Research classified by Journal of Economic Literature (JEL) codes

2022

• İbrahim ÇÜTCÜ & Aysun AKKURT, 2022, "The Relationship Between Knowledge Economy and Economic Growth: Analysis on Turkish Economy with Structural Breaks," Yildiz Social Science Review, Yildiz Technical University, volume 8, issue 2, pages 82-93, DOI: 10.51803/yssr.1036523.
• Yaşar Güven GÜNGÖRMÜŞ & Didem DOĞANYILMAZ DUMAN, 2022, "Local Administrations’ Fight Against the Pandemic: The Example of Izmir Karabağlar District," Yildiz Social Science Review, Yildiz Technical University, volume 8, issue 2, pages 94-107, DOI: 10.51803/yssr.1070286.
• Suhrab Khan & Muhammad Mazher Iqbal, 2022, "The Impact of Intangible Assets on Market Value of Firms: Evidence from Pakistan’s Stock Exchange," Journal of Economic Sciences, Federal Urdu University Islamabad, Department of Economics, volume 1, issue 2, pages 97-108, December, DOI: 10.55603/jes.v1i2.a2.
• Tetiana Mulyk & Yaroslavna Mulyk, 2022, "Exports Of Ukrainian Agricultural Products To The European Union: Analytical Assessment, Problems And Prospects," Three Seas Economic Journal, Publishing house "Baltija Publishing", volume 3, issue 3, DOI: 10.30525/2661-5150/2022-3-8.
• Marianna Stehnei & Inna Irtyshcheva & Halyna Mykhalchynets, 2022, "Development Of The Financial Market: Destabilizing Processes, Their Assessment, And Global Impact," Baltic Journal of Economic Studies, Publishing house "Baltija Publishing", volume 8, issue 5, DOI: 10.30525/2256-0742/2022-8-5-176-183.
• Ivan S. Blahun & Lesia Dmytryshyn & Ivan I. Blahun & Semen Blahun, 2022, "Stock Indices as Indicators of Market Efficiency and Interaction," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 87-106.
• Cornelia Pop, 2022, "Bucharest Stock Exchange Development Between 1995 And 2020. From Frontier To Secondary Emerging Market," JOURNAL STUDIA UNIVERSITATIS BABES-BOLYAI NEGOTIA, Babes-Bolyai University, Faculty of Business.
• Shulin Shen & Le Xia & Yulin Shuai & Da Gao, 2022, "Measuring news media sentiment using Big Data for Chinese stock markets," Working Papers, BBVA Bank, Economic Research Department, number 22/05, Jul.
• Maxim Ralchenko & Adrian Walton, 2022, "Historical Data on Repurchase Agreements from the Canadian Depository for Securities," Technical Reports, Bank of Canada, number 121, DOI: 10.34989/tr-121.
• Radoslav Raykov & Consuelo Silva-Buston, 2022, "Asymmetric Systemic Risk," Staff Working Papers, Bank of Canada, number 22-19, May, DOI: 10.34989/swp-2022-19.
• David Cimon & Adrian Walton, 2022, "Central Bank Liquidity Facilities and Market Making," Staff Working Papers, Bank of Canada, number 22-9, Mar, DOI: 10.34989/swp-2022-9.
• David Beers & Elliot Jones & Karim McDaniels & Zacharie Quiviger, 2022, "BoC–BoE Sovereign Default Database: What’s new in 2022?," Staff Analytical Notes, Bank of Canada, number 2022-11, Aug, DOI: 10.34989/san-2022-11.
• David Cimon & Adrian Walton, 2022, "Fixed-income dealing and central bank interventions," Staff Analytical Notes, Bank of Canada, number 2022-9, Jun, DOI: 10.34989/san-2022-9.
• Nesibe DEMIR BINGOL & Murat BINGOL & Omer Selcuk EMSEN, 2022, "The Growth Effects of Deposit to Loan Conversion in Turkey; Is Consumption Drawn? Is Investment Prompted?," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 16, issue 1, pages 27-61.
• Julio Gálvez, 2022, "Measuring the equity risk premium with dividend discount models," Occasional Papers, Banco de España, number 2207, May.
• Luis Ángel Maza, 2022, "Una estimación de la huella de carbono en la cartera de préstamos a empresas de las entidades de crédito en España," Occasional Papers, Banco de España, number 2220, Mar.
• Luis Ángel Maza, 2022, "An estimation of the carbon footprint in spanish credit institutions’ business lending portfolio," Occasional Papers, Banco de España, number 2220, Mar.
