Research classified by Journal of Economic Literature (JEL) codes

2024

• Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2024, "Cross-country factor momentum," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111552.
• Auer, Benjamin R. & Marohn, Marcel, 2024, "Computational dynamics of information ratios," Economics Letters, Elsevier, volume 236, issue C, DOI: 10.1016/j.econlet.2024.111611.
• Boungou, Whelsy & Gupta, Praveen & Wahyono, Budi, 2024, "Coup d'état in Africa and stock market returns: The case of French companies," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111654.
• Wang, Keyun & Xu, Fengmin & Wang, Shihao & Li, Benchu, 2024, "Data analysis technology and inequality in capital costs," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111662.
• Zeng, Sipeng & Li, Yingmei Esme, 2024, "Braveheart: On the divergence of recommendations between normal and star analysts," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111765.
• Chen, Yu-Fen & Lin, Fu-Lai & Yeh, Wen-Hung, 2024, "Intra- and inter-sector spillover effects within a supply chain: Evidence from Taiwan electric motorcycle industry," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111767.
• Chen, Steven Shu-Hsiu, 2024, "Foreign investments of Japanese life insurance companies," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111774.
• Kim, Taehyun & Kim, Yongjun, 2024, "Does corporate environmental responsibility create value?: The role of investors’ ESG preferences," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111790.
• Yao, Shouyu & Li, Keyao & Wang, Chunfeng & Fang, Zhenming & Li, Tong, 2024, "The dark side of “flight-to-safety”: Evidence from macroeconomic tail risk beta," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111795.
• Jin, Yurong & Yan, Jingzhou, 2024, "Sustainable investing with ESG ambiguous information," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111796.
• Bellalah, Makram & Ben Amar, Amine & Clark, Ephraim, 2024, "Regret-aversion over different maturities: Application to energy futures markets," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111812.
• Pyun, Chaehyun, 2024, "The Wikipedia effect: Analyzing investor attention for strategic investment decisions," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111836.
• Badía, Guillermo & Cortez, Maria Céu & Silva, Florinda, 2024, "Do investors benefit from investing in stocks of green bond issuers?," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111859.
• Lawal, Rodiat & Sakariyahu, Rilwan, 2024, "Investor heterogeneity and global stock market participation," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111882.
• Giofré, Maela, 2024, "Foreign portfolio investments and voting bias in the Eurovision Song Contest," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111903.
• Joliet, Robert & Titova, Yulia, 2024, "Who is greener, more social and better-governed? Dual ownership by SRI mutual funds stands out," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111934.
• Ceballos, Luis & Ng, Oscar, 2024, "Do investors care about inflation risk? Evidence from global bond portfolio allocation," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111955.
• Piccotti, Louis R., 2024, "Utility-implied term structures of equity risk premia," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111947.
• Zhang, Jinping & Zhou, Lei & Zou, Zhentao, 2024, "Robust dynamic trading with realization utility," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111960.
• Lalwani, Vaibhav, 2024, "Climate risks, corporate bonds, and economic uncertainty," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111984.
• Wang, Lunyi & Wang, Yao & Zhang, Shunming, 2024, "Probability distortion and non-participation," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111989.
• Hines, James R. & Schaffa, Daniel, 2024, "Capital gains realizations," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111990.
• Blampied, Nicolás & Mahadeo, Scott Mark Romeo, 2024, "Airline industry equities under external uncertainty shocks," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111994.
• Jung, Kwangmin & Park, Seyoung, 2024, "Optimal reinsurance with a systemic surplus shock," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112013.
• Fan, Qingliang & Wu, Ruike & Yang, Yanrong & Zhong, Wei, 2024, "Time-varying minimum variance portfolio," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.08.007.
• Chaudhuri, Shomesh E. & Lo, Andrew W., 2024, "Financially adaptive clinical trials via option pricing analysis," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2020.08.012.
• Lu, Zhiqiang & Wu, Junjie & Li, Hongyu & Galloway, Brian, 2024, "Digital finance and stock market participation: The case of internet wealth management products in China," Economic Systems, Elsevier, volume 48, issue 1, DOI: 10.1016/j.ecosys.2023.101148.
• Aysun, Uluc & Clarke, Karlia & Small, Oronde, 2024, "Capital outflow restrictions and dollar drainage," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2023.101176.
• Xiang, Xin, 2024, "Does stock liquidity affect expropriation behavior by controlling shareholders? Evidence from China," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101217.
• Frankovic, Ivan & Kolb, Benedikt, 2024, "The role of emission disclosure for the low-carbon transition," European Economic Review, Elsevier, volume 167, issue C, DOI: 10.1016/j.euroecorev.2024.104792.
• Kontosakos, Vasileios E. & Hwang, Soosung & Kallinterakis, Vasileios & Pantelous, Athanasios A., 2024, "Long-term dynamic asset allocation under asymmetric risk preferences," European Journal of Operational Research, Elsevier, volume 312, issue 2, pages 765-782, DOI: 10.1016/j.ejor.2023.07.038.
• Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M.M., 2024, "First passage times in portfolio optimization: A novel nonparametric approach," European Journal of Operational Research, Elsevier, volume 312, issue 3, pages 1074-1085, DOI: 10.1016/j.ejor.2023.07.044.
• Coqueret, Guillaume & Deguest, Romain, 2024, "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, volume 318, issue 2, pages 686-700, DOI: 10.1016/j.ejor.2024.05.044.
• Hodula, Martin & Szabo, Milan & Bajzík, Josef, 2024, "Retail fund flows and performance: Insights from supervisory data," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101111.
• Zhao, Lu & Wang, Liang & Luo, Ronghua, 2024, "Mutual fund tournaments: State-dependent risk taking with transaction costs," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101119.
• Marcelin, Isaac & Lo, Gaye-Del & Sène, Babacar & Sun, Wei & Teclezion, Mussie, 2024, "Financial intermediation around national elections: Evidence of state-owned banks as credit smoothers," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101166.
• Lawrence, Babatunde & Obalade, Adefemi A. & Tita, Anthanasius F. & French, Joseph J., 2024, "Stock market connectedness during an energy crisis: Evidence from South Africa," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101194.
• Tédongap, Roméo & Tinang, Jules, 2024, "International asset pricing with heterogeneous agents: Estimation and inference," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101459.
• Dark, Jonathan, 2024, "An adaptive long memory conditional correlation model," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101463.
• Kolokolova, Olga & Xu, Xia, 2024, "Enhancing betting against beta with stochastic dominance," Journal of Empirical Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jempfin.2023.101465.
• Yin, Ximing & Yang, Ge, 2024, "Instantaneous volatility of the yield curve, variance risk premium and bond return predictability," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101490.
• Chichernea, Doina & Huang, Kershen & Petkevich, Alex & Teterin, Pavel, 2024, "Options trading imbalance, cash-flow news, and discount-rate news," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101491.
• Inkmann, Joachim, 2024, "Aggregate portfolio choice," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101494.
• Smith, Geoffrey Peter, 2024, "Why do firms with no leverage still have leverage and volatility feedback effects?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101516.
• Soebhag, Amar & Van Vliet, Bart & Verwijmeren, Patrick, 2024, "Non-standard errors in asset pricing: Mind your sorts," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101517.
• Barroso, Pedro & Maio, Paulo, 2024, "The risk–return tradeoff among equity factors," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101518.
• Liu, Xuan & Liu, Haiyong & Cai, Zongwu, 2024, "Time-varying relative risk aversion: Theoretical mechanism and empirical evidence," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101535.
• Wang, Jinzhe & Zhu, Yifeng, 2024, "A comparison of factor models in China," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101548.
• Malik, Ali K. & Colak, Gonul & Löflund, Anders, 2024, "Gold, platinum, and mutual fund flows," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101552.
• Chen, Chen & Stivers, Chris & Sun, Licheng, 2024, "Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101556.
• Alexiou, Lykourgos & Rompolis, Leonidas S., 2024, "Jump tail risk exposure and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101565.
• Liao, Gaoke & Li, Yanling & Wang, Mengxin, 2024, "Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107168.
• Wang, Haijun & Jiao, Shuaipeng & Ge, Chen & Sun, Guanglin, 2024, "Corporate ESG rating divergence and excess stock returns," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107276.
• Ho, Kung-Cheng & Yan, Cheng & Gozgor, Giray & Gu, Yan, 2024, "Energy related public environmental concerns and intra-firm pay gap in polluting enterprises: Evidence from China," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107320.
• Zhang, Xiaoliang & Zheng, Xiaojia, 2024, "Does carbon emission trading policy induce financialization of non-financial firms? Evidence from China," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107316.
• Beckmann, Joscha & Rogmann, Jennifer, 2024, "Determinants and effects of country ESG controversy," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107326.
• Kyriazis, Nikolaos & Corbet, Shaen, 2024, "Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107329.
• D’Ecclesia, Rita Laura & Morelli, Giacomo & Stefanelli, Kevyn, 2024, "Energy ETF performance: The role of fossil fuels," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107332.
• Lei, Heng & Xue, Minggao & Ye, Jing, 2024, "The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107456.
• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2024, "Factor models and investment strategies in the renewable energy sector," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107483.
• Armerin, Fredrik, 2024, "A Comment on “The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision”," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107487.
• Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024, "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107476.
• Díaz, Antonio & Esparcia, Carlos & Alonso, Daniel & Alonso, Maria-Teresa, 2024, "Portfolio management of ESG-labeled energy companies based on PTV and ESG factors," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107545.
• Wang, Yi & Ali, Shoaib & Ayaz, Muhammad, 2024, "Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107548.
• Xie, Qichang & Bai, Yu & Jia, Nanfei & Xu, Xin, 2024, "Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107558.
• Goutte, Stéphane & Mhadhbi, Mayssa, 2024, "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107614.
• Pham, Son D. & Nguyen, Thao T.T. & Do, Hung X., 2024, "Impact of climate policy uncertainty on return spillover among green assets and portfolio implications," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107631.
• Nygaard, Knut & Sørensen, Lars Qvigstad, 2024, "Betting on war? Oil prices, stock returns, and extreme geopolitical events," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107659.
• Wei, Yu & Shi, Chunpei & Zhou, Chunyan & Wang, Qian & Liu, Yuntong & Wang, Yizhi, 2024, "Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107709.
• Imran, Zulfiqar Ali & Ahad, Muhammad & Shahzad, Khurram & Ahmad, Mobeen & Hameed, Imran, 2024, "Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107712.
• Marupanthorn, Pasin & Nikitopoulos, Christina S. & Ofosu-Hene, Eric D. & Peters, Gareth W. & Richards, Kylie-Anne, 2024, "Mechanisms for implementing fossil fuel divestment in portfolio management with impact on risk, return and carbon reduction," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107724.
• Elsayed, Ahmed H. & Khalfaoui, Rabeh & Nasreen, Samia & Gabauer, David, 2024, "The impact of oil shocks on green, clean, and socially responsible markets," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107729.
• Shao, Chengwu & Bhar, Ramaprasad & Colwell, David B. & Sheng, Ni & Wei, Xinyang, 2024, "Variance dynamics and term structure of the natural gas market," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107780.
• Özkan, Oktay & Meo, Muhammad Saeed & Younus, Mehak, 2024, "Unearthing the hedge and safe-haven potential of green investment funds for energy commodities," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107814.
• Kliber, Agata & Będowska-Sójka, Barbara, 2024, "Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107820.
• Sheenan, Lisa & Schweers, Koen & Klein, Tony, 2024, "Interactions between sustainable bonds, renewable energy and other financial markets: A macroprudential perspective," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107839.
• Jin, Xiu & Liu, Yueli & Yu, Jinming & Chen, Na, 2024, "Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107908.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107951.
