Research classified by Journal of Economic Literature (JEL) codes

2022

• Barbu Teodora Cristina & Boitan Iustina Alina & Cepoi Cosmin-Octavian, 2022, "Are cryptocurrencies safe havens during the COVID-19 pandemic? A threshold regression perspective with pandemic-related benchmarks," Economics and Business Review, Sciendo, volume 8, issue 2, pages 29-49, July, DOI: 10.18559/ebr.2022.2.3.
• Kropiński Paweł & Anholcer Marcin, 2022, "How Google Trends can improve market predictions— the case of the Warsaw Stock Exchange," Economics and Business Review, Sciendo, volume 8, issue 2, pages 7-28, July, DOI: 10.18559/ebr.2022.2.2.
• Dumiter Florin Cornel & Turcaș Florin Marius, 2022, "Theoretical and empirical underpinnings regarding stock market forecasts and predictions," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, volume 32, issue 1, pages 1-19, March, DOI: 10.2478/sues-2022-0001.
• Thi Thu Giang Nguyen & Robert Ślepaczuk, 2022, "The efficiency of various types of input layers of LSTM model in investment strategies on S&P500 index," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2022-29.
• Savvakis C. Savvides, 2022, "Risk through the Looking Glass," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 23, issue 4, pages 71-98, October.
• Stavros Degiannakis, 2022, "Stock market as a nowcasting indicator for real investment," Journal of Forecasting, John Wiley & Sons, Ltd., volume 41, issue 5, pages 911-919, August, DOI: 10.1002/for.2838.
• Kok-Leong Yap & Wee-Yeap Lau & Izlin Ismail, 2022, "Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., volume 9, issue 04, pages 1-21, December, DOI: 10.1142/S242478632250027X.
• Massimo Guidolin & Alexei G. Orlov, 2022, "Can Investors Benefit from Hedge Fund Strategies? Utility-Based, Out-of-Sample Evidence," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., volume 12, issue 03, pages 1-61, September, DOI: 10.1142/S2010139222500070.
• Michael Minye Tang, 2022, "Consistency in Management Earnings Guidance Patterns," The International Journal of Accounting (TIJA), World Scientific Publishing Co. Pte. Ltd., volume 57, issue 01, pages 1-45, March, DOI: 10.1142/S1094406022500056.
• Sabri Boubaker & Duc Khuong Nguyen (ed.), 2022, "Financial Transformations Beyond the COVID-19 Health Crisis," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number q0318, ISBN: ARRAY(0x53a852a8), March.
• Linh Tu Ho & Christopher Gan, 2022, "Health and Socio-economic Consequences of the COVID-19 Pandemic: Government Responses and Recovery," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Anthony J. Makin, 2022, "The Pandemic’s Pernicious Public Debt Legacy," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• John L. Haracz, 2022, "The Importance of Negative Feedback and Countervailing Measures for Financial System Stabilization and Constrained Inequality: A COVID-19–Induced Reminder," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• İlkay Şendeniz-Yüncü, 2022, "New Evidence on the Interactions Between International Integration and Real Economy During the COVID-19 Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Alfredo Martín-Oliver & Florina Silaghi, 2022, "Great Recession: Mere Dry Run for COVID-19?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Veni Arakelian, 2022, "Extreme Events: What Are US Stock Market Sectors Afraid of More?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Moritz Johannes Herber & Matthias Scherf, 2022, "Rational Behavior or Mere Panic? The Effects of the COVID-19 Pandemic on the Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Jiayang Nie & Xiao Qiao & Sibo Yan, 2022, "COVID-19 Effects on Intraday Stock Market Behavior," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Huy Pham & Vikash Ramiah & Nisreen Moosa & Giancarlo Giudici & Vijay Pereira, 2022, "The Short-Term Effects of COVID-19 on China’s Stock Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Zeynep Kantur & Gülserim Özcan, 2022, "Impact of the Severity of the COVID-19 Pandemic on the Interaction Between Foreign Trading and Stock Market Volatility," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Abdelkader Derbali & Mohamed Bechir Chenguel & Lamia Jamel & Meriem Jouirou & Fathi Jouini, 2022, "COVID-19 Pandemic and Co-movement Dynamics Among American and European Stock Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 11, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Marco Rossi, 2022, "Insuring Against Pandemics: A Private Sector Instrument for the Private Sector," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 12, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Asror Nigmonov & Hussein Daradkeh, 2022, "From One Crisis to Another: Impact of COVID-19 Pandemic on Peer-to-Peer Lending Market," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 13, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Francesca Battaglia & Francesco Busato & Maria Manganiello, 2022, "Equity Crowdfunding: Brave Market or Safe Haven for the Crowd During the COVID-19 Crisis?