• Mario Bajo & Emilio Rodríguez, 2022, "Integrating the carbon footprint into the construction of corporate bond portfolios," Working Papers, Banco de España, number 2226, Jul.
• Davide Arnaudo & Silvia Del Prete & Cristina Demma & Marco Manile & Andrea Orame & Marcello Pagnini & Carlotta Rossi & Paola Rossi & Giovanni Soggia, 2022, "The Digital Trasformation in the Italian Banking Sector," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 682, Apr.
• Giorgio Albareto & Michele Cascarano & Stefania De Mitri & Cristina Demma & Roberto Felici & Carlotta Rossi, 2022, "The banking system and the financing of southern Italian firms," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 684, Apr.
• Salvatore Cardillo & Antonio Ilari & Silvia Magri & Giorgio Meucci & Mirko Moscatelli & Dario Ruzzi, 2022, "FinTech lending and equity and debt platforms around the world and in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 702, Jun.
• Antoine Bouveret & Martin Haferkorn & Gaetano Marseglia & Onofrio Panzarino, 2022, "Flash crashes on sovereign bond markets – EU evidence," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 20, Mar.
• Silvia Del Prete & Cristina Demma & Iconio Garrì & Marco Piazza & Giovanni Soggia, 2022, "The heterogeneous effects of bank mergers and acquisitions on credit to firms: evidence from Italian macro-regions," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1382, Oct.
• María Fernanda Meneses-González & Angélica María Lizarazo-Cuellar & Diego Fernando Cuesta-Mora & Daniel Osorio-Rodríguez, 2022, "Financial Development and Monetary Policy Transmission," Borradores de Economia, Banco de la Republica de Colombia, number 1219, Nov, DOI: 10.32468/be.1219.
• Nikola Kosanović, 2022, "Primena Teorije Mreža U Optimizaciji Portfolija (Application Of Network Theory In Portfolio Optimization)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 46, pages 47-59, September.
• Ali Cüneyt ÇETİN, 2022, "Kredi Temerrüt Takasları Primi ile BIST 100 Endeksi, Döviz Kuru ve Faiz Arasındaki İlişki Türkiye Örneği," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 39-77, August, DOI: https://doi.org/10.33399/biibfad.92.
• Yunus YILMAZ, 2022, "BIST Gıda ve İçecek Endeksi ile Döviz Kuru Arasındaki Asimetrik İlişki Doğrusal Olmayan ARDL Yaklaşımı," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 6, issue 1, pages 561-579, August, DOI: https://doi.org/10.33399/biibfad.10.
• Oleksandr Talavera & Shuxing Yin & Mao Zhang, 2022, "Beyond Words: Manager Emotional Resilience and Financial Markets," Discussion Papers, Department of Economics, University of Birmingham, number 22-11, Oct.
• Fernando Avalos & Wenqian Huang, 2022, "Commodity markets: shocks and spillovers," BIS Quarterly Review, Bank for International Settlements, September.
• Iñaki Aldasoro & Peter Hördahl & Sonya Zhu, 2022, "Under pressure: market conditions and stress," BIS Quarterly Review, Bank for International Settlements, September.
• Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022, "Global production linkages and stock market co-movement," BIS Working Papers, Bank for International Settlements, number 1003, Feb.
• Jinwoong Lee & Jihee Ann & Cheolbeom Park, 2022, "What causes house prices to fluctuate? Evidence from South Korea," Asian Economic Journal, East Asian Economic Association, volume 36, issue 4, pages 365-384, December, DOI: 10.1111/asej.12282.
• Stefano Bosi & Thai Ha‐Huy & Cao‐Tung Pham & Ngoc‐Sang Pham, 2022, "Ascendant altruism and asset price bubbles," International Journal of Economic Theory, The International Society for Economic Theory, volume 18, issue 4, pages 532-551, December, DOI: 10.1111/ijet.12330.
• Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson, 2022, "Monetary Policy and Asset Valuation," Journal of Finance, American Finance Association, volume 77, issue 2, pages 967-1017, April, DOI: 10.1111/jofi.13107.
• Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo, 2022, "Collateral cycles," Bank of England Staff Working Paper series, Bank of England, number 966, Apr.
• Gabor Pinter & Semih Uslu, 2022, "Comparing search and intermediation frictions across markets," Bank of England Staff Working Paper series, Bank of England, number 974, Apr.
• Domenico Di Gangi & Vladimir Lazarov & Aakash Mankodi & Laura Silvestri, 2022, "Links between government bond and futures markets: dealer-client relationships and price discovery in the UK," Bank of England Staff Working Paper series, Bank of England, number 991, Jul.
• Dong Lou & Gabor Pinter & Semih Uslu, 2022, "Bond supply, price drifts and liquidity provision before central bank announcements," Bank of England Staff Working Paper series, Bank of England, number 998, Oct.
• Sofia Anyfantaki & Petros Migiakis & Katerina Paisiou, 2022, "Green finance in Europe: actors and challenges," Economic Bulletin, Bank of Greece, issue 55, pages 83-105, July, DOI: 10.52903/econbull20225504.
• Meena Sharma & Sunita, 2022, "Examining Asymmetric Volatility Dynamism of Returns in the Infrastructure Sector in India during Covid 19: - A application of GARCH Models," Acta Universitatis Bohemiae Meridionalis, University of South Bohemia in Ceske Budejovice, Faculty of Economics, volume 25, issue 2, pages 126-137, DOI: 10.32725/acta.2022.014.
• Kazuya Suzuki & Kana Sasamoto, 2022, "Quantitative Analysis of Haircuts: Evidence from the Japanese Repo and Securities Lending Markets," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-13, Aug.
• Yoshihiko Hogen & Yoshiyasu Koide & Yuji Shinozaki, 2022, "Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-14, Sep.
• Yoshiyasu Koide & Yoshihiko Hogen & Nao Sudo, 2022, "Increasing Portfolio Overlap of Japanese Regional Banks with Global Investment Funds and Its Financial Stability Implications," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-15, Sep.
• Choi Sangyup & Yoon Chansik, 2022, "Uncertainty, Financial Markets, and Monetary Policy over the Last Century," The B.E. Journal of Macroeconomics, De Gruyter, volume 22, issue 2, pages 397-434, June, DOI: 10.1515/bejm-2020-0013.
• Emil DINGA, 2022, "Financial Market Models. A Logical Assessment," Contemporary Economy Journal, Constantin Brancoveanu University, volume 7, issue 4, pages 84-92.
• Elena, Radu (Grigorie), 2022, "Financial Stability, The Objective Of Development Financial Markets," Management Strategies Journal, Constantin Brancoveanu University, volume 55, issue 1, pages 144-149.
• Sébastien Jean & Yves Jégourel, 2022, "Les effets de la guerre en Ukraine sur les marchés mondiaux de matières premières," Revue d'économie financière, Association d'économie financière, volume 0, issue 3, pages 243-255.
• Congressional Budget Office, 2022, "How CBO Analyzes Public-Private Risk Sharing in Insurance Markets," Reports, Congressional Budget Office, number 57615, Nov.
• Stefan Nagel & Zhengyang Xu, 2022, "Dynamics of Subjective Risk Premia," CESifo Working Paper Series, CESifo, number 9693.
• António Afonso & Krzysztof Beck & Karen Jackson, 2022, "Determinants of Stock Market Correlation. Accounting for Model Uncertainty and Reverse Causality in a Large Panel Setting," CESifo Working Paper Series, CESifo, number 9956.
• Michael Schnetzer & Thorsten Hens, 2022, "Evolutionary finance for multi-asset investors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-05, Jan.
• Andreas Fuster & David O. Lucca & James I. Vickery, 2022, "Mortgage-Backed Securities," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-13, Feb.
• Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022, "Global Production Linkages and Stock Market Comovement," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-18, Feb.
• Evangelos Benos & Gerardo Ferrara & Angelo Ranaldo, 2022, "Collateral Cycles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-91, Dec.
• Markus Leippold & Vincent Wolff, 2022, "Stock Market Liquidity, Monetary Policy and the Business Cycle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-93, Dec.
• Olufemi Adewale Aluko & Eric Evans Osei Opoku, 2022, "The financial development impact of financial globalization revisited: A focus on OECD countries," International Economics, CEPII research center, issue 169, pages 13-29.
• Willem Thorbecke, 2022, "Understanding the transmission of COVID-19 news to French financial markets in early 2020," International Economics, CEPII research center, issue 170, pages 103-114.
• Khaled Mokni & Walid Mensi & Shawkat Hammoudeh & Ahdi Noomen Ajmi, 2022, "Green bonds and oil price shocks and uncertainty: A safe haven analysis," International Economics, CEPII research center, issue 172, pages 238-254.
• Kaleem Ullah Malik & Muhammad Shaukat Malik & Muhammad Irfan & Hussain Mehdi, 2022, "The Role of Heuristic Factors in Investment Performance: Exploring the Market Anomalies in a Volatile Environment," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, volume 41, issue 73, pages 63-84.
• Runumi Das & Arabinda Debnath, 2022, "Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 14, issue 2, pages 411-452.
• Allen, Franklin & Fatás, Antonio & Weder di Mauro, Beatrice, 2022, "Was the ICO Boom just a Sideshow of the Bitcoin and Ether Momentum?," CEPR Discussion Papers, Centre for Economic Policy Research, number 16908, Jan.
• Fuster, Andreas & Lucca, David & Vickery, James, 2022, "Mortgage-Backed Securities," CEPR Discussion Papers, Centre for Economic Policy Research, number 16989, Feb.
• Nagel, Stefan & Xu, Zhengyang, 2022, "Dynamics of Subjective Risk Premia," CEPR Discussion Papers, Centre for Economic Policy Research, number 17064, Feb.
• Andreou, Elena & Gagliardini, Patrick & Ghysels, Eric & Rubin, Mirco, 2022, "Three Common Factors," CEPR Discussion Papers, Centre for Economic Policy Research, number 17225, Apr.
• Grimm, Niklas & Laeven, Luc & Popov, Alexander, 2022, "Quantitative Easing and Corporate Innovation," CEPR Discussion Papers, Centre for Economic Policy Research, number 17280, May.
• Gnan, Phillipp & Schleritzko, Maximilian & Schmeling, Maik & Wagner, Christian, 2022, "Deciphering Monetary Policy Shocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 17295, May.
• Ahnert, Toni & Brolley, Michael & Cimon, David & Riordan, Ryan, 2022, "Cyber Risk and Security Investment," CEPR Discussion Papers, Centre for Economic Policy Research, number 17403, Jun.
• Lewis, Karen K. & Liu, Edith X., 2022, "How Can Asset Prices Value Exchange Rate Wedges?," CEPR Discussion Papers, Centre for Economic Policy Research, number 17596, Oct.
• Ahmed, Rashad & Rebucci, Alessandro, 2022, "Dollar Reserves and U.S. Yields: Identifying the Price Impact of Official Flows," CEPR Discussion Papers, Centre for Economic Policy Research, number 17599, Oct.
• Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022, "Algorithmic Pricing and Liquidity in Securities Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 17606, Oct.
• Tomás Carrera de Souza & Tom Hudepohl, 2022, "The Eurosystem’s bond market share at an all-time high: what does it mean for repo markets?," Working Papers, DNB, number 745, May.
• Tom Hudepohl, 2022, "The rebalancing channel of QE: New evidence at the security level in the euro area," Working Papers, DNB, number 756, Dec.
• Joe Cho Yiu NG & Charles Ka Yui LEUNG & Suikang CHEN, 2022, "Corporate Real Estate Holding and Stock Returns: International Evidence from Listed Companies," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1158, Jan.
• Stolowy, Hervé & Paugam, Luc & Gendron, Yves, 2022, "Competing for narrative authority in capital markets: activist short sellers vs. financial analysts," HEC Research Papers Series, HEC Paris, number 1449, Jan.
• Lovo, Stefano & Raimbourg, Philippe & Salvadè, Federica, 2022, "Credit Rating Agencies, Information Asymmetry and US Bond Liquidity," HEC Research Papers Series, HEC Paris, number 1456, Apr, DOI: 10.2139/ssrn.4056558.
• Colliard, Jean-Edouard & Foucault, Thierry & Lovo, Stefano, 2022, "Algorithmic Pricing and Liquidity in Securities Markets," HEC Research Papers Series, HEC Paris, number 1459, Oct, DOI: 10.2139/ssrn.4252858.
• Bats, Joost & Greif, William & Kapp, Daniel, 2022, "The rise in the cross-sectoral dispersion of earnings expectations during COVID-19," Working Paper Series, European Central Bank, number 2664, May.
• Emambakhsh, Tina & Giuzio, Margherita & Mingarelli, Luca & Salakhova, Dilyara & Spaggiari, Martina, 2022, "Climate-related risks to financial stability," Financial Stability Review, European Central Bank, volume 1.
• Buti, Sabrina & Rindi, Barbara & Werner, Ingrid M., 2022, "Diving into Dark Pools," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-01, Feb.
• Zhang, Shaojun, 2022, "Do Investors Care about Carbon Risk? A Global Perspective," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2022-06, Sep, DOI: 10.2139/ssrn.4174429.
• Ilyes Abidi & Mariem Nsaibi, 2022, "Does Gender Diversity on Boards Influence Stock Market Liquidity? Empirical Evidence from the Tunisian Market," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 3, pages 110-120, May.
• Velenkosini Matsebula & Johannes Sheefeni, 2022, "Financial Inclusion and Macroeconomic Stability in South Africa," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 4, pages 56-64, July.
