Research classified by Journal of Economic Literature (JEL) codes

2022

• 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.
• Nusair, Salah A. & Al-Khasawneh, Jamal A., 2022, "Impact of economic policy uncertainty on the stock markets of the G7 Countries:A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00251.
• Tsagkanos, Athanasios & Argyropoulou, Despoina & Androulakis, Georgios, 2022, "Asymmetric economic effects via the dependence structure of green bonds and financial stress index," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00264.
• Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2022, "Hedging UK stock portfolios with gold and oil: The impact of Brexit," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102434.
• Chen, Xiangyu & Tongurai, Jittima, 2022, "Spillovers and interdependency across base metals: Evidence from China's futures and spot markets," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102479.
• Zeinedini, Sh & Karimi, M. Sh & Khanzadi, A., 2022, "Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102602.
• Tuna, Gülfen & Tuna, Vedat Ender, 2022, "Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102637.
• Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
• Sephton, Peter S., 2022, "Revisiting the inflation-hedging properties of precious metals in Africa," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102735.
• Lazzarino, Marco & Berrill, Jenny & Šević, Aleksandar, 2022, "The importance of distinguishing between precious and industrial metals when investing in mining stocks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102802.
• Coskun, Merve & Taspinar, Nigar, 2022, "Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102968.
• Ge, Yongbo & Zhu, Yuexiao, 2022, "Boosting green recovery: Green credit policy in heavily polluted industries and stock price crash risk," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103058.
• Maghyereh, Aktham & Awartani, Basel & Virk, Nader S., 2022, "Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103108.
• Gupta, Arpit & Van Nieuwerburgh, Stijn & Kontokosta, Constantine, 2022, "Take the Q train: Value capture of public infrastructure projects," Journal of Urban Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.jue.2021.103422.
• Albanez, Tatiana & Schiozer, Rafael, 2022, "The signaling role of covenants and the speed of capital structure adjustment under poor creditor rights: Evidence from domestically and cross-listed firms in Brazil," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100704.
• Killins, Robert N. & Ngo, Thanh & Wang, Hongxia, 2022, "Politics and equity markets: Evidence from Canada," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100726.
• Tang, Tao & Wang, Yanchen, 2022, "Liquidity Shocks, Price Volatilities, and Risk-managed Strategy: Evidence from Bitcoin and Beyond," Journal of Multinational Financial Management, Elsevier, volume 64, issue C, DOI: 10.1016/j.mulfin.2022.100729.
• Chao, Ching-Hsiang & Huang, Chih-Jen, 2022, "Firm performance following actual share repurchases: Effects of investment crowding out and financial flexibility," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101738.
• Li, Zhuolei & Diao, Xundi & Wu, Chongfeng, 2022, "The influence of mobile trading on return dispersion and herding behavior," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101767.
• Chen, Xin & Zheng, Gaoping & Chai, Daniel, 2022, "The cash conversion cycle spread in China," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101769.
• Zhang, Xiaotao & Wang, Ziqiao & Hao, Jing & He, Feng, 2022, "Price limit and stock market quality: Evidence from a quasi-natural experiment in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101778.
• Shen, Shulin & Xia, Le & Shuai, Yulin & Gao, Da, 2022, "Measuring news media sentiment using big data for Chinese stock markets," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101810.
• Cheng, Tingting & Xing, Shuo & Yao, Wenying, 2022, "An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101820.
• Han, Qian & Zhao, Chengzhi & Chen, Jing & Guo, Qian, 2022, "Reexamining the impact of closing call auction on market quality: A natural experiment from the Shanghai stock exchange," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101821.
• Wu, Kai & Liu, Jiming, 2022, "Purifying political ecology: How anti-corruption campaign affects capital structure decisions?," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101845.
• Iwanaga, Yasuhiro & Hirose, Takehide, 2022, "Liquidity shock and stock returns in the Japanese equity market," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101849.
• Ahmed, Walid M.A., 2022, "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 83, issue C, pages 135-151, DOI: 10.1016/j.qref.2021.12.003.
• Su, Zhi & Liu, Peng & Fang, Tong, 2022, "Uncertainty matters in US financial information spillovers: Evidence from a directed acyclic graph approach," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 229-242, DOI: 10.1016/j.qref.2022.01.007.