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 14, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Saroja Selvanathan & Eliyathamby A. Selvanathan, 2022, "The Nexus Between Oil and Gold Prices During the COVID-19 Pandemic," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 15, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Stelios Markoulis & Neophytos Vasiliou, 2022, "The Resilience of the Euro in the Era of COVID-19," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 16, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Jędrzej Białkowski & Anna Sławik, 2022, "Does a High ESG Score Pay Off During the Pandemic Outbreak?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 17, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Valdonė Darškuvienė & Bernadeta Goštautaitė & Egidijus Kundelis & Dalius Misiūnas & Siuzana Ščerbina-Dalibagienė, 2022, "Firm Liquidity During the COVID-19 Crisis," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 18, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Grazia Dicuonzo & Francesca Donofrio, 2022, "The Implications of the COVID-19 Pandemic on Corporate Governance: The Board of Directors’ Response," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 19, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Nidhi Kaicker & Radhika Aggarwal & Raghav Gaiha, 2022, "COVID-19 Pandemic: Impact of Lockdown on Firm-Level Returns in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 20, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Shreya Biswas & Nivedita Sinha, 2022, "Business Group Affiliation and Resilience to COVID-19 Outbreak in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 21, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Magdalena Grothe & Antonio Sánchez Serrano, 2022, "Two Questions on the Banking Sector After the Pandemic Hit," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 22, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Frederic de Mariz, 2022, "How Will the 2020 Crisis Accelerate the Evolution of the Banking System?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 23, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Wissem Ajili-Ben Youssef & Yves Rakotondratsimba, 2022, "Future Research Avenues for Finance in Transformation," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 24, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Jasmine T. Ha & Jason Q. Nguyen & Quan V. Le, 2022, "Impacts of COVID-19 on Digital Financial Transformation: Insights from Consumer Behaviors in Vietnam," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 25, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Mazin A. M. Al Janabi, 2022, "Transformation of Derivatives Securities in Emerging Markets: Policy Implications in Light of the 2007–2009 Global Financial Crisis and COVID-19 Pandemic," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 26, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Qiyu Wang, 2022, "Impact on Financial Markets and Institutions," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 27, in: Sabri Boubaker & Duc Khuong Nguyen, "Financial Transformations Beyond the COVID-19 Health Crisis".
• Wosnitza, Jan Henrik, 2022, "Calibration alternatives to logistic regression and their potential for transferring the dispersion of discriminatory power into uncertainties of probabilities of default," Discussion Papers, Deutsche Bundesbank, number 04/2022.
• Krüger, Ulrich & Roling, Christoph & Silbermann, Leonid & Wong, Lui Hsian, 2022, "Banks' strategic interaction, adverse price dynamics and systemic liquidity risk," Discussion Papers, Deutsche Bundesbank, number 06/2022.
• Metiu, Norbert, 2022, "A composite indicator of financial conditions for Germany," Technical Papers, Deutsche Bundesbank, number 03/2022.
• Nützenadel, Alexander, 2022, "Risk management, expectations and global finance: The case of Deutsche Bank 1970-1990," Working Papers, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin, number 36, DOI: 10.18452/25580.
• Dudda, Tom L. & Klein, Tony & Nguyen, Duc Khuong & Walther, Thomas, 2022, "Common Drivers of Commodity Futures?," QBS Working Paper Series, Queen's University Belfast, Queen's Business School, number 2022/05, DOI: 10.2139/ssrn.4231994.
• Bagnara, Matteo & Jappelli, Ruggero, 2022, "Liquidity derivatives," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 358.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2022, "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2022-03, Jul.
• Güzhan Gülay & Veclal Gündüz & Erdem Öncü & Hüseyin Karşılı, 2022, "BIST Corporate Governance Index Price Prediction With a Facebook Prophet Analysis Method," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 215-232, April, DOI: https://doi.org/10.33203/mfy.108190.
• Çiğdem Özarı & Özge Demirkale, 2022, "Stock Market Index Prediction Using Dollar-tl and Euro-tl Exchange Rates With K-nearest Neighbor Algorithm," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 37, issue 117, pages 41-62, April, DOI: https://doi.org/10.33203/mfy.103415.
• Yaqing Xiao & Hongjun Yan & Jinfan Zhang, 2022, "A Global Version of Samuelson's Dictum," American Economic Review: Insights, American Economic Association, volume 4, issue 2, pages 239-254, June, DOI: 10.1257/aeri.20210186.
• John H. Hall & Elda du Toit & Rudra P. Pradhan, 2022, "The Impact of Accounting Accruals Before, During, and After an Economic Crisis: Evidence from South Africa," The African Finance Journal, Africagrowth Institute, volume 24, issue 1, pages 50-64.
• Munyaradzi Chawana & Ilse Botha & Yolanda Stander, 2022, "Out-of-sample Predictability of the South African Equity Risk Premium Distribution: A Quantile Regression Approach," The African Finance Journal, Africagrowth Institute, volume 24, issue 2, pages 51-65.
• Golub, Alexander & Anda, Jon & Markandya, Anil & Brody, Michael & Celovic, Aldin & Kedaitiene, Angele, , "Climate alpha and the global capital market," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 322792, DOI: 10.22004/ag.econ.322792.
• Bogdan Cosmin GOMOI, 2022, "Analysis of the Results Structures Corresponding to a Joint Stock Company," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 3, issue 4, pages 43-51, April, DOI: 10.37945/cbr.2022.04.05.
• Bogdan Cosmin GOMOI, 2022, "Structural Analysis of the Utilization-Resources, Rotation of the Current Structure and Cost-Effectiveness of a Listed Company," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 3, issue 5, pages 19-28, May, DOI: 10.37945/cbr.2022.05.03.
• Kemal Özer & Oğuz Saygın, 2022, "Katılım Bankacılığının Finansal Performans Analizi: Türkiye Uygulaması," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 1, pages 257-273, DOI: 10.30784/epfad.1030401.
• Erkan Ustaoğlu, 2022, "Analysis of Relations between CDS, Stock Market, and Exchange Rate: Evidence from Covid-19," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 301-315, DOI: 10.30784/epfad.1085420.
• Arife Özdemir Höl & Erdinç Akyıldırım & Şerife Kılıçaslan & Kader Çınar, 2022, "Baltık Kuru Yük Endeksi, Petrol, Altın, Dolar, MSCI Dünya Endeksi Arasındaki Volatilite Yayılımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 386-406, DOI: 10.30784/epfad.1089836.
• Mehmet Eraslan & Selahattin Koç, 2022, "Endeks Vadeli İşlemlerin Pay Senedi Endeksleri Üzerindeki Volatilite Etkisi: Asya-Pasifik Ülkeleri Üzerine Bir Araştırma," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 2, pages 567-589, DOI: 10.30784/epfad.1107940.
• Yakup Arı, 2022, "TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 3, pages 590-607, DOI: 10.30784/epfad.1138999.
• Zekai Şenol & Tuba Gülcemal & Oğuz Çakan, 2022, "Kripto Paralarla Borsalar Arasındaki Volatilite Yayılımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue 4, pages 925-943, DOI: 10.30784/epfad.1200423.
• Barış Aksoy, 2022, "İçeriden Öğrenenlerin Ticaretine Maruz Kalan Şirketlere Ait Hisse Senedi Getirilerinin K-En Yakın Komşu Algoritması İle Tahmin Edilmesi: ABD Borsaları Örneği," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 7, issue SI, pages 61-80, DOI: 10.30784/epfad.1161781.
• Nikolaos Daskalakis & Nikolaos Aggelakis & John Filos, 2022, "Applying, Updating and Comparing Bankruptcy Forecasting Models. The Case of Greece," Journal of Accounting and Management Information Systems, Faculty of Accounting and Management Information Systems, The Bucharest University of Economic Studies, volume 21, issue 3, pages 335-354, September.
• Surbhi Bhatia & Manish K. Singh, 2022, "Fifty years since Altman (1968): Performance of financial distress prediction models," Working Papers, xKDR, number 12, Jun.
• Stefano Giglio & Bryan Kelly & Dacheng Xiu, 2022, "Factor Models, Machine Learning, and Asset Pricing," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 337-368, November, DOI: 10.1146/annurev-financial-101521-10.
• Alexander David & Pietro Veronesi, 2022, "A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?," Annual Review of Financial Economics, Annual Reviews, volume 14, issue 1, pages 439-463, November, DOI: 10.1146/annurev-financial-111720-09.
• Oscar Claveria & Enric Monte & Petar Soric & Salvador Torra, 2022, "“An application of deep learning for exchange rate forecasting”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202201, Jan, revised Jan 2022.
• Victor Olkhov, 2022, "Market-Based Price Autocorrelation," Papers, arXiv.org, number 2202.09323, Feb, revised Feb 2024.
• Victor Olkhov, 2022, "Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model," Papers, arXiv.org, number 2204.07506, Mar, revised Mar 2024.
• Victor Olkhov, 2022, "Market-Based Asset Price Probability," Papers, arXiv.org, number 2205.07256, May, revised Jan 2026.
• Gaetan Bakalli & St'ephane Guerrier & Olivier Scaillet, 2022, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Papers, arXiv.org, number 2208.00972, Aug.
• Ricardo Crisostomo, 2022, "Measuring Transition Risk in Investment Funds," Papers, arXiv.org, number 2210.15329, Oct, revised Dec 2022.
• Massimo Guidolin & Kai Wang, 2022, "The Empirical Performance of Option Implied Volatility Surface-Driven Optimal Portfolios," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 22190.
• Volodimir Todosiichuk, 2022, "Security Management Of Ukrainian Banks," Three Seas Economic Journal, Publishing house "Baltija Publishing", volume 3, issue 1, DOI: 10.30525/2661-5150/2022-1-28.
• Gabriel Bruneau & Thibaut Duprey & Ruben Hipp, 2022, "Forecasting Banks’ Corporate Loan Losses Under Stress: A New Corporate Default Model," Technical Reports, Bank of Canada, number 122, DOI: 10.34989/tr-122.
• Adrián Carro & Patricia Stupariu, 2022, "Uncertainty, non-linear contagion and the credit quality channel: an application to the Spanish interbank market," Working Papers, Banco de España, number 2212, Mar.
• Andrés Alonso & José Manuel Carbó, 2022, "Accuracy of explanations of machine learning models for credit decisions," Working Papers, Banco de España, number 2222, Jun.
• Giovanni di Iasio & Spyridon Alogoskoufis & Simon Kordel & Dominika Kryczka & Giulio Nicoletti & Nicholas Vause, 2022, "A model of system-wide stress simulation: market-based finance and the Covid-19 event," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 687, Apr.
• Arthur Stalla-Bourdillon, 2022, "Stock Return Predictability: comparing Macro- and Micro-Approaches," Working papers, Banque de France, number 891.
• Nicolas Chatelais & Menzie Chinn & Arthur Stalla-Bourdillon, 2022, "Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section," Working papers, Banque de France, number 903.
• Ahmet ŞİT & H. Yusuf GÜNGÖR & Mehmet Recep ARMUTLU, 2022, "Finansal Sağlamlığın Maden Firmalarının Finansal Performansları Üzerine Etkisi Türkiye ve BRICS Ülkeleri Üzerine Uygulama," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 217-243, August, DOI: https://doi.org/10.33399/biibfad.89.
• Kudbeddin ŞEKER & İbrahim ÇEMBERLİTAŞ, 2022, "Katılım Bankalarında Karlılığı Etkileyen İçsel ve Dışsal Faktörlerin Panel Veri Yöntemi ile Analizi Türkiye Örneği (2016-2021)," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 477-508, August, DOI: https://doi.org/10.33399/biibfad.10.
• Yunus YILMAZ, 2022, "BIST Gıda ve İçecek Endeksi ile Döviz Kuru Arasındaki Asimetrik İlişki Doğrusal Olmayan ARDL Yaklaşımı," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 561-579, August, DOI: https://doi.org/10.33399/biibfad.10.
• Giulio Cornelli & Sebastian Doerr & Leonardo Gambacorta & Bruno Tissot, 2022, "Big data in Asian central banks," IFC Working Papers, Bank for International Settlements, number 21, Feb.
• Iñaki Aldasoro & Peter Hördahl & Sonya Zhu, 2022, "Under pressure: market conditions and stress," BIS Quarterly Review, Bank for International Settlements, September.
• Giulio Cornelli & Sebastian Doerr & Leonardo Gambacorta & Bruno Tissot, 2022, "Big Data in Asian Central Banks," Asian Economic Policy Review, Japan Center for Economic Research, volume 17, issue 2, pages 255-269, July, DOI: 10.1111/aepr.12376.
• Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2022, "Monetary Policy and Asset Valuation," Journal of Finance, American Finance Association, volume 77, issue 2, pages 967-1017, April, DOI: 10.1111/jofi.13107.
• SAFTA (PLESA) Ioana Lavinia & SABAU (POPA) Andrada Ioana & BORLEA Sorin Nicolae, 2022, "Selecting Indicators Of Predicting Fraud Risk. Case Study For Romanian Business Environment," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 74, issue 4, pages 75-90, December, DOI: 10.56043/reveco-2022-0039.
• Meena Sharma & Sunita, 2022, "Examining Asymmetric Volatility Dynamism of Returns in the Infrastructure Sector in India during Covid 19: - A application of GARCH Models," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 25, issue 2, pages 126-137, DOI: 10.32725/acta.2022.014.
• Mba Jules Clement & Mwambetania Mwambi Sutene, 2022, "Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 26, issue 2, pages 173-190, April, DOI: 10.1515/snde-2020-0072.
• McInerney, Niall & O'Brien, Martin & Wosser, Michael & Zavalloni, Luca, 2022, "Rightsizing Bank Capital for Small, Open Economies," Research Technical Papers, Central Bank of Ireland, number 4/RT/22, Jun.
• Yao, Fang, 2022, "Estimating the Trend of the House Price to Income Ratio in Ireland," Research Technical Papers, Central Bank of Ireland, number 8/RT/22, Nov.
• W. Saart, Patrick & Kim, Namhyun & Bateman, Ian, 2021, "Understanding spatial heterogeneity in GB agricultural land-use for improved policy targeting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/8, May.
• Xu, Yongdeng, 2022, "The Exponential HEAVY Model: An Improved Approach to Volatility Modeling and Forecasting," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2022/5, Mar.
• Daniele Bianchi & Mykola Babiak & Alexander Dickerson, 2022, "Trading Volume and Liquidity Provision in Cryptocurrency Markets," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp730, Jun.
• Michael Schnetzer & Thorsten Hens, 2022, "Evolutionary finance for multi-asset investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-05, Jan.
• Antoine Kopp & Rebecca Westphal & Didier Sornette, 2022, "Agent-based model generating stylized facts of fixed income markets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-37, Apr.
• Didier Sornette & Sandro Claudio Lera & Jianhong Lin & Ke Wu, 2022, "Non-Normal Interactions Create Socio-Economic Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-43, May.
• Soros Chitsiripanich & Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2022, "Momentum Without Crashes," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-87, Nov.
• Marc S. Paolella & Pawel Polak, 2022, "Density and Risk Prediction with Non-Gaussian COMFORT Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-88, Nov.
• Fredy Gamboa-Estrada & José Vicente Romero, 2022, "Common and idiosyncratic movements in Latin-American exchange rates," International Economics, CEPII research center, issue 171, pages 174-190.
• Claudia PITTERLE, 2022, "Home-Market Bias! Investment Behavior From The Persepctive Of Behavioral Economics In The German Stock Market," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 2, pages 143-148, December.
• Jorge Luis Sánchez Arévalo & Gabriela Moreira de Sousa & Rodrigo Malta Meurer, 2022, "Efeito causal entre o indicador de bolsa de valores Ibovespa e os indicadores Shangai, S&P500, Merval e Nikkei," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 41, issue 87, pages 457-479, DOI: 10.15446/cuad.econ.v41n87.89520.
• José Gabriel Astaiza Gómez & Camilo Andr�s P�rez Pacheco, 2022, "Equity Analyst Reports and Stock Prices," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 41, issue 73, pages 43-62.
• Vicente René Encalada Encarnación, 2022, "Una propuesta de modelo con base en NIIF pymes para el mejoramiento de la gestión económica y financiera en pequenas empresas guayaquilenas," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 14, issue 1, pages 49-74.
• Huboh Samuel RINGMU & Saidou Baba OUMAR, 2022, "Forecasting stock prices in the New York stock exchange," Journal of Economics Bibliography, EconSciences Journals, volume 9, issue 1, pages 1-20, March.
• Bozena Sowa, 2022, "The Impact Of The Tax Harmonization Process (On The Example Of Vat) On Budget Revenues In 25 Selected Eu Countries - A Comparative Analysis," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 17-31.
• Te Bao & Brice Corgnet & Nobuyuki Hanaki & Katsuhiko Okada & Yohanes E. Riyanto & Jiahua Zhu, 2022, "Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1156, Jan.
• Te Bao & Brice Corgnet & Nobuyuki Hanaki & Katsuhiko Okada & Yohanes E. Riyanto & Jiahua Zhu, 2022, "Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1156r, Jan, revised Sep 2024.
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• Tiffany Tsz Kwan TSE & Nobuyuki HANAKI & Bolin MAO, 2022, "Beware the performance of an algorithm before relying on it: Evidence from a stock price forecasting experiment," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1194r, Oct, revised Mar 2024.
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• di Iasio, Giovanni & Alogoskoufis, Spyridon & Kördel, Simon & Kryczka, Dominika & Nicoletti, Giulio & Vause, Nicholas, 2022, "A model of system-wide stress simulation: market-based finance and the Covid-19 event," Working Paper Series, European Central Bank, number 2671, Jun.
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• Mariska Muller & Sun Ferreira-Schenk & John George Jansen van Rensburg & Daniel Mokatsanyane & Ruschelle Sgammini, 2022, "Tracking the Performance of Listed Shares: A Comparison Between JSE Single- and Dual-listed Shares," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 6, pages 145-154, November.
• Avazkhodjaev S. Shakhabiddinovich & Noor Azuddin bin Yakob & Lau Wee Yeap, 2022, "Asymmetric Effect of Renewable Energy Generation and Clean Energy on Green Economy Stock Price: ANonlinear ARDL Approach," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 407-415.
• Ikhlaas Gurrib, 2022, "Technical Analysis, Energy Cryptos and Energy Equity Markets," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 249-267, March.
• Rialdi Azhar & Febryan Kusuma Wisnu & Fajrin Satria Dwi Kesuma & Widya Rizki Eka Putri & Rian Andri Prasetya, 2022, "State-space Implementation in Forecasting Carbon and Gas Prices in Commodity Markets," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 3, pages 280-286, May.
• Bharat Kumar Meher & Iqbal Thonse Hawaldar & Santosh Kumar & Abhishek Kumar Gupta, 2022, "Modelling Market Indices, Commodity Market Prices and Stock Prices of Energy Sector using VAR with Variance Decomposition Model," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 4, pages 122-130, July.
• Salokhiddin Avazkhodjaev & Jaloliddin Usmonov & M ria Bohdalov & Wee-Yeap Lau, 2022, "The Causal Nexus between Renewable Energy, CO2 Emissions, and Economic Growth: New Evidence from CIS Countries," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 6, pages 248-260, November.
• Nagula, Pavan Kumar & Alexakis, Christos, 2022, "A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price," Journal of Behavioral and Experimental Finance, Elsevier, volume 36, issue C, DOI: 10.1016/j.jbef.2022.100741.
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• Yi, Biao & Guo, Shuxin, 2022, "Common analyst links and predictable returns: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101832.
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• Christensen, Jens H.E. & Spiegel, Mark M., 2022, "Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 410-431, DOI: 10.1016/j.jeconom.2021.10.007.
• Nazemi, Abdolreza & Baumann, Friedrich & Fabozzi, Frank J., 2022, "Intertemporal defaulted bond recoveries prediction via machine learning," European Journal of Operational Research, Elsevier, volume 297, issue 3, pages 1162-1177, DOI: 10.1016/j.ejor.2021.06.047.
• Zhang, Han & Guo, Bin & Liu, Lanbiao, 2022, "The time-varying bond risk premia in China," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 51-76, DOI: 10.1016/j.jempfin.2021.11.004.
• Cavalcante-Filho, Elias & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2022, "US risk premia under emerging markets constraints," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 217-230, DOI: 10.1016/j.jempfin.2022.03.005.
• Zhao, Albert Bo & Cheng, Tingting, 2022, "Stock return prediction: Stacking a variety of models," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 288-317, DOI: 10.1016/j.jempfin.2022.04.001.
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• Okorie, David Iheke & Lin, Boqiang, 2022, "Givers never lack: Nigerian oil & gas asymmetric network analyses," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105910.
• Li, Xiafei & Liang, Chao & Chen, Zhonglu & Umar, Muhammad, 2022, "Forecasting crude oil volatility with uncertainty indicators: New evidence," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105936.
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• Guo, Xiaozhu & Huang, Yisu & Liang, Chao & Umar, Muhammad, 2022, "Forecasting volatility of EUA futures: New evidence," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.106021.
• Compernolle, Tine & Kort, Peter M. & Thijssen, Jacco J.J., 2022, "The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106115.
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• Nonejad, Nima, 2022, "Equity premium prediction using the price of crude oil: Uncovering the nonlinear predictive impact," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106395.
• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2022, "Geopolitical risk trends and crude oil price predictability," Energy, Elsevier, volume 258, issue C, DOI: 10.1016/j.energy.2022.124824.
• Davis, E. Philip & Karim, Dilruba & Noel, Dennison, 2022, "The effects of macroprudential policy on banks' profitability," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.101989.
• Gong, Xue & Zhang, Weiguo & Wang, Junbo & Wang, Chao, 2022, "Investor sentiment and stock volatility: New evidence," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102028.
• Vedenov, Dmitry & Power, Gabriel J., 2022, "We don't need no fancy hedges! Or do we?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102060.
• Vidal-Tomás, David, 2022, "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102061.
• Liang, Chao & Xu, Yongan & Wang, Jianqiong & Yang, Mo, 2022, "Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102169.
• Zakamulin, Valeriy & Giner, Javier, 2022, "Time series momentum in the US stock market: Empirical evidence and theoretical analysis," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102173.
• Sapkota, Niranjan, 2022, "News-based sentiment and bitcoin volatility," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102183.
• Ballinari, Daniele & Audrino, Francesco & Sigrist, Fabio, 2022, "When does attention matter? The effect of investor attention on stock market volatility around news releases," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102185.
• Yao, Yuan & Zhao, Yang & Li, Yan, 2022, "A volatility model based on adaptive expectations: An improvement on the rational expectations model," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102202.
• Ham, Hyuna & Ryu, Doojin & Webb, Robert I., 2022, "The effects of overnight events on daytime trading sessions," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102228.
• Nonejad, Nima, 2022, "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102251.
• Ding, Shusheng & Cui, Tianxiang & Zhang, Yongmin, 2022, "Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102255.
• Ye, Wuyi & Xia, Wenjing & Wu, Bin & Chen, Pengzhan, 2022, "Using implied volatility jumps for realized volatility forecasting: Evidence from the Chinese market," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102277.
• Wang, Yizhi, 2022, "Volatility spillovers across NFTs news attention and financial markets," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102313.
• Zitis, Pavlos I. & Contoyiannis, Yiannis & Potirakis, Stelios M., 2022, "Critical dynamics related to a recent Bitcoin crash," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102368.
• Yu, Xing & Li, Yanyan & Gong, Xue & Zhang, Nan, 2022, "Evaluating the performance of futures hedging using factors-driven realized volatility," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102412.
• Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Akinseye, Ademola B. & Ogunbowale, Gideon O., 2022, "Oil and multinational technology stocks: Predicting fear with fear at the first and higher order moments," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102210.
• Abdallah, Abed Al-Nasser & Abdallah, Wissam & Saad, Mohsen, 2022, "The impact of national culture on the synchronicity of cross-listed firms," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102293.
• Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel, 2022, "Measuring systemic risk during the COVID-19 period: A TALIS3 approach," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102304.
• Taussig, Roi D., 2022, "Market prices, analysts' predictions, and Covid19," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102343.
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022, "YOLO trading: Riding with the herd during the GameStop episode," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102359.
• Kim, Hyuksoo & Kim, Saejoon, 2022, "Managing downside risk of low-risk anomaly portfolios," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102388.
• Jiang, Wen & Xu, Qiuhua & Zhang, Ruige, 2022, "Tail-event driven network of cryptocurrencies and conventional assets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102424.
• Fung, Kennard & Jeong, Jiin & Pereira, Javier, 2022, "More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102544.
• Doan, Bao & Lee, John B. & Liu, Qianqiu & Reeves, Jonathan J., 2022, "Beta measurement with high frequency returns," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102632.
• Apergis, Nicholas, 2022, "COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102659.
• Su, Hao & Ying, Chengwei & Zhu, Xiaoneng, 2022, "Disaster risk matters in the bond market," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102764.
• Nonejad, Nima, 2022, "An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102710.
• Torri, Gabriele & Radi, Davide & Dvořáčková, Hana, 2022, "Catastrophic and systemic risk in the non-life insurance sector: A micro-structural contagion approach," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102718.
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2022, "How do financial and commodity markets volatility react to real economic activity?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102733.
• Akron, Sagi & Taussig, Roi D., 2022, "Income statement leverage and expected stock returns," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102766.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2022, "Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103105.
• Barua, Ronil & Sharma, Anil K., 2022, "Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103111.
• Lúcio, Francisco & Caiado, Jorge, 2022, "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103141.
• Liu, Guangqiang & Liu, Tianbao, 2022, "Does individual investors’ dividend tax influence analyst forecast? Evidence from a quasi-natural experiment in China," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103263.
• Hong, Weiting, 2022, "Trade momentum for alpha," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103300.
• Pan, Ging-Ginq & Shiu, Yung-Ming & Wu, Tu-Cheng, 2022, "Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100614.
• Li, Zeming & Sakkas, Athanasios & Urquhart, Andrew, 2022, "Intraday time series momentum: Global evidence and links to market characteristics," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2021.100619.
• Jurkatis, Simon, 2022, "Inferring trade directions in fast markets," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100635.
• Grønborg, Niels S. & Lunde, Asger & Olesen, Kasper V. & Vander Elst, Harry, 2022, "Realizing correlations across asset classes," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2022.100729.
• Truong, Chi & Sheen, Jeffrey & Trück, Stefan & Villafuerte, James, 2022, "Early warning systems using dynamic factor models: An application to Asian economies," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100885.
• Boubakri, Narjess & Bouslimi, Lobna & Zhong, Rui, 2022, "Political uncertainty and analysts’ forecasts: International evidence," Journal of Financial Stability, Elsevier, volume 59, issue C, DOI: 10.1016/j.jfs.2022.100971.
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