• Zaheda Daruwala, 2022, "Reactive or Immune: Stock Market Behaviour During Subsequent Waves of the COVID-19 Pandemic," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 92-106, November.
• Tshembhani M. Hlongwane & Johannes P. S. Sheefeni, 2022, "Examining the Effect of Financial Markets Shocks on Financial Stability in South Africa," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 12, issue 6, pages 30-37, November.
• Saif Sallam Alhakimi & Hussein Hamood Sharaf-Addin, 2022, "Investigating the Impact of Oil Prices Changes on Financial Market Efficiency in Saudi Arabia for the Period (1980-2018): ARDL Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 1, pages 420-426.
• Shazia Kousar & Iqra Khalid & Farhan Ahmed & Jose Pedro Ramos-Requena, 2022, "Asymmetric Effect of Oil Prices on Export Performance: The Role of Export Financing Schemes in Pakistan," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 2, pages 188-197, March.
• Thobekile Qabhobho & Emmanuel Asafo-Adjei & Peterson Owusu Junior & Anokye M. Adam, 2022, "Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 12, issue 5, pages 472-481, September.
• Merike Kukk & Alari Paulus & Nicolas Reigl, 2022, "Credit market concentration and systemic risk in Europe," Bank of Estonia Working Papers, Bank of Estonia, number wp2022-4, Mar, revised 24 Mar 2022, DOI: 10.23656/25045520/042022/0194.
• Li, Ken, 2022, "Textual fundamentals in earnings press releases," Advances in accounting, Elsevier, volume 57, issue C, DOI: 10.1016/j.adiac.2022.100591.
• Stolowy, Hervé & Paugam, Luc & Gendron, Yves, 2022, "Competing for narrative authority in capital markets: Activist short sellers vs. financial analysts," Accounting, Organizations and Society, Elsevier, volume 100, issue C, DOI: 10.1016/j.aos.2022.101334.
• Huo, Xiaolin & Jiang, Dayan & Qiu, Zhigang & Yang, Sijie, 2022, "The impacts of dual carbon goals on asset prices in China," Journal of Asian Economics, Elsevier, volume 83, issue C, DOI: 10.1016/j.asieco.2022.101546.
• Merl, Robert, 2022, "Literature review of experimental asset markets with insiders," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100596.
• Baur, Dirk G., 2022, "The Anna Karenina principle and stock prices," Journal of Behavioral and Experimental Finance, Elsevier, volume 33, issue C, DOI: 10.1016/j.jbef.2021.100602.
• Umar, Zaghum & Alwahedi, Wafa & Zaremba, Adam & Vo, Xuan Vinh, 2022, "Return and volatility connectedness of the non-fungible tokens segments," Journal of Behavioral and Experimental Finance, Elsevier, volume 35, issue C, DOI: 10.1016/j.jbef.2022.100692.
• Zhao, Chen & Li, Yubin & Govindaraj, Suresh & Zhong, Zhaodong (Ken), 2022, "CDS trading and analyst optimism," The British Accounting Review, Elsevier, volume 54, issue 4, DOI: 10.1016/j.bar.2022.101109.
• Li, Chengcheng & Wang, Xiaoqiong, 2022, "Local peer effects of corporate social responsibility," Journal of Corporate Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.jcorpfin.2022.102187.
• Chen, Yangyang & Chui, Andy C.W. & Goyal, Abhinav & Veeraraghavan, Madhu, 2022, "Societal secrecy and IPO underpricing," Journal of Corporate Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jcorpfin.2022.102257.
• Chen, Zilin & Chu, Liya & Liang, Dawei & Tu, Jun, 2022, "Far away from home: Investors’ underreaction to geographically dispersed information," Journal of Economic Dynamics and Control, Elsevier, volume 136, issue C, DOI: 10.1016/j.jedc.2022.104325.
• Choi, Jae Hoon & Munro, David, 2022, "Market liquidity and excess volatility: Theory and experiment," Journal of Economic Dynamics and Control, Elsevier, volume 139, issue C, DOI: 10.1016/j.jedc.2022.104442.
• Routledge, Bryan & Zetlin-Jones, Ariel, 2022, "Currency stability using blockchain technology," Journal of Economic Dynamics and Control, Elsevier, volume 142, issue C, DOI: 10.1016/j.jedc.2021.104155.
• Li, Yiting & Wang, Chien-Chiang, 2022, "A search-theoretic model of double-spending fraud," Journal of Economic Dynamics and Control, Elsevier, volume 142, issue C, DOI: 10.1016/j.jedc.2021.104157.
