Research classified by Journal of Economic Literature (JEL) codes

2024

• 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.
• Jung, Woosung & Park, Haerang, 2024, "Common factors in the returns on cryptocurrencies," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105485.
• Han, SeungOh, 2024, "Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105502.
• Pigorsch, Uta & Schäfer, Sebastian, 2024, "Reversal of Monday returns: It is the afternoon that matters," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105525.
• Asano, Takao & Cai, Xiaojing & Sakemoto, Ryuta, 2024, "Currency portfolios and global foreign exchange ambiguity," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105534.
• Li, Yanzhao & Guo, Ju-e & Li, Yongwu & Zhang, Jinggong, 2024, "Intensified distortion: Investment decisions with endogenous contracts and time inconsistency," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105539.
• Gu, Ming & Sun, Minxing & Xiong, Zhitao & Xu, Weike, 2024, "Market volatility and the trend factor," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105595.
• Liang, Qiqi & Sun, Licheng, 2024, "A closer look at the substitution effects between retail trading and national lotteries," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105597.
• Nissinen, Juuso, 2024, "Cross-country spillover effects of interest rate and credit constraint policies," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105617.
• Horn, Matthias & Schneider, Julian & Oehler, Andreas, 2024, "Do transactions on social trading platforms predict the stock market behavior of the aggregate private sector?," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105668.
• Zhang, Dongna & Dai, Xingyu & Xue, Jianhao, 2024, "Incorporating weather information into commodity portfolio optimization," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105672.
• Cheng, Shi & Huang, Shan, 2024, "ESG combined score effects on stock performance of S&P 500-listed firms," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105686.
• Nguyen, Huong Giang & Hoang, Khanh & Nguyen, Quan M.P. & Do, Hung Xuan & Nguyen, Duc Khuong, 2024, "Portfolio's weighted political risk and mutual fund performance: A text-based approach," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105728.
• 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.
• Hervé, Fabrice & Marsat, Sylvain, 2024, "Acting for good, being good or feeling good? Exploring factors influencing individual investors’ willingness to invest in green funds," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105736.
• Wang, Xi & Gao, Chao & Wang, Tianfu, 2024, "The price of firm-level information uncertainty," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105782.
• Potrykus, Marcin, 2024, "Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105799.
• Zhang, Yu & Zhao, Mengxiang, 2024, "Picking funds in China," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105817.
• Baeckström, Ylva & Jalan, Akanksha & Matkovskyy, Roman, 2024, "The role of promotion versus prevention-orientation to predict individual cryptocurrency participation," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105851.
• Hu, Dongmei & Liang, Hengyue & Yuan, Zhiqi, 2024, "Excess return and tracking errors of Chinese ETFs," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105858.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105894.
• Bang, Jeongseok & Kang, Yeonchan & Ryu, Doojin, 2024, "Potential pricing factors in the Korean market," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105946.
• Wang, Wenhao & Zhang, Qingyi & An, Pengda & Cai, Feifei, 2024, "Momentum and reversal strategies with low uncertainty," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.105970.
• Lo Mele, Valentina & Quas, Anita & Reichert, Patrick & Romito, Stefano, 2024, "Impact orientation and venture capital financing: The interplay of governmental, social impact and traditional venture capital," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.105987.
• Liu, Li, 2024, "Economic uncertainty and time-varying return predictability," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.106025.
• Pastén-Henríquez, Boris & Tapia-Griñen, Pablo & Sepúlveda-Velásquez, Jorge, 2024, "Environmental policies on the systematic risk of critical metals companies," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106052.
• Ardakani, Omid M. & Ajina, Rawan, 2024, "Tail risks in household finance," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106065.
• He, Yun & Li, Wei & Tan, Xiaofen & Wang, Yufan, 2024, "The time-varying interaction of northbound capital flows and stock market performance in China," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106076.
• Hu, Zihao & Zhang, Dong & Xiong, Xueping, 2024, "Navigating risk: Impact of overconfidence in financial literacy on retirement wealth reserves," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106095.
• Lu, Xiaomeng & Zhang, Xianjun & Guo, Fusen & Li, Feng, 2024, "Evaluating ESG Investment Profitability: From the Perspective of Sophistication in Investment Decision-Making," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106105.
• Horky, Florian & Pasquali, Andrea & Magazzino, Cosimo, 2024, "ESG rating disagreement portfolios – Evidence from the EuroStoxx 600," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106117.
• Liu, Shiang & Yang, Changyu, 2024, "Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106150.
• Kopeliovich, Yaacov & Pokojovy, Michael, 2024, "Portfolio optimization with feedback strategies based on artificial neural networks," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106185.
• Ning, Zihao & Xu, Zhibo & Zheng, Pengju, 2024, "The impact of common institutional ownership on financialization in non-financial enterprise: Exacerbation or inhibition?," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106197.
• 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.