• Tabak, Benjamin Miranda & Silva, Igor Bettanin Dalla Riva e & Silva, Thiago Christiano, 2022, "Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 324-336, DOI: 10.1016/j.qref.2022.03.002.
• Gkillas, Konstantinos & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2022, "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 398-406, DOI: 10.1016/j.qref.2020.08.004.
• Boamah, Nicholas Addai, 2022, "Segmentation, business environment and global informational efficiency of emerging financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 52-60, DOI: 10.1016/j.qref.2022.01.010.
• Urom, Christian & Mzoughi, Hela & Ndubuisi, Gideon & Guesmi, Khaled, 2022, "Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 326-341, DOI: 10.1016/j.qref.2022.04.005.
• Mosoeu, Selebogo & Kodongo, Odongo, 2022, "The Fama-French five-factor model and emerging market equity returns," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 55-76, DOI: 10.1016/j.qref.2020.10.023.
• Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022, "The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 118-123, DOI: 10.1016/j.qref.2022.06.007.
• Dibooglu, Sel & Cevik, Emrah I. & Gillman, Max, 2022, "Gold, silver, and the US dollar as harbingers of financial calm and distress," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 200-210, DOI: 10.1016/j.qref.2022.07.003.
• Shahbaz, Muhammad & Abbas Rizvi, Syed Kumail & Dong, Kangyin & Vo, Xuan Vinh, 2022, "Fiscal decentralization as new determinant of renewable energy demand in China: The role of income inequality and urbanization," Renewable Energy, Elsevier, volume 187, issue C, pages 68-80, DOI: 10.1016/j.renene.2022.01.064.
• Shidong, Li & Chupradit, Supat & Maneengam, Apichit & Suksatan, Wanich & Phan The, Cong & Nguyen Ngoc, Quynh, 2022, "The moderating role of human capital and renewable energy in promoting economic development in G10 economies: Evidence from CUP-FM and CUP-BC methods," Renewable Energy, Elsevier, volume 189, issue C, pages 180-187, DOI: 10.1016/j.renene.2022.02.053.
• Mirza, Nawazish & Abbas Rizvi, Syed Kumail & Saba, Irum & Naqvi, Bushra & Yarovaya, Larisa, 2022, "The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 276-295, DOI: 10.1016/j.iref.2021.09.019.
• Tan, Jianhua & Wang, Xiongyuan & Zhang, Peng, 2022, "Logistics service standardization and corporate innovation: Evidence from a natural experiment," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 549-565, DOI: 10.1016/j.iref.2021.09.010.
• Goh, Jihoon & Jeong, Giho & Kang, Jangkoo, 2022, "The reference dependency of short-term reversal," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 195-211, DOI: 10.1016/j.iref.2021.11.008.
• Wen, Fenghua & Shui, Aojie & Cheng, Yuxiang & Gong, Xu, 2022, "Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 457-482, DOI: 10.1016/j.iref.2021.12.015.
• Ali, Heba & Hegazy, Aya Yasser, 2022, "Dividend policy, risk and the cross-section of stock returns: Evidence from India," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 169-192, DOI: 10.1016/j.iref.2022.02.002.
• Wang, Feng & Chai, Wei & Yan, Bin & Shan, Jing & Fan, Wenna, 2022, "Effect of geographical distance between underwriters and listed companies on IPO underpricing: Evidence from China's A-share market," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 340-352, DOI: 10.1016/j.iref.2022.02.060.
• Cai, Jun & Ho, Richard Y.K. & Zhang, Zheng, 2022, "Foreign investors, private information, and price discovery," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 506-525, DOI: 10.1016/j.iref.2022.03.002.
• Hatemi-J, Abdulnasser & Hajji, Mohamed Ali & El-Khatib, Youssef, 2022, "Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101548.
• Miwa, Kotaro, 2022, "The informational role of analysts’ textual statements," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101562.
• Li, Jie & An, Yahui & Wang, Lidan & Zhang, Yongjie, 2022, "Combating the COVID-19 pandemic: The role of disaster experience," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101581.
• Zegadło, Piotr, 2022, "Identifying bull and bear market regimes with a robust rule-based method," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101603.
• Fu, Junhui & Chen, Xingwei & Liu, Yufang & Chen, Rongda, 2022, "Managerial ability and stock price synchronicity," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101606.
• Hassan, M. Kabir & Karim, M. Sydul & Lawrence, Shari & Risfandy, Tastaftiyan, 2022, "Weathering the COVID-19 storm: The case of community banks," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101608.
• Liu, Wenwen & Gui, Yiming & Qiao, Gaoxiu, 2022, "Dynamics lead-lag relationship of jumps among Chinese stock index and futures market during the Covid-19 epidemic," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101669.
• Liu, Chao & Fan, Yixin & Xie, Qiwei & Wang, Chao, 2022, "Market-based versus bank-based financial structure in China: From the perspective of financial risk," Structural Change and Economic Dynamics, Elsevier, volume 62, issue C, pages 24-39, DOI: 10.1016/j.strueco.2022.03.013.
• Guo, Xiaozhu & Liang, Chao & Umar, Muhammad & Mirza, Nawazish, 2022, "The impact of fossil fuel divestments and energy transitions on mutual funds performance," Technological Forecasting and Social Change, Elsevier, volume 176, issue C, DOI: 10.1016/j.techfore.2021.121429.
• Iwasaki, Ichiro, 2022, "The finance-growth nexus in Latin America and the Caribbean: A meta-analytic perspective," World Development, Elsevier, volume 149, issue C, DOI: 10.1016/j.worlddev.2021.105692.
• Muhammad Abubakr Naeem & Sitara Karim & Tooraj Jamasb & Rabindra Nepal, 2022, "Risk Transmission Between Green Markets and Commodities," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-18, Feb.
• Lin Qi, 2022, "Investor Sentiment, Volatility and Cross-Market Illiquidity Dynamics: A Threshold Vector Autoregression Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-24, Mar.
• Eric Tong, 2022, "The Repercussions of War Risks," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-48, Aug.
• Elsayed, Ahmed H. & Sousa, Ricardo M., 2024, "International monetary policy and cryptocurrency markets: dynamic and spillover effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115305, Dec.
• James, Kevin R. & Kotak, Akshay & Tsomocos, Dimitri, 2022, "Ideas, idea processing, and TFP growth in the US: 1899 to 2019," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 116448, Jul.
• DeFusco, Anthony A. & Tang, Huan & Yannelis, Constantine, 2022, "Measuring the welfare cost of asymmetric information in consumer credit markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 116693, Dec.
• Dasgupta, Amil & Maug, Ernst, 2022, "Delegation chains," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118852, May.
• Ozdenoren, Emre & Yuan, Kathy & Zhang, Shengxing, 2022, "Dynamic asset-backed security design," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118859, May.
• Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2022, "High-frequency trading in the stock market and the costs of option market making," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118885, Jan.
• Koenraadt, Jeroen & Leung, Edith, 2022, "Investor reactions to crypto token regulation," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121614, Jul.
• Eppinger, Peter S. & Neugebauer, Katja, 2022, "External financial dependence and firms' crisis performance across Europe," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 121948, Feb.
• A.T.M. Adnan, 2022, "Asian perspective of capital market performance amid the COVID 19 pandemic," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 8, issue 3, pages 210-235, June, DOI: 10.1108/AJAR-10-2021-0223.
• Hilal Anwar Butt & Mohsin Sadaqat & Muhammad Tahir, 2022, "Revisiting the performance of the scaled momentum strategies," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 3, pages 519-539, January, DOI: 10.1108/CFRI-06-2021-0103.
• Danling Jiang & Liu Shuying & Feiyu Li & Hongquan Zhu, 2022, "Urban vibrancy, human capital and firm valuation in China," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 3, pages 415-432, January, DOI: 10.1108/CFRI-08-2021-0173.
• Davoud Mahmoudinia & Seyed Mohammad Mostolizadeh, 2022, "(A)symmetric interaction between house prices, stock market and exchange rates using linear and nonlinear approach: the case of Iran," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 16, issue 4, pages 648-671, April, DOI: 10.1108/IJHMA-01-2022-0008.
• Anthony Kyiu & Edward Jones & Hao Li, 2022, "Stock return synchronicity in a weak information environment: evidence from African markets," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 2, pages 446-469, April, DOI: 10.1108/IJMF-08-2021-0378.
• XiaoXiao Han & Skander Lazrak & Samir Trabelsi, 2022, "Does organizational form really matter to investment firms?," International Journal of Managerial Finance, Emerald Group Publishing Limited, volume 19, issue 3, pages 473-490, April, DOI: 10.1108/IJMF-12-2021-0608.
• Işıl Candemir & Cenk C. Karahan, 2022, "Determinants of time-varying equity risk premia in an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 6, pages 1492-1520, September, DOI: 10.1108/IJOEM-01-2022-0168.
• Edson Zambon Monte, 2022, "A long-memory analysis for the CBOE Brazil ETF volatility index," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 11, pages 5155-5171, February, DOI: 10.1108/IJOEM-03-2021-0352.
• Yu Hu & Xiaoquan Jiang & Wenjun Xue, 2022, "The relationship between institutional ownership and idiosyncratic volatility: evidence from the stock markets of China and the USA," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 19, issue 9, pages 2549-2573, November, DOI: 10.1108/IJOEM-04-2022-0710.
• Mohamed Albaity & Ray Saadaoui Mallek & Hussein A. Hassan Al-Tamimi & Philip Molyneux, 2022, "Do trust and country governance affect credit growth in GCC countries?," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 16, issue 3, pages 516-538, November, DOI: 10.1108/IMEFM-07-2021-0293.
• Tran Thai Ha Nguyen & Gia Quyen Phan & Wing-Keung Wong & Massoud Moslehpour, 2022, "The influence of market power on liquidity creation of commercial banks in Vietnam," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 30, issue 3, pages 166-186, August, DOI: 10.1108/JABES-06-2021-0076.
• Sumaira Chamadia & Mobeen Ur Rehman & Muhammad Kashif, 2022, "Do average higher moments predict aggregate returns in emerging stock markets?," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 29, issue 2, pages 120-145, January, DOI: 10.1108/JABES-08-2021-0140.
• Abdulazeez Y.H. Saif-Alyousfi, 2022, "The impact of COVID-19 and the stringency of government policy responses on stock market returns worldwide," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 15, issue 1, pages 87-105, January, DOI: 10.1108/JCEFTS-07-2021-0030.
• Soumaya Ben Khelifa & Sonia Arsi, 2022, "Islamic equity funds and stock market: dynamic relation and market timing during the COVID-19 outbreak," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 40, issue 4, pages 837-850, July, DOI: 10.1108/JEAS-08-2021-0173.
• Abdulnasser Hatemi-J & Eduardo Roca & Alan Mustafa, 2022, "Portfolio diversification impact of oil and asymmetric interaction between oil, equity and bonds in the global market: fresh evidence from alternative approaches," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 4, pages 790-805, June, DOI: 10.1108/JES-04-2022-0214.
• Opeoluwa Adeniyi Adeosun & Olumide Adeola Adeosun & Mosab I. Tabash & Suhaib Anagreh, 2022, "News-based uncertainty measures and returns on prices of precious metals: evidence from regime switching and time-varying causality approach," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 2, pages 173-200, February, DOI: 10.1108/JES-11-2021-0558.
• Pragati Priya & Chandan Sharma, 2022, "COVID-19 related stringencies and financial market volatility: sectoral evidence from India," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 1, pages 16-34, December, DOI: 10.1108/JFEP-05-2022-0136.
• Folorunsho M. Ajide & Titus Ayobami Ojeyinka, 2022, "Financial development and entrepreneurship: insights from Africa," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 30, issue 5, pages 596-617, April, DOI: 10.1108/JFRC-09-2021-0079.
• Mariem Mejri & Hakim Ben Othman & Hussein A. Abdou & Khaled Hussainey, 2022, "Comparing the value-relevance of AAOIFI versus IFRS accounting numbers in the Takaful industry," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 14, issue 7, pages 1065-1087, December, DOI: 10.1108/JIABR-10-2020-0333.