Research classified by Journal of Economic Literature (JEL) codes

2024

• Yuvana Jaichand & Renee van Eyden & Rangan Gupta, 2024, "Presidential Approval Ratings and Stock Market Performance in Latin America," Working Papers, University of Pretoria, Department of Economics, number 202411, Mar.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2024, "Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes," Working Papers, University of Pretoria, Department of Economics, number 202414, Mar.
• Onur Polat & Rangan Gupta & Oguzhan Cepni & Qiang Ji, 2024, "Can Municipal Bonds Hedge US State-Level Climate Risks?," Working Papers, University of Pretoria, Department of Economics, number 202419, Apr.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024, "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202424, Jun.
• Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2024, "Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Working Papers, University of Pretoria, Department of Economics, number 202432, Jul.
• Vincenzo Candila & Oguzhan Cepni & Giampiero M. Gallo & Rangan Gupta, 2024, "Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis," Working Papers, University of Pretoria, Department of Economics, number 202437, Aug.
• Onur Polat & Juncal Cunado & Oguzhan Cepni & Rangan Gupta, 2024, "Oil Price Shocks and the Connectedness of US State-Level Financial Markets," Working Papers, University of Pretoria, Department of Economics, number 202438, Sep.
• Afees A. Salisu & Ahamuefula E. Ogbonna & Elie Bouri & Rangan Gupta, 2024, "Economic Policy Uncertainty and Bank-Level Stock Returns Volatility of the United States: A Mixed-Frequency Perspective," Working Papers, University of Pretoria, Department of Economics, number 202444, Oct.
• Matteo Bonato & Rangan Gupta & Christian Pierdzioch, 2024, "Do Shortages Forecast Aggregate and Sectoral U.S. Stock Market Realized Variance? Evidence from a Century of Data," Working Papers, University of Pretoria, Department of Economics, number 202450, Nov.
• Teymur Akhundov, 2024, "Factors Influencing Customers’ Bank Selection Decision in Azerbaijan," ACTA VSFS, University of Finance and Administration, volume 18, issue 1, pages 68-91.
• Bohumil Stádník, 2024, "The Macaulay duration of a perpetuity bond in the period between coupon payments
  [Macaulayova durace perpetuity v době mezi výplatou kupónu]," Český finanční a účetní časopis, Prague University of Economics and Business, volume 2024, issue 2, pages 43-50, DOI: 10.18267/j.cfuc.594.
• Yesim Helhel & Eray Akgun, 2024, "Examining the Relationship Between Tourism Index Return and Financial, Macroeconomic and Tourism Industry Development Indicators: An Application of MS-VAR Models," Politická ekonomie, Prague University of Economics and Business, volume 2024, issue 4, pages 626-652, DOI: 10.18267/j.polek.1424.
• Caio Machado, 2024, "Online Appendix to "Coordinating in Financial Crises"," Online Appendices, Review of Economic Dynamics, number 23-96.
• Shuo Liu, 2024, "Code and data files for "Social Optimal Search Intensity in Over-the-Counter Markets"," Computer Codes, Review of Economic Dynamics, number 22-80, revised .
• Caio Machado, 2024, "Code and data files for "Coordinating in Financial Crises"," Computer Codes, Review of Economic Dynamics, number 23-96, revised .
• Shuo Liu, 2024, "Social Optimal Search Intensity in Over-the-Counter Markets," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 53, pages 224-282, July, DOI: 10.1016/j.red.2024.04.002.
• Caio Machado, 2024, "Coordinating in Financial Crises," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, volume 54, October, DOI: 10.1016/j.red.2024.101236.
• Petar-Pierre Matek & Maša Galiæ, 2024, "The impact of designated market-makers on liquidity in frontier markets: Evidence from Zagreb and Ljubljana Stock Exchanges," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, volume 42, issue 1, pages 95-121.
• Daniel Marcel te Kaat & Alexander Raabe & Yuanjie Tian, 2024, "Greening Thy Neighbor: How the United States Inflation Reduction Act Drives Climate Finance Globally," ADB Economics Working Paper Series, Asian Development Bank, number 754, Nov.
• Şenay Açıkgöz & Cem Onur Karatas, 2024, "Economic Policy Uncertainty and Fluctuations in Monthly IPO Volume: Evidence from the US," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 15, issue 4, pages 331-354.
