Research classified by Journal of Economic Literature (JEL) codes

2022

• 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.
• Ahmed Ghorbel & Mohamed Fakhfekh & Ahmed Jeribi & Amine Lahiani, 2022, "Extreme dependence and risk spillover across G7 and China stock markets before and during the COVID-19 period," Journal of Risk Finance, Emerald Group Publishing Limited, volume 23, issue 2, pages 206-244, February, DOI: 10.1108/JRF-11-2021-0179.
• Nives Botica Redmayne & Fawzi Laswad & Dimu Ehalaiye & Warwick Stent, 2022, "Insights on management commentary in financial reports: the views of users, preparers and auditors," Meditari Accountancy Research, Emerald Group Publishing Limited, volume 31, issue 4, pages 817-840, February, DOI: 10.1108/MEDAR-02-2021-1198.
• Saisai Li & Qianhua Lei & Liuyang Ren, 2022, "The increasing number of subsidiaries and stock price crash risk: evidence from the Chinese stock market," Pacific Accounting Review, Emerald Group Publishing Limited, volume 35, issue 1, pages 105-125, August, DOI: 10.1108/PAR-07-2021-0120.
• Pratheepkanth Puwanenthiren, 2022, "National development level effects on capital budgeting practices: a comparative study of nature vs nurture," PSU Research Review, Emerald Group Publishing Limited, volume 8, issue 1, pages 227-247, January, DOI: 10.1108/PRR-08-2021-0043.
• Imran Yousaf & Jassem Alokla, 2022, "Herding behaviour in the Islamic bank market: evidence from the Gulf region," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 5, pages 617-633, March, DOI: 10.1108/RBF-02-2021-0018.
• Jinsha Zhao, 2022, "Do economic crises cause trading in Bitcoin?," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 14, issue 4, pages 465-490, April, DOI: 10.1108/RBF-02-2022-0048.
• Lars Tegtmeier, 2022, "Modeling the volatilities of globally listed private equity markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 1, pages 64-85, March, DOI: 10.1108/SEF-04-2021-0129.
• Lee A. Smales, 2022, "Investor attention and cryptocurrency price crash risk: a quantile regression approach," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 39, issue 3, pages 490-505, February, DOI: 10.1108/SEF-09-2021-0371.
• Fehmi Özsoy & Nükhet Doğan, 2022, "Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey," International Econometric Review (IER), Economic Research Association, volume 14, issue 1, pages 1-20, March.
• Michael Nana Owusu-Akomeah & Joseph Asare & Emmanuel Atta Kumah & Stephen Owusu Afriyie, 2022, "Holistic Analysis of the Relationship Between Capital Structure and Stock Price of Consumer Staples," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 12, issue 2, pages 38-60.
• Maria Czech, 2022, "The Impact of Covid-19 Dynamics on SCDS Spreads in Selected CEE Countries," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 254-271.
• Anna Ludwiczak & Maciej Czarnecki, 2022, "Financial Liquidity Management During Crisis," European Research Studies Journal, European Research Studies Journal, volume 0, issue Special B, pages 232-244.
• Yulia Vymyatnina & Aleksandr Chernykh, 2022, "Green Factor Influence on the Yield of Stocks and Bonds in the Russian Financial Market," EUSP Department of Economics Working Paper Series, European University at St. Petersburg, Department of Economics, number 2022/01, Aug.
• Anantha Divakaruni & Peter Zimmerman, 2022, "The Lightning Network: Turning Bitcoin into Money," Working Papers, Federal Reserve Bank of Cleveland, number 22-19, Jun, DOI: 10.26509/frbc-wp-202219.
• Benjamin Knox, 2022, "A Stock Return Decomposition Using Observables," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-014r1, Mar, revised 31 Jan 2025, DOI: 10.17016/FEDS.2022.014r1.
• Antulio N. Bomfim, 2022, "Credit Default Swaps," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-023, May, DOI: 10.17016/FEDS.2022.023.
• Celso Brunetti & John Caramichael & Matteo Crosignani & Benjamin Dennis & Gurubala Kotta & Donald P. Morgan & Chaehee Shin & Ilknur Zer, 2022, "Climate-related Financial Stability Risks for the United States: Methods and Applications," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-043, Jul, DOI: 10.17016/FEDS.2022.043.
• Benjamin Dennis, 2022, "Climate Change and Financial Policy: A Literature Review," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-048, Jul, DOI: 10.17016/FEDS.2022.048.
• Karen K. Lewis & Edith X. Liu, 2022, "How Can Asset Prices Value Exchange Rate Wedges?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2022-075, Nov, DOI: 10.17016/FEDS.2022.075.
• John Caramichael & Gordon Y. Liao, 2022, "Stablecoins: Growth Potential and Impact on Banking," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1334, Jan, DOI: 10.17016/IFDP.2022.1334.
• Davidson Heath & Matthew Ringgenberg & Mehrdad Samadi & Ingrid M. Werner, 2022, "Reusing Natural Experiments," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1339, Apr, DOI: 10.17016/IFDP.2022.1339.
• Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright, 2022, "Market Effects of Central Bank Credit Markets Support Programs in Europe," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1357, Aug, DOI: 10.17016/IFDP.2022.1357.
• Nathan Kaplan & Claire Kramer Mills & Asani Sarkar, 2022, "Did Changes to the Paycheck Protection Program Improve Access for Underserved Firms?," Liberty Street Economics, Federal Reserve Bank of New York, number 20220706, Jul.
• Andreas Fuster & David O. Lucca & James Vickery, 2022, "Mortgage-Backed Securities," Staff Reports, Federal Reserve Bank of New York, number 1001, Feb.
• Alain P. Chaboud & Caren Cox & Michael J. Fleming & Ellen Correia Golay & Yesol Huh & Frank M. Keane & Kyle Lee & Krista B. Schwarz & Clara Vega & Carolyn Windover, 2022, "All-to-All Trading in the U.S. Treasury Market," Staff Reports, Federal Reserve Bank of New York, number 1036, Oct.
• Gara Afonso & Marco Cipriani & Gabriele La Spada, 2022, "Bank Regulation and Monetary Policy: The Role of Non-Bank Financial Institutions," Staff Reports, Federal Reserve Bank of New York, number 1041, Dec.
• Filippo Gusella, 2022, "Detecting and Measuring Financial Cycles in Heterogeneous Agents Models: An Empirical Analysis," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2022_02.rdf.
• Filippo Gusella & Giorgio Ricchiuti, 2022, "A State-Space Approach for Time-Series Prediction of an Heterogeneous Agent Model," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2022_20.rdf.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022, "Russia’s Shares Market in 2021 and in Early 2022
  [Российский Рынок Акций В 2021 Г. И В Начале 2022 Г]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Alexander E. Abramov & Andrey G. Kosyrev & Maria I. Chernova, 2022, "What Should be the Strategy for Stock Market Development in the New Environment
  [Какой В Новых Условиях Должна Быть Стратегия Развития Фондового Рынка]," Russian Economic Development, Gaidar Institute for Economic Policy, issue 5, pages 47-50, May.
• Alexander E. Abramov & Andrey G. Kosyrev & Alexander D. Radygin & Maria I. Chernova, 2022, "Российский Рынок Акций В 2021 Г. И В Начале 2022 Г," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 1, pages 36-42, January.
• Alexander E. Abramov & Andrey G. Kosyrev & Maria I. Chernova, 2022, "Какой В Новых Условиях Должна Быть Стратегия Развития Фондового Рынка," Russian Economic Development (in Russian), Gaidar Institute for Economic Policy, issue 5, pages 47-50, May.
• Ahmet F. Aysan & Zhamal Nanaeva, 2022, "Fintech as a Financial Disruptor: A Bibliometric Analysis," FinTech, MDPI, volume 1, issue 4, pages 1-22, December.
• Knut K. Aase, 2022, "Optimal Risk Sharing in Society," Mathematics, MDPI, volume 10, issue 1, pages 1-31, January.
• Azilawati Banchit, Dayang Ernie, 2022, "Agency Conflicts, Dividend Payments, and Ownership Concentration in Comparison of Shariah and Non-Shariah Compliant Listed Companies," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number afr218, Sep, DOI: https://doi.org/10.35609/afr.2022.7.
• Gilles Dufrénot & Fredj Jawadi & Zied Ftiti, 2022, "Sovereign bond market integration in the euro area: a new empirical conceptualization," Post-Print, HAL, number hal-03740521, Nov, DOI: 10.1007/s10479-022-04847-5.
• Sean Foley & Bart Frijns & Alexandre Garel & Tai-Yong Roh, 2022, "Who buys Bitcoin? The cultural determinants of Bitcoin activity," Post-Print, HAL, number hal-03844008, Nov, DOI: 10.1016/j.irfa.2022.102385.
• David Bourghelle & Fredj Jawadi & Philippe Rozin, 2022, "Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach
  [Est-ce que les émotions collectives ont une influence directrice sur la volatilité?]," Post-Print, HAL, number hal-04412029, Apr, DOI: 10.1016/j.jebo.2022.01.026.
• Hai-Chuan Xu & Fredj Jawadi & Jie Zhou & Wei-Xing Zhou, 2022, "Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework," Post-Print, HAL, number hal-04478741, Dec, DOI: 10.1007/s00181-022-02338-x.
• Sébastien Jean & Yves Jégourel, 2022, "Les effets de la guerre en Ukraine sur les marchés mondiaux de matières premières," Post-Print, HAL, number hal-05071167, Dec, DOI: 10.3917/ecofi.147.0243.
• Rainer Lippert, 2022, "Die Werttheorie von Karl Marx - neu interpretiert
  [Karl Marx's theory of value - reinterpreted]," Working Papers, HAL, number hal-03592387, Mar.
• Hervé Stolowy & Luc Paugam & Yves Gendron, 2022, "Competing for narrative authority in capital markets: activist short sellers vs. financial analysts," Working Papers, HAL, number hal-03890321, Jan.
• Jean-Edouard Colliard & Thierry Foucault & Stefano Lovo, 2022, "Algorithmic Pricing and Liquidity in Securities Markets," Working Papers, HAL, number hal-03890671, Oct, DOI: 10.2139/ssrn.4252858.
• Péter Csóka & P. Jean-Jacques Herings, 2022, "Centralized Clearing Mechanisms in Financial Networks: A Programming Approach," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2208, Mar.
• Naeem, Muhammad Abubakr & Karim, Sitara & Jamasb, Tooraj & Nepal, Rabindra, 2022, "Risk Transmission between Green Markets and Commodities," Working Papers, Copenhagen Business School, Department of Economics, number 2-2022, Feb.
• Borowiecki, Karol & Dzieliński, Michał & Tepper, Alexander, 2022, "The Great Margin Call: The Role of Leverage in the 1929 Stock Market Crash," Discussion Papers on Economics, University of Southern Denmark, Department of Economics, number 1/2022, Feb.
• Kvam, Emilie & Molnar, Peter & Wankel, Ingvild & Odegaard, Bernt Arne, 2022, "Do sustainable company stock prices increase with ESG scrutiny? Evidence using social media," UiS Working Papers in Economics and Finance, University of Stavanger, number 2022/1, Mar.
• Duffy, John & Friedman, Dan & Rabanal, Jean Paul & Rud, Olga, 2022, "The impact of ETF index inclusion on stock prices," UiS Working Papers in Economics and Finance, University of Stavanger, number 2022/2, Mar.
• Berle, Erika & He, Wanwei & Odegaard, Bernt Arne, 2022, "The expected returns of ESG excluded stocks. The case of exclusions from Norway's Oil Fund," UiS Working Papers in Economics and Finance, University of Stavanger, number 2022/3, Apr.
• Anwar, Amar & Iwasaki, Ichiro, 2022, "The Finance–Growth Nexus inAsia : A Meta-Analytic Approach," CEI Working Paper Series, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University, number 2022-03, Aug.
• Thomas Hammer & Patrick Siegfried, 2022, "Value-Based Controlling & International Accounting of Economic Value Added (EVA) - An Overview," Oblik i finansi, Institute of Accounting and Finance, issue 2, pages 43-48, June, DOI: 10.33146/2307-9878-2022-2(96)-43-48.
• Lesia Hariaha, 2022, "Methodological Basis for Studying the Financial Markets Transformation," Oblik i finansi, Institute of Accounting and Finance, issue 4, pages 101-106, December, DOI: 10.33146/2307-9878-2022-4(98)-101-1.
• Che-Ming Yang & Shuo-Ming Xing, 2022, "Evidence On Relationships Between Oil, Gold, And The China Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 16, issue 1, pages 35-46.
• Adam Lai & Lan Liu, California, 2022, "Seasonal Variations In Treasury Notes Yields," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 16, issue 1, pages 47-58.
• Eli Remolona & James Yetman, 2022, "De jure Benchmark Bonds," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 3, pages 89-124, September.
• Tomás Gómez Rodríguez & Humberto Ríos Bolívar & Adriana Zambrano Reyes, 2022, "Desigualdad del ingreso y desarrollo del sistema financiero un enfoque multidimensional," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 1, pages 1-23, Enero - M.
• Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2022, "The Time Variation in Risk Appetite and Uncertainty," Management Science, INFORMS, volume 68, issue 6, pages 3975-4004, June, DOI: 10.1287/mnsc.2021.4068.
• António Afonso & Krzysztof Beck & Karen Jackson, 2022, "Determinants of stock market correlations. Accounting for model uncertainty and reverse causality in a large panel setting," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2022/0246, Sep.
• Yesim Sendur, 2022, "The Covid-19 Pandemic and Digitalization in Financial Markets," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 72, issue 72-2, pages 1025-1038, December, DOI: 10.26650/ISTJECON2022-1127590.
• Kemal Faruk Yazgan & Arif Saldanli, 2022, "Financing Expense Restrictions’ Effects on Capital Structure," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, volume 72, issue 72-2, pages 877-900, December, DOI: 10.26650/ISTJECON2022-1073796.
• Peter Csoka & P. Jean-Jacques Herings, 2022, "Centralized clearing mechanisms: A programming approach," The Journal of Mechanism and Institution Design, Society for the Promotion of Mechanism and Institution Design, University of York, volume 7, issue 1, pages 45-69, December, DOI: 10.22574/jmid.2022.12.002.
• Caporin, Massimiliano & Fontini, Fulvio & Panzica, Roberto, 2022, "The systemic risk of US oil and natural gas companies," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-11, Jul.
• Matthew Lorig & Natchanon Suaysom, 2022, "Options on bonds: implied volatilities from affine short-rate dynamics," Annals of Finance, Springer, volume 18, issue 2, pages 183-216, June, DOI: 10.1007/s10436-022-00407-w.
• Dilip B. Madan & King Wang, 2022, "Two sided efficient frontiers at multiple time horizons," Annals of Finance, Springer, volume 18, issue 3, pages 327-353, September, DOI: 10.1007/s10436-022-00411-0.
• Lamprini Zarpala & Dimitris Voliotis, 2022, "Blind portfolios’ auctions in two-rounds," Annals of Finance, Springer, volume 18, issue 4, pages 545-552, December, DOI: 10.1007/s10436-021-00386-4.
• Anh Ngoc Quang Huynh & Duy Duong & Tobias Burggraf & Hien Thi Thu Luong & Nam Huu Bui, 2022, "Energy Consumption and Bitcoin Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 1, pages 79-93, March, DOI: 10.1007/s10690-021-09338-4.
• Ritesh Kumar Dubey & A. Sarath Babu & Rajneesh Ranjan Jha & Urvashi Varma, 2022, "Algorithmic Trading Efficiency and its Impact on Market-Quality," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 3, pages 381-409, September, DOI: 10.1007/s10690-021-09353-5.
• Eric Alexander Sugandi, 2022, "Indonesia’s Financial Markets and Monetary Policy Dynamics Amid the COVID-19 Pandemic," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 3, pages 411-447, September, DOI: 10.1007/s10690-021-09354-4.
• Yun Feng & Xin Li, 2022, "The Cross-Shareholding Network and Risk Contagion from Stochastic Shocks: An Investigation Based on China’s Market," Computational Economics, Springer;Society for Computational Economics, volume 59, issue 1, pages 357-381, January, DOI: 10.1007/s10614-021-10092-y.
• Qianqian Guo & Zhifang Su & Chaoshin Chiao, 2022, "Carbon emissions trading policy, carbon finance, and carbon emissions reduction: evidence from a quasi-natural experiment in China," Economic Change and Restructuring, Springer, volume 55, issue 3, pages 1445-1480, August, DOI: 10.1007/s10644-021-09353-5.
• Martin Hodula & Ngoc Anh Ngo, 2022, "Finance, growth and (macro)prudential policy: European evidence," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 49, issue 2, pages 537-571, May, DOI: 10.1007/s10663-022-09537-w.
• Reza Bradrania & Davood Pirayesh Neghab & Mojtaba Shafizadeh, 2022, "State-dependent stock selection in index tracking: a machine learning approach," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 1, pages 1-28, March, DOI: 10.1007/s11408-021-00391-7.
• Stylianos Perrakis, 2022, "From innovation to obfuscation: continuous time finance fifty years later," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 3, pages 369-401, September, DOI: 10.1007/s11408-021-00399-z.
• Padma Kadiyala, 2022, "Response of ETF flows and long-run returns to investor sentiment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 36, issue 4, pages 489-531, December, DOI: 10.1007/s11408-022-00410-1.
• Hui-Ju Tsai & Yangru Wu, 2022, "Changes in Corporate Social Responsibility and Stock Performance," Journal of Business Ethics, Springer, volume 178, issue 3, pages 735-755, July, DOI: 10.1007/s10551-021-04772-w.
• Kazuhiro Takino, 2022, "The impact of non-cash collateralization on the over-the-counter derivatives markets," Review of Derivatives Research, Springer, volume 25, issue 2, pages 137-171, July, DOI: 10.1007/s11147-021-09184-6.
• Philip Stahl, 2022, "Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index," Review of Derivatives Research, Springer, volume 25, issue 3, pages 315-339, October, DOI: 10.1007/s11147-022-09190-2.
• Ahmed S. Baig & Benjamin M. Blau & R. Jared DeLisle, 2022, "Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 615-647, February, DOI: 10.1007/s11156-021-01004-0.
• Md Miran Hossain & Babak Mammadov & Hamid Vakilzadeh, 2022, "Wisdom of the crowd and stock price crash risk: evidence from social media," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 709-742, February, DOI: 10.1007/s11156-021-01007-x.
• Jeffrey R. Black, 2022, "The impact of make-take fees on market efficiency," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 3, pages 1015-1035, April, DOI: 10.1007/s11156-021-01016-w.
• May Huaxi Zhang & Stanley Iat-Meng Ko & Andreas Karathanasopoulos & Chia Chun Lo, 2022, "A two-step quantile regression method for discretionary accounting," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 1, pages 1-22, July, DOI: 10.1007/s11156-022-01048-w.
• Styliani Panetsidou & Angelos Synapis & Ioannis Tsalavoutas, 2022, "Price run-ups and insider trading laws under different regulatory environments," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 601-639, August, DOI: 10.1007/s11156-022-01052-0.
• Osman Kilic & Joseph M. Marks & Kiseok Nam, 2022, "Predictable asset price dynamics, risk-return tradeoff, and investor behavior," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 749-791, August, DOI: 10.1007/s11156-022-01057-9.
• Maretno A. Harjoto & Andreas G. F. Hoepner & Marcus A. Nilsson, 2022, "Bondholders’ returns and stakeholders’ interests," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 4, pages 1271-1301, November, DOI: 10.1007/s11156-022-01075-7.
• Takács, András & Várkonyi, Patrik, 2022, "A hazai kis- és középvállalati szektor vállalatértékelési sajátosságai
  [Specialities in the valuation of Hungarian SMEs]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 1195-1212, DOI: 10.18414/KSZ.2022.10.1195.
• Edinson Cornejo-Saavedra & Luis Améstica-Rivas, 2022, "Uso de Información Privilegiada y Retornos Anormales: Casos en Chile," Revista Ciencias Administrativas (CADM), IIA, Universidad Nacional de La Plata, Instituto de Investigaciones Administrativas, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, issue 19, pages 1-15, January-J, DOI: 10.24215/23143738e097.
• Lizethe Méndez-Heras & Francisco Venegas-Martínez & Ricardo Solis, 2022, "Finance and Growth in Mexico: Who Contributes the Most: the Banks or the Stock Market?," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 96, pages 235-278, January-J, DOI: 10.17533/udea.le.n96a344224.
• Tanweer Akram & Khawaja Mamun, 2022, "A GARCH Approach to Modeling Chilean Long-Term Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1008, May.
• Tanweer Akram & Khawaja Mamun, 2022, "The Dynamics of Monthly Changes in US Swap Yields: A Keynesian Perspective," Economics Working Paper Archive, Levy Economics Institute, number wp_1011, Sep.
• Tanweer Akram & Khawaja Mamun, 2022, "An Analysis of UK Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1012, Dec.
• Ega Annisa Rizti & Berly Martawardaya, 2022, "Does It Pay to be Good? The Performance of Indonesian Green Companies from 2009–2018," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 68, pages 17-36, Juni.
• Spyridon Boikos & Theodore Panagiotidis & Georgios Voucharas, 2022, "Financial Development, Reforms and Growth," Discussion Paper Series, Department of Economics, University of Macedonia, number 2022_07, Sep, revised Sep 2022.
• Daniel Pastorek & Michal Drabek & Peter Albrecht, 2022, "Confirmation of T+35 Failures-To-Deliver Cycles: Evidence from GameStop Corp," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2022-81, Sep.
• Meng-Wai Lee & Michael Meow-Chung Yap & Kim-Leng Goh, 2022, "Malaysian Domestic Bond Market Experience:Lessons for Emerging Economies," Capital Markets Review, Malaysian Finance Association, volume 30, issue 2, pages 1-18.
• Marianna Brunetti & Roberta de Luca, 2022, "Pre-selection in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0089, Nov.
• Marianna Brunetti & Roberta de Luca, 2022, "Sensitivity of profitability in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0090, Nov.
• Yosuke Mitsusad & Hidetaka Kawakita, 2022, "Status of Functions of Public Quasi-Equity Funds in Japan: Possibilities and Risks of Public-Private Funds," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, volume 18, issue 2, pages 1-42, November.
• Jan Nokkala, 2022, "Are large credit exposures a source of concentration risk?," Bank i Kredyt, Narodowy Bank Polski, volume 53, issue 4, pages 375-398.
• John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2022, "Idiosyncratic Equity Risk Two Decades Later," NBER Working Papers, National Bureau of Economic Research, Inc, number 29916, Apr.
• Jun Kyung Auh & Jaewon Choi & Tatyana Deryugina & Tim Park, 2022, "Natural Disasters and Municipal Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 30280, Jul.
• Zhiguo He & Wei Wei, 2022, "China's Financial System and Economy: A Review," NBER Working Papers, National Bureau of Economic Research, Inc, number 30324, Aug.
• Karen K. Lewis & Edith Liu, 2022, "How Can Asset Prices Value Exchange Rate Wedges?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30422, Sep.
• Arpit Gupta & Vrinda Mittal & Stijn Van Nieuwerburgh, 2022, "Work From Home and the Office Real Estate Apocalypse," NBER Working Papers, National Bureau of Economic Research, Inc, number 30526, Sep.
• Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022, "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 30703, Dec.
• Robin Greenwood & Marco C. Sammon, 2022, "The Disappearing Index Effect," NBER Working Papers, National Bureau of Economic Research, Inc, number 30748, Dec.
• Harrison Hong & Edward P. Shore, 2022, "Corporate Social Responsibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 30771, Dec.
• Gary B. Gorton & Elizabeth C. Klee & Chase P. Ross & Sharon Y. Ross & Alexandros P. Vardoulakis, 2022, "Leverage and Stablecoin Pegs," NBER Working Papers, National Bureau of Economic Research, Inc, number 30796, Dec.
• Andrew Y. Chen & Tom Zimmermann, 2022, "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, volume 11, issue 2, pages 207-264, May, DOI: 10.1561/104.00000112.
• Andrea L. Eisfeldt & Edward T. Kim & Dimitris Papanikolaou, 2022, "Intangible Value," Critical Finance Review, now publishers, volume 11, issue 2, pages 299-332, May, DOI: 10.1561/104.00000113.
• Bryan Kelly & Seth Pruitt, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment," Critical Finance Review, now publishers, volume 11, issue 2, pages 375-381, May, DOI: 10.1561/104.00000114.
• John Adams & Darren Hayunga & Sattar Mansi, 2022, "Scale and Performance in Active Management are Not Negatively Related," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 541-592, August, DOI: 10.1561/104.00000120.
• Charles Martineau, 2022, "Rest in Peace Post-Earnings Announcement Drift," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 613-646, August, DOI: 10.1561/104.00000122.
• Jelena Basaric, 2022, "European government green bonds: analysis of yield behaviour determinants," Working Papers Bulletin, National Bank of Serbia, number 11, Sep.
• Mariya Yaneva, 2022, "Gold Investments – Regression Analysis of the Gold Price Over a Certain Period," Nauchni trudove, University of National and World Economy, Sofia, Bulgaria, issue 5, pages 137-145, December.
• Clara Berestycki & Stefano Carattini & Antoine Dechezleprêtre & Tobias Kruse, 2022, "Measuring and assessing the effects of climate policy uncertainty," OECD Economics Department Working Papers, OECD Publishing, number 1724, Aug, DOI: 10.1787/34483d83-en.
• Nicolas Albacete & Isabel Gerstner & Niklas Geyer & Peter Lindner & Nicolas Prinz & Verena Woharcik, 2022, "Effects of interest rate and inflation shocks on household vulnerability in Austria: a microsimulation using HFCS data," Financial Stability Report, Oesterreichische Nationalbank (Austrian Central Bank), issue 44, pages 69-77.
• Michael D Bauer & Aeimit Lakdawala & Philippe Mueller, 2022, "Market-Based Monetary Policy Uncertainty," The Economic Journal, Royal Economic Society, volume 132, issue 644, pages 1290-1308.
• Philipp Meinen & Ana Cristina Soares, 2022, "Markups and Financial Shocks," The Economic Journal, Royal Economic Society, volume 132, issue 647, pages 2471-2499.
• Qiang Liu & Zhi Liu, 2022, "Statistical Inference of Spot Correlation and Spot Market Beta under Infinite Variation Jumps
  [High Frequency Covariance Estimates with Noisy and Asynchronous Data]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 612-654.
• Matteo Aquilina & Eric Budish & Peter O’Neill, 2022, "Quantifying the High-Frequency Trading “Arms Race”," The Quarterly Journal of Economics, President and Fellows of Harvard College, volume 137, issue 1, pages 493-564.
• Sangmin S Oh & Jessica A Wachter, 2022, "Cross-Sectional Skewness
  [Endogenous information flows and the clustering of announcements]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 155-198.
• Hsiu-Lang Chen, 2022, "Valuation Risk in Mutual Fund Portfolio Disclosure
  [Illiquidity and stock returns: Cross-section and time-series effects]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 243-288.
• Dimitris Papanikolaou & Lawrence D W Schmidt, 2022, "Working Remotely and the Supply-Side Impact of COVID-19
  [The unprecedented stock market reaction to COVID-19]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 1, pages 53-111.
• José Afonso Faias & Juan Arismendi Zambrano, 2022, "Equity Risk Premium Predictability from Cross-Sectoral Downturns
  [International asset allocation with regime shifts]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 3, pages 808-842.
• Jiacui Li, 2022, "What Drives the Size and Value Factors?
  [Connected stocks]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 4, pages 845-885.
• Tze Chuan (Chewie) Ang & Tarun Chordia & Vivian Van-Anh Mai & Harminder Singh, 2022, "The Marketing Capability Premium
  [Formulation and estimation of stochastic frontier production function models]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 4, pages 918-959.
