "Social responsible mutual funds and lowcarbon economy," Working Papers, Economics Department, Universitat Jaume I, Castellón (Spain), number 2020/15.
• Söhnke M. Bartram & Jürgen Branke & Mehrshad Motahari, 2020, "Artificial intelligence in asset management," Working Papers, Cambridge Judge Business School, University of Cambridge, number 20202001, Mar.
• Prasenjit Chakrabarti & K Kiran Kumar, 2020, "High-Frequency Return-Implied Volatility Relationship: Empirical Evidence from Nifty and India VIX," Journal of Developing Areas, Tennessee State University, College of Business, volume 54, issue 3, pages 53-68, July-Sept.
• Jochen Güntner & Benjamin Karner, 2020, "Hedging with commodity futures and the end of normal Backwardation," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2020-21, Nov.
• Hatira SADEGHZADEH EMSEN & Ã-mer Selcuk EMSEN & Ã-mer YALCINKAYA, 2020, "An Effort To Construct A Mechanism Similar To The Taylor Rule Mechanism: Tests On Bist-100," JOURNAL OF LIFE ECONOMICS, Holistence Publications, volume 7, issue 1, pages 79-102, January, DOI: 10.15637/jlecon.7.006.
• Caio Vigo Pereira, 2020, "Portfolio Efficiency with High-Dimensional Data as Conditioning Information," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202015, Sep, revised Sep 2020.
• Mario Maggi & Maria-Laura Torrente & Pierpaolo Uberti, 2020, "Proper measures of connectedness," Annals of Finance, Springer, volume 16, issue 4, pages 547-571, December, DOI: 10.1007/s10436-020-00363-3.
• Polin Wu & Wasin Siwasarit, 2020, "Capturing the Order Imbalance with Hidden Markov Model: A Case of SET50 and KOSPI50," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 1, pages 115-144, March, DOI: 10.1007/s10690-019-09285-1.
• Hyeong-Ohk Bae & Seung-Yeal Ha & Yongsik Kim & Hyuncheul Lim & Jane Yoo, 2020, "Volatility Flocking by Cucker–Smale Mechanism in Financial Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 3, pages 387-414, September, DOI: 10.1007/s10690-019-09299-9.
• Parthajit Kayal & Sayanti Mondal, 2020, "Speed of Price Adjustment in Indian Stock Market: A Paradox," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 27, issue 4, pages 453-476, December, DOI: 10.1007/s10690-020-09303-7.
• Alexandru Mandes, 2020, "Impact of Electronic Liquidity Providers Within a High-Frequency Agent-Based Modeling Framework," Computational Economics, Springer;Society for Computational Economics, volume 55, issue 2, pages 407-450, February, DOI: 10.1007/s10614-019-09891-1.
• Jules Clement Mba & Sutene Mwambi, 2020, "A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 199-214, June, DOI: 10.1007/s11408-020-00346-4.
• Tania Morris & Jules Comeau, 2020, "Portfolio creation using artificial neural networks and classification probabilities: a Canadian study," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 2, pages 133-163, June, DOI: 10.1007/s11408-020-00350-8.
• Guglielmo Maria Caporale & Alex Plastun, 2020, "Momentum effects in the cryptocurrency market after one-day abnormal returns," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 34, issue 3, pages 251-266, September, DOI: 10.1007/s11408-020-00357-1.
• 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: 10.31221/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: 10.31235/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 forecasts with conditional heteroscedasticity]," 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 Borussia Dortmund)," 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.
• Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "A Note on Investor Happiness and the Predictability of Realized Volatility of Gold," Working Papers, University of Pretoria, Department of Economics, number 202004, Jan.
• Matteo Bonato & Konstantinos Gkillas & Rangan Gupta & Christian Pierdzioch, 2020, "Investor Happiness and Predictability of the Realized Volatility of Oil Price," Working Papers, University of Pretoria, Department of Economics, number 202009, Jan.
• Afees A. Salisu & Juncal Cunado & Rangan Gupta, 2020, "Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 2020105, Nov.
• Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2020, "Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?," Working Papers, University of Pretoria, Department of Economics, number 2020107, Dec.
• Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020, "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers, University of Pretoria, Department of Economics, number 202056, Jun.
