Research classified by Journal of Economic Literature (JEL) codes

2023

• Surachai Chancharat & Arisa Phadungviang, 2023, "Risk and Mutual Fund Clustering in an Emerging Market: Evidence for Thailand," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Comparative Analysis of Trade and Finance in Emerging Economies", DOI: 10.1108/S1571-038620230000031006.
• James Bentley & Zhangxin (Frank) Liu, 2023, "Financial innovation in the uranium mining sector: analysis of an exchange-traded fund and its impact on trading characteristics of uranium stocks," Journal of Accounting Literature, Emerald Group Publishing Limited, volume 45, issue 3, pages 523-567, April, DOI: 10.1108/JAL-03-2023-0038.
• Thabo J. Gopane & Noel T. Moyo & Lesego F. Setaka, 2023, "Emerging market analysis of passive and active investing under bear and bull market conditions," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 8, issue 1, pages 6-24, November, DOI: 10.1108/JCMS-03-2023-0008.
• Myungjoo Kang & Inwook Song & Seiwan Kim, 2023, "Is OCIO superior in asset allocation performance?," Journal of Derivatives and Quantitative Studies: 선물연구, Emerald Group Publishing Limited, volume 31, issue 2, pages 139-161, May, DOI: 10.1108/JDQS-12-2022-0029.
• David Vidal-Tomás, 2023, "Blockchain, sport and fan tokens," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 1, pages 24-38, April, DOI: 10.1108/JES-02-2023-0094.
• Cyrus A. Ramezani & James J. Ahern, 2023, "Business cycles, stock market wealth, and gambling at the racetracks," Journal of Economic Studies, Emerald Group Publishing Limited, volume 51, issue 2, pages 455-470, July, DOI: 10.1108/JES-03-2023-0120.
• Ngoc Minh Nguyen & Nguyen Hanh Luu & Anh Hoang & Mai Thi Ngoc Nguyen, 2023, "Environmental impacts of green bonds in cross-countries analysis: a moderating effect of institutional quality," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 4/5, pages 313-336, May, DOI: 10.1108/JFEP-01-2023-0020.
• Kamal Upadhyaya & Raja Nag & Demissew Ejara, 2023, "The 2016 US presidential election, opinion polls and the stock market," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 16, issue 2, pages 194-204, December, DOI: 10.1108/JFEP-10-2023-0310.
• Sunaina Dhanda & Shveta Singh, 2023, "Earnings performance of financial and non-financial IPOs in India: an empirical analysis based on market timing," Journal of Financial Reporting and Accounting, Emerald Group Publishing Limited, volume 23, issue 3, pages 1186-1205, February, DOI: 10.1108/JFRA-05-2022-0176.
• Ayesha Afzal & Saba Fazal Firdousi & Kamil Mahmood, 2023, "The links between financial depth and economic variables: evidence from Poland," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 4, pages 449-463, May, DOI: 10.1108/JRF-09-2022-0245.
• Rafał Wolski & Monika Bolek & Jerzy Gajdka & Janusz Brzeszczyński & Ali M. Kutan, 2023, "Do investment fund managers behave rationally in the light of central bank communication? Survey evidence from Poland," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, volume 15, issue 5, pages 757-794, February, DOI: 10.1108/QRFM-07-2021-0124.
• Johannes Kabderian Dreyer & Mateus Moreira & William T. Smith & Vivek Sharma, 2023, "Do environmental, social and governance practices affect portfolio returns? Evidence from the US stock market from 2002 to 2020," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 22, issue 1, pages 37-61, January, DOI: 10.1108/RAF-02-2022-0046.
• Mondher Bouattour & Anthony Miloudi, 2023, "Another look at the asymmetric relationship between stock returns and trading volume: evidence from the Markov-switching model," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 23, issue 2, pages 256-279, December, DOI: 10.1108/RAF-02-2023-0045.
• Patricia A. Ryan & Sriram V. Villupuram, 2023, "Changes in the DJIA: market reactions and economic cycles," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 22, issue 2, pages 177-193, February, DOI: 10.1108/RAF-12-2022-0344.
• Mehdi Mili & Asma Yahiya Al Amoodi & Hana Bawazir, 2023, "The asymmetric effect of COVID-19 on investor sentiment: evidence from NARDL model," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 60-84, January, DOI: 10.1108/RBF-02-2022-0068.
• Te-Kuan Lee & Askar Koshoev, 2023, "Investor sentiments revisited: negligence of stock-level sentiments may be a mistake," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 3, pages 460-485, November, DOI: 10.1108/RBF-02-2023-0037.