• Deborah Olasupo & Ibidapo Adebayo & Olakunle Orimaye, 2024, "E-Tourism in Nigeria: An Examination of Internet as a Tool for Tourism Marketing in Ikogosi Warm and Cold Spring Holiday Resort," International Journal of Home Economics, Hospitality and Allied Research, Department of Home Economics & Hospitality Management Education, University of Nigeria, Nsukka, volume 3, issue 2, pages 76-92.
• Yujue Wang & Nur Syazwani Mazlan & Wan Azman Saini Wan Ngah & Muhammad Faheem, 2024, "The Role of Financial Development in Reducing Income Inequality in Selected Asian Countries," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 39, issue 3, pages 622-645.
• Muhammad Ateeq ur REHMAN & Masood AHMAD & Furman ALI & Habib AHMAD, 2024, "Expose the Hidden : Investor Sentiment and Anomaly Strategies in Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 63-81, December.
• Alexander GANCHEV & Catalin DEATCU, 2024, "Quantitative Dimensions of Yield Curve Dynamics in Post-Pandemic Environment – The Case of Romania," PROCEEDINGS OF THE INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCES, Bucharest University of Economic Studies, Romania, volume 6, issue 1, pages 600-609, August.
• Hyeladi Stanley Dibal & Habila Abel Haruna & Chinyere C. Onyejiaku & Ogbole Friday Ogbole & Josaphat Uchechukwu J. Onwumere, 2024, "Pension Fund Investments and Capital Market Development in Nigeria: The Moderating Role of Inflation," Global Journal of Emerging Market Economies, Emerging Markets Forum, volume 16, issue 2, pages 248-269, May, DOI: 10.1177/09749101231194194.
• Xin Li & Zheng Li & Meng Qin & Weike Zhang & Chi-Wei Su, 2024, "Chinese eSports Industry’s Boom and Recession: Evidence From Bubble Detection Framework," SAGE Open, , volume 14, issue 1, pages 21582440231, February, DOI: 10.1177/21582440231218110.
• Mubarik Salifu & James Atta Peprah & William Godfred Cantah, 2024, "Legal Systems, Property Rights, and Financial Development in Sub-Saharan Africa," SAGE Open, , volume 14, issue 2, pages 21582440241, May, DOI: 10.1177/21582440241257932.
• Ronald Nhleko & Daniel Schutte, 2024, "A Panel Analysis of the Impact of EBITDA, Equity Book Values, Growth, Risk and Negative Earnings on Share Price Variations," SAGE Open, , volume 14, issue 3, pages 21582440241, August, DOI: 10.1177/21582440241271172.
• Vaz, Rolando, 2024, "The Regional Firm Density and the Growth of Firms in the Portuguese Textile and Clothing Industry," Revista Galega de Economía, University of Santiago de Compostela. Faculty of Economics and Business., volume 33, issue 3, pages 1-24.
• Mangee, Nicholas, 2024, "Stock price swings and fundamentals: The role of Knightian uncertainty," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102987.
• Sharma, Aarti & Singhal, Ankit & Ramanna, Vishwanatha Saragur, 2024, "The effect of lead institutional investors on investment and capital structure of young firms: Evidence from Indian IPOs," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102996.
• Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024, "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103045.
• Podhorsky, Andrea, 2024, "Bursting the bitcoin bubble: Do market prices reflect fundamental bitcoin value?," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103158.
• Cao, Hung & Phan, Hieu V. & Silveri, Sabatino, 2024, "Data breach disclosures and stock price crash risk: Evidence from data breach notification laws," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103164.
• Su, Fei & Guan, Mengyao & Liu, Yujie & Liu, Jia, 2024, "ESG performance and corporate fraudulence: Evidence from China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103180.
• Zhao, Mingguo & Park, Hail, 2024, "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103198.
• Harris, Richard D.F. & Mazibas, Murat & Rambaccussing, Dooruj, 2024, "Bitcoin replication using machine learning," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103207.
• Tang, Zhenpeng & Lin, Qiaofeng & Cai, Yi & Chen, Kaijie & Liu, Dinggao, 2024, "Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103210.
• Wang, Zhuo & Chen, Xiaodan & Zhou, Chunyan & Zhang, Yifeng & Wei, Yu, 2024, "Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103266.
• Zabavnik, Darja & Verbič, Miroslav, 2024, "Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103283.
• Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2024, "Machine-learning stock market volatility: Predictability, drivers, and economic value," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103286.
• Chen, Jia & Yi, Xingjian & Liu, Hao, 2024, "Asset redeployability and firm value amidst the COVID-19 pandemic: A real options perspective," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103298.
• Shi, Huai-Long & Chen, Huayi, 2024, "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103313.
• Zhang, Sijia & Gregoriou, Andros & Wu, He, 2024, "Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103316.
• Odusami, Babatunde O. & Akinsomi, Omokolade, 2024, "Diversifying and hedging REIT portfolios with cryptocurrencies: Evidence from global and regional REIT indices," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103329.
• Alshammari, Saad & Andriosopoulos, Kostas & Kaabia, Olfa & Mohamed, Kamel Si & Urom, Christian, 2024, "The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103350.
• Klein, Olga & Klein, Daniel, 2024, "Institutional consensus after earnings announcements: Information or crowding?," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103355.
• Tan, Xueping & Zhong, Yiran & Vivian, Andrew & Geng, Yong & Wang, Ziyi & Zhao, Difei, 2024, "Towards an era of multi-source uncertainty: A systematic and bibliometric analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103411.
• Hoque, Mohammad Enamul & Billah, Mabruk & Kapar, Burcu & Naeem, Muhammad Abubakr, 2024, "Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103434.
• Zhao, Shengli, 2024, "Objective acceptability indexes," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103459.
• Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P. & Nguyen, Thach V.H. & Truong, Cameron, 2024, "When Hollywood movies steal the show, stock returns dance more with the market!," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103501.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103513.
• Luo, Runmei & Ye, Yong, 2024, "Do firms listen to the ESG voices of minority investors? Evidence from China," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103562.
• Basnayake, Dananjani & Naranpanawa, Athula & Selvanathan, Saroja & Bandara, Jayatilleke S., 2024, "Financial inclusion through digitalization and economic growth in Asia-Pacific countries," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103596.
• Yousaf, Imran & Abrar, Afsheen & Ali, Shoaib & Goodell, John W., 2024, "Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103666.
• Zhong, Tingyong & Duan, Ying & Ding, Zhiguo, 2024, "How bankruptcy system innovation affects firm investment behavior: A quasi-natural experiment based on the establishment of bankruptcy courts in China," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103723.
• Abakah, Emmanuel Joel Aikins & Hossain, Sahib & Abdullah, Mohammad & Goodell, John W., 2024, "Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104693.
• Kilic, Osman & Nam, Kiseok & O'Connor, Matthew L., 2024, "State-dependent volatility feedback effect in the ICAPM," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104700.
• Ha, Yeonjeong & Oh, Haejune, 2024, "Choice for smart investment in mutual funds: Single- or multi-period performance ranks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104711.
• Chemaya, Nir & Liu, Dingyue, 2024, "The suitability of using Uniswap V2 model to analyze V3 data," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104717.
• Liu, Jiatong & Zhu, You & Wang, Gang-Jin & Xie, Chi & Wang, Qilin, 2024, "Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104765.
• Zhan, Baoqiang & Wu, Chong, 2024, "Star power: A quasi-natural experiment on how analyst status affects recommendation performance," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104792.
• Alonso, Irma & Serrano, Pedro & Vaello-Sebastià, Antoni, 2024, "The global spillovers of unconventional monetary policies on tail risks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104820.
• Ho, Kin-Hon & Law, Monica & Hou, Yun & Chan, Tse-Tin, 2024, "Spillover analysis on NFTs, NFT-affiliated tokens and NFT submarkets," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104598.
• Bonaparte, Yosef, 2024, "Artificial Intelligence in Finance: Valuations and Opportunities," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104851.
• Enwo-Irem, Imaculata Nnenna & Urom, Christian, 2024, "Climate change concerns and macroeconomic condition predictability," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104903.
• Liu, Jian & Julaiti, Jiansuer & Gou, Shangde, 2024, "Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104950.
• Shust, Efrat, 2024, "The ambiguous December," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.104990.
• Li, Ying & Guo, Xu & Huang, Wei & Ma, Xiaomeng, 2024, "ESG rating and short selling in the corporate bond market," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.104998.
• Qi, Yudong & Han, Minmin & Zhang, Chao, 2024, "The Synergistic Effects of Digital Technology Application and ESG Performance on Corporate Performance," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105007.
• Kim, Jang-Chul & Mazumder, Sharif & Su, Qing, 2024, "Brexit's ripple: Probing the impact on stock market liquidity," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105030.
• Xing, Shuo & Cheng, Tingting & Sun, Shuanglin, 2024, "Do investors herd under global crises? A comparative study between Chinese and the United States stock markets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105120.
• Bock, J. & Geissel, S., 2024, "Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105129.
• González-Fernández, Marcos & Trujillo, Francisco José Sáez & González-Velasco, Carmen, 2024, "Fixed vs. adjustable-rate mortgages and attention," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105150.
• El Hajjar, Samah & Gebka, Bartosz & Duxbury, Darren & Su, Chen, 2024, "Does religiosity affect stock investors’ herding behaviour? Global evidence," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105165.
• Yousaf, Imran & Zeitun, Rami & Ali, Shoaib & Palma, Alessia, 2024, "Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105221.
• Kirtac, Kemal & Germano, Guido, 2024, "Sentiment trading with large language models," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105227.
• Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024, "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105260.
• Zhang, Chaolin & Yu, Fangbo, 2024, "Can local fintech development improve analysts’ earnings forecast accuracy? Evidence from China," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105291.
• Saengchote, Kanis, 2024, "Developers’ leverage, capital market financing, and fire sale externalities✰," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105335.
• Galvani, Valentina, 2024, "Frog in the Pan and the market-state effect on momentum," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105374.
• Dang, Viet Anh & Nguyen, Dinh Trung & Pham, Thu Phuong & Zurbruegg, Ralf, 2024, "The dynamics of informed trading around corporate bankruptcies," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105385.
• Wang, Haibo, 2024, "Decoding herding dynamics in the generative AI investment amid key technological advancements: A timeline perspective," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105432.
• Olgun, Onur & Ekinci, Cumhur & Arıkan, Ramazan, 2024, "The performance of selected high-frequency trading proxies: An application on Turkish index futures market," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105523.
• Li, Scott & Ma, Judy, 2024, "The impact of sentiment and engagement of Twitter posts on cryptocurrency price movement," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105598.
• Fung, Scott & Loveland, Robert, 2024, "Option trading activity and capital reallocation efficiency: Evidence from corporate restructurings," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105537.
• Askari, Abolfazl & Hajizadeh, Ehsan, 2024, "Exploring market efficiency levels: A powerful approach based on a gamma distribution," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105731.
• Shen, Shulin & Sultan, Syed Galib & Zivot, Eric, 2024, "Price discovery share: An order invariant measure of price discovery," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105734.
• Aibai, Abuduwali & Julaiti, Jiansuer & Gou, Shangde, 2024, "The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105750.
• Scharnowski, Stefan, 2024, "Dark web traffic, privacy coins, and cryptocurrency trading activity," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105875.
• Wang, Yanning & Wang, Xichen, 2024, "The role of central bank communication in the long-term stock-bond correlations: Evidence from China," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105893.
• Xu, Wen & Zhang, Linlang & Chan, Kam C., 2024, "The effect of gambling culture on initial public offering underpricing," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105912.
• Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
• Tommaso, Caterina Di & Foglia, Matteo & Pacelli, Vincenzo, 2024, "The impact of climate policy uncertainty on the Italian financial market," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106094.
• Kim, Yong Mi & Lee, Sang Hyuk, 2024, "North Korea's threats and the cost of equity capital: The effect of information environments," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106139.
• Zhao, Le & Nguyen, Vinh Huy & Li, Chen, 2024, "The volatility-liquidity dynamics of single-stock ETFs," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106163.
• Chen, Yu-Lun & Yang, J. Jimmy, 2024, "Cryptocurrency hacking and trader behavior in bitcoin futures," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106182.
• Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G., 2024, "Should you buy gold stocks or paper gold?," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106202.
• Dixit, Alok & Bajpai, Shweta, 2024, "Time-varying aggregate tail risk and cross-section of stock returns: Indian evidence," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106209.
• Ekanayake, Deelaka & Smales, Lee A. & Wen, Yuanji, 2024, "The relevance of dark trading for information acquisition in the German stock market," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106245.
• Han, Byunghun & Park, Junho & Park, Kwangwoo, 2024, "Air quality, ES risks, and stock returns: Evidence from Korea," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106293.
• Deng, Mengdie & Lin, Tse-Chun & Zhou, Jiayu, 2024, "Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100870.