• Baeckström, Ylva & Hauff, Jeanette Carlsson, 2024, "Wealth transfer intentions, family decision-making style and sustainable investing: The case of millionaires," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106208.
• 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.
• Kinateder, Harald & Gurrib, Ikhlaas & Choudhury, Tonmoy, 2024, "Navigating crises: Gold's role as a safe haven for U.S. sectors," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106210.
• Tomtosov, Aleksandr, 2024, "Momentum on historical high," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106216.
• Peng, Geng & Liu, Fang, 2024, "Digital inclusive finance and the resilience of households involved in financial markets," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106288.
• Dong, Xiyong & Jiang, Zhuhua & Yoon, Seong-Min, 2024, "Impact of global financial and energy markets, uncertainty, and climate change attention on Bitcoin carbon footprint," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106254.
• Wei, Tian & Wu, Han & Dowling, Michael, 2024, "Prototyping to address cognitive gaps in Distributed Ledger investments," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106309.
• Huang, Siyu & Luan, Zhongwei, 2024, "Can green finance supports improve environmental firm performance? Evidence from listed environmental firms in China," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106321.
• Jiang, Qi & Fan, Yawen, 2024, "Hedging downside risk in agricultural commodities: A novel nonparametric kernel method," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106340.
• Kim, BuKwon & Dong, Xiyong & Yoon, Seong-Min, 2024, "Does uncertainty affect the relationship between green bond and carbon markets?," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106370.
• Hadad, Elroi & Malhotra, Davinder & Vasileiou, Evangelos, 2024, "Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106372.
• Bangsgaard, Christine & Kokholm, Thomas, 2024, "The lead–lag relation between VIX futures and SPX futures," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100851.
• Stivers, Chris & Sun, Licheng & Saha, Sounak, 2024, "Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100868.
• 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.
• Ryan, Ellen, 2024, "Are fund managers rewarded for taking cyclical risks?," Journal of Financial Markets, Elsevier, volume 68, issue C, DOI: 10.1016/j.finmar.2024.100893.
• Shen, Yiwen & Shi, Meiqi, 2024, "Intraday variation in cross-sectional stock comovement and impact of index-based strategies," Journal of Financial Markets, Elsevier, volume 68, issue C, DOI: 10.1016/j.finmar.2024.100894.
• 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.
• Han, Bing & Huang, Xinming & Liu, Qi & Liu, Yu-Jane, 2024, "Firm visibility, liquidity, and valuation for thinly traded assets," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100914.
• Pyun, Chaehyun, 2024, "Synchronous social media and the stock market," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100915.
• 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.
• Münster, Markus & Reichenbach, Felix & Walther, Martin, 2024, "Robinhood, Reddit, and the news: The impact of traditional and social media on retail investor trading," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100929.
• Alexander, Carol & Chen, Xi & Deng, Jun & Wang, Tianyi, 2024, "Arbitrage opportunities and efficiency tests in crypto derivatives," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100930.
• Chen, Chen & Liang, Qiqi & Stivers, Chris & Sun, Licheng, 2024, "Short selling and the pricing of PIN information risk," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100931.
• Alessi, Lucia & Battiston, Stefano & Kvedaras, Virmantas, 2024, "Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101232.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "International financial stress spillovers during times of unconventional monetary policy interventions," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101259.
• Peterson, Mark A., 2024, "Investor flows, performance, and fragility of U.S. municipal bond mutual funds," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101267.
• Pezzo, Luca & Zhu, Yinchu & Hassan, M. Kabir & Tian, Jiayuan, 2024, "Testing the boundaries of applicability of standard Stochastic Discount Factor models," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101268.
• Makrychoriti, Panagiota & Pyrgiotakis, Emmanouil G., 2024, "Firm-level political risk and stock price crashes," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101303.
• Kaawach, Said & Kowalewski, Oskar & Talavera, Oleksandr, 2024, "Automatic versus manual investing: Role of past performance," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101319.
• Erhemjamts, Otgontsetseg & Huang, Kershen & Tehranian, Hassan, 2024, "Climate risk, ESG performance, and ESG sentiment in US commercial banks," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100924.
• Gao, Ya & Bradrania, Reza, 2024, "Property crime and lottery-related anomalies," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100927.
• Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Tiwari, Aviral Kumar, 2024, "Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100964.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Oztekin, Mustafa, 2024, "Performance implications of hedging with industry ETFs," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100990.
• Assoe, Kodjovi & Attig, Najah & Sy, Oumar, 2024, "The battle of factors," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101004.
• 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.
• Ali, Sara & Badshah, Ihsan & Demirer, Riza & Hegde, Prasad & Rognone, Lavinia, 2024, "Climate risk, ESG ratings, and the flow-performance relationship in mutual funds," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101041.
• Zeng, Hongjun & Abedin, Mohammad Zoynul & Wu, Ran & Ahmed, Abdullahi D., 2024, "Asymmetric dependency among US national financial conditions and clean energy markets," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101046.