• Qi Lin, 2022, "Is Economic Uncertainty a Valid Intertemporal CAPM State Variable?
  [Basis assets]," The Review of Asset Pricing Studies, Society for Financial Studies, volume 12, issue 4, pages 999-1040.
• Zijia Du & Alan Guoming Huang & Russ Wermers & Wenfeng Wu, 2022, "Language and Domain Specificity: A Chinese Financial Sentiment Dictionary
  [The effects of analyst-country institutions on biased research: Evidence from target prices]," Review of Finance, European Finance Association, volume 26, issue 3, pages 673-719.
• John Y Zhu, 2022, "Anticipating Disagreement in Dynamic Contracting
  [An incomplete contracts approach to financial contracting]," Review of Finance, European Finance Association, volume 26, issue 5, pages 1241-1265.
• Caitlin D Dannhauser & Saeid Hoseinzade, 2022, "The Unintended Consequences of Corporate Bond ETFs: Evidence from the Taper Tantrum," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 1, pages 51-90.
• Mahdi Nezafat & Mark Schroder, 2022, "Private Information, Securities Lending, and Asset Prices," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 1009-1063.
• Atif Mian & Amir Sufi, 2022, "Credit Supply and Housing Speculation," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 2, pages 680-719.
• Lin William Cong & Yizhou Xiao, 2022, "Persistent Blessings of Luck: Theory and an Application to Venture Capital," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 3, pages 1183-1221.
• Giovanni Cespa & Xavier Vives, 2022, "Exchange Competition, Entry, and Welfare," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 5, pages 2570-2624.
• Maryam Farboodi & Adrien Matray & Laura Veldkamp & Venky Venkateswaran, 2022, "Where Has All the Data Gone?," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 7, pages 3101-3138.
• Yesol Huh & You Suk Kim, 2022, "The Real Effects of Secondary Market Trading Structure: Evidence from the Mortgage Market," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 8, pages 3574-3616.
• Casey Dougal & Christopher A Parsons & Sheridan Titman, 2022, "The Geography of Value Creation," The Review of Financial Studies, Society for Financial Studies, volume 35, issue 9, pages 4201-4248.
• Anca Ioana Troto (Iacob), 2022, "Study on the Correlation of Capital Market and Macroeconomic Indicators of Romania," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, volume 0, issue 1, pages 1002-1011, September.
• Azmeh, Chadi & Hamada, Rasha, 2022, "Internal financial determinants of stock prices in the banking sector: comparative evidence from Dubai and Abu Dhabi Stock markets
  [Determinantes financieros internos de los precios de las acciones en el sector bancario: evidencia comparativa de l," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 34, issue 1, pages 3-16, December, DOI: https://doi.org/10.46661/revmetodos.
• Patricio Lozano, David, 2022, "Criptomonedas y Blockchain en el ámbito financiero: un análisis de correlación
  [Cryptocurrencies and Blockchain in the financial field: a correlation analysis]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 34, issue 1, pages 328-358, December, DOI: https://doi.org/10.46661/revmetodos.
• Murat Yaş & Ahmet Faruk Aysan & Mohamed Eskandar Shah Mohd Rasid, 2022, "Are religious investors financially smart? evidence from equity funds," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 1, pages 33-45, February, DOI: 10.1057/s41260-021-00240-2.
• Andrew Clare, 2022, "Is there a boutique asset management premium? Evidence from the European fund management industry," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 1, pages 19-32, February, DOI: 10.1057/s41260-021-00245-x.
• Murat Yaş & Ahmet Faruk Aysan & Mohamed Eskandar Shah Mohd Rasid, 2022, "Correction to: Are religious investors financially smart? Evidence from equity funds," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 2, pages 172-172, March, DOI: 10.1057/s41260-021-00252-y.
• Christoph J. Börner & Ingo Hoffmann & Jonas Krettek & Tim Schmitz, 2022, "Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market," Journal of Asset Management, Palgrave Macmillan, volume 23, issue 4, pages 310-321, July, DOI: 10.1057/s41260-022-00267-z.