• Prat, Georges & Uctum, Remzi, 2024, "Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107930.
• Zhao, Yuan & Gong, Xue & Zhang, Weiguo & Xu, Weijun, 2024, "Forecasting carbon futures returns using feature selection and Markov chain with sample distribution," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107962.
• Hao, Wei & Pham, Linh, 2024, "Dynamic connectedness in the higher moments between clean energy and oil prices," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107987.
• Ozcelebi, Oguzhan & El Khoury, Rim & Yoon, Seong-Min, 2024, "Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108012.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108019.
• Britto, Anthony & Dehler-Holland, Joris & Fichtner, Wolf, 2024, "Wealth maximisation and residential energy-efficiency retrofits: Insights from a real options model," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108022.
• Juárez-Luna, David & Mosiño, Alejandro, 2024, "Electricity generation portfolios in Mexico: Environmental, economic, and policy implications," Energy Policy, Elsevier, volume 192, issue C, DOI: 10.1016/j.enpol.2024.114258.
• Shah, Adil Ahmad & Sahay, Arvind, 2024, "Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures," Energy, Elsevier, volume 305, issue C, DOI: 10.1016/j.energy.2024.132411.
• Cao, Fangzhi & Su, Chi-Wei & Qin, Meng & Moldovan, Nicoleta-Claudia, 2024, "The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132651.
• Hong, Yun & Yao, Youfu, 2024, "Can comment letters impact excess perks? Evidence from China," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102943.
• Zhang, Jiaming & Xiang, Yitian & Zou, Yang & Guo, Songlin, 2024, "Volatility forecasting of Chinese energy market: Which uncertainty have better performance?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102952.
• Hanauer, Matthias X. & Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2024, "Factor models for Chinese A-shares," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102975.
• Vafai, Nima & Rakowski, David, 2024, "The sources of portfolio volatility and mutual fund performance," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102985.
• Yang, Xingquan & Zhao, Rui & Yang, Zheng, 2024, "Preventive regulation and corporate financialization: Evidence from China Securities Regulatory Commission's random inspections," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102994.
• Wang, Jimin & Ho, Choy Yeing (Chloe) & Shan, Yuan George, 2024, "Does cybersecurity risk stifle corporate innovation activities?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103028.
• Wang, Jianli & Wang, Shaolin & Dong, Minghua & Wang, Hongxia, 2024, "ESG rating disagreement and stock returns: Evidence from China," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103043.
• Zeng, Hongjun & Abedin, Mohammad Zoynul & Zhou, Xiangjing & Lu, Ran, 2024, "Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103073.
• Simpson, Marc W. & Grossmann, Axel, 2024, "The resurrected size effect still sleeps in the (monetary) winter," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103081.
• Wang, Danxia, 2024, "Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103095.
• Nisani, Doron & Shelef, Amit & Sonenshine, Ralph & David, Or, 2024, "The mutual funds puzzle and the elusive von Neumann-Morgenstern preference relation," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103099.
• Kwon, Ji Ho, 2024, "Bank credit, consumption risk, and the cross-section of expected returns," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103103.
• Li, Wei & Wang, Xin & Zhang, Haofei, 2024, "The role of distance and financial development: Evidence from international financial markets," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103108.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024, "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103177.
• Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara, 2024, "Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103181.
• Chae, Jiwon & Jang, Bong-Gyu & Kim, Taeyoon, 2024, "The effect of regime-switching transaction costs and cash dividends on liquidity premia," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103186.
• Deng, Qi & Zheng, Linhong & Peng, Jiaqi & Li, Xu & Zhou, Zhong-guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2024, "The impacts of registration regime implementation on IPO pricing efficiency," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103189.
• Iwanaga, Yasuhiro, 2024, "Revisiting the residual momentum in Japan," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103190.
• 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.
• Cui, Yueting & Gavriilidis, Konstantinos & Gebka, Bartosz & Kallinterakis, Vasileios, 2024, "Numerological superstitions and market-wide herding: Evidence from China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103199.
• 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.
• Hsu, Shu-Han & Cheng, Po-Keng & Yang, Yiwen, 2024, "Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103211.
• Kim, Junyong, 2024, "Zoom in on momentum," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103217.
• Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024, "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103237.
• Cakici, Nusret & Shahzad, Syed Jawad Hussain & Będowska-Sójka, Barbara & Zaremba, Adam, 2024, "Machine learning and the cross-section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103244.
• Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Waël & Yousfi, Mohamed, 2024, "Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103255.
• Zhang, Haolin & Feng, Yongqi & Wang, Ying & Ni, Juan, 2024, "Peer effects in corporate financialization: The role of Fintech in financial decision making," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103267.
• He, Xinao & Xu, Runguo & Sun, Kai & Wang, Jian, 2024, "Population intensity, location choice, and investment portfolio selection: A case of emerging economies," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103271.
• 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.
• Huang, Yujun, 2024, "Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103320.
• Valadkhani, Abbas & O'Mahony, Barry, 2024, "Sector-specific calendar anomalies in the US equity market," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103347.
• Salisu, Afees A. & Akinsomi, Omokolade & Ametefe, Frank Kwakutse & Hammed, Yinka S., 2024, "Gold market volatility and REITs' returns during tranquil and turbulent episodes," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103348.
• Božović, Miloš, 2024, "VIX-managed portfolios," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103353.
• Özer, Mustafa & Frömmel, Michael & Kamişli, Melik & Vuković, Darko B., 2024, "Do bitcoin shocks truly Cointegrate with financial and commodity markets?," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103354.
• 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.
• Tang, Lu & Tan, Eric K.M. & Low, Rand, 2024, "Complements or substitutes? The effect of ETFs on other managed funds," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103414.
• Nielsen, Ole Linnemann & Posselt, Anders Merrild, 2024, "Betting on mean reversion in the VIX? Evidence from ETP flows," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103421.
• Grobys, Klaus, 2024, "A universal exponent governing foreign exchange rate risks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103422.
• Aharon, David Y. & Ali, Shoaib & Brahim, Mariem, 2024, "Connectedness at extremes between real estate tokens and real estate stocks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103425.
• Biondo, Alessio Emanuele & Mazzarino, Laura & Pluchino, Alessandro, 2024, "Trading strategies and Financial Performances: A simulation approach," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103426.
• Kong, Dongmin & Zhao, Zhao, 2024, "Political investing of mutual funds," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103428.
• Zhu, Lin & Jiang, Fuwei & Tang, Guohao & Jin, Fujing, 2024, "From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103433.
• 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.
• Lu, Ting & Luo, Pengfei, 2024, "Bank-tax-interaction, carbon emission reduction investment and financing decisions for SMEs," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103456.
• Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Araya Gómez, Iván E. & Sepúlveda Yelpo, Sandra M. & Cornejo Saavedra, Edinson E., 2024, "Connectedness in the global banking market network: Implications for risk management and financial policy," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103470.
• Zhao, Shengli, 2024, "Objective acceptability indexes," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103459.
• Nakagawa, Kei & Sakemoto, Ryuta, 2024, "Commodity sectors and factor investment strategies," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103493.
• Fan, Yaoyao & Song, Qinhao & Guan, Rong & Ly, Kim Cuong & Jiang, Yuxiang, 2024, "Mutual fund herding and performance: Evidence from China," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103503.
• Li, Yihan, 2024, "Trading on trends: How the ordering of historical volume predicts Chinese stock returns?," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103518.
• Horn, Matthias & Oehler, Andreas, 2024, "Constructing stock portfolios by sorting on ESG ratings: Does the rating provider matter?," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103568.
• Cakici, Nusret & Zaremba, Adam, 2024, "What drives stock returns across countries? Insights from machine learning models," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103569.
• Lu, Cheng & Ndiaye, Papa Momar & Simaan, Majeed, 2024, "Improved estimation of the correlation matrix using reinforcement learning and text-based networks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103572.