• Tian, Haoshu & Yan, Xuemin (Sterling) & Zheng, Lingling, 2024, "The price effect of temporary short-selling bans: Theory and evidence," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100890.
• Chen, Zhuo & Li, Pengfei & Wang, Zhengwei & Zhang, Bohui, 2024, "Leveraged trading and stock returns: Evidence from international stock markets," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100907.
• Liu, Shuo, 2024, "Search friction, liquidity risk, and bond misallocation," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100912.
• Xu, Minggang & Zhang, Xueyong & Zhang, Yeqing, 2024, "Margin trading, short selling, and information asymmetry," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100926.
• Dichev, Ilia D. & Zheng, Xin, 2024, "The volatility of stock investor returns," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100927.
• Chang, Xin & Cheng, Louis T.W. & Kwok, Wing Chun & Wong, George, 2024, "Stock price crash risk and firms’ operating leverage," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101219.
• Do, Trung K., 2024, "Asset redeployability and green innovation," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101270.
• Nguyen, Dinh Trung & Pham, Thu Phuong & Tran, Ngoc Anh & Zurbruegg, Ralf, 2024, "The dynamic effects of debtor bankruptcy on unsecured creditors' stock liquidity," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101322.
• Kalimipalli, Madhu & Morohunfolu, Olaleye & Ramachandran, Shankar, 2024, "Do repeated government infusions help financial stability? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 75, issue C, DOI: 10.1016/j.jfs.2024.101334.
• Tian, Yonggang & Ang, James S. & Fu, Panpan & Ma, Chaoqun & Wang, Xiuhua, 2024, "Does social trust mitigate insiders' opportunistic behaviors? Evidence from insider trading," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100907.
• Fatemi, Darius & Kim, Jang-Chul, 2024, "Information asymmetry in non-US stocks: The compounding and mitigating effects of tax havens and corruption," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100928.
• Orlov, Alexei G. & Sharma, Rajiv, 2024, "Which witch is which? Deconstructing the foreign exchange markets activity," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100947.
• Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024, "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100955.
• Xiang, Youtao & Borjigin, Sumuya, 2024, "Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101006.
• Jiang, Yifu & Olmo, Jose & Atwi, Majed, 2024, "Deep reinforcement learning for portfolio selection," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101016.
• Ahmed, Rashad & Rebucci, Alessandro, 2024, "Dollar reserves and U.S. yields: Identifying the price impact of official flows," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103974.
• Liu, Lewis, 2024, "Analyst monitoring and information asymmetry reduction: U.S. evidence on environmental investment," Innovation and Green Development, Elsevier, volume 3, issue 1, DOI: 10.1016/j.igd.2023.100098.
• Laeven, Roger J.A. & Rosazza Gianin, Emanuela & Zullino, Marco, 2024, "Law-invariant return and star-shaped risk measures," Insurance: Mathematics and Economics, Elsevier, volume 117, issue C, pages 140-153, DOI: 10.1016/j.insmatheco.2024.04.006.
• Gelmini, Matteo & Uberti, Pierpaolo, 2024, "The equally weighted portfolio still remains a challenging benchmark," International Economics, Elsevier, volume 179, issue C, DOI: 10.1016/j.inteco.2024.100525.
• Raheem, Ibrahim D. & le Roux, Sara & Rehman, Mobeen Ur, 2024, "Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach," International Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.inteco.2024.100559.
• O’Sullivan, Conall & Papavassiliou, Vassilios G. & Wafula, Ronald Wekesa & Boubaker, Sabri, 2024, "New insights into liquidity resiliency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101892.
• Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024, "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101910.
• Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan, 2024, "Not all words are equal: Sentiment and jumps in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101920.
• Das, Kuntal K. & Yaghoubi, Mona, 2024, "Migration fear and stock price crash risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101945.
• Kilinc, Mustafa & Ulussever, Talat, 2024, "Changing landscape of the finance-growth nexus: Industry growth, credit types, and external financial dependence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101961.
• Abdelsalam, Omneya & Chantziaras, Antonios & Joseph, Nathan Lael & Tsileponis, Nikolaos, 2024, "Trust matters: A global perspective on the influence of trust on bank market risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101959.
• Xu, Weidong & Huang, Wenxuan & Li, Donghui, 2024, "Climate risk and investment efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101965.
• Bas, Tugba & Malki, Issam & Sivaprasad, Sheeja, 2024, "Connectedness between central bank digital currency index, financial stability and digital assets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101981.
• Kaserer, Christoph & Treßel, Victoria, 2024, "The EU prospectus regulation and its impact on SME listings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.101983.
• Li, Bo & Sun, Qian & Wei, Zhihua, 2024, "Implicit barriers, market integration and asset prices: Evidence from the inclusion of China A-shares in MSCI global indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.101998.
• Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024, "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 95, issue C, DOI: 10.1016/j.intfin.2024.102047.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2024, "The profitability of lead–lag arbitrage at high frequency," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1002-1021, DOI: 10.1016/j.ijforecast.2023.09.001.
• Bonsall, Samuel B. & Gillette, Jacquelyn R. & Pundrich, Gabriel & So, Eric, 2024, "Conflicts of interest in subscriber-paid credit ratings," Journal of Accounting and Economics, Elsevier, volume 77, issue 1, DOI: 10.1016/j.jacceco.2023.101614.
• Gad, Mahmoud & Nikolaev, Valeri & Tahoun, Ahmed & van Lent, Laurence, 2024, "Firm-level political risk and credit markets," Journal of Accounting and Economics, Elsevier, volume 77, issue 2, DOI: 10.1016/j.jacceco.2023.101642.
• Li, Xin & Su, Chi Wei, 2024, "Evaluating the impact of multiple uncertainty shocks on China's airline stocks volatility: A novel joint quantile perspective," Journal of Air Transport Management, Elsevier, volume 121, issue C, DOI: 10.1016/j.jairtraman.2024.102688.
• Carrera de Souza, Tomás & Hudepohl, Tom, 2024, "Frictions in scaling up central bank balance sheet policies: How Eurosystem asset purchases impact the repo market," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107037.
• Cai, Charlie X. & Zhao, Ran, 2024, "Salience theory and cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jbankfin.2023.107052.
• Zhao, Ran & Zhu, Lu, 2024, "Credit default swaps and corporate ESG performance," Journal of Banking & Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jbankfin.2023.107079.
• Bhagwat, Vineet & Shirley, Sara E. & Stark, Jeffrey R., 2024, "Task-oriented speech and information processing," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107095.
• Cimon, David A. & Walton, Adrian, 2024, "Central bank liquidity facilities and market making," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107152.
• Hu, Mingzhi & Lin, Zhenguo & Liu, Yingchun, 2024, "Financial literacy and mortgage stress," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107170.
• Arikawa, Yasuhiro & Byoun, Soku & Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2024, "The role of Japanese corporate governance features in explaining rating differences between global and Japanese rating agencies," Journal of Banking & Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jbankfin.2024.107215.
• Breugem, Matthijs & Corvino, Raffaele & Marfè, Roberto & Schönleber, Lorenzo, 2024, "Pandemic tail risk," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107257.
• Schmidt, Dominik & Stöckl, Thomas & Palan, Stefan, 2024, "Voting for insider trading regulation. An experimental study of informed and uninformed traders’ preferences," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107295.
• Fang, Jiali & Jacobsen, Ben, 2024, "Cross-country determinants of market efficiency: A technical analysis perspective," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107297.
• Shao, Enchuan & Rajapaksa, Danusha, 2024, "Miner competition and transaction fees," Journal of Economic Behavior & Organization, Elsevier, volume 227, issue C, DOI: 10.1016/j.jebo.2024.106736.
• Chelikani, Surya & Marks, Joseph M. & Nam, Kiseok, 2024, "State-dependent intertemporal risk-return tradeoff: Further evidence," Journal of Economics and Business, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeconbus.2024.106161.
• Kamuriwo, Dzidziso Samuel & Muradoglu, Gulnur & Sivaprasad, Sheeja & Malki, Issam, 2024, "Stock returns, industry concentration and firm expenditure decisions," Journal of Economics and Business, Elsevier, volume 131, issue C, DOI: 10.1016/j.jeconbus.2024.106195.
• Xiouros, Costas & Zapatero, Fernando, 2024, "Disagreement, information quality and asset prices," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2023.103774.
• Lee, Charles M.C. & Shi, Terrence Tianshuo & Sun, Stephen Teng & Zhang, Ran, 2024, "Production complementarity and information transmission across industries," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103812.
• Gormsen, Niels Joachim & Jensen, Christian Skov, 2024, "Conditional risk," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103933.