• Sabri Burak Arzova & Ayben Koy & Bertaç Şakir Şahin, 2023, "The impact of unproved reserve news on the energy stock volatility: an empirical investigation on Turkey," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 1, pages 112-129, March, DOI: 10.1108/RBF-12-2022-0291.
• Jeferson Carvalho & Paulo Vitor Jordão da Gama Silva & Marcelo Cabus Klotzle, 2023, "Herding and Google search queries in the Brazilian stock market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 2, pages 341-359, September, DOI: 10.1108/RBF-12-2022-0296.
• Zhaoying Lu & Hisashi Tanizaki, 2023, "The response of gold to the COVID-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 5, pages 859-877, October, DOI: 10.1108/SEF-05-2023-0258.
• Dmitriy Chulkov & Xiaoqiong Wang, 2023, "Corporate social responsibility and financial reporting quality: evidence from US firms," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 3, pages 445-466, January, DOI: 10.1108/SEF-09-2022-0462.
• Emmanouil Karakostas, 2023, "The Macroeconomic Determinants of the Stock Market Index Performance: The Case of DAX Index," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 3, pages 21-38.
• Indriyani, 2023, "Analysis of Factors Affecting Stock Return in the Middle of the Covid-19 Pandemic," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 13, issue 4, pages 73-88.
• Rafal Rowinski & Joanna Hawlena & Grazyna Kowalska & Anna Mazurek-Kusiak & Agata Kobylka, 2023, "Selected Factors Determining the Development of the Tourist Services Market in Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 62-71.
• Karol Sikora, 2023, "Profit and Loss Account Variant Selection by Companies Listed on the Warsaw Stock Exchange:An Empirical Perspective," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 839-854.
• Pedro Calleja & Francesc Llerena, 2023, "Proportional clearing mechanisms in financial systems: an axiomatic approach," UB School of Economics Working Papers, University of Barcelona School of Economics, number 2023/442.
• Daniel Pastorek & Michal Drabek & Peter Albrecht, 2023, "Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 73, issue 1, pages 56-80, January.
• Jan Sila & Evzen Kocenda & Ladislav Kristoufek & Jiri Kukacka, 2023, "Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/24, Jul, revised Jul 2023.
• Christine Parlour, 2023, "An Introduction to Web3 with Implications for Financial Services," Policy Hub, Federal Reserve Bank of Atlanta, volume 2023, issue 3, May, DOI: 10.29338/ph2023-3.
• Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023, "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number SRA 23-02, Aug, revised 26 Mar 2024.
• Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023, "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Working Papers, Federal Reserve Bank of Boston, number 23-11, Sep, DOI: 10.29412/res.wp.2023.11.
• Lauren Spits & Valerie Grossman & Enrique Martínez García, 2023, "On the Nexus of Monetary Policy and Financial Stability: Novel Asset Market Monitoring Tools for Building Economic Resilience and Mitigating Financial Risks," Globalization Institute Working Papers, Federal Reserve Bank of Dallas, number 421, Jun, DOI: 10.24149/gwp421.
• Michael D. Plante, 2023, "Investing in the Batteries and Vehicles of the Future: A View Through the Stock Market," Working Papers, Federal Reserve Bank of Dallas, number 2314, Sep, revised 25 Mar 2024, DOI: 10.24149/wp2314r1.
• Sushant Acharya & Keshav Dogra & Sanjay R. Singh, 2023, "The Financial Origins of Non-Fundamental Risk," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-20, May, DOI: 10.24148/wp2023-20.
• Sharjil M. Haque & Anya V. Kleymenova, 2023, "Private Equity and Debt Contract Enforcement: Evidence from Covenant Violations," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-018, Apr, DOI: 10.17016/FEDS.2023.018.
• Andrew C. Meldrum & Oleg Sokolinskiy, 2023, "The Effects of Volatility on Liquidity in the Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-028, May, DOI: 10.17016/FEDS.2023.028.
• Bennett Schmanski & Chiara Scotti & Clara Vega, 2023, "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-036, May, DOI: 10.17016/FEDS.2023.036.
• Kiwoong Byun & Baeho Kim & Dong Hwan Oh, 2023, "Systemic Credit Risk Premium: Insights from Credit Derivatives Markets," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-055r1, Aug, revised 04 Aug 2025, DOI: 10.17016/FEDS.2023.055r1.
• Francesca Carapella & Grace Chuan & Jacob Gerszten & Nathan Swem, 2023, "Tokenization: Overview and Financial Stability Implications," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-060, Sep, DOI: 10.17016/FEDS.2023.060.
