Research classified by Journal of Economic Literature (JEL) codes

2023

• 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.
• Mueller, Lukas & Bartel, Merlin & Schiereck, Dirk, 2023, "Europe's gone “right” – A comparative study of stock market reactions to populist success in Sweden and Italy," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103829.
• Treepongkaruna, Sirimon & Chan, Kam Fong & Malik, Ihtisham, 2023, "Climate policy uncertainty and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103837.
• Cai, Yifei & Chang, Hao-Wen & Chang, Tsangyao, 2023, "Evaluating time-varying granger causality between US-China political relation changes and China stock market," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103918.
• Chen, Yu-Lun & Chang, Yung Ting & Yang, J. Jimmy, 2023, "Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103955.
• Zhu, Bo & Hu, Xin & Deng, Yuanyue & Zhang, Bokai & Li, Xiru, 2023, "The differential effects of climate risks on non-fossil and fossil fuel stock markets: Evidence from China," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103962.
• Liu, Huan & Tao, Yunqing & Zeng, Lin & Chen, Dong, 2023, "Investor-enterprise interactions and shadow banking of non-financial enterprises in China," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103979.
• Okoroafor, Ugochi C. & Leirvik, Thomas, 2023, "Time-varying market efficiency of safe-haven assets," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104024.
• Stephens, John & Mehdian, Seyed & Gherghina, Ștefan Cristian & Stoica, Ovidiu, 2023, "The reaction of the financial market to the January 6 United States Capitol attack: An intraday study," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104048.
• Wu, Xiangling & Ding, Shusheng, 2023, "The impact of the Bitcoin price on carbon neutrality: Evidence from futures markets," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104128.
• Yan, Guan & Liu, Zhidong, 2023, "Interconnectedness of financial institutions based on pledged shares in China," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104151.
• Yu, Zhen & Liu, Wei & Yang, Fuyu, 2023, "A central bankers’ sentiment index of global financial cycle," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104161.
• Wang, Jiaxin & Zhu, Zhaowei & Huang, Xiang, 2023, "Stock bubbles under sudden public crises: A perspective from the excessive financialization of firms," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104189.
• Bouteska, Ahmed & Cardillo, Giovanni & Harasheh, Murad, 2023, "Is it all about noise? Investor sentiment and risk nexus: evidence from China," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104197.
• Xing, Xiaoyun & Chen, Ying & Wang, Xiuya & Li, Boyao & Deng, Jing, 2023, "The impact of national carbon market establishment on risk transmission among carbon and energy markets in China: A systemic importance analysis," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104219.
• Chen, Zhiwu & Cao, Yuqiang & Feng, Zhuoan & Lu, Meiting & Shan, Yaowen, 2023, "Broadband infrastructure and stock price crash risk: Evidence from a quasi-natural experiment," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104026.
• Wellalage, Nirosha & Reddy, Krishna & Wallace, Damien, 2023, "Environmental performance and the role of government support: Evidence from the recent COVID-19 pandemic," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104318.
• Cai, Yi & Tang, Zhenpeng & Chen, Kaijie & Liu, Dinggao, 2023, "Quantifying the international stock market risk spillover: An analysis based on G-expectation upper variances," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104346.
• Fu, Hsiao-Peng & Hua, Wei, 2023, "On the relationship between sentiment gap and A-share premium in China," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104336.
• Ali, Shoaib & Moussa, Faten & Youssef, Manel, 2023, "Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104352.
• Shu, Qi & Xiong, Heng & Jiang, Wenjun & Mamon, Rogemar, 2023, "A novel perspective on forecasting non-ferrous metals’ volatility: Integrating deep learning techniques with econometric models," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104482.
• Jain, Archana & Jain, Chinmay & Krystyniak, Karolina, 2023, "Blockchain transaction fee and Ethereum Merge," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104507.
• Sakariyahu, Rilwan & Lawal, Rodiat & Kwansa, Nana Abena & Ahmed, Ammar & Adamolekun, Gbenga, 2023, "Emissions trading scheme participation and firms’ cash holdings," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104565.
• Sheenan, Lisa, 2023, "Green bonds, conventional bonds and geopolitical risk," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104587.
• Oxley, Les & Hu, Yang & Corbet, Shaen & Goodell, John W., 2023, "Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104527.
• Kocaarslan, Baris, 2023, "Funding liquidity risk and the volatility of U.S. municipal green bonds during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104560.
• Kim, Daehwan & Nilsen, Jeffrey, 2023, "A Gordon growth formula for wealth-income ratios and its implications on cross-country differences," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104609.
• Bhagwat, Vineet & Shirley, Sara E. & Stark, Jeffrey R., 2023, "Gender, learning, and earnings estimate accuracy," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100756.
• Drummond, Philip A., 2023, "Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100768.
• Brolley, Michael & Zoican, Marius, 2023, "Liquid speed: A micro-burst fee for low-latency exchanges," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100785.
• Hoang, Lai T. & Wee, Marvin & Yang, Joey Wenling, 2023, "Strategic trading by insiders in the presence of institutional investors," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100802.
• Chung, Kee H. & Chuwonganant, Chairat, 2023, "COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100803.
• Davis, Ryan & Griffith, Todd & Van Ness, Bonnie & Van Ness, Robert, 2023, "Modern OTC market structure and liquidity: The tale of three tiers," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100815.
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2023, "Spoilt for choice: Determinants of market shares in fragmented equity markets," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100816.
• Lee, Suzanne S., 2023, "The role of idiosyncratic jumps in stock markets," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100820.
• Neumeier, Christian & Gozluklu, Arie & Hoffmann, Peter & O’Neill, Peter & Suntheim, Felix, 2023, "Banning dark pools: Venue selection and investor trading costs," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100831.
• Blau, Benjamin M. & Cox, Justin S. & Griffith, Todd G. & Voges, Ryan, 2023, "Daily short selling around reverse stock splits," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100832.
• Khorram, Mehdi & Mo, Haitao & Sanger, Gary C., 2023, "Information flow and credit rating announcements," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100837.
• Saadon, Yossi & Schreiber, Ben Z., 2023, "Newspapers tone and the overnight-intraday stock return anomaly," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100838.
• Merl, Robert & Palan, Stefan & Schmidt, Dominik & Stöckl, Thomas, 2023, "Insider trading regulation and trader migration," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100839.
• Bogousslavsky, Vincent & Muravyev, Dmitriy, 2023, "Who trades at the close? Implications for price discovery and liquidity," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100852.
• Rzayev, Khaladdin & Ibikunle, Gbenga & Steffen, Tom, 2023, "The market quality implications of speed in cross-platform trading: Evidence from Frankfurt-London microwave," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100853.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100854.
• Hessler, Andrew, 2023, "Unobserved components model estimates of credit cycles: Tests and predictions," Journal of Financial Stability, Elsevier, volume 66, issue C, DOI: 10.1016/j.jfs.2023.101120.
• Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2023, "Networks, interconnectedness, and interbank information asymmetry," Journal of Financial Stability, Elsevier, volume 67, issue C, DOI: 10.1016/j.jfs.2023.101163.
• Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Adekoya, Oluwasegun B. & Hammoudeh, Shawkat, 2023, "What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100794.
• Malik, Ihtisham A. & Chowdhury, Hasibul & Alam, Md Samsul, 2023, "Equity market response to natural disasters: Does firm's corporate social responsibility make difference?," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100801.
• Lantushenko, Viktoriya & Schellhorn, Carolin, 2023, "The rising risks of fossil fuel lobbying," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100829.
• Wang, Ruolin & Basu, Anup & Clements, Adam, 2023, "Are credit default swaps still a sideshow? How information flow between equity and CDS markets has changed since the financial crisis," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100849.
• Xiao, Nanbing & Zhou, Jincheng & Fang, Xia, 2023, "Role of digital finance, investment, and trade in technological progress," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100853.
• Frijns, Bart & Indriawan, Ivan & Tourani-Rad, Alireza & Zhang, Hengbin, 2023, "The effect of equity market uncertainty on informational efficiency: Cross-sectional evidence," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100854.
• Pezzo, Luca & Wang, Lei & Shin, Seungho & Zirek, Duygu, 2023, "Dynamics of mining markets: Equilibrium implications for professional and casual miners," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100866.
• Wu, Juan, 2023, "Nexus analysis of financial management, digital finance and new technologies," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100869.
• Aslam, Faheem & Memon, Bilal Ahmed & Hunjra, Ahmed Imran & Bouri, Elie, 2023, "The dynamics of market efficiency of major cryptocurrencies," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100899.
• Uddin, Ajim & Tao, Xinyuan & Yu, Dantong, 2023, "Attention based dynamic graph neural network for asset pricing," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100900.
• Bao, May Xiaoyan & Crabtree, Aaron & Morris, Marc & Wan, Huishan, 2023, "Equity misvaluation and debt markets," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100902.
• Mao, Tiantian & Stupfler, Gilles & Yang, Fan, 2023, "Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 173-192, DOI: 10.1016/j.insmatheco.2023.05.001.
• Osei, Michael J. & Kim, Jaebeom, 2023, "Financial development and the growth effect of foreign direct investment: Does one size fit all?," International Economics, Elsevier, volume 173, issue C, pages 276-283, DOI: 10.1016/j.inteco.2023.01.001.
• Cepni, Oguzhan & Demirer, Riza & Pham, Linh & Rognone, Lavinia, 2023, "Climate uncertainty and information transmissions across the conventional and ESG assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101730.
• You, Yu & Yu, Zongdai & Zhang, Wenqiao & Lu, Lei, 2023, "FinTech platforms and mutual fund markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 84, issue C, DOI: 10.1016/j.intfin.2022.101652.
• Grobys, Klaus, 2023, "A multifractal model of asset (in)variances," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101767.
• Tzomakas, Christos & Anastasiou, Dimitrios & Katsafados, Apostolos & Krokida, Styliani Iris, 2023, "Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 87, issue C, DOI: 10.1016/j.intfin.2023.101806.
• Rahman, Molla Ramizur & Misra, Arun Kumar & Lucey, Brian M. & Mohapatra, Sabyasachi & Kumar, Satish, 2023, "Network structure and risk-adjusted return approach to stock indices integration: A study on Asia-Pacific countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 87, issue C, DOI: 10.1016/j.intfin.2023.101819.
• Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa, 2023, "Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101881.
• Fee, C Edward & Li, Zhi & Peng, Qiyuan, 2023, "Hidden Gems: Do market participants respond to performance expectations revealed in compensation disclosures?," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101519.
• Zhang, Rachel Xi, 2023, "Do Managers learn from institutional investors through direct interactions?," Journal of Accounting and Economics, Elsevier, volume 75, issue 2, DOI: 10.1016/j.jacceco.2022.101554.
• Lu, Hai & Shin, Jee-Eun & Zhang, Mingyue, 2023, "Financial reporting and disclosure practices in China," Journal of Accounting and Economics, Elsevier, volume 76, issue 1, DOI: 10.1016/j.jacceco.2023.101598.
• Cook, Douglas O. & Luo, Shikong (Scott), 2023, "Fund flow-induced volatility and the cost of debt," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106702.
• Cox, Justin & Woods, Donovan, 2023, "COVID-19 and market structure dynamics," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106362.
• Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2023, "Reprint of: Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106744.
• Chen, Bei & Gan, Quan & Vasquez, Aurelio, 2023, "Anticipating jumps: Decomposition of straddle price," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2022.106755.
• Merl, Robert & Stöckl, Thomas & Palan, Stefan, 2023, "Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2022.106490.
• Huang, Tao & Jiang, Liang & Li, Junye, 2023, "Downside variance premium, firm fundamentals, and expected corporate bond returns," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106946.
• Allen, Kyle & Saha, Pritam & Whitledge, Matthew & Winters, Drew, 2023, "Money market reforms:The effect on the commercial paper market," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106947.
• Kumar, Rajnish & Lawrence, Edward R. & Prakash, Arun & Rodríguez, Iván M., 2023, "Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106976.
• Egginton, Jared F. & McBrayer, Garrett A. & Watson, Ethan D., 2023, "Shades of trade: Dark trading and price efficiency," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.107004.
• Kim, Taeyeon & Hwang, Hyoseok (David) & Kim, Hyun-Dong, 2023, "Do local investors know more? Evidence from securities class actions," Journal of Banking & Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jbankfin.2023.107008.
• Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2023, "Market reactions to stock splits: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 214, issue C, pages 325-345, DOI: 10.1016/j.jebo.2023.08.003.
• Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P. & Truong, Cameron, 2023, "Aerospace competition, investor attention, and stock return comovement," Journal of Economic Behavior & Organization, Elsevier, volume 215, issue C, pages 40-59, DOI: 10.1016/j.jebo.2023.09.005.
• Cao, Wenbin & Duan, Xiaoman & Niu, Xu, 2023, "Access to finance, bureaucracy, and capital allocation efficiency," Journal of Economics and Business, Elsevier, volume 125, issue , DOI: 10.1016/j.jeconbus.2023.106125.
• Yamout, Nadine, 2023, "Securitization of subprime credit and the propagation of housing shocks," Journal of Economics and Business, Elsevier, volume 125, issue , DOI: 10.1016/j.jeconbus.2023.106127.
• Bessembinder, Hendrik & Cooper, Michael J. & Zhang, Feng, 2023, "Mutual fund performance at long horizons," Journal of Financial Economics, Elsevier, volume 147, issue 1, pages 132-158, DOI: 10.1016/j.jfineco.2022.10.006.
• Knesl, Jiří, 2023, "Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence," Journal of Financial Economics, Elsevier, volume 147, issue 2, pages 271-296, DOI: 10.1016/j.jfineco.2022.11.003.
• Gonçalves, Andrei S. & Leonard, Gregory, 2023, "The fundamental-to-market ratio and the value premium decline," Journal of Financial Economics, Elsevier, volume 147, issue 2, pages 382-405, DOI: 10.1016/j.jfineco.2022.11.001.
• Elkamhi, Redouane & Jo, Chanik, 2023, "Asset holders’ consumption risk and tests of conditional CCAPM," Journal of Financial Economics, Elsevier, volume 148, issue 3, pages 220-244, DOI: 10.1016/j.jfineco.2023.04.002.
• Farboodi, Maryam & Kondor, Péter, 2023, "Cleansing by tight credit: Rational cycles and endogenous lending standards," Journal of Financial Economics, Elsevier, volume 150, issue 1, pages 46-67, DOI: 10.1016/j.jfineco.2023.07.003.
• Nagel, Stefan & Xu, Zhengyang, 2023, "Dynamics of subjective risk premia," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103713.
• Bali, Turan G. & Gunaydin, A. Doruk & Jansson, Thomas & Karabulut, Yigitcan, 2023, "Do the rich gamble in the stock market? Low risk anomalies and wealthy households," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103715.
• Dagostino, Ramona & Gao, Janet & Ma, Pengfei, 2023, "Partisanship in loan pricing," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103717.