• Gao, Xing & Ladley, Daniel, 2022, "Statistical arbitrage and risk contagion," Journal of Economic Dynamics and Control, Elsevier, volume 144, issue C, DOI: 10.1016/j.jedc.2022.104528.
• Cervantes, Paula & Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2022, "The impact of COVID-19 induced panic on stock market returns: A two-year experience," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 1075-1097, DOI: 10.1016/j.eap.2022.10.012.
• Boikos, Spyridon & Panagiotidis, Theodore & Voucharas, Georgios, 2022, "Financial development, reforms and growth," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2021.105734.
• Liu, Lewis & Neupane, Suman & Zhang, Lei, 2022, "Firm location effect on underwriting, subscription, and underpricing: Evidence from IPOs in China," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2022.105778.
• Jeong, Minsoo, 2022, "Modelling persistent stationary processes in continuous time," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105776.
• Kanno, Masayasu, 2022, "Exploring risks in syndicated loan networks: Evidence from real estate investment trusts," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105953.
• Chao, Ching-Hsiang & Huang, Chih-Jen & Ho, Ruey-Jenn & Huang, Hsin-Yi, 2022, "Catering to investors through capital expenditures: Testing assets substitution problem around financing," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101561.
• Li, Zijian & Meng, Qiaoyu, 2022, "Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101565.
• Chen, Qitong & Zhu, Huiming & Yu, Dongwei & Hau, Liya, 2022, "How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101581.
• Wang, Yijing & Geng, Xueqing & Guo, Kun, 2022, "The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101588.
• Zhang, Xiaoge, 2022, "Belief-driven growth slowdowns and zero-bounded risk-free rate," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101600.
• Gao, Yang & Li, Yangyang & Zhao, Chengjie & Wang, Yaojun, 2022, "Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101619.
• Jian, Zhihong & Li, Xupei & Zhu, Zhican, 2022, "Extreme risk transmission channels between the stock index futures and spot markets: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101632.
• Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022, "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101666.
• Odusami, Babatunde O. & Mansur, Iqbal, 2022, "Economic fundamentals, policy responses, and state-level municipal bond sensitivity to COVID-19 prevalence," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101693.
• Dash, Saumya Ranjan & Maitra, Debasish, 2022, "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101712.
• Caporin, Massimiliano & Poli, Francesco, 2022, "News and intraday jumps: Evidence from regularization and class imbalance," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101743.
• Nonejad, Nima, 2022, "Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101751.
• Youssef, Mouna & Waked, Sami Sobhi, 2022, "Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101752.
• Wang, Jie & Xue, Weina & Song, Jiashan, 2022, "Economic policy uncertainty and industry risk on China’s stock market," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101771.
• Shi, Ruoshi & Zhao, Yanlong & Bao, Ying & Peng, Cheng, 2022, "Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101781.
• Tan, Sook-Rei & Li, Changtai & Yeap, Xiu Wei, 2022, "A time-varying copula approach for constructing a daily financial systemic stress index," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101821.
• Yi, Biao & Guo, Shuxin, 2022, "Common analyst links and predictable returns: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101832.
• Qi, Xiaohong & Zhang, Guofu, 2022, "Dynamic connectedness of China’s green bonds and asset classes," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101842.
• Jeong, Minsoo, 2022, "Consistent estimation of drift parameter in diffusion model with misspecified volatility function," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110237.
• Bollerslev, Tim & Patton, Andrew J. & Zhang, Haozhe, 2022, "Equity clusters through the lens of realized semicorrelations," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110245.
• Wan, Xiaoyuan & Zhang, Jiachen, 2022, "The effect of relaxing daily price limit: Evidence from the ChiNext market of China," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110509.
• Mignanego, Fausto & Sbuelz, Alessandro, 2022, "Analytical cyclical price–dividend ratios," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110510.
• Kim, Jonghwan (Simon) & Jeon, Heung-Jae & Kim, Grace Goun, 2022, "Overconfidence or competence? Your employees know," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110580.
• Wang, Xinjie & Xiang, Zhiqiang & Xu, Weike & Yuan, Peixuan, 2022, "The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110598.
• Caiazza, Stefano & Fiordelisi, Franco & Galloppo, Giuseppe & Ricci, Ornella, 2022, "Informal central bank communication: The role of investor memories," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110632.
• Jansen, Ivo Ph. & Nikiforov, Andrei L., 2022, "Intertemporal variation in abnormal volume around earnings announcements: “Distraction” or “flocking-and-dispersing”?," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110722.
• Kim, Jonghwan (Simon) & Ra, Kyeongheum, 2022, "Employee satisfaction and asymmetric cost behavior: Evidence from Glassdoor," Economics Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.econlet.2022.110829.
• Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2022, "The urgency to borrow in the interbank market," Economics Letters, Elsevier, volume 221, issue C, DOI: 10.1016/j.econlet.2022.110900.
• Christensen, Kim & Oomen, Roel & Renò, Roberto, 2022, "The drift burst hypothesis," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 461-497, DOI: 10.1016/j.jeconom.2020.11.004.
• Albaity, Mohamed & Noman, Abu Hanifa Md. & Saadaoui Mallek, Ray & Al-Shboul, Mohammad, 2022, "Cyclicality of bank credit growth: Conventional vs Islamic banks in the GCC," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100884.
• Davoodalhosseini, Seyed Mohammadreza, 2022, "Optimal taxation in asset markets with adverse selection," European Economic Review, Elsevier, volume 147, issue C, DOI: 10.1016/j.euroecorev.2022.104155.
• Fanelli, Luca & Marsi, Antonio, 2022, "Sovereign spreads and unconventional monetary policy in the Euro area: A tale of three shocks," European Economic Review, Elsevier, volume 150, issue C, DOI: 10.1016/j.euroecorev.2022.104281.
• Adcock, Christopher & Bessler, Wolfgang & Conlon, Thomas, 2022, "Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 24-50, DOI: 10.1016/j.jempfin.2021.11.001.
• Cenesizoglu, Tolga & Dionne, Georges & Zhou, Xiaozhou, 2022, "Asymmetric effects of the limit order book on price dynamics," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 77-98, DOI: 10.1016/j.jempfin.2021.11.002.
• Cotter, John & Salvador, Enrique, 2022, "The non-linear trade-off between return and risk and its determinants," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 100-132, DOI: 10.1016/j.jempfin.2022.03.002.
• Greppmair, Stefan & Theissen, Erik, 2022, "Small is beautiful? How the introduction of mini futures contracts affects the regular contracts," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 19-38, DOI: 10.1016/j.jempfin.2021.08.003.
• Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong, 2022, "It is not just What you say, but How you say it: Why tonality matters in central bank communication," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 216-231, DOI: 10.1016/j.jempfin.2022.07.008.
• Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022, "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105743.
• Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2022, "Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105758.
• Fahmy, Hany, 2022, "The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105738.
• Sardar, Naafey & Sharma, Shahil, 2022, "Oil prices & stock returns: Modeling the asymmetric effects around the zero lower bound," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105814.
• Wen, Xiaoqian & Xie, Yuxin & Pantelous, Athanasios A., 2022, "Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105915.
• Ren, Boru & Lucey, Brian, 2022, "A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105951.
• Russo, Marianna & Kraft, Emil & Bertsch, Valentin & Keles, Dogan, 2022, "Short-term risk management of electricity retailers under rising shares of decentralized solar generation," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105956.
• Roy, Preeti & Ahmad, Wasim & Sadorsky, Perry & Phani, B.V., 2022, "What do we know about the idiosyncratic risk of clean energy equities?," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106167.
• Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022, "The growth of oil futures in China: Evidence of market maturity through global crises," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106243.
• Chun, Dohyun & Cho, Hoon & Kim, Jihun, 2022, "The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106257.
• Yousaf, Imran & Nekhili, Ramzi & Umar, Muhammad, 2022, "Extreme connectedness between renewable energy tokens and fossil fuel markets," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106305.
• Zhou, Yuqin & Wu, Shan & Zhang, Zeyi, 2022, "Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106319.
• Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2022, "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," Energy Policy, Elsevier, volume 168, issue C, DOI: 10.1016/j.enpol.2022.113102.
• Kuang, Wei, 2022, "The economic value of high-frequency data in equity-oil hedge," Energy, Elsevier, volume 239, issue PA, DOI: 10.1016/j.energy.2021.121904.
• Ben-Salha, Ousama & Mokni, Khaled, 2022, "Detrended cross-correlation analysis in quantiles between oil price and the US stock market," Energy, Elsevier, volume 242, issue C, DOI: 10.1016/j.energy.2021.122918.
• Ren, Xiaohang & Li, Yiying & Qi, Yinshu & Duan, Kun, 2022, "Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics," Energy, Elsevier, volume 254, issue PB, DOI: 10.1016/j.energy.2022.124172.
• Smales, L.A., 2022, "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101972.
• Ekinci, Cumhur & Ersan, Oğuz, 2022, "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102004.
• Tarlie, Martin B. & Sakoulis, Georgios & Henriksson, Roy, 2022, "Stock market bubbles and anti-bubbles," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2018.07.012.
• Vidal-Tomás, David, 2022, "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102061.
• Elsayed, Ahmed H. & Gozgor, Giray & Lau, Chi Keung Marco, 2022, "Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102069.
• Yousaf, Imran & Nekhili, Ramzi & Gubareva, Mariya, 2022, "Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102082.
• Baulkaran, Vishaal, 2022, "Personal bankruptcy and consumer credit delinquency: The case of personal finance education," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102098.
• Wei, Yu & Zhang, Yaojie & Wang, Yudong, 2022, "Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102100.
• Virk, Nader Shahzad & Butt, Hilal Anwar, 2022, "Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102104.
• Anastasiou, Dimitris & Ballis, Antonis & Drakos, Konstantinos, 2022, "Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102111.
• Lambe, Brendan & Li, Zhiyong & Qin, Weiping, 2022, "Uncertain times and the insider perspective," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102138.
• Pham, Linh & Karim, Sitara & Naeem, Muhammad Abubakr & Long, Cheng, 2022, "A tale of two tails among carbon prices, green and non-green cryptocurrencies," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102139.
• Qiao, Gaoxiu & Jiang, Gongyue & Yang, Jiyu, 2022, "VIX term structure forecasting: New evidence based on the realized semi-variances," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102199.
• Nonejad, Nima, 2022, "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102251.
• Maung, Min, 2022, "Trust and cross-border mergers and acquisitions," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102262.
• Wang, Yizhi, 2022, "Volatility spillovers across NFTs news attention and financial markets," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102313.
• Liao, Yixin & Coakley, Jerry & Kellard, Neil, 2022, "Index tracking and beta arbitrage effects in comovement," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102330.
• Foley, Sean & Frijns, Bart & Garel, Alexandre & Roh, Tai-Yong, 2022, "Who buys Bitcoin? The cultural determinants of Bitcoin activity," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102385.
• Smith, Simon C., 2022, "Time-variation, multiple testing, and the factor zoo," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102394.
• Pacelli, Vincenzo & Miglietta, Federica & Foglia, Matteo, 2022, "The extreme risk connectedness of the new financial system: European evidence," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102408.
• Gur, Nurullah, 2022, "Patience and financial development," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102045.
• Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022, "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102075.
• Wong, Jin Boon & Zhang, Qin, 2022, "Impact of carbon tax on electricity prices and behaviour," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102098.
• Drake, Pamela Peterson, 2022, "The gold-stock market relationship during COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102111.
• Del Lo, Gaye & Basséne, Théophile & Séne, Babacar, 2022, "COVID-19 And the african financial markets : Less infection, less economic impact ?," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102148.
• Hřebačka, Viktor, 2022, "The impact of provider-specific factors on the profitability of contract for difference traders," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102201.
• Baek, Seungjun, 2022, "Information acquisition and asset price volatility," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102236.
• Duan, Yuejiao & Goodell, John W. & Li, Haoran & Li, Xinming, 2022, "Assessing machine learning for forecasting economic risk: Evidence from an expanded Chinese financial information set," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102273.
• Nguyen, Khanh Quoc, 2022, "The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102284.
• Yamada, Masahiro, 2022, "Profitability and liquidity provision of HFTs during large price shocks: Does relative tick size matter?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102308.
• Bakry, Walid & Kavalmthara, Peter John & Saverimuttu, Vivienne & Liu, Yiyang & Cyril, Sajan, 2022, "Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102350.
• Lin, Yongjia & Wang, Yizhi & Fu, Xiaoqing (Maggie), 2022, "Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102351.
• Soriano, Pilar & Torró, Hipòlit, 2022, "The response of Brent crude oil to the European central bank monetary policy," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102353.
• Qadan, Mahmoud & Aharon, David Y. & Eichel, Ron, 2022, "Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102354.
• Lyócsa, Štefan & Baumöhl, Eduard & Výrost, Tomáš, 2022, "YOLO trading: Riding with the herd during the GameStop episode," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102359.
• Horváth, Lajos & Li, Hemei & Liu, Zhenya, 2022, "How to identify the different phases of stock market bubbles statistically?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102366.
• Goto, Shingo & Kalesnik, Vitali, 2022, "Exploiting the persistence in managerial market timing," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102377.
• Choi, Sangyup & Shin, Junhyeok, 2022, "Bitcoin: An inflation hedge but not a safe haven," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102379.
• Bellón, Carlos & Figuerola-Ferretti, Isabel, 2022, "Bubbles in Ethereum," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102387.