• Michael Smolyansky, 2023, "End of an Era: The Coming Long-Run Slowdown in Corporate Profit Growth and Stock Returns," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-041, Jun, DOI: 10.17016/FEDS.2023.041.
• Jesse Bricker & Geng Li, 2023, "Your Friends, Your Credit: Social Capital Measures Derived from Social Media and the Credit Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-048, Jul, DOI: 10.17016/FEDS.2023.048.
• Luca Benzoni & Christian Cabanilla & Alessandro Cocco & Cullen Kavoussi, 2023, "What does the CDS market imply for a U.S. default?," Working Paper Series, Federal Reserve Bank of Chicago, number WP 2023-17, May.
• Maximilian Ahrens & Deniz Erdemlioglu & Michael McMahon & Christopher J. Neely & Xiye Yang, 2023, "Mind Your Language: Market Responses to Central Bank Speeches," Working Papers, Federal Reserve Bank of St. Louis, number 2023-013, May, revised 28 Sep 2024, DOI: 10.20955/wp.2023.013.
• Kenechukwu E. Anadu & Pablo D. Azar & Catherine Huang & Marco Cipriani & Thomas M. Eisenbach & Gabriele La Spada & Mattia Landoni & Marco Macchiavelli & Antoine Malfroy-Camine & J. Christina Wang, 2023, "Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?," Staff Reports, Federal Reserve Bank of New York, number 1073, Sep, DOI: 10.59576/sr.1073.
• Ștefan Rusu & Marcel Ioan Boloș & Marius Leordeanu, 2023, "K-means and agglomerative hierarchical clustering analysis of esg scores, yearly variations, and stock returns: insights from the energy sector in Europe and the United States," Journal of Financial Studies, Institute of Financial Studies, volume 14, issue 8, pages 166-180, June, DOI: 10.55654/JFS.2023.SP.11.
• Alexandra Maria Bele & Claudia Diana Sabău-Popa & Oana Maria Secară, 2023, "Sustainable development goals and the triangle of ESG investments," Journal of Financial Studies, Institute of Financial Studies, volume 14, issue 8, pages 11-23, May, DOI: 10.55654/JFS.2023.8.14.1.
• Kirill D. Shilov, 2023, "Cryptocurrencies: Market Trends and Sanctions
  [Криптовалюты: Тенденции Рынка И Санкции]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 2, pages 43-50, February.
• Yury A. Danilov, 2023, "Complex of Indicators of the Financial Structure
  [Комплекс Показателей Финансовой Структуры]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 63-70, May.
• Kirill D. Shilov, 2023, "Криптовалюты: Тенденции Рынка И Санкции," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 2, pages 43-50, February.
• Yury A. Danilov, 2023, "Комплекс Показателей Финансовой Структуры," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 63-70, May.
• Rangan Gupta & Yuvana Jaichand & Christian Pierdzioch & Reneé van Eyden, 2023, "Realized Stock-Market Volatility of the United States and the Presidential Approval Rating," Mathematics, MDPI, volume 11, issue 13, pages 1-27, July.
• Alfonsina Iona & Andrea Calef & Ifigenia Georgiou, 2023, "Credit Market Freedom and Corporate Decisions," Mathematics, MDPI, volume 11, issue 7, pages 1-13, March.
• Robert Merl & Stefan Palan & Dominik Schmidt & Thomas Stöckl, 2023, "Insider trading regulation and trader migration," Post-Print, HAL, number hal-04122561, May, DOI: 10.1016/j.finmar.2023.100839.
• Michael Brei & Giovanni Ferri & Leonardo Gambacorta, 2023, "Financial structure and income inequality," Post-Print, HAL, number hal-04126139, Mar, DOI: 10.1016/j.jimonfin.2023.102807.
• Heriat Bouthaina & Benbrahim Elghali, 2023, "The impact of the brand portfolio on the market value of company’s shares “The case of The Walt Disney Company 1991-2020”," Post-Print, HAL, number hal-04183439, Jun.
• John Cotter & Emmanuel Eyiah-Donkor & Valerio Potì, 2023, "Commodity futures return predictability and intertemporal asset pricing," Post-Print, HAL, number hal-04192933, Sep, DOI: 10.1016/j.jcomm.2022.100289.
• Bing Xiao, 2023, "The Size Effect and the Value Effect in the American Stock Market," Post-Print, HAL, number hal-04194510, Jan, DOI: 10.5430/ijfr.v14n1p41.
