Research classified by Journal of Economic Literature (JEL) codes

2023

• Temel Taskin & Franz Ulrich Ruch, 2023, "Global Demand and Supply Sentiment: Evidence from Earnings Calls," Staff Working Papers, Bank of Canada, number 23-37, Jun, DOI: 10.34989/swp-2023-37.
• Carlos Pérez Montes & Jorge E. Galán & María Bru & Julio Gálvez & Alberto García & Carlos González & Samuel Hurtado & Nadia Lavín & Eduardo Pérez Asenjo & Irene Roibás, 2023, "Systemic analysis framework for the impact of economic and financial risks," Occasional Papers, Banco de España, number 2311, Sep, DOI: https://doi.org/10.53479/33568.
• Carlos Pérez Montes & Alejandro Ferrer & Laura Álvarez Román & Henrique Basso & Beatriz González López & Gabriel Jiménez & Pedro Javier Martínez-Valero & Sergio Mayordomo & Álvaro Menéndez Pujadas & L, 2023, "Marco de análisis individual y sectorial del impacto de los riesgos económicos y financieros," Occasional Papers, Banco de España, number 2313, Jul, DOI: https://doi.org/10.53479/30734.
• Carlos Pérez Montes & Alejandro Ferrer & Gabriel Jiménez & Laura Álvarez Román & Henrique Basso & Beatriz González López & Sergio Mayordomo & Álvaro Menéndez Pujadas & Myroslav Pidkuyko & Lola Morales, 2023, "Individual and sectoral analysis framework for the impact of economic and financial risks," Occasional Papers, Banco de España, number 2313, Nov, DOI: https://doi.org/10.53479/34812.
• Mauro Bufano & Fabio Capasso & Johnny Di Giampaolo & Nicola Pellegrini, 2023, "The Emissions Trading System of the European Union (EU ETS)," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 39, Jul.
• Hugh Miller & Simon Dikau & Romain Svartzman & Stéphane Dees, 2023, "The Stumbling Block in the Race of our Lives : Transition-Critical Materials, Financial Risks and the NGFS Climate Scenarios," Working papers, Banque de France, number 907.
• Antoine Baena & Thomas Garcia, 2023, "Swing Pricing et dynamique des flux au regard de la crise Covid-19," Working papers, Banque de France, number 914.
• Sergio Mayordomo & Victoria Vanasco & Alberto Martin, 2023, "Banks vs. Firms: Who Benefits from Credit Guarantees?," Working Papers, Barcelona School of Economics, number 1389, Apr.
• Yusuf Ozan YILDIRIM & Aypar USLU, 2023, "Examination of Corporate Reputation Scores, Market Value and Financial Performance with the Perspective of Corporate Brand Sustainability," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 7, issue 2, pages 47-62, December, DOI: https://doi.org/10.33399/biibfad.13.
• Aslı Yıkılmaz, 2023, "Covid 19’un Borsa İstanbul Sürü Davranışına Etkisinin VIX Endeksi Kapsamında ARDL Sınır Testi Yaklaşımıyla İncelenmesi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 7, issue SpecialIs, pages 11-34, March, DOI: https://doi.org/10.33399/biibfad.12.
• Bryan Hardy & Goetz von Peter, 2023, "Global liquidity: a new phase?," BIS Quarterly Review, Bank for International Settlements, December.
• Iñaki Aldasoro & Fernando Avalos & Wenqian Huang, 2023, "Liquid assets at CCPs and systemic liquidity risks," BIS Quarterly Review, Bank for International Settlements, December.
• Matteo Aquilina & Sean Foley & Peter O'Neill & Matteo Thomas Ruf, 2023, "Sharks in the dark: quantifying HFT dark pool latency arbitrage," BIS Working Papers, Bank for International Settlements, number 1115, Aug.
• Anna Obizhaeva & Gennady Piftankin, 2023, "The Russian Rouble Crisis of December 2014: Structure and Liquidity of a Foreign Exchange Market," Russian Journal of Money and Finance, Bank of Russia, volume 82, issue 1, pages 104-136, March.
• Anna Burova & Elena Deryugina & Nadezhda Ivanova & Maxim Morozov & Natalia Turdyeva, 2023, "Transmission to a low-carbon economy and its implications for financial stability in Russia," Bank of Russia Working Paper Series, Bank of Russia, number wps109, Feb.
• Rogelio V. Mercado, 2023, "Bilateral capital flows: Gravity, push and pull," International Finance, Wiley Blackwell, volume 26, issue 1, pages 36-63, April, DOI: 10.1111/infi.12421.
• Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & Reneé van Eyden, 2023, "Climate risks and U.S. stock‐market tail risks: A forecasting experiment using over a century of data," International Review of Finance, International Review of Finance Ltd., volume 23, issue 2, pages 228-244, June, DOI: 10.1111/irfi.12397.
• Davidson Heath & Matthew C. Ringgenberg & Mehrdad Samadi & Ingrid M. Werner, 2023, "Reusing Natural Experiments," Journal of Finance, American Finance Association, volume 78, issue 4, pages 2329-2364, August, DOI: 10.1111/jofi.13250.
• Gabor Pinter & Danny Walker, 2023, "Hedging, market concentration and monetary policy: a joint analysis of gilt and derivatives exposures," Bank of England working papers, Bank of England, number 1032, Jul.
• Nobuhiro Abe & Kyosuke Chikamatsu & Kenji Kanai & Yusuke Kawasumi & Ko Munakata & Koki Nakayama & Tatsushi Okuda & Yutaro Takano, 2023, "The Financial Macro-econometric Model (FMM, 2022 Version)," Bank of Japan Research Papers, Bank of Japan, number 23-03-30, Mar.
• Nobuhiro Abe & Yusuke Kawasumi & Yutaro Takano & Tomomi Naka & Naohisa Hirakata & Kohei Matsumura & Ko Munakata, 2023, "Top-Down Scenario Analysis of Climate-Related Financial Risks: Perspective from Time Horizon and Inter-Industry Spillovers," Bank of Japan Research Papers, Bank of Japan, number 23-12-21, Dec.
• Sever Can, 2023, "Population Aging and Convergence of Household Credit," The B.E. Journal of Macroeconomics, De Gruyter, volume 23, issue 1, pages 497-520, January, DOI: 10.1515/bejm-2022-0048.
• Shim Myungkyu & Song Doyoung, 2023, "On the Relation between Private Information and Non-Fundamental Volatility," The B.E. Journal of Theoretical Economics, De Gruyter, volume 23, issue 2, pages 809-821, June, DOI: 10.1515/bejte-2021-0166.
• Wang Yu & Liu Yun, 2023, "Does Geopolitical Risk Influence China’s Defence Sector Returns?," Peace Economics, Peace Science, and Public Policy, De Gruyter, volume 29, issue 3, pages 279-287, September, DOI: 10.1515/peps-2023-0027.
• Uribe Jorge M. & Chuliá Helena, 2023, "Expected, unexpected, good and bad aggregate uncertainty," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 2, pages 265-284, April, DOI: 10.1515/snde-2020-0127.
• Dejan Glavas & Franck Bancel, 2024, "Does State Ownership Impact Green Bond Issuance? International Evidence," Finance, Presses universitaires de Grenoble, volume 45, issue 1, pages 62-113.
• Pesaran, M. H. & Smith, R. P., 2023, "The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-strong, and Latent Factors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2317, Feb.
• Congressional Budget Office, 2023, "Financial Commitments of Federal Credit and Insurance Programs, 2012 to 2021," Reports, Congressional Budget Office, number 58614, Mar.
• Congressional Budget Office, 2023, "Administrative Costs of Federal Credit Programs," Reports, Congressional Budget Office, number 59507, Dec.
• Pourpourides, Panayiotis, 2023, "Long-Term Nexus of Macroeconomic and Financial Fundamentals with Cryptocurrencies," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/23, Sep.
• Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2023, "Asymmetric volatility spillover between crude oil and other asset markets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/27, Nov.
• M. Hashem Pesaran & Ron P. Smith, 2023, "The Role of Pricing Errors in Linear Asset Pricing Models with Strong, Semi-Strong, and Latent Factors," CESifo Working Paper Series, CESifo, number 10282.
• Raphael Auer & Bruce Iwadate & Andreas Schrimpf & Alexander F. Wagner & Raphael A. Auer, 2023, "Global Production Linkages and Stock Market Comovement," CESifo Working Paper Series, CESifo, number 10492.
• António Afonso & M. Carmen Blanco-Arana, 2023, "The Nexus between Economic Freedom and Economic Growth in the LDCs. An Empirical Analysis for the Period 2000-2021," CESifo Working Paper Series, CESifo, number 10757.
• Turan G. Bali & Heiner Beckmeyer & Amit Goyal, 2023, "A Joint Factor Model for Bonds, Stocks, and Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-106, Nov.
• Bryan Kelly & Semyon Malamud & Mohammad Pourmohammadi & Fabio Trojani, 2023, "Universal Portfolio Shrinkage," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-119, Dec.