• Joao F. Caldeira & Rangan Gupta & Hudson S. Torrent, 2020, "Forecasting U.S. Aggregate Stock Market Excess Return: Do Functional Data Analysis Add Economic Value?," Working Papers, University of Pretoria, Department of Economics, number 202087, Sep.
• Elie Bouri & Rangan Gupta & Anandamayee Majumdar & Sowmya Subramaniam, 2020, "Time-Varying Risk Aversion and Forecastability of the US Term Structure of Interest Rates," Working Papers, University of Pretoria, Department of Economics, number 202098, Oct.
• Joanna Dębicka & Stanisław Heilpern & Agnieszka Marciniuk, 2020, "Application of Copulas to Modelling of Marriage Reverse Annuity Contract," Prague Economic Papers, Prague University of Economics and Business, volume 2020, issue 4, pages 445-468, DOI: 10.18267/j.pep.745.
• Agnieszka Marciniuk & Emília Zimková & Vlastimil Farkašovský & Colin W. Lawson, 2020, "Valuation of Equity Release Contracts in Czech Republic, Republic of Poland and Slovak Republic," Prague Economic Papers, Prague University of Economics and Business, volume 2020, issue 5, pages 505-521, DOI: 10.18267/j.pep.743.
• Caio Almeida & Kym Ardison & René Garcia & Piotr OrÅ‚owski, 2020, "Extracting Tail Risk from High-Frequency S&P 500 Returns," Working Papers, Princeton University. Economics Department., number 2020-78, Jan.
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• J. James Reade & Carl Singleton & Leighton Vaughan Williams, 2020, "Betting markets for English Premier League results and scorelines: evaluating a forecasting model," Economics Discussion Papers, Department of Economics, University of Reading, number em-dp2020-03, Mar.
• Robert Barro & Tao Jin, 2020, "Online Appendix to "Rare Events and Long-Run Risks"," Online Appendices, Review of Economic Dynamics, number 18-485.
• Robert Barro & Tao Jin, 2020, "Code and data files for "Rare Events and Long-Run Risks"," Computer Codes, Review of Economic Dynamics, number 18-485, revised .
• Evangelos Vasileiou & Aristeidis Samitas, 2020, "Value at Risk, Legislative Framework, Crises, and Procyclicality: what goes wrong?," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, volume 12, issue 3, pages 345-369, October.
• Nikita Artamonov & Anna Voronina & Nikita Emelyanov & Aleksei Kurbatskii, 2020, "Estimation of interest rates’ impact on mutual funds’ performance in the USA," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 58, pages 55-75.
• Dean Fantazzini, 2020, "Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries," Applied Econometrics, Russian Academy of National Economy and Public Administration (RANEPA), volume 59, pages 33-54.
• Tuğba Nur TOPALOĞLU & Erol KÖYCÜ, 2020, "Stock Volatility Modeling in Health Enterprises: An Econometric Survey in The Human Health and Social Services Sector," Bulletin of Economic Theory and Analysis, BETA Journals, volume 5, issue 1, pages 87-107.
• Hongbing OUYANG & Xiaolu WEI & Qiufeng WU, 2020, "Stock Index Pattern Discovery via Toeplitz Inverse Covariance-based Clustering," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 58-72, July.
• Chamil W SENARATHNE & Wei JIANGUO, 2020, "Testing for Heteroskedastic Mixture of Ordinary Least Squares Errors," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 2, pages 73-91, July.
• Nijolė MAKNICKIENĖ & Jelena STANKEVIČIENĖ & Algirdas MAKNICKAS, 2020, "Comparison of Forex Market Forecasting Tools Based on Evolino Ensemble and Technical Analysis Indicators," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 3, pages 134-148, September.
• Karam KIM & Doojin RYU, 2020, "Predictive ability of investor sentiment for the stock market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 33-46, December.
• Huaibing Yu, 2020, "Have Stock Markets across the Globe Been Kidnapped by the Covid-19 Pandemic?," Bulletin of Applied Economics, Risk Market Journals, volume 7, issue 2, pages 165-173.
• Amen Aissi Harzallah & Mouna Boujelbene Abbes, 2020, "The Impact of Financial Crises on the Asset Allocation: Classical Theory Versus Behavioral Theory," Journal of Interdisciplinary Economics, , volume 32, issue 2, pages 218-236, July, DOI: 10.1177/0260107919848629.