• Hachmi Ben Ameur & Selma Boussetta, 2023, "Do environmental and social practices matter for the financial resilience of companies? Evidence from US firms during the COVID-19 pandemic," Post-Print, HAL, number hal-04255590, Oct, DOI: 10.1007/s11156-023-01218-4.
• Muhammad Farooq Ahmad & Oskar Kowalewski & Paweł Pisany, 2023, "What determines initial coin offering success: a cross-country study," Post-Print, HAL, number hal-04273865, Jul, DOI: 10.1080/10438599.2021.1982712.
• Raphaël Orange-Leroy, 2023, "UNCTAD experts as an intellectual basis for developing countries' involvement in the reform of the international monetary system. Paper presented at the Summer Institute of the Center for the History of Political Economy, Duke University, June 19-22,," Post-Print, HAL, number hal-04498357, Jun.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2023, "Credit, banking fragility, and economic performance," Post-Print, HAL, number hal-04523669, Apr, DOI: 10.1093/oep/gpac013.
• David Aharon & Renatas Kizys & Zaghum Umar & Adam Zaremba, 2023, "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Post-Print, HAL, number hal-04583804, Jan, DOI: 10.1016/j.ribaf.2022.101803.
• Ngoc-Sang Pham, 2023, "Intertemporal equilibrium with physical capital and financial asset: role of dividend taxation," Post-Print, HAL, number halshs-04033250, Feb, DOI: 10.1016/j.mathsocsci.2023.03.002.
• Jérôme Creel & Paul Hubert & Fabien Labondance, 2023, "Credit, banking fragility, and economic performance," Sciences Po Economics Publications (main), HAL, number hal-04523669, Apr, DOI: 10.1093/oep/gpac013.
• Celso Brunetti & Marc Joëts & Valérie Mignon, 2023, "Reasons Behind Words: OPEC Narratives and the Oil Market," Working Papers, HAL, number hal-04196053.
• Pierre Gosselin & Aïleen Lotz, 2023, "A Statistical Field Perspective on Capital Allocation and Accumulation: Individual dynamics," Working Papers, HAL, number hal-04301351, May.
• Péter Csóka & P. Jean-Jacques Herings, 2023, "An Axiomatization of the Pairwise Netting Proportional Rule in Financial Networks," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2301, Jan.
• Hrvoje Perčević & Marina Ercegović, 2023, "Do The Effects Of The Fair Value Concept Appliance And Corresponding Deferred Taxes Strongly Affect The Company’S Financial Position And Performance? – Evidence From Croatian Companies From Real Sector," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 74, issue 5, pages 758-790, DOI: 10.32910/ep.74.5.5.

2022

• Smales, L.A., 2022, "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101972.
• Ekinci, Cumhur & Ersan, Oğuz, 2022, "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102004.
• Tarlie, Martin B. & Sakoulis, Georgios & Henriksson, Roy, 2022, "Stock market bubbles and anti-bubbles," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2018.07.012.
• Vidal-Tomás, David, 2022, "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102061.
• Elsayed, Ahmed H. & Gozgor, Giray & Lau, Chi Keung Marco, 2022, "Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102069.
• Yousaf, Imran & Nekhili, Ramzi & Gubareva, Mariya, 2022, "Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102082.
• Baulkaran, Vishaal, 2022, "Personal bankruptcy and consumer credit delinquency: The case of personal finance education," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102098.
• Wei, Yu & Zhang, Yaojie & Wang, Yudong, 2022, "Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102100.
• Virk, Nader Shahzad & Butt, Hilal Anwar, 2022, "Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102104.
• Anastasiou, Dimitris & Ballis, Antonis & Drakos, Konstantinos, 2022, "Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102111.
• Lambe, Brendan & Li, Zhiyong & Qin, Weiping, 2022, "Uncertain times and the insider perspective," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102138.
• Pham, Linh & Karim, Sitara & Naeem, Muhammad Abubakr & Long, Cheng, 2022, "A tale of two tails among carbon prices, green and non-green cryptocurrencies," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102139.
• Qiao, Gaoxiu & Jiang, Gongyue & Yang, Jiyu, 2022, "VIX term structure forecasting: New evidence based on the realized semi-variances," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102199.
• Nonejad, Nima, 2022, "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102251.
• Maung, Min, 2022, "Trust and cross-border mergers and acquisitions," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102262.
• Wang, Yizhi, 2022, "Volatility spillovers across NFTs news attention and financial markets," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102313.
• Liao, Yixin & Coakley, Jerry & Kellard, Neil, 2022, "Index tracking and beta arbitrage effects in comovement," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102330.
• Foley, Sean & Frijns, Bart & Garel, Alexandre & Roh, Tai-Yong, 2022, "Who buys Bitcoin? The cultural determinants of Bitcoin activity," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102385.
• Smith, Simon C., 2022, "Time-variation, multiple testing, and the factor zoo," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102394.
• Pacelli, Vincenzo & Miglietta, Federica & Foglia, Matteo, 2022, "The extreme risk connectedness of the new financial system: European evidence," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102408.
• Gur, Nurullah, 2022, "Patience and financial development," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102045.
• Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022, "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102075.
• Wong, Jin Boon & Zhang, Qin, 2022, "Impact of carbon tax on electricity prices and behaviour," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102098.
• Drake, Pamela Peterson, 2022, "The gold-stock market relationship during COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102111.
• Del Lo, Gaye & Basséne, Théophile & Séne, Babacar, 2022, "COVID-19 And the african financial markets : Less infection, less economic impact ?," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102148.
• Hřebačka, Viktor, 2022, "The impact of provider-specific factors on the profitability of contract for difference traders," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102201.
• Baek, Seungjun, 2022, "Information acquisition and asset price volatility," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102236.
• Duan, Yuejiao & Goodell, John W. & Li, Haoran & Li, Xinming, 2022, "Assessing machine learning for forecasting economic risk: Evidence from an expanded Chinese financial information set," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102273.
• Nguyen, Khanh Quoc, 2022, "The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102284.
• Yamada, Masahiro, 2022, "Profitability and liquidity provision of HFTs during large price shocks: Does relative tick size matter?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102308.
• Bakry, Walid & Kavalmthara, Peter John & Saverimuttu, Vivienne & Liu, Yiyang & Cyril, Sajan, 2022, "Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102350.
• Lin, Yongjia & Wang, Yizhi & Fu, Xiaoqing (Maggie), 2022, "Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102351.
• Soriano, Pilar & Torró, Hipòlit, 2022, "The response of Brent crude oil to the European central bank monetary policy," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102353.
• Qadan, Mahmoud & Aharon, David Y. & Eichel, Ron, 2022, "Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102354.
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022, "YOLO trading: Riding with the herd during the GameStop episode," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102359.
• Horváth, Lajos & Li, Hemei & Liu, Zhenya, 2022, "How to identify the different phases of stock market bubbles statistically?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102366.
• Goto, Shingo & Kalesnik, Vitali, 2022, "Exploiting the persistence in managerial market timing," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102377.
• Choi, Sangyup & Shin, Junhyeok, 2022, "Bitcoin: An inflation hedge but not a safe haven," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102379.
• Bellón, Carlos & Figuerola-Ferretti, Isabel, 2022, "Bubbles in Ethereum," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102387.
• Almaghrabi, Khadija S., 2022, "COVID-19 and the cost of bond debt: The role of corporate diversification," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102454.
• Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz, 2022, "From upstairs to downstairs trading: Evidence from a highly segmented market," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102518.
• Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Alagidede, Imhotep Paul & Gil-Alana, Luis Alberiko, 2022, "Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102535.
• Mustafa, Andy Ali & Lin, Ching-Yang & Kakinaka, Makoto, 2022, "Detecting market pattern changes: A machine learning approach," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102621.
• Wu, Di & Gao, Shenghao & Chan, Kam C. & Cheng, Xiaoke, 2022, "Do firms strategically respond to retail investors on the online interactive information disclosure platform?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102631.
• Baur, Dirk G. & Hoang, Lai T. & Hossain, Md Zakir, 2022, "Is Bitcoin a hedge? How extreme volatility can destroy the hedge property," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2021.102655.
• Su, Zhifang & Bao, Haohua & Li, Qifang & Xu, Boyu & Cui, Xin, 2022, "The prediction of price gap anomaly in Chinese stock market: Evidence from the dependent functional logit model," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102702.
• Nonejad, Nima, 2022, "An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102710.
• Goodell, John W. & Li, Mingsheng & Liu, Desheng & Peng, Hongfeng, 2022, "Depoliticization and market efficiency: Evidence from China," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102712.
• Bouri, Elie & Iqbal, Najaf & Klein, Tony, 2022, "Climate policy uncertainty and the price dynamics of green and brown energy stocks," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102740.
• Vidal-Tomás, David, 2022, "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102742.
• Ren, Boru & Lucey, Brian, 2022, "Do clean and dirty cryptocurrency markets herd differently?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102795.
• Tosun, Onur Kemal & Eshraghi, Arman, 2022, "Corporate decisions in times of war: Evidence from the Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102920.
• Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022, "The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103031.
• Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej, 2022, "Political appointees and firms’ long-term capital market performance: Evidence from Central European countries," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103117.
• Cicchiello, Antonella Francesca & Cotugno, Matteo & Monferrà, Stefano & Perdichizzi, Salvatore, 2022, "Which are the factors influencing green bonds issuance? Evidence from the European bonds market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103190.
• Bhatt, Vipul & Kishor, N. Kundan, 2022, "Role of credit and expectations in house price dynamics," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103203.
• Jin, Liwei & Yuan, Xianghui & Li, Xiang & Ma, Huanglong & Lian, Feng, 2022, "Would widening price limits improve the efficiency of price discovery?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103208.
• Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022, "Network connectedness of environmental attention—Green and dirty assets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103209.
• Jose, Nithin & Jose, Babu & Varghese, James, 2022, "Is cross-hedging an effective strategy in equity futures market?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103253.
• Zhang, Zehua & Zhao, Ran, 2022, "Carbon emission and credit default swaps," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103286.
• Singh, Amanjot & Patel, Ritesh & Singh, Harminder, 2022, "Recalibration of priorities: Investor preference and Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103294.
• Wang, Xinjie & Zhong, Zhaodong (Ken), 2022, "Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100617.
• Chakrabarty, Bidisha & Moulton, Pamela C. & Wang, Xu (Frank), 2022, "Attention: How high-frequency trading improves price efficiency following earnings announcements," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2021.100690.
• Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2022, "Sidedness in the interbank market," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100663.
• Métais, Carole & Roger, Tristan, 2022, "Are retail investors less aggressive on small price stocks?," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100685.
• Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022, "Financial leverage and stock return comovement," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2021.100699.
• O’Donoghue, Shawn M., 2022, "Transaction fees: Impact on institutional order types, commissions, and execution quality," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100717.
• Ardia, David & Bluteau, Keven & Boudt, Kris, 2022, "Media abnormal tone, earnings announcements, and the stock market," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2021.100683.
• Arismendi-Zambrano, Juan & Belitsky, Vladimir & Sobreiro, Vinicius Amorim & Kimura, Herbert, 2022, "The implications of dependence, tail dependence, and bounds’ measures for counterparty credit risk pricing," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100969.
• Altınkeski, Buket Kırcı & Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2022, "Financial stress transmission between the U.S. and the Euro Area," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101004.
• Agoraki, Maria-Eleni K. & Gounopoulos, Dimitrios & Kouretas, Georgios P., 2022, "U.S. banks’ IPOs and political money contributions," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101058.
• Wong, Zoey & Chen, Afei & Peng, Dan & Kong, Qunxi, 2022, "Does technology-seeking OFDI improve the productivity of Chinese firms under the COVID-19 pandemic?," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2021.100675.
• Smales, Lee A., 2022, "Spreading the fear: The central role of CBOE VIX in global stock market uncertainty," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2021.100679.
• Ali, Sara & Badshah, Ihsan & Demirer, Riza, 2022, "Value-at-risk and the cross section of emerging market hedge fund returns," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2021.100693.
• Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022, "Multinationals and stock return comovement," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100714.
• Bahmani-Oskooee, Mohsen & Hasanzade, Mehrnoosh & Bahmani, Sahar, 2022, "Stock returns and income inequality: Asymmetric evidence from state level data in the U.S," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2022.100715.
• Su, Zhi & Liu, Peng & Fang, Tong, 2022, "Pandemic-induced fear and stock market returns: Evidence from China," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100644.
• Watson, Ethan D. & Woods, Donovan, 2022, "Exchange introduction and market competition: The entrance of MEMX and MIAX," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100756.
• Chen, Shengzhong & Gao, Niushan & Leung, Denny H. & Li, Lei, 2022, "Automatic Fatou property of law-invariant risk measures," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 41-53, DOI: 10.1016/j.insmatheco.2022.03.007.
• Aluko, Olufemi Adewale & Opoku, Eric Evans Osei, 2022, "The financial development impact of financial globalization revisited: A focus on OECD countries," International Economics, Elsevier, volume 169, issue C, pages 13-29, DOI: 10.1016/j.inteco.2021.11.001.
• Thorbecke, Willem, 2022, "Understanding the transmission of COVID-19 news to French financial markets in early 2020," International Economics, Elsevier, volume 170, issue C, pages 103-114, DOI: 10.1016/j.inteco.2022.02.001.
• Mokni, Khaled & Mensi, Walid & Hammoudeh, Shawkat & Ajmi, Ahdi Noomen, 2022, "Green bonds and oil price shocks and uncertainty: A safe haven analysis," International Economics, Elsevier, volume 172, issue C, pages 238-254, DOI: 10.1016/j.inteco.2022.11.003.
• Foglia, Matteo & Addi, Abdelhamid & Wang, Gang-Jin & Angelini, Eliana, 2022, "Bearish Vs Bullish risk network: A Eurozone financial system analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101522.
• Bonaparte, Yosef, 2022, "Time horizon and cryptocurrency ownership: Is crypto not speculative?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101609.
• Shi, Huai-Long & Zhou, Wei-Xing, 2022, "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101631.
• Das, Sanjiv R. & Kalimipalli, Madhu & Nayak, Subhankar, 2022, "Banking networks, systemic risk, and the credit cycle in emerging markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101633.
• Allen, Franklin & Fatas, Antonio & Weder di Mauro, Beatrice, 2022, "Was the ICO boom just a sideshow of the Bitcoin and Ether Momentum?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101637.
• Migliavacca, Milena & Patel, Ritesh & Paltrinieri, Andrea & Goodell, John W., 2022, "Mapping impact investing: A bibliometric analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101679.
• Alldredge, Dallin M. & Caglayan, Mustafa O. & Celiker, Umut, 2022, "How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106337.
• Aldasoro, Iñaki & Cho, Chun Hee & Park, Kyounghoon, 2022, "Bank solvency risk and funding cost interactions: Evidence from Korea," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106348.
• Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu, 2022, "The Correlation Risk Premium: International Evidence," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106399.
• Li, Yifan & Nolte, Ingmar & Vasios, Michalis & Voev, Valeri & Xu, Qi, 2022, "Weighted Least Squares Realized Covariation Estimation," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106420.
• Abudy, Menachem (Meni) & Mugerman, Yevgeny & Shust, Efrat, 2022, "The Winner Takes It All: Investor Sentiment and the Eurovision Song Contest," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106432.
• Grossmann, Axel & Lee, Allissa, 2022, "An analysis of finance journal accessibility: Author inclusivity and journal quality," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106427.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2022, "Index fund trading costs are inversely related to fund and family size," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106527.
• Wang, Xinru & Kim, Maria H. & Suardi, Sandy, 2022, "Herding and China's market-wide circuit breaker," Journal of Banking & Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jbankfin.2022.106533.
• Baig, Ahmed S. & Blau, Benjamin M. & Butt, Hassan A. & Yasin, Awaid, 2022, "Do retail traders destabilize financial markets? An investigation surrounding the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106627.
• Yang, Tong & Zhang, Xun, 2022, "FinTech adoption and financial inclusion: Evidence from household consumption in China," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106668.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 443-472, DOI: 10.1016/j.jebo.2021.11.026.
• Anastasiou, Dimitris & Kallandranis, Christos & Drakos, Konstantinos, 2022, "Borrower discouragement prevalence for Eurozone SMEs: Investigating the impact of economic sentiment," Journal of Economic Behavior & Organization, Elsevier, volume 194, issue C, pages 161-171, DOI: 10.1016/j.jebo.2021.12.022.
• Bourghelle, David & Jawadi, Fredj & Rozin, Philippe, 2022, "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach," Journal of Economic Behavior & Organization, Elsevier, volume 196, issue C, pages 294-306, DOI: 10.1016/j.jebo.2022.01.026.
• Do, Hung X. & Nguyen, Lily & Nguyen, Nhut H. & Nguyen, Quan M.P., 2022, "LGBT policy, investor trading behavior, and return comovement," Journal of Economic Behavior & Organization, Elsevier, volume 196, issue C, pages 457-483, DOI: 10.1016/j.jebo.2022.02.013.
• Kraft, Holger & Meyer-Wehmann, André & Seifried, Frank Thomas, 2022, "Endogenous habits and equilibrium asset prices," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 279-300, DOI: 10.1016/j.jebo.2022.03.005.
• Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022, "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 493-518, DOI: 10.1016/j.jebo.2022.03.016.
• Agoraki, Maria-Eleni K. & Aslanidis, Nektarios & Kouretas, Georgios P., 2022, "U.S. banks’ lending, financial stability, and text-based sentiment analysis," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 73-90, DOI: 10.1016/j.jebo.2022.02.025.
• Frost, Jon & Gambacorta, Leonardo & Gambacorta, Romina, 2022, "On the nexus between wealth inequality, financial development and financial technology," Journal of Economic Behavior & Organization, Elsevier, volume 202, issue C, pages 429-451, DOI: 10.1016/j.jebo.2022.08.011.
• Halim, Edward & Riyanto, Yohanes E. & Roy, Nilanjan, 2022, "Sharing idiosyncratic risk even though prices are “wrong”," Journal of Economic Theory, Elsevier, volume 200, issue C, DOI: 10.1016/j.jet.2021.105400.
• Christensen, Timothy M., 2022, "Existence and uniqueness of recursive utilities without boundedness," Journal of Economic Theory, Elsevier, volume 200, issue C, DOI: 10.1016/j.jet.2022.105413.
• Jiang, Hao & Li, Yi & Sun, Zheng & Wang, Ashley, 2022, "Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 277-302, DOI: 10.1016/j.jfineco.2021.05.022.
• Anarkulova, Aizhan & Cederburg, Scott & O’Doherty, Michael S., 2022, "Stocks for the long run? Evidence from a broad sample of developed markets," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 409-433, DOI: 10.1016/j.jfineco.2021.06.040.
• Akey, Pat & Grégoire, Vincent & Martineau, Charles, 2022, "Price revelation from insider trading: Evidence from hacked earnings news," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1162-1184, DOI: 10.1016/j.jfineco.2021.12.006.
• Obaid, Khaled & Pukthuanthong, Kuntara, 2022, "A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 273-297, DOI: 10.1016/j.jfineco.2021.06.002.
• Jeon, Yoontae & McCurdy, Thomas H. & Zhao, Xiaofei, 2022, "News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 1-17, DOI: 10.1016/j.jfineco.2021.08.002.
• Kuvshinov, Dmitry & Zimmermann, Kaspar, 2022, "The big bang: Stock market capitalization in the long run," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 527-552, DOI: 10.1016/j.jfineco.2021.09.008.
• Huang, Shiyang & Lee, Charles M.C. & Song, Yang & Xiang, Hong, 2022, "A frog in every pan: Information discreteness and the lead-lag returns puzzle," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 83-102, DOI: 10.1016/j.jfineco.2021.10.011.
• Kilic, Mete & Yang, Louis & Zhang, Miao Ben, 2022, "The cross-section of investment and profitability: Implications for asset pricing," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 706-724, DOI: 10.1016/j.jfineco.2022.06.003.
• DeFusco, Anthony A. & Tang, Huan & Yannelis, Constantine, 2022, "Measuring the welfare cost of asymmetric information in consumer credit markets," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 821-840, DOI: 10.1016/j.jfineco.2022.09.001.
• Adrian, Tobias & Borowiecki, Karol Jan & Tepper, Alexander, 2022, "A leverage-based measure of financial stability," Journal of Financial Intermediation, Elsevier, volume 51, issue C, DOI: 10.1016/j.jfi.2021.100907.
• Maurin, Vincent, 2022, "Asset scarcity and collateral rehypothecation," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2022.100992.
• Wilhelmsson, Mats, 2022, "What is the impact of macroprudential regulations on the Swedish housing market?," Journal of Housing Economics, Elsevier, volume 57, issue C, DOI: 10.1016/j.jhe.2022.101840.
• Turnbull, Geoffrey K. & van der Vlist, Arno J., 2022, "The price of ignorance: Foreclosures, uninformed buyers and house prices," Journal of Housing Economics, Elsevier, volume 57, issue C, DOI: 10.1016/j.jhe.2022.101844.
• Carlomagno, Guillermo & Albagli, Elías, 2022, "Trade wars and asset prices," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102631.
• Múnera, Daimer J. & Agudelo, Diego A., 2022, "Who moved my liquidity? Liquidity evaporation in emerging markets in periods of financial uncertainty," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102723.
• Gao, Xuechen & Hsu, Yuan-Teng & Wang, Xuewu (Wesley) & Yuan, Weici, 2022, "The choice of flotation methods: Evidence from Chinese seasoned equity offerings," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102725.
• Bonucchi, Manuel & Catalano, Michele, 2022, "How severe are the EBA macroeconomic scenarios for the Italian Economy? A joint probability approach," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102735.
• Maghyereh, Aktham & Awartani, Basel & Abdoh, Hussein, 2022, "Asymmetric risk transfer in global equity markets: An extended sample that includes the COVID pandemic period," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2021.e00239.