• Baruník, Jozef & Kurka, Josef, 2024, "Risks of heterogeneously persistent higher moments," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103573.
• Ju, Chunhua & Fang, Xusheng & Shen, Zhonghua, 2024, "Investor attention and corporate financialization: Evidence from internet search volume," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103576.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "The spillover and comovement of downside and upside tail risks among crude oil futures markets," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103578.
• Fang, Fei & Parida, Sitikantha, 2024, "Climate policy regime change and mutual fund flows: Insights from the 2020 US election," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103580.
• Dickinson, David & Han, Xuyuan & Liu, Zhenya & Zhan, Yaosong, 2024, "Fee structure and equity fund manager’s optimal locking in profits strategy," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103611.
• Karim, Muhammad Mahmudul & Shah, Mohamed Eskandar & Noman, Abu Hanifa Md. & Yarovaya, Larisa, 2024, "Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103617.
• Hervé, Fabrice & Marsat, Sylvain, 2024, "Like daughter, like father: Female socialization and green equity investment," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103627.
• De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024, "Measuring speculation beyond day trading and bets on lottery-like stocks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103632.
• Ardakani, Omid M., 2024, "Portfolio optimization with transfer entropy constraints," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103644.
• Dunbar, Kwamie & Owusu-Amoako, Johnson & Treku, Daniel N., 2024, "Unveiling the Nexus: Carbon finance and climate technology advancements," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103658.
• Joubert, Thomas H.A., 2024, "Unraveling Bitcoin price unpredictability: The role of hard forks," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103662.
• 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.
• Zhang, Jinhua & Mao, Rui & Goodell, John W. & Du, Anna Min & Xu, Yimin, 2024, "Impact of bank-affiliation on liquidity seeking of foreign mutual funds during adverse shocks: Evidence from China," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103679.
• Warkulat, Sonja & Pelster, Matthias, 2024, "Social media attention and retail investor behavior: Evidence from r/wallstreetbets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103721.
• Qian, Binsheng & Poshakwale, Sunil & Tan, Yusen, 2024, "‘E’ of ESG and firm performance: Evidence from China," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103751.
• Yousaf, Imran & Abrar, Afsheen & Yousaf, Umair Bin & Goodell, John W., 2024, "Environmental attention and uncertainties of cryptocurrency market: Examining linkages with crypto-mining stocks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104672.
• Jin, Changlun & Tian, Xiujuan, 2024, "Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104689.
• 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.
• Sun, Yuan & Sun, Xiaowei & Wang, Zehao, 2024, "Climate risk exposure and geographical allocation of business activities: Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104697.
• 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.
• Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024, "Mean–variance optimization under affine GARCH: A utility-based solution," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104749.
• Meyer, Julia, 2024, "Willingness to take risks for sustainability during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104796.
• Lalwani, Vaibhav, 2024, "Incorporating green assets in equity portfolios," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104815.
• Aharon, David Y. & Ali, Shoaib, 2024, "A high-frequency data dive into SVB collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104823.
• Wang, Peiwen & Huang, Guanglin, 2024, "Measuring systemic risk contribution: A higher-order moment augmented approach," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104833.
• Gould, John & Sun, Zhiyue & Yang, Joey W., 2024, "ETF MAX and MIN effects," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104835.
• Koimisis, Georgios & Giannikos, Christos I., 2024, "Inequality, premium and the timing of resolution of uncertainty," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104863.
• Stein, Roberto, 2024, "More than meets the eye: On the relationship between skewness and expected returns," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104876.
• Soliman, Alain & Le Saout, Erwan, 2024, "The impact of the war in Ukraine on the idiosyncratic risk and the market risk," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104895.
• Oehler, Andreas & Horn, Matthias, 2024, "Does ChatGPT provide better advice than robo-advisors?," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104898.
• Brisker, Eric & Wang, Jinjing & Wang, Shuai, 2024, "Why do life insurers hold sin bonds? Evidence from investment delegation," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104965.
• Jin, Yurong & Yan, Jingzhou & Yan, Qianhui, 2024, "Unraveling ESG Ambiguity, Price Reaction, and Trading Volume," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.104972.