• Liu, Jie & Chen, Zhenshan & Lin, Gengyan & Zhu, Yinglun, 2024, "Riding the geopolitical storm or dodging bullets: Geopolitical risk timing of mutual funds," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101047.
• Allahdadi, Mohammad R. & Fretheim, Torun & Vindedal, Kjetil, 2024, "Value of climate change news: A textual analysis," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101052.
• Mudalige, Priyantha & Kalev, Petko S., 2024, "Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101054.
• Kizaki, Keisuke & Saito, Taiga & Takahashi, Akihiko, 2024, "A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 132-155, DOI: 10.1016/j.insmatheco.2023.11.006.
• Guan, Guohui & Liang, Zongxia & Ma, Xingjian, 2024, "Optimal annuitization and asset allocation under linear habit formation," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 176-191, DOI: 10.1016/j.insmatheco.2023.11.007.
• Ng, Kenneth Tsz Hin & Chong, Wing Fung, 2024, "Optimal investment in defined contribution pension schemes with forward utility preferences," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 192-211, DOI: 10.1016/j.insmatheco.2023.12.001.
• Yang, Yang & Wang, Guojing & Yao, Jing, 2024, "Time-consistent reinsurance-investment games for multiple mean-variance insurers with mispricing and default risks," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 79-107, DOI: 10.1016/j.insmatheco.2023.11.004.
• Bo, Lijun & Wang, Shihua & Zhou, Chao, 2024, "A mean field game approach to optimal investment and risk control for competitive insurers," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 202-217, DOI: 10.1016/j.insmatheco.2024.03.002.
• Huang, Zhenzhen & Wei, Pengyu & Weng, Chengguo, 2024, "Tail mean-variance portfolio selection with estimation risk," Insurance: Mathematics and Economics, Elsevier, volume 116, issue C, pages 218-234, DOI: 10.1016/j.insmatheco.2024.03.001.
• Chen, An & Stadje, Mitja & Zhang, Fangyuan, 2024, "On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization," Insurance: Mathematics and Economics, Elsevier, volume 117, issue C, pages 114-129, DOI: 10.1016/j.insmatheco.2024.04.002.
• Righi, Marcelo Brutti, 2024, "Star-shaped acceptability indexes," Insurance: Mathematics and Economics, Elsevier, volume 117, issue C, pages 170-181, DOI: 10.1016/j.insmatheco.2024.05.002.
• Wang, Ning & Zhang, Yumo, 2024, "Robust asset-liability management games for n players under multivariate stochastic covariance models," Insurance: Mathematics and Economics, Elsevier, volume 117, issue C, pages 67-98, DOI: 10.1016/j.insmatheco.2024.04.001.
• Wang, Tao & Chen, Zhiping, 2024, "Optimal portfolio and insurance strategy with biometric risks, habit formation and smooth ambiguity," Insurance: Mathematics and Economics, Elsevier, volume 118, issue C, pages 195-222, DOI: 10.1016/j.insmatheco.2024.07.002.
• Bégin, Jean-François & Sanders, Barbara, 2024, "Benefit volatility-targeting strategies in lifetime pension pools," Insurance: Mathematics and Economics, Elsevier, volume 118, issue C, pages 72-94, DOI: 10.1016/j.insmatheco.2024.05.006.
• Khemka, Gaurav & Steffensen, Mogens & Warren, Geoffrey J., 2024, "A buy-hold-sell pension saving strategy," Insurance: Mathematics and Economics, Elsevier, volume 119, issue C, pages 1-16, DOI: 10.1016/j.insmatheco.2024.07.003.
• Di Giacinto, Marina & Mancinelli, Daniele & Marino, Mario & Oliva, Immacolata, 2024, "Pension funds with longevity risk: an optimal portfolio insurance approach," Insurance: Mathematics and Economics, Elsevier, volume 119, issue C, pages 268-297, DOI: 10.1016/j.insmatheco.2024.10.001.
• Raza, Syed Ali & Shah, Nida & Suleman, Muhammed Tahir, 2024, "A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic," International Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.inteco.2023.100463.
• Azimli, Asil, 2024, "Is gold a safe haven for the U.S. dollar during extreme conditions?," International Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.inteco.2024.100478.
• Gamboa-Estrada, Fredy & Sanchez-Jabba, Andres, 2024, "The effects of foreign investor composition on Colombia's sovereign debt flows," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100507.
• 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.
• Long, Huaigang & Chiah, Mardy & Zaremba, Adam & Umar, Zaghum, 2024, "Changes in shares outstanding and country stock returns around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101883.
• Conlon, Thomas & Cotter, John & Ropotos, Ioannis, 2024, "Diversification with globally integrated US stocks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101889.
• Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2024, "Liquidity buffers and open-end investment funds: Containing outflows or reducing fire sales?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101909.
• Long, Huaigang & Chiah, Mardy & Cakici, Nusret & Zaremba, Adam & Bilgin, Mehