Research classified by Journal of Economic Literature (JEL) codes

2022

• 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.
• Huisman, Ronald & Stet, Cristian, 2022, "The dependence of quantile power prices on supply from renewables," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105685.
• 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.
• Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022, "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105900.
• Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa, 2022, "Spillovers between sovereign yield curve components and oil price shocks," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105963.
• Tsionas, Mike G. & Philippas, Dionisis & Philippas, Nikolaos, 2022, "Multivariate stochastic volatility for herding detection: Evidence from the energy sector," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105964.
• 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.
• Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022, "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106174.
• 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.
• Salisu, Afees A. & Ogbonna, Ahamuefula E., 2022, "The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100641.
• Buse, Rebekka & Schienle, Melanie & Urban, Jörg, 2022, "Assessing the impact of policy and regulation interventions in European sovereign credit risk networks: What worked best?," Journal of International Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.jinteco.2022.103673.
• Pitera, Marcin & Schmidt, Thorsten, 2022, "Estimating and backtesting risk under heavy tails," Insurance: Mathematics and Economics, Elsevier, volume 104, issue C, pages 1-14, DOI: 10.1016/j.insmatheco.2022.01.006.
• Feng, Ben Mingbin & Li, Johnny Siu-Hang & Zhou, Kenneth Q., 2022, "Green nested simulation via likelihood ratio: Applications to longevity risk management," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 285-301, DOI: 10.1016/j.insmatheco.2022.07.004.
• Chen, Fen-Ying & Yang, Sharon S. & Huang, Hong-Chih, 2022, "Modeling pandemic mortality risk and its application to mortality-linked security pricing," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 341-363, DOI: 10.1016/j.insmatheco.2022.06.002.
• Gamboa-Estrada, Fredy & Romero, José Vicente, 2022, "Common and idiosyncratic movements in Latin-American exchange rates," International Economics, Elsevier, volume 171, issue C, pages 174-190, DOI: 10.1016/j.inteco.2022.06.002.
• Jin, Xiaoye, 2022, "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101481.
• Finta, Marinela Adriana & Ornelas, José Renato Haas, 2022, "Commodity return predictability: Evidence from implied variance, skewness, and their risk premia☆☆," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101569.
• He, Mengxi & Zhang, Yaojie, 2022, "Climate policy uncertainty and the stock return predictability of the oil industry," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101675.
• Luo, Jiawen & Klein, Tony & Ji, Qiang & Hou, Chenghan, 2022, "Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models," International Journal of Forecasting, Elsevier, volume 38, issue 1, pages 51-73, DOI: 10.1016/j.ijforecast.2019.08.007.
• Ball, Ray & Nikolaev, Valeri V., 2022, "On earnings and cash flows as predictors of future cash flows," Journal of Accounting and Economics, Elsevier, volume 73, issue 1, DOI: 10.1016/j.jacceco.2021.101430.
• Hsu, Charles & Wang, Rencheng & Whipple, Benjamin C., 2022, "Non-GAAP earnings and stock price crash risk," Journal of Accounting and Economics, Elsevier, volume 73, issue 2, DOI: 10.1016/j.jacceco.2021.101473.
• Gao, Yang & Leung, Henry & Satchell, Stephen, 2022, "Partial moment momentum," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106361.
• Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2022, "Momentum-Managed Equity Factors," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2021.106251.
• Golosnoy, Vasyl & Gribisch, Bastian, 2022, "Modeling and forecasting realized portfolio weights," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106404.
• Ye, Xiaoxia & Yu, Fan & Zhao, Ran, 2022, "Credit derivatives and corporate default prediction," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106418.
• Bianchi, Daniele & Babiak, Mykola, 2022, "On the performance of cryptocurrency funds," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106467.
• Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022, "Trading volume and liquidity provision in cryptocurrency markets," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106547.
• Chue, Timothy K. & Xu, Jin Karen, 2022, "Profitability, asset investment, and aggregate stock returns," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106597.
• Hoang, Lai T. & Baur, Dirk G., 2022, "Loaded for bear: Bitcoin private wallets, exchange reserves and prices," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106622.
• Hollstein, Fabian & Prokopczuk, Marcel, 2022, "Testing Factor Models in the Cross-Section," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106626.
• Klein, Tony, 2022, "Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock," Journal of Economic Behavior & Organization, Elsevier, volume 194, issue C, pages 264-286, DOI: 10.1016/j.jebo.2021.11.028.
• Han, Yufeng & Huang, Dashan & Huang, Dayong & Zhou, Guofu, 2022, "Expected return, volume, and mispricing," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1295-1315, DOI: 10.1016/j.jfineco.2021.05.014.
• Obaid, Khaled & Pukthuanthong, Kuntara, 2022, "A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 273-297, DOI: 10.1016/j.jfineco.2021.06.002.
• Back, Kerry & Crotty, Kevin & Kazempour, Seyed Mohammad, 2022, "Validity, tightness, and forecasting power of risk premium bounds," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 732-760, DOI: 10.1016/j.jfineco.2022.02.003.
• Ermolov, Andrey, 2022, "Time-varying risk of nominal bonds: How important are macroeconomic shocks?," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2022.04.003.
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2022, "Multivariate crash risk," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 129-153, DOI: 10.1016/j.jfineco.2021.07.016.
• Leippold, Markus & Wang, Qian & Zhou, Wenyu, 2022, "Machine learning in the Chinese stock market," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 64-82, DOI: 10.1016/j.jfineco.2021.08.017.
• Huang, Shiyang & Lee, Charles M.C. & Song, Yang & Xiang, Hong, 2022, "A frog in every pan: Information discreteness and the lead-lag returns puzzle," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 83-102, DOI: 10.1016/j.jfineco.2021.10.011.
• Boudoukh, Jacob & Israel, Ronen & Richardson, Matthew, 2022, "Biases in long-horizon predictive regressions," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 937-969, DOI: 10.1016/j.jfineco.2021.09.013.
• Karnaukh, Nina & Vokata, Petra, 2022, "Growth forecasts and news about monetary policy," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 55-70, DOI: 10.1016/j.jfineco.2022.07.001.
• Mamatzakis, Emmanuel, 2022, "An international study on the impact of corruption on analysts’ forecasts," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 48, issue C, DOI: 10.1016/j.intaccaudtax.2022.100486.
• Degiannakis, Stavros & Filis, George, 2022, "Oil price volatility forecasts: What do investors need to know?," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102594.
• Brooks, Robert & Brooks, Joshua A., 2022, "Samuelson hypothesis and carry arbitrage: U.S. and China," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102698.
• Haarstad, Aleksander H. & Lavrutich, Maria & Strypet, Kristian & Strøm, Eivind, 2022, "Multi-commodity price risk hedging in the Atlantic salmon farming industry," Journal of Commodity Markets, Elsevier, volume 25, issue C, DOI: 10.1016/j.jcomm.2021.100182.
• Westgaard, Sjur & Frydenberg, Stein & Mohanty, Sunil K., 2022, "Fourteen large commodity trading disasters: What happened and what can we learn?," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2021.100221.
• Plakandaras, Vasilios & Ji, Qiang, 2022, "Intrinsic decompositions in gold forecasting," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100245.
• Liu, Guangqiang & Guo, Xiaozhu, 2022, "Forecasting stock market volatility using commodity futures volatility information," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102481.
• Yan, Xiang & Bai, Jiancheng & Li, Xiafei & Chen, Zhonglu, 2022, "Can dimensional reduction technology make better use of the information of uncertainty indices when predicting volatility of Chinese crude oil futures?," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102521.
• Wen, Danyan & Liu, Li & Wang, Yudong & Zhang, Yaojie, 2022, "Forecasting crude oil market returns: Enhanced moving average technical indicators," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102570.
• Zhang, Lixia & Luo, Qin & Guo, Xiaozhu & Umar, Muhammad, 2022, "Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102644.
• Zhang, Li & Wang, Lu & Wang, Xunxiao & Zhang, Yaojie & Pan, Zhigang, 2022, "How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102656.
• Kumar, Pawan & Singh, Vipul Kumar, 2022, "Systemic spillover dynamics of crude oil with Indian Financial indicators in post WPI revision and COVID era," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102773.
• Jin, Daxiang & He, Mengxi & Xing, Lu & Zhang, Yaojie, 2022, "Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities?," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102852.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022, "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102926.
• Liu, Xiaoxing & Shehzad, Khurram & Kocak, Emrah & Zaman, Umer, 2022, "Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102985.
• Liu, Guangqiang & Zeng, Qing & Lei, Juan, 2022, "Dynamic risks from climate policy uncertainty: A case study for the natural gas market," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103014.
• Song, Yixuan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2022, "Forecasting crude oil market volatility: A newspaper-based predictor regarding petroleum market volatility," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103093.
• Xu, Yongan & Li, Ming & Yan, Wen & Bai, Jiancheng, 2022, "Predictability of the renewable energy market returns: The informational gains from the climate policy uncertainty," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103141.
• Vega Baquero, Juan David & Santolino, Miguel, 2022, "Too big to fail? An analysis of the Colombian banking system through compositional data," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 3, issue 2, DOI: 10.1016/j.latcb.2022.100060.
• Jurdi, Doureige J., 2022, "Predicting the Australian equity risk premium," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101683.
• Hiroki, Takashi & Iwatsubo, Kentaro & Watkins, Clinton, 2022, "Does firm-level productivity predict stock returns?," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101710.
• Umar, Zaghum & Yousaf, Imran & Gubareva, Mariya & Vo, Xuan Vinh, 2022, "Spillover and risk transmission between the term structure of the US interest rates and Islamic equities," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101712.
• Huang, Jing-Zhi & Ni, Jun & Xu, Li, 2022, "Leverage effect in cryptocurrency markets," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101773.
• Yuan, Ying & Fan, Xiaoqian & Li, Yiou, 2022, "Do local and non-local retail investor attention impact stock returns differently?," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101807.
• Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022, "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 600, issue C, DOI: 10.1016/j.physa.2022.127524.
• Nguyen, Tien-Trung & Wu, Yang-Che & Ke, Mei-Chu & Liao, Tung Liang, 2022, "Can direct government intervention save the stock market?," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 271-284, DOI: 10.1016/j.qref.2022.02.001.
• Marthinsen, John E. & Gordon, Steven R., 2022, "The price and cost of bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 280-288, DOI: 10.1016/j.qref.2022.04.003.
• Mihai, Marius M., 2022, "The commercial bank leverage factor in U.S. asset prices," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 156-171, DOI: 10.1016/j.qref.2022.07.004.
• Dibooglu, Sel & Cevik, Emrah I. & Gillman, Max, 2022, "Gold, silver, and the US dollar as harbingers of financial calm and distress," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 200-210, DOI: 10.1016/j.qref.2022.07.003.
• Salisu, Afees A. & Cuñado, Juncal & Gupta, Rangan, 2022, "Geopolitical risks and historical exchange rate volatility of the BRICS," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 179-190, DOI: 10.1016/j.iref.2021.09.017.
• Takamizawa, Hideyuki, 2022, "How arbitrage-free is the Nelson–Siegel model under stochastic volatility?," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 205-223, DOI: 10.1016/j.iref.2022.01.011.
• Umar, Zaghum & Riaz, Yasir & Aharon, David Y., 2022, "Network connectedness dynamics of the yield curve of G7 countries," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 275-288, DOI: 10.1016/j.iref.2022.02.052.
• López-Martín, Carmen & Arguedas-Sanz, Raquel & Muela, Sonia Benito, 2022, "A cryptocurrency empirical study focused on evaluating their distribution functions," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 387-407, DOI: 10.1016/j.iref.2022.02.021.
• Tan, Yuanyue & Wang, Zhiqiang & Xiong, Haifang & Liu, Yue, 2022, "Fundamental momentum and enhanced fundamental momentum: Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 680-693, DOI: 10.1016/j.iref.2022.02.012.
• Wu, Chunying & Xiong, Xiong & Gao, Ya, 2022, "The role of different information sources in information spread: Evidence from three media channels in China," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 327-341, DOI: 10.1016/j.iref.2022.02.072.
• Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je & Gau, Yin-Feng, 2022, "Risk-return trade-off in the Australian Securities Exchange: Accounting for overnight effects, realized higher moments, long-run relations, and fractional cointegration," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 384-401, DOI: 10.1016/j.iref.2022.02.057.
• Xiao, Jihong & Wang, Yudong, 2022, "Good oil volatility, bad oil volatility, and stock return predictability," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 953-966, DOI: 10.1016/j.iref.2022.03.013.
• d’Addona, Stefano & Khanom, Najrin, 2022, "Estimating tail-risk using semiparametric conditional variance with an application to meme stocks," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 241-260, DOI: 10.1016/j.iref.2022.05.012.
• Yuan, Kunpeng & Chi, Guotai & Zhou, Ying & Yin, Hailei, 2022, "A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101536.
• Dharani, Munusamy & Hassan, M. Kabir & Rabbani, Mustafa Raza & Huq, Tahsin, 2022, "Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101537.
• Kristóf, Tamás & Virág, Miklós, 2022, "EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101644.
• Plastun, Alex & Bouri, Elie & Havrylina, Ahniia & Ji, Qiang, 2022, "Calendar anomalies in passion investments: Price patterns and profit opportunities," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101678.
• Charfeddine, Lanouar & Benlagha, Noureddine & Khediri, Karim Ben, 2022, "An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101699.
• Wang, Gang-Jin & Xiong, Lu & Zhu, You & Xie, Chi & Foglia, Matteo, 2022, "Multilayer network analysis of investor sentiment and stock returns," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101707.
• Aloui, Riadh & Ben Jabeur, Sami & Mefteh-Wali, Salma, 2022, "Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101709.
• Su, Yuandong & Lu, Xinjie & Zeng, Qing & Huang, Dengshi, 2022, "Good air quality and stock market returns," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101723.
• Wang, Ping & Han, Wei & Huang, Chengcheng & Duong, Duy, 2022, "Forecasting realised volatility from search volume and overnight sentiment: Evidence from China," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101734.
• Carvajal-Patiño, Daniel & Ramos-Pollán, Raul, 2022, "Synthetic data generation with deep generative models to enhance predictive tasks in trading strategies," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101747.
• Bai, Chenjiang & Duan, Yuejiao & Liu, Congya & Qiu, Leiju, 2022, "International taxation sentiment and COVID-19 crisis," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101783.
• Foster, Joshua & Haley, M. Ryan, 2022, "Charity auctions as assets: Theory and simulations of fundraising risk management in mean-variance space," Socio-Economic Planning Sciences, Elsevier, volume 83, issue C, DOI: 10.1016/j.seps.2022.101319.
• Yu, Baojun & Li, Changming & Mirza, Nawazish & Umar, Muhammad, 2022, "Forecasting credit ratings of decarbonized firms: Comparative assessment of machine learning models," Technological Forecasting and Social Change, Elsevier, volume 174, issue C, DOI: 10.1016/j.techfore.2021.121255.
• Yan, Lei & Mirza, Nawazish & Umar, Muhammad, 2022, "The cryptocurrency uncertainties and investment transitions: Evidence from high and low carbon energy funds in China," Technological Forecasting and Social Change, Elsevier, volume 175, issue C, DOI: 10.1016/j.techfore.2021.121326.
• Liang, Chao & Umar, Muhammad & Ma, Feng & Huynh, Toan L.D., 2022, "Climate policy uncertainty and world renewable energy index volatility forecasting," Technological Forecasting and Social Change, Elsevier, volume 182, issue C, DOI: 10.1016/j.techfore.2022.121810.
• Edson Z. Monte & Lucas B. Defanti, 2022, "Dynamic Interdependence and Volatility Transmission from the American to the Brazilian Stock Market," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 65, issue 1, pages 52-73.
• Fabio Calonaci & George Kapetanios & Simon Price, 2022, "Stock Returns Predictability with Unstable Predictors," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-04, Jan.
• Huy Viet Hoang & Son Tung Ha & Manh Linh Tran & Thi Thu Trang Nguyen, 2022, "Is auditor tolerant of earnings management in socially responsible firms? Evidence from China," Asian Review of Accounting, Emerald Group Publishing Limited, volume 30, issue 5, pages 669-690, October, DOI: 10.1108/ARA-01-2022-0001.
• Ender Baykut & Ercan Özen, 2022, "An Assessment of the Borsa Istanbul Insurance Index Return Structure: The Markov Regime Switching Model," Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited, "Managing Risk and Decision Making in Times of Economic Distress, Part B", DOI: 10.1108/S1569-37592022000108B042.
• Serdar Simonyan & Sema Bayraktar, 2022, "Asymmetric dynamics in sovereign credit default swaps pricing: evidence from emerging countries," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 12, pages 5607-5629, March, DOI: 10.1108/IJOEM-03-2021-0469.
• Sumaira Chamadia & Mobeen Ur Rehman & Muhammad Kashif, 2022, "Do average higher moments predict aggregate returns in emerging stock markets?," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 120-145, January, DOI: 10.1108/JABES-08-2021-0140.
• Hakan Yildirim & Saffet Akdag & Andrew Adewale Alola, 2022, "Is there a price bubble in the exchange rates of the developing countries? The case of BRICS and Turkey," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 27, issue 54, pages 247-261, May, DOI: 10.1108/JEFAS-04-2021-0025.
• Clio Ciaschini & Maria Cristina Recchioni, 2022, "A market sentiment indicator, behaviourally grounded, for the analysis and forecast of volatility and bubbles," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 17-38, November, DOI: 10.1108/RBF-07-2021-0128.
• Gil Cohen, 2022, "Artificial Intelligence in Trading the Financial Markets," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 101-110.
• Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert, 2022, "Transformed Regression-based Long-Horizon Predictability Tests," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 30620, Jul.
• Calonaci, Fabio & Kapetanios, George & Price, Simon, 2022, "Stock returns predictability with unstable predictors," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 32331, Feb.
• Alexander Golub & Jon Anda & Anil Markandya & Michael Brody & Aldin Celovic & Angele Kedaitiene, 2022, "Climate alpha and the global capital market," Working Papers, Fondazione Eni Enrico Mattei, number 2022.19, Aug.
• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2022, "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2022-16, Nov, DOI: 10.29338/wp2022-16.
• Filippo Ferroni, 2022, "How Interconnected Are Cryptocurrencies and What Does This Mean for Risk Management," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue 466, pages 1-5, March.
• Elena V. Ryabova & Natalia V. Feruleva & Olga A. Zamotaeva, 2022, "Assessing the Investment Attractiveness of Oil Field Development Projects under the Tax Maneuver: The Evidence from West Siberia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 86-101, June, DOI: 10.31107/2075-1990-2022-3-86-101.
• Andrey V. Zubarev & Kirill D. Shilov, 2022, "Stress Test of the Russian Banking System: The Case of an Increase in Overdue Debt
  [Стресс-Тест Российской Банковской Системы: Случай Роста Просроченной Задолженности]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 12, pages 52-62, December.
• Andrey V. Zubarev & Kirill D. Shilov, 2022, "Стресс-Тест Российской Банковской Системы: Случай Роста Просроченной Задолженности," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 12, pages 52-62, December.
• Sisa Shiba & Juncal Cunado & Rangan Gupta, 2022, "Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases," JRFM, MDPI, volume 15, issue 1, pages 1-18, January.
• Dean Fantazzini, 2022, "Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death," JRFM, MDPI, volume 15, issue 7, pages 1-34, July.
• Christian Gourieroux & Alain Monfort & Jean-Paul Renne, 2022, "Required Capital for Long-Run Risks," Post-Print, HAL, number hal-03865173, Nov, DOI: 10.1016/j.jedc.2022.104502.
• Mohamad Hassan Shahrour & Mostafa Dekmak, 2022, "Intelligent Stock Prediction: A Neural Network Approach," Post-Print, HAL, number hal-03884171, Jun, DOI: 10.1142/S2424786322500165.
• Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022, "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Post-Print, HAL, number hal-04021587, Mar, DOI: 10.1007/s42521-021-00045-3.
• Brice Corgnet & Cary Deck & Mark Desantis & David Porter, 2022, "Forecasting Skills in Experimental Market : Illusion or Reality?," Post-Print, HAL, number hal-04325544, Jul, DOI: 10.1287/mnsc.2021.4160.
• Olivier Dessaint & Thierry Foucault & Laurent Frésard, 2022, "The Horizon of Investors' Information and Corporate Investment," Working Papers, HAL, number hal-03890720, Nov, DOI: 10.2139/ssrn.4276832.
• Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2022, "Incorporating ESG into optimal stock portfolios for the global timber & forestry industry," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 490, Feb.
• Kladívko, Kamil & Österholm, Pär, 2022, "Analysts versus the Random Walk in Financial Forecasting: Evidence from the Czech National Bank’s Financial Market Inflation Expectations Survey," Working Papers, Örebro University, School of Business, number 2022:14, Nov.
• Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022, "Trading volume and liquidity provision in cryptocurrency markets," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 413, May.
• Alexander Sorokin, 2022, "Modeling of Optimal Credit Limits in Microfinance Organizations," HSE Economic Journal, National Research University Higher School of Economics, volume 26, issue 2, pages 285-306.
• Watanabe, Toshiaki & Nakajima, Jouchi, 2022, "Realized Volatility: Survey with Application to Nikkei 225 Stock Index," Economic Review, Hitotsubashi University, volume 73, issue 3, pages 254-280, July, DOI: 10.15057/74220.
• Sophia L. Zhou, 2022, "Real Estate Trend Prediction Using Linear Regression And Artificial Neural Network Techniques," Global Journal of Business Research, The Institute for Business and Finance Research, volume 16, issue 1, pages 1-16.
• Terrance Jalbert & Jonathan D. Stewart, 2022, "A Comprehensive Retirement Financial Planning Tool," International Journal of Management and Marketing Research, The Institute for Business and Finance Research, volume 15, issue 1, pages 47-76.
• Montserrat Reyna Miranda & Ricardo Massa Roldán & Vicente Gómez Salcido, 2022, "Neuro-wavelet Model for price prediction in high-frequency data in the Mexican Stock market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 1, pages 1-23, Enero - M.
• Nicolás Magner Pulgar & Esteban José Antonio Terán Sánchez & Vicente Alfonso Guzmán Muñoz, 2022, "Stock Market Synchronization and Stock Volatility: The Case of an Emerging Market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 3, pages 1-22, Julio - S.
• Josh Davis & Alan M. Taylor, 2022, "The Leverage Factor: Credit Cycles and Asset Returns," Management Science, INFORMS, volume 68, issue 10, pages 7350-7361, October, DOI: 10.1287/mnsc.2022.4508.
• Brice Corgnet & Cary Deck & Mark DeSantis & David Porter, 2022, "Forecasting Skills in Experimental Markets: Illusion or Reality?," Management Science, INFORMS, volume 68, issue 7, pages 5216-5232, July, DOI: 10.1287/mnsc.2021.4160.
• Tamerlan Mashadihasanli, 2022, "Stock Market Price Forecasting Using the Arima Model: an Application to Istanbul, Turkiye," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 439-454, July, DOI: 10.26650/JEPR1056771.
• Zongwu Cai & Pixiong Chen, 2022, "New Online Investor Sentiment and Asset Returns," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202216, Nov, revised Nov 2022.
• William Barnett & Kun He & Jingtong He, 2022, "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202217, Nov.
• Zongwu Cai & Ted Juhl, 2020, "The Distribution Of Rolling Regression Estimators," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202218, Aug, revised Dec 2022.
• Muhammad Rehan & Jahanzaib Alvi & Süleyman Serdar Karaca, 2022, "Short Term Stress of Covid-19 on World Major Stock Indices," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 3, pages 527-568, September, DOI: 10.1007/s10690-022-09359-7.
• Matthew Smith & Francisco Alvarez, 2022, "Predicting Firm-Level Bankruptcy in the Spanish Economy Using Extreme Gradient Boosting," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 263-295, January, DOI: 10.1007/s10614-020-10078-2.
• Ryuichi Yamamoto, 2022, "Predictor Choice, Investor Types, and the Price Impact of Trades on the Tokyo Stock Exchange," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 325-356, January, DOI: 10.1007/s10614-020-10084-4.
• Fredj Jawadi & Hachmi Ben Ameur & Stephanie Bigou & Alexis Flageollet, 2022, "Does the Real Business Cycle Help Forecast the Financial Cycle?," Computational Economics, Springer;Society for Computational Economics, volume 60, issue 4, pages 1529-1546, December, DOI: 10.1007/s10614-021-10193-8.

2021

• Mikkel Bennedsen & Asger Lunde & Neil Shephard & Almut E.D. Veraart, 2021, "Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2021-12, Jul.
• Rojo-Ramírez, Alfonso A., 2021, "Rendimiento mínimo del inversor-propietario. El caso de la empresa pyme familiar," Small Business International Review, Asociación Española de Contabilidad y Administración de Empresas - AECA, volume 5, issue 1, pages 287-287, January, DOI: 10.26784/sbir.v5i1.287.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2021, "Superior Predictability of American Factors of the Won/Dollar Real Exchange Rate," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2021-03, Jul.
• Barış Aksoy, 2021, "Predicting Financial Statement Frauds Using Machine Learning Methods and Logistic Regression: The Case of Borsa Istanbul," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue 115, pages 27-58, April, DOI: https://doi.org/10.33203/mfy.733855.
• Mehmet Mete Karadağ, 2021, "Analysis of the Deposit Banks Quoted in BIST With Topsis and Entropy Methods in Terms of IMF Financial Soundness Indicators," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue 116, pages 119-142, October, DOI: https://doi.org/10.33203/mfy.970497.
• Sonat Bayram, 2021, "Estimation of the Future Values of BIST 30 Shares with Geometric Brownian Motion and Volatility Analysis with ARIMA, SARIMA, GARCH, EGARCH, GJR Models," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 36, issue Special2, pages 191-218, January, DOI: https://doi.org/10.33203/mfy.844861.
• Bogdan Cosmin GOMOI & Mioara Florina PANTEA & Lavinia Denisia CUC, 2021, "Brief Financial Diagnosis of a Transnational Company," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 1, issue 12, pages 19-28, December , DOI: 10.37945/cbr.2020.12.03.
• Elena Cristina DORNEANU, 2021, "Practical Solutions to Increase Business’ Resilience. Diagnostic Analysis of the Company’s Financial Position and Performance," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 10, pages 18-28, October, DOI: 10.37945/cbr.2021.10.03.
• Elena Cristina DORNEANU, 2021, "Practical Solutions to Increase Business’ Resilience. Diagnostic Analysis of the Company’s Financial Position and Performance," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 11, pages 62-72, November, DOI: 10.37945/cbr.2021.11.08.
• Bogdan Cosmin GOMOI & Natalia Ioana PANTELIMON, 2021, "SIG and CAF – Methods of Tracking and Analysing the Financial Performances of Economic Entities," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 1, pages 20-31, January, DOI: 10.37945/cbr.2021.01.03.
• Delia Andreea FLOREA & Diana Iulia OPRIȘ, 2021, "Stock Valuation Methods," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 1, pages 32-38, January, DOI: 10.37945/cbr.2021.01.04.
• Bogdan Cosmin GOMOI, 2021, "Management and Profitability Ratios – The Connection Between the Financial Position and the Performance of the Economic Entities," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 4, pages 39-46, April, DOI: 10.37945/cbr.2021.04.05.
• Bogdan Cosmin GOMOI, 2021, "Study Regarding the Development of an Investment Project. (I) – Identifying the Main Suppliers and Customers," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 5, pages 35-43, May, DOI: 10.37945/cbr.2021.05.04.
• Corina-Graziella BÂTCĂ-DUMITRU & Daniela-Nicoleta SAHLIAN & Cleopatra ȘENDROIU & Ioan-Codruț ȚURLEA, 2021, "Approaches to Setting Sales Prices," CECCAR Business Review, Body of Expert and Licensed Accountants of Romania (CECCAR), volume 2, issue 6, pages 18-25, June, DOI: 10.37945/cbr.2021.06.03.