• 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.
• Abudy, Menachem (Meni) & Gildin, Ilan & Mugerman, Yevgeny, 2024, "Don't move my cheese: Financial advice adaptation to regulatory change," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105005.
• Taussig, Roi D., 2024, "Pension expenses, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105016.
• Xiong, Youlin & Shen, Jun & Yoon, Seong-Min & Dong, Xiyong, 2024, "Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105020.
• Xu, Bu & Xu, Quanyi & Liu, Xinxin & Qin, Qirui, 2024, "Investor traps: Funds launched during booms," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105044.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2024, "Stock price synchronicity and market liquidity: The role of funding liquidity," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105051.
• Dong, Xiuliang & Wang, Yiqun & Zhang, Jiaming & Liu, Jianing, 2024, "Sponsor Co-investment, inquiry divergence, and IPO pricing efficiency," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2023.104951.
• Papathanasiou, Spyros & Koutsokostas, Drosos, 2024, "Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105095.
• Matallín-Sáez, Juan Carlos & de Mingo-López, Diego Víctor, 2024, "The role of passive effects in the relationship between active management and short-term performance: Evidence from mutual fund portfolio holdings," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105107.
• Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Abdullah, Mohammad & Lee, Chi-Chuan & Sulong, Zunaidah, 2024, "Correlation structure between fiat currencies and blockchain assets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105114.
• Xiao, Xiang & Hua, Xia & Qin, Kexin, 2024, "A self-attention based cross-sectional return forecasting model with evidence from the Chinese market," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105144.
• Scheitza, Lisa & Busch, Timo, 2024, "SFDR Article 9: Is it all about impact?," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105179.
• Zhang, Ruifeng & Zhao, Lishuang & Song, Shuhong, 2024, "Does capital input contribute to green total-factor capital efficiency?," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105147.
• 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.
• Bonaparte, Yosef, 2024, "Do entrepreneurs use cryptocurrency to hedge against their business risk?," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105225.
• 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.
• He, Zhipeng & Zhang, Shuguang, 2024, "Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105267.
• Yao, Shouyu & Liu, Zezhong & Wang, Chunfeng & Palma, Alessia & Goodell, John W., 2024, "Is macroeconomic tail risk contagious to stock idiosyncratic risk?," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105229.
• Zhu, Jianchang & Sun, Xuchu & Li, Tangrong, 2024, "Execution uncertainty of dark pools and portfolio balance," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105276.
• Grobys, Klaus, 2024, "On co-dependent power-law behavior across cryptocurrencies," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105295.
• Lang, Chunlin & Hu, Yang & Goodell, John W. & Hou, Yang (Greg), 2024, "Connectedness and co-movement between dirty energy, clean energy and global COVOL," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105304.
• Kaddouhah, Mohammed, 2024, "An economic definition of ‘Fear of Missing Out’ (FOMO)," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105344.
• Fromentin, Vincent & Pecchioli, Bruno & Moroz, David, 2024, "Time-varying causality among whisky, wine, and equity markets," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105345.
• Chollete, Lorán & Hughen, Keener & Lu, Ching-Chih & Peng, Weijia, 2024, "Assessing the volatility of green firms," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105372.
• 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.
• Ryan, Michael & Corbet, Shaen & Oxley, Les, 2024, "Is gold always a safe haven?," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105438.
• Ge, Tao & Hao, Zixuan & Chen, Yuan & Chen, Zhanbo, 2024, "Energy intensity constraints and corporate investment strategies: Evidence from Chinese listed enterprises," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105466.
• Jing, Zhongbo & Li, Qin & Zhao, Hongyi & Zhao, Yang, 2024, "Predicting stock price crash risk in China: A modified graph WaveNet model," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105468.
• Zhang, Yaojie & Zhang, Yuxuan & Ren, Xinrui & Jin, Meichen, 2024, "Geopolitical risk exposure and stock returns: Evidence from China," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105479.