• Tosun, Onur Kemal & Eshraghi, Arman & Vigne, Samuel A., 2024, "Firms Entangled in Geopolitical Conflicts: Evidence from the Russia-Ukraine War," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103137.
• Höfler, Markus & Schertler, Andrea, 2024, "Financial integration and hedging and safe haven properties of metals for sovereign bonds," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103195.
• Xue, Wenjun & He, Zhongzhi & Wang, FeiFei, 2024, "MD&A tone and stock returns," Journal of Contemporary Accounting and Economics, Elsevier, volume 20, issue 3, DOI: 10.1016/j.jcae.2024.100440.
• Chen, Huayi & Shi, Huai-Long & Zhou, Wei-Xing, 2024, "Carbon volatility connectedness and the role of external uncertainties: Evidence from China," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2024.100383.
• Robe, Michel A. & Roberts, John S., 2024, "Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100389.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "Asymmetric effects of monetary policy shocks on financial stability," The Journal of Economic Asymmetries, Elsevier, volume 30, issue C, DOI: 10.1016/j.jeca.2024.e00380.
• Hu, Qian & Gu, Yongkun, 2024, "Copper economic dynamics: Navigating resource scarcity, price volatility, and green growth," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104462.
• Zhang, Yanhua & Cui, Xiaoyan, 2024, "Fintech, business regulations, and urbanization: Shaping the landscape of natural resource rent in G10 countries," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104551.
• Ali, Shoaib & Naveed, Muhammad & Youssef, Manel & Yousaf, Imran, 2024, "FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104591.
• Ali, Shoaib & Naveed, Muhammad & Al-Nassar, Nassar S. & Mirza, Nawazish, 2024, "Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105222.
• Cárdenas, Miguel & Madeira, Carlos & Morales-Resendiz, Raúl & Musa, Miguel & Sanclemente, Mario & Sanz-Bunster, Leon, 2024, "Tiered access in RTGS systems: A DLT-based approach," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 5, issue 1, DOI: 10.1016/j.latcb.2023.100116.
• Ferreira, Thiago R.T., 2024, "Cross-sectional financial conditions, business cycles and the lending channel," Journal of Monetary Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.jmoneco.2024.103597.
• Duong, Truong X. & Huszár, Zsuzsa R. & Tan, Ruth S.K., 2024, "How informed are international short sellers? Global and local industry concentration of short sellers," Journal of Multinational Financial Management, Elsevier, volume 76, issue C, DOI: 10.1016/j.mulfin.2024.100885.
• Liu, Changyang & He, Jincai, 2024, "Does common institutional ownership improve the similarity of behavior between firms? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102225.
• Zhang, Xili & Zheng, Yiran & Lien, Donald & Yu, Xiaojian, 2024, "Can mutual fund investors benefit from volatility managing? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102228.
• Liao, Cunfei & Ma, Tian, 2024, "From fundamental signals to stock volatility: A machine learning approach," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102283.
• Chen, Xin & Chai, Daniel & Zhang, Jin, 2024, "Expected return, volume, and mispricing: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102390.
• Ding, Jie & Huang, Jinbo & Ding, Ashley & Guo, Shijun & Wang, Tianjiao, 2024, "The peer effects of corporate social responsibility in China: A pre-registered report," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102395.
• Nguyen, Phuc Minh & Jubb, Christine & Dias, Roshanthi, 2024, "Motives for environmental and social engagement and stock liquidity: The moderating role of sustainability committees," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102501.
• Chao, Ching-Hsiang & Chang, Chuang-Chang & Chen, Tsung-Yu & Wu, Zhen-Xing, 2024, "Determinants of disposition effect in the real estate market: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102503.
• Narula, Sakshi & Singh, Manish K., 2024, "Do creditors punish weak banks? Evidence from Indian urban cooperative banks’ failure," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102517.
• Wei, Zhihua & Wu, Deqian & Zeng, Aimin & Li, Bo, 2024, "Spillover effects of MSCI inclusion announcement: Evidence and implications from China," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102582.
• Chen, Leqin & Lei, Adrian C.H. & Song, Chen, 2024, "Organization capital and stock price crash risk," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102587.
• Aizenman, Joshua & Lindahl, Robert & Stenvall, David & Uddin, Gazi Salah, 2024, "Geopolitical shocks and commodity market dynamics: New evidence from the Russia-Ukraine conflict," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102574.
• Jawadi, Fredj & Rozin, Philippe & Gnegne, Yacouba & Cheffou, Abdoulkarim Idi, 2024, "Geopolitical risks and business fluctuations in Europe: A sectorial analysis," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102585.
• Zhang, Hanyu & Dufour, Alfonso, 2024, "Managing portfolio risk during crisis times: A dynamic conditional correlation perspective," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 241-251, DOI: 10.1016/j.qref.2024.02.002.
• Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh, 2024, "Sukuk liquidity and creditworthiness during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 88-92, DOI: 10.1016/j.qref.2024.01.001.
• Tzika, Paraskevi & Pantelidis, Theologos, 2024, "Economic policy uncertainty as an indicator of abrupt movements in the US stock market," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 93-103, DOI: 10.1016/j.qref.2024.01.002.
• Okorie, David Iheke & Bouri, Elie & Mazur, Mieszko, 2024, "NFTs versus conventional cryptocurrencies: A comparative analysis of market efficiency around COVID-19 and the Russia-Ukraine conflict," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 126-151, DOI: 10.1016/j.qref.2024.03.001.
• Kallis, Linda & Corbet, Shaen, 2024, "Does soft shareholder activism hold hard consequences?," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 152-159, DOI: 10.1016/j.qref.2024.03.009.
• Dotsis, George & Rosa, Carlo, 2024, "Factor returns and FOMC announcements: The role of sentiment," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.03.014.
• Tzomakas, Christos, 2024, "Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101895.
• Laubsch, Joshua & Smales, Lee A. & Vo, Duc, 2024, "The influence of uncertainty on commodity futures returns and trading behaviour," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101915.
• Zhou, Bin & Shi, Huai-Long, 2024, "Quantile volatility connectedness among themes and sectors: Novel evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101937.
• Pan, Wei-Fong & Wang, Xinjie & Xiao, Yaqing & Xu, Weike & Zhang, Jinfan, 2024, "The effect of economic and political uncertainty on sovereign CDS spreads," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 143-155, DOI: 10.1016/j.iref.2023.07.110.
• Alsubaiei, Bader Jawid & Calice, Giovanni & Vivian, Andrew, 2024, "How does oil market volatility impact mutual fund performance?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1601-1621, DOI: 10.1016/j.iref.2023.08.023.
• Tong, Eric, 2024, "Repercussions of the Russia–Ukraine war," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 366-390, DOI: 10.1016/j.iref.2023.07.064.
• Lu, Jun & Li, Wengui & Huang, Wei, 2024, "Corporate social responsibility and stock resilience to COVID-19: A contract theory perspective," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 12-29, DOI: 10.1016/j.iref.2023.10.001.
• Bossman, Ahmed & Gubareva, Mariya & Agyei, Samuel Kwaku & Vo, Xuan Vinh, 2024, "Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 699-719, DOI: 10.1016/j.iref.2024.01.068.
• Swinkels, Laurens, 2024, "Trading carbon credit tokens on the blockchain," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 720-733, DOI: 10.1016/j.iref.2024.01.012.
• Qiao, Gaoxiu & Ma, Xuekun & Jiang, Gongyue & Wang, Lu, 2024, "Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 415-437, DOI: 10.1016/j.iref.2024.02.053.
• Maung, Min, 2024, "The bright side of social trust and entrepreneurial finance," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 778-795, DOI: 10.1016/j.iref.2024.02.046.
• Assaf, Ata & Demir, Ender & Ersan, Oguz, 2024, "Detecting and date-stamping bubbles in fan tokens," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 98-113, DOI: 10.1016/j.iref.2024.01.039.
• Janbaz, M. & Hassan, M.K. & Floreani, J. & Dreassi, A., 2024, "Liquidity pressure and the sovereign-bank diabolic loop," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1039-1057, DOI: 10.1016/j.iref.2024.04.016.
• Ernaningsih, Indria & Smaoui, Houcem & Ben Salah, Ines, 2024, "Competition, regulation, and systemic risk in dual banking systems," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1087-1103, DOI: 10.1016/j.iref.2024.03.078.
• Malakhov, Alexey & Riley, Timothy B. & Yan, Qing, 2024, "Do hedge funds bet against beta?," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1507-1525, DOI: 10.1016/j.iref.2024.04.021.
• Yang, Qin, 2024, "Performance ranking, regulatory penalty, and improper risk adjustment behavior of fund managers," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 261-279, DOI: 10.1016/j.iref.2024.03.013.