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• I. Naumov V. & A. Trynov V. & A. Safonov O. & И. Наумов В. & А. Трынов В. & А. Сафонов О., 2020, "Сценарное моделирование воспроизводства инвестиционного потенциала институциональных секторов в регионах Сибирского федерального округа // Scenario Modelling for Reproducing Investment Potential of Institutional Sectors in the Regions of the Siberian," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 24, issue 6, pages 19-37.
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• V. Minasyan B & В. Минасян Б., 2020, "Новые меры рисков «VaR в степени t» и «ES в степени t» и меры риска искажения // New Risk Measures “VaR to the Power of t” and “ES to the Power of t” and Distortion Risk Measures," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, volume 24, issue 6, pages 92-107.
• Gregor Semieniuk & Emanuele Campiglio & Jean-Francois Mercure & Ulrich Volz & Neil R. Edwards, 2020, "Low-carbon transition risks for finance," Working Papers, Department of Economics, SOAS University of London, UK, number 233, Mar.
• Yakup SÖYLEMEZ, 2020, "Prediction of Gold Prices Using Multilayer Artificial Neural Networks Method," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(46).
• Fernando Fernandes & Rodrigo De Losso, Rogerio Oliveira, Angelo J D Soto, Pedro D Cavalcanti, Gabriel M S Campos, 2020, "Saving Markowitz: A Risk Parity approach based on the Cauchy Interlacing Theorem," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2020_13, Aug.
• Selcuk Kendirli & Muhammet Selcuk Kaya & Mustafa Bilgin, 2020, "Evaluation of Financial Performances of SME’s Listed in the Bist Sme Industrial Index by Using TOPSIS Multicriteria Decision Making Method," Journal of Economic Development, Environment and People, Alliance of Central-Eastern European Universities, volume 9, issue 3, pages 63-74, September.
• Catherine Bruneau & Alexis Flageollet & Zhun Peng, 2020, "Economic and financial risk factors, copula dependence and risk sensitivity of large multi-asset class portfolios," Annals of Operations Research, Springer, volume 284, issue 1, pages 165-197, January, DOI: 10.1007/s10479-018-3112-8.
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• Laura Garcia-Jorcano & Alfonso Novales, 2020, "A dominance approach for comparing the performance of VaR forecasting models," Computational Statistics, Springer, volume 35, issue 3, pages 1411-1448, September, DOI: 10.1007/s00180-020-00990-4.
• Larisa Adamyan & Kirill Efimov & Cathy Y. Chen & Wolfgang K. Härdle, 2020, "Adaptive weights clustering of research papers," Digital Finance, Springer, volume 2, issue 3, pages 169-187, December, DOI: 10.1007/s42521-020-00017-z.
• Theophilos Papadimitriou & Periklis Gogas & Athanasios Fotios Athanasiou, 2020, "Forecasting S&P 500 spikes: an SVM approach," Digital Finance, Springer, volume 2, issue 3, pages 241-258, December, DOI: 10.1007/s42521-020-00024-0.
• Christian Pierdzioch & Marian Risse, 2020, "Forecasting precious metal returns with multivariate random forests," Empirical Economics, Springer, volume 58, issue 3, pages 1167-1184, March, DOI: 10.1007/s00181-018-1558-9.
• Leandro Maciel, 2020, "Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model," Empirical Economics, Springer, volume 58, issue 4, pages 1513-1540, April, DOI: 10.1007/s00181-018-1603-8.
• Bogdan Batrinca & Christian W. Hesse & Philip C. Treleaven, 2020, "Expiration day effects on European trading volumes," Empirical Economics, Springer, volume 58, issue 4, pages 1603-1638, April, DOI: 10.1007/s00181-019-01627-2.
• João F. Caldeira, 2020, "Investigating the expectation hypothesis and the risk premium dynamics: new evidence for Brazil," Empirical Economics, Springer, volume 59, issue 1, pages 395-412, July, DOI: 10.1007/s00181-019-01629-0.
• Wali Ullah, 2020, "The arbitrage-free generalized Nelson–Siegel term structure model: Does a good in-sample fit imply better out-of-sample forecasts?," Empirical Economics, Springer, volume 59, issue 3, pages 1243-1284, September, DOI: 10.1007/s00181-019-01710-8.
• Kenneth R. Szulczyk & Changyong Zhang, 2020, "Switching-regime regression for modeling and predicting a stock market return," Empirical Economics, Springer, volume 59, issue 5, pages 2385-2403, November, DOI: 10.1007/s00181-019-01763-9.
• Hyeongwoo Kim & Wen Shi & Hyun Hak Kim, 2020, "Forecasting financial stress indices in Korea: a factor model approach," Empirical Economics, Springer, volume 59, issue 6, pages 2859-2898, December, DOI: 10.1007/s00181-019-01744-y.
• Dean Fantazzini & Stephan Zimin, 2020, "A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, volume 47, issue 1, pages 19-69, March, DOI: 10.1007/s40812-019-00136-8.
• Lin Liu & Qiguang Chen, 2020, "How to compare market efficiency? The Sharpe ratio based on the ARMA-GARCH forecast," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 6, issue 1, pages 1-21, December, DOI: 10.1186/s40854-020-00200-6.
• Robert Azencott & Peng Ren & Ilya Timofeyev, 2020, "Realised volatility and parametric estimation of Heston SDEs," Finance and Stochastics, Springer, volume 24, issue 3, pages 723-755, July, DOI: 10.1007/s00780-020-00427-2.
• Gulraze Wakil, 2020, "Firm size proxies and the value relevance of predictive stock return models," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 3, pages 434-457, July, DOI: 10.1007/s12197-019-09491-7.
• Agnieszka M. Chomicz-Grabowska & Lucjan T. Orlowski, 2020, "Financial market risk and macroeconomic stability variables: dynamic interactions and feedback effects," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 44, issue 4, pages 655-669, October, DOI: 10.1007/s12197-020-09505-9.
• Yuri Biondi & Simone Righi, 2020, "Much ado about making money: the impact of disclosure, news and rumors on the formation of security market prices over time," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 15, issue 2, pages 333-362, April, DOI: 10.1007/s11403-017-0201-8.
• Thomas Hauner, 2020, "Aggregate wealth and its distribution as determinants of financial crises," The Journal of Economic Inequality, Springer;Society for the Study of Economic Inequality, volume 18, issue 3, pages 319-338, September, DOI: 10.1007/s10888-020-09444-9.
• Laura Casula & Guglielmo D’Amico & Giovanni Masala & Filippo Petroni, 2020, "Performance estimation of photovoltaic energy production," Letters in Spatial and Resource Sciences, Springer, volume 13, issue 3, pages 267-285, December, DOI: 10.1007/s12076-020-00258-x.
• Justyna Mokrzycka, 2020, "VaR and ES Calculation with a Bayesian Dynamic tCopula-GARCH Model," Springer Proceedings in Business and Economics, Springer, chapter 46, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Cross-Section Data Methods in Applied Economic Research", DOI: 10.1007/978-3-030-38253-7_46.
• Hsien-Ming Chou & Tsai-Lun Cho, 2020, "Effects of Slope Coefficients and Bollinger Bands on Short-term Investment," Advances in Management and Applied Economics, SCIENPRESS Ltd, volume 10, issue 2, pages 1-7.
• Chuo Chang, 2020, "Dynamic correlations and distributions of stock returns on China's stock markets," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 1, pages 1-6.
• Keqi Chen, 2020, "A Closer Look at Analyst Expectations: Stickiness and Confirmation Bias," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 10, issue 5, pages 1-15.
• Markus Spiwoks & Zulia Gubaydullina, 2020, "The Magic of Figures: Anchoring and Interferences," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 9, issue 3, pages 1-2.
• Giulio Bottazzi & Francesco Cordoni & Giulia Livieri & Stefano Marmi, 2020, "Uncertainty in Firm Valuation and a Cross-Sectional Misvaluation Measure," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2020/15, Jun.
• Fernando García & Jairo González-Bueno & Francisco Guijarro & Javier Oliver, 2020, "A multiobjective credibilistic portfolio selection model. Empirical study in the Latin American integrated market," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 2, pages 1027-1046, December, DOI: 10.9770/jesi.2020.8.2(62).
• Zbyslaw Dobrowolski, 2020, "After COVID-19. Reorientation of crisis management in crisis," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 8, issue 2, pages 799-810, December, DOI: 10.9770/jesi.2020.8.2(48).