• Florian Eugster & Jenni Kallunki & Juha-Pekka Kallunki & Henrik Nilsson, 2023, "Managerial Extraversion and Corporate Voluntary Disclosure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-75, Sep.
• Mahmoud Fatouh & Simone Giansante & Steven Ongena, 2023, "Quantitative Easing and the Functioning of the Gilts Repo Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-82, Sep.
• Alberto Plazzi & Andrea Tamoni & Marco Zanotti, 2023, "Financial Intermediaries and Demand for Duration," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-94, Oct.
• Celso Brunetti & Marc Joëts & Valérie Mignon, 2023, "Reasons Behind Words: OPEC Narratives and the Oil Market," Working Papers, CEPII research center, number 2023-19, Sep.
• Michal Franta, 2023, "The Application of Multiple-Output Quantile Regression on the US Financial Cycle," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/2, Mar.
• Gonzalo Rondinone & Mauricio Nicol�s Crist�faro, 2023, "Gestión macrofiscal de la financiarización de commodities. Medición del Valor a Riesgo (VaR) de la canasta exportadora agrícola argentina," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 93, issue 6, pages 207-246.
• Renu Isidore & C. Joe Arun, 2023, "The Moderating Effect of Financial Literacy on the Relationship Between Decision-Making Tools and Equity Returns in the Indian Secondary Equity Market," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 15, issue 1, pages 185-211.
• Housseman Steven Ramos Zambrano, 2023, "Riesgo financiero e incertidumbre en los mercados bursátiles en tiempo de covid-19: un análisis bibliométrico," Revista Tendencias, Universidad de Narino, volume 24, issue 2, pages 262-287.
• Amaral, Francisco & Dohmen, Martin & Kohl, Sebastian & Schularick, Moritz, 2023, "Interest rates and the spatial polarization of housing markets," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17780, Jan.
• Vuillemey, Guillaume, 2023, "Mitigating Fire Sales with a Central Clearing Counterparty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 17933, Feb.
• Acharya, Viral & Johnson, Timothy & Sundaresan, Suresh & Zheng, Steven, 2023, "Disasters with Unobservable Duration and Frequency: Intensified Responses and Diminished Preparednes," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18026, Mar.
• Breckenfelder, Johannes & Hoerova, Marie, 2023, "Do non-banks need access to the lender of last resort? Evidence from fund runs," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18122, Apr.
• Thanassoulis, John & Vadasz, Tamas, 2023, "The Cost of Banking with Naivety and Adverse Selection," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18171, May.
• Braggion, Fabio & Driessen, Joost & Moore, Lyndon, 2023, "Anomalies at any time in any place? Momentum, reversal and size around the world in the early twentieth century," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18196, Jun.
• Altieri, Michela & Nicodano, Giovanna, 2023, "Survival and Value: the Conglomerate Case," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18198, Jun.
• Gormsen, Niels Joachim & Huber, Kilian, 2023, "Corporate Discount Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18221, Jun.
• Capponi, Agostino & Menkveld, Albert J. & Zhang, Hongzhong, 2023, "Large Orders in Small Markets: Execution with Endogenous Liquidity Supply," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18276, Jul.
• Auer, Raphael & Iwadati, Bruce & Schrimpf, Andreas & Wagner, Alexander F., 2023, "Global Production Linkages and Stock Market Comovement," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 18330, Jul.
• Carlo Bellavite Pellegrini & Rachele Camacci & Laura Pellegrini & Andrea Roncella, 2023, "Interaction between Ownership Structure and Systemic Risk in the European financial sector," DISCE - Working Papers del Dipartimento di Politica Economica, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number dipe0030, Feb.
• Damià Rey Miró & David Alvaro Berlanga & Ricardo Palomo Zurdo, 2023, "Análisis de la volatilidad de bitcoin en comparación con otros activos financieros," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 1, issue 3, pages 189-196, Septiembr.
• John GREENWOOD, 2023, "Beware financial conditions indicators!," Turkish Economic Review, EconSciences Journals, volume 10, issue 3-4, pages 90-108, December.
• Gregor Dorfleitner & Julia Kreppmeier & Ralf Laschinger, 2023, "German FinTech Companies: A Market Overview and Volume Estimates," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, volume 56, issue 1, pages 103-118, DOI: 10.3790/ccm.56.1.103.
• Isabelle Cathérine Hinsche & Rainer Klump, 2023, "The Efficiency of the Sustainability-Linked Bond Market for a Successful Sustainability Transition," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, volume 92, issue 3, pages 91-112, DOI: 10.3790/vjh.92.3.91.
• Valérie Mignon & Celso Brunetti & Marc Joëts, 2023, "Reasons Behind Words: OPEC Narratives and the Oil Market," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-24.
• Kim, Jeong-Bon & Mensah, Albert & Paugam, Luc & Stolowy, Hervé, 2023, "Some Seem to Know: Banks’ Lending Decisions After Activist Short Sellers’ Attacks," HEC Research Papers Series, HEC Paris, number 1497, Oct, DOI: 10.2139/ssrn.4567750.
• Kördel, Simon & Molitor, Philippe, 2023, "SESFOD@10 – credit terms and conditions in euro-denominated securities financing and over-the-counter derivatives markets since 2013," Economic Bulletin Articles, European Central Bank, volume 6.
• Breckenfelder, Johannes & Hoerova, Marie, 2023, "Navigating liquidity crises in non-banks: An assessment of central bank policies," Research Bulletin, European Central Bank, volume 108.
• Borgioli, Stefano & Kochanska, Urszula & Mongelli, Francesco Paolo & Zito, Alessandro, 2023, "A novel high‐frequency indicator of financial integration for monitoring the impact of COVID-19," Statistics Paper Series, European Central Bank, number 43, Jun.
• Breckenfelder, Johannes & Hoerova, Marie, 2023, "Do non-banks need access to the lender of last resort? Evidence from fund runs," Working Paper Series, European Central Bank, number 2805, Apr.
• Bochmann, Paul & Dieckelmann, Daniel & Fahr, Stephan & Ruzicka, Josef, 2023, "Financial stability considerations in the conduct of monetary policy," Working Paper Series, European Central Bank, number 2870, Nov.
• Allaire, Nolwenn & Breckenfelder, Johannes & Hoerova, Marie, 2023, "Fund fragility: the role of investor base," Working Paper Series, European Central Bank, number 2874, Nov.
• Emambakhsh, Tina & Fahr, Stephan & Giuzio, Margherita & Pourtalet, Clementine Mc Sweeny & Spaggiari, Martina & Simon, Josep Maria Vendrell, 2023, "Climate change and sovereign risk," Financial Stability Review, European Central Bank, volume 1.
• Stulz, Rene M. & Doidge, Craig & Karolyi, George Andrew, 2023, "The US Equity Valuation Premium, Globalization, and Climate Change Risks," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-21, Sep.
• Goncalves, Andrei S. & Stathopoulos, Andreas, 2023, "Payout-Based Asset Pricing," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-22, Sep.
• Raja Zekri Ben Hamouda & Nessrine Hamzaoui & Faouzi Jilani, 2023, "Capital Structure Determinants: New Evidence from the MENA Region Countries," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 1, pages 144-163, January.
• Maher Abida & Emna Mnif, 2023, "Investor Attention in Cryptocurrency Markets: Examining the Effects of Vaccination and COVID-19 Spread through a Wavelet Approach," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 5, pages 43-51, September.
• Somaiyah Alalmai, 2023, "Derivatives Market: A Survey," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 101-106, November.
• Raja Zekri Ben Hamouda & Faouzi Jilani, 2023, "Impact of the Global Financial Crisis and the Tunisia’s Jasmine Revolution on the Corporate Capital Structure: Evidence from Four Arab Countries," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 124-134, November.
• Azra & Shahid Munir & Khurram Abbas & Muhammad Hasnain Khalid & Ihtisham Ul Haq, 2023, "Empirical Investigation of the Impact of Energy intensity and Financial Institutions Efficiency on Environmental Degradation in Pakistan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 413-420, January.
• Manivannan Babu & C. Hariharan & S. Srinivasan & P. S. Shabi Shimny & Gayathri Jayapal & G. Indhumathi & J. Sathya & Brintha Rajendran & Veeramani Anandhabalaji & Chinnadurai Kathiravan, 2023, "Return and Volatility Spillovers of Asian Pacific Stock Markets Energy Indices," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 61-66, January.
• Thobekile Qabhobho, 2023, "Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 231-239, March.
• Thobekile Qabhobho & Anokye M. Adam & Anthony Adu-Asare Idun & Emmanuel Asafo-Adjei & Ebenezer Boateng, 2023, "Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 272-283, March.
• Kevin Jones, 2023, "Can the Basis Lead to Arbitrage Profits on the MISO Exchange?," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 3, pages 1-6, May.
• Rizky Yudaruddin & Pebiansyah Hafsari & Suharsono Suharsono & Puput Wahyu Budiman & Adi Hendro Purnomo & Bramantyo Adi Nugroho & Ari Sasmoko Adi, 2023, "Impact of Financial Development on Greenhouse Gas Emissions in Indonesia: A Comprehensive Analysis (2000-2019)," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 45-55, November.
• Abdullah M. H. Alharbi, 2023, "Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 56-63, November.
• Thobekile Qabhobho & Anokye M. Adam & Emmanuel Asafo-Adjei, 2023, "Do Local and International Shocks Matter in the Interconnectedness amid Exchange Rates and Energy Commodities? Insights into BRICS Economies," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 666-678, November.
• Mohammad Ahmad Shehadeh & Suleiman Hussein Al-Beshtawi, 2023, "Impact of Lean Accounting on Value of the Company at the Jordanian Industrial Companies," International Review of Management and Marketing, Econjournals, volume 13, issue 1, pages 29-40, January.
• Inoua, Sabiou M. & Smith, Vernon L., 2023, "A classical model of speculative asset price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100780.
• Ung, Sze Nie & Gebka, Bartosz & Anderson, Robert D.J., 2023, "Is sentiment the solution to the risk–return puzzle? A (cautionary) note," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2023.100787.
• Nguyen, Huu Manh & Bakry, Walid & Vuong, Thi Huong Giang, 2023, "COVID-19 pandemic and herd behavior: Evidence from a frontier market," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100807.
• Bao, Te & Ma, Mengzhong & Wen, Yonggang, 2023, "Herding in the non-fungible token (NFT) market," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100837.
• Luu, Ellie & Xu, Fangming & Zheng, Liyi, 2023, "Short-selling activities in the time of COVID-19," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2023.101216.
• Dittmann, Ingolf & Montone, Maurizio & Zhu, Yuhao, 2023, "Wage gap and stock returns: Do investors dislike pay inequality?," Journal of Corporate Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jcorpfin.2022.102322.
• Haque, Sharjil & Varghese, Richard, 2023, "Firms’ rollover risk, capital structure and unequal exposure to aggregate shocks," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102416.
• Krivenko, Pavel, 2023, "Asset prices in a labor search model with confidence shocks," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104564.
• Cakici, Nusret & Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2023, "Machine learning goes global: Cross-sectional return predictability in international stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 155, issue C, DOI: 10.1016/j.jedc.2023.104725.
• Lu, Ran & Xu, Wen & Zeng, Hongjun & Zhou, Xiangjing, 2023, "Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 1465-1481, DOI: 10.1016/j.eap.2023.05.020.
• Hoover, Gary A. & Smimou, K., 2023, "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 395-417, DOI: 10.1016/j.eap.2023.06.008.
• Das, Monica & Basu, Sudip R., 2023, "Inclusive bank based financial development in countries with special needs: A semiparametric analysis," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 740-753, DOI: 10.1016/j.eap.2023.09.012.
• Xing, Kai & Luo, Dan & Liu, Lanlan, 2023, "Macroeconomic conditions, corporate default, and default clustering," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106079.
• Li, Zhicheng & Chen, Xinyun & Xing, Haipeng, 2023, "A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106082.
• Feng, Yun & Hou, Weijie & Song, Yuping, 2023, "Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106107.
• Wang, Yuchen & Wang, Xiaoming, 2023, "Economic policy uncertainty and information intermediary: The case of short seller," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106161.
• Giner, Javier & Zakamulin, Valeriy, 2023, "A regime-switching model of stock returns with momentum and mean reversion," Economic Modelling, Elsevier, volume 122, issue C, DOI: 10.1016/j.econmod.2023.106237.
• Ngene, Geoffrey M. & Tah, Kenneth A., 2023, "How are policy uncertainty, real economy, and financial sector connected?," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106291.
• Czapkiewicz, Anna & Wójtowicz, Tomasz & Zaremba, Adam, 2023, "Idiosyncratic risk and cross-section of stock returns in emerging European markets," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106322.
• Jian, Zhihong & Lu, Haisong & Zhu, Zhican & Xu, Huiling, 2023, "Frequency heterogeneity of tail connectedness: Evidence from global stock markets," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106354.
• Ciciretti, Vito & Bucci, Andrea, 2023, "Building optimal regime-switching portfolios," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101837.
• Garg, Jyoti & Karmakar, Madhusudan & Paul, Samit, 2023, "A study on equity home bias using vine copula approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101860.
• Basak, Gopal K. & Das, Pranab Kumar & Marjit, Sugata & Mukherjee, Debashis & Yang, Lei, 2023, "The British Stock Market, currencies, brexit, and media sentiments: A big data analysis," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101861.
• Liu, Jiatong & Mao, Weifang & Qiao, Xingzhi, 2023, "Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101883.
• Jiang, Yonghong & Ao, Zhiming & Mo, Bin, 2023, "The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101905.
• Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023, "The effect of interconnectivity on stock returns during the Global Financial Crisis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101940.
• He, Zhifang, 2023, "Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101947.
• Alemany, Nuria & Aragó, Vicent & Salvador, Enrique, 2023, "The time-varying risk–return trade-off and its explanatory and predictive factors," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101953.
• Yue, Sishi & Wu, Keke & Dong, Dayong, 2023, "Managements' corporate growth beliefs and M&As – Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101972.
• Li, Si & He, Fangyi & Shi, Fangquan, 2023, "Cognitive biases, downside risk shocks, and stock expected returns," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101981.
• Yousaf, Imran & Gubareva, Mariya & Teplova, Tamara, 2023, "Connectedness of non-fungible tokens and conventional cryptocurrencies with metals," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101995.
• Theissen, Erik & Westheide, Christian, 2023, "One for the money, two for the show? The number of designated market makers and liquidity," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.110992.
• Liao, Shushu, 2023, "The Russia–Ukraine outbreak and the value of renewable energy," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111045.
• Gemayel, Roland & Franus, Tatiana & Bowden, James, 2023, "Price discovery between Bitcoin spot markets and exchange traded products," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111152.
• Sakariyahu, Rilwan & Lawal, Rodiat & Oyekola, Olayinka & Dosumu, Oluwatoyin Esther & Adigun, Rasheed, 2023, "Natural disasters, investor sentiments and stock market reactions: Evidence from Turkey–Syria earthquakes," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111153.
• Liu, Honglin & Liu, Qiao & Liu, Yufei, 2023, "The world price of macro opacity: Through the lens of nighttime satellites," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111157.
• Dosumu, Oluwatoyin Esther & Sakariyahu, Rilwan & Oyekola, Olayinka & Lawal, Rodiat, 2023, "Panic bank runs, global market contagion and the financial consequences of social media," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111170.
• Caylor, Marcus & Hong, Duanping & Park, Hyungshin & Qu, Hong, 2023, "Do analysts anchor on public signals in forecasting the target price of disruptive technology firms?," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111183.
• Wu, Gabriel Shui Tang & Leung, Pak Ho, 2023, "Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111213.
• Sakariyahu, Rilwan & Lawal, Rodiat & Yusuf, Abdulmueez & Olatunji, Abdulganiyu, 2023, "Mass shootings, investors’ panic, and market anomalies," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111284.
• Schuler, Katrin & Nadler, Matthias & Schär, Fabian, 2023, "Contagion and loss redistribution in crypto asset markets," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111310.
• Ma, Chenchen & Tu, Yundong, 2023, "Shrinkage estimation of multiple threshold factor models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1876-1892, DOI: 10.1016/j.jeconom.2023.02.002.
• Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2023, "News-implied linkages and local dependency in the equity market," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 779-815, DOI: 10.1016/j.jeconom.2022.07.004.
• Andersen, Torben G. & Li, Yingying & Todorov, Viktor & Zhou, Bo, 2023, "Volatility measurement with pockets of extreme return persistence," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2020.11.005.
• Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023, "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, volume 28, issue C, pages 1-29, DOI: 10.1016/j.ecosta.2020.12.003.
• Zhou, Shengjie & Ye, Qing, 2023, "Margin trading and spillover effects: Evidence from the Chinese stock markets," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2023.101005.
• Sun, Lingxia, 2023, "Ultimate government control and stock price crash risk: Evidence from China," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2022.100970.
• Nonejad, Nima, 2023, "Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 91-122, DOI: 10.1016/j.jempfin.2022.11.009.
• Wang, Jianqiu & Wu, Ke & Pan, Jiening & Jiang, Ying, 2023, "Disagreement, speculation, and the idiosyncratic volatility," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 232-250, DOI: 10.1016/j.jempfin.2023.03.011.
• Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi, 2023, "Disseminating information across connected firms — Analyst site visits can help," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 510-531, DOI: 10.1016/j.jempfin.2023.04.010.
• Chen, Haiqiang & Gu, Ming & Ni, Bo, 2023, "How price limit affects the market efficiency in a short-sale constrained market? Evidence from a quasi-natural experiment," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 22-39, DOI: 10.1016/j.jempfin.2023.05.003.
• Zhu, Haibin & Bai, Lu & He, Lidan & Liu, Zhi, 2023, "Forecasting realized volatility with machine learning: Panel data perspective," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 251-271, DOI: 10.1016/j.jempfin.2023.07.003.
• Bradrania, Reza & Wu, Winston, 2023, "Foreign institutions, local investors and momentum trading," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 40-64, DOI: 10.1016/j.jempfin.2023.05.005.
• Leong, Minhao & Kwok, Simon, 2023, "The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101420.
• Ghosh, Bikramaditya & Pham, Linh & Teplova, Tamara & Umar, Zaghum, 2023, "COVID-19 and the quantile connectedness between energy and metal markets," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106420.
• Asadi, Mehrad & Roudari, Soheil & Tiwari, Aviral Kumar & Roubaud, David, 2023, "Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106482.
• Ren, Boru & Lucey, Brian, 2023, "Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106526.
• Sohag, Kazi & Hassan, M. Kabir & Bakhteyev, Stepan & Mariev, Oleg, 2023, "Do green and dirty investments hedge each other?," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106573.
• Martiradonna, Monica & Romagnoli, Silvia & Santini, Amia, 2023, "The beneficial role of green bonds as a new strategic asset class: Dynamic dependencies, allocation and diversification before and during the pandemic era," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106587.
• Sun, Yiguo & Li, Delong & Suo, Chenyi & Wang, Yu, 2023, "A threshold effect of COVID-19 risk on oil price returns," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106618.
• Caporin, Massimiliano & Fontini, Fulvio & Panzica, Roberto, 2023, "The systemic risk of US oil and natural gas companies," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106650.
• Zhang, Dongna & Dai, Xingyu & Wang, Qunwei & Lau, Chi Keung Marco, 2023, "Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106732.
• Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023, "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106771.
• Le, Trung H. & Pham, Linh & Do, Hung X., 2023, "Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106787.
• Al-Fayoumi, Nedal & Bouri, Elie & Abuzayed, Bana, 2023, "Decomposed oil price shocks and GCC stock market sector returns and volatility," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106930.
• Duan, Kun & Zhao, Yanqi & Urquhart, Andrew & Huang, Yingying, 2023, "Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107079.
• Li, Yan & Huynh, Luu Duc Toan & Xu, Yongan & Liang, Hao, 2023, "The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107064.
• Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "Asymmetric effects of market uncertainties on agricultural commodities," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107080.
• Zhao, Qian & Qin, Chuan & Ding, Longfei & Cheng, Ying-Yue & Vătavu, Sorana, 2023, "Can green bond improve the investment efficiency of renewable energy?," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107084.
• Kuang, Wei, 2023, "The equity-oil hedge: A comparison between volatility and alternative risk frameworks," Energy, Elsevier, volume 271, issue C, DOI: 10.1016/j.energy.2023.127045.
• Fu, Zheng & Ma, Yechi & Li, Suyang & Qiao, Lu, 2023, "Peer performance and the asymmetric timeliness of earnings recognition," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102427.
• Kim, Daehan & Ryu, Doojin & Webb, Robert I., 2023, "Determination of equilibrium transaction fees in the Bitcoin network: A rank-order contest," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102487.
• Santi, Caterina, 2023, "Investor climate sentiment and financial markets," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102490.
• Dempsey, Stephen J. & Sheng, Hainan, 2023, "Dividend change announcements, ROE, and the cost of equity capital," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102506.
• González-Sánchez, Mariano & Nave Pineda, Juan M., 2023, "Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102512.
• Insana, Alessandra, 2023, "Betting against beta with intraday and overnight signals," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102542.
• de Castro, Jessica & Piccoli, Pedro, 2023, "Do online searches actually measure future retail investor trades?," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102552.
• Vidal-Tomás, David, 2023, "The illusion of the metaverse and meta-economy," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102560.
• Eom, Cheoljun & Eom, Yunsung & Park, Jong Won, 2023, "Left-tail momentum and tail properties of return distributions: A case of Korea," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102570.
• Klinkowska, Olga & Zhao, Yuan, 2023, "Fund flows and performance: New evidence from retail and institutional SRI mutual funds," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102596.
• del Río, Cristina & López-Arceiz, Francisco J. & Muga, Luis, 2023, "Do sustainability disclosure mechanisms reduce market myopia? Evidence from European sustainability companies," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102600.
• Aharon, David Y. & Butt, Hassan Anjum & Jaffri, Ali & Nichols, Brian, 2023, "Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102651.
• Liu, Chao & Wang, FeiFei & Xue, Wenjun, 2023, "The annual report tone and return Comovement—Evidence from China's stock market," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102610.
• Xue, Wenjun & He, Zhongzhi & Hu, Yu, 2023, "The destabilizing effect of mutual fund herding: Evidence from China," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102611.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023, "International high-frequency arbitrage for cross-listed stocks," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102777.
• Huang, Huiqin & Wang, Chenglong & Yu, Wei & Zhu, Keying, 2023, "Does powerful executive holding a dual post as the board secretary reduce nonpunitive regulation?," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102797.
• Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023, "Price discovery in carbon exchange traded fund markets," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102814.
• Zhao, Wandi & Gao, Yang, 2023, "Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102907.
• Hong, Ziyang & Liu, Qingfu & Tse, Yiuman & Wang, Zilu, 2023, "Black mouth, investor attention, and stock return," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102921.
• Brolley, Michael & Zoican, Marius, 2023, "On-demand fast trading on decentralized exchanges," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103350.
• Briola, Antonio & Vidal-Tomás, David & Wang, Yuanrong & Aste, Tomaso, 2023, "Anatomy of a Stablecoin’s failure: The Terra-Luna case," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103358.
• Bonaparte, Yosef & Chatrath, Arjun & Christie-David, Rohan, 2023, "S&P volatility, VIX, and asymptotic volatility estimates," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103392.
• Duan, Lini & Li, Lingyi & Park, Kyung-Hye & Wu, Di, 2023, "Muddy the waters to conceal information? Evidence from firms' inconsistent answers during Q&As," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103415.
• Nedved, Martin & Kristoufek, Ladislav, 2023, "Safe havens for Bitcoin," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103436.
• Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103440.
• Xie, Jun & Fang, Yuying & Gao, Bin & Tan, Chunzhi, 2023, "Availability heuristic and expected returns," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103443.
• Goodell, John W. & Li, Mingsheng & Liu, Desheng, 2023, "Causes and consequences of flocked resignations of independent directors: Inferences from firm impacts following Kangmei Pharmaceutical's scandal," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103496.
• Bonaparte, Yosef & Bernile, Gennaro, 2023, "A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103376.
• Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Vo, Xuan Vinh, 2023, "Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103388.
• Divakaruni, Anantha & Zimmerman, Peter, 2023, "The Lightning Network: Turning Bitcoin into money," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103480.
• Jia, Dun & Li, Yifan, 2023, "Bounded pool mining and the bounded Bitcoin price," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103529.
• Ma, Guangyuan & Wang, Yihong & Xu, Yekun & Zhang, Limin, 2023, "The breadth of ownership and corporate earnings management," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103549.
• Rašiová, Barbara & Árendáš, Peter, 2023, "Copula approach to market volatility and technology stocks dependence," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103553.
• Gadzinski, Gregory & Castello, Alessio & Mazzorana, Florie, 2023, "Stablecoins: Does design affect stability?," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103611.
• Leippold, Markus, 2023, "Thus spoke GPT-3: Interviewing a large-language model on climate finance," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103617.
• Ra, Kyeongheum & Kim, Grace Goun, 2023, "Does litigation risk matter for managers’ asymmetric cost behavior?," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103619.
• Guo, Lei & Han, Xing & Li, Youwei, 2023, "The smog that hovers: Air pollution and asset prices," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103633.
• Wang, Xinyue & Cao, Yuqiang & Feng, Zhuoan & Lu, Meiting & Shan, Yaowen, 2023, "Local FinTech development and stock price crash risk," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103644.
• Xing, Xiaoyun & Xu, Zihan & Chen, Ying & Ouyang, WenPei & Deng, Jing & Pan, Huanxue, 2023, "The impact of the Russia–Ukraine conflict on the energy subsector stocks in China: A network-based approach," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103645.
• Dowling, Michael & Lucey, Brian, 2023, "ChatGPT for (Finance) research: The Bananarama Conjecture," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103662.
• Liu, Jiatong, 2023, "Time-frequency correlations and extreme spillover effects between carbon markets and NFTs: The roles of EPU and COVID-19," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103690.
• Yousaf, Imran & Goodell, John W., 2023, "Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103704.
• Bonaparte, Yosef, 2023, "Introducing the Cryptocurrency VIX: CVIX✰," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103712.
• Zhang, Yingying & Xu, Shaojun, 2023, "Spillover connectedness between oil and China's industry stock markets: A perspective of carbon emissions," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103736.
• Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023, "Fintech market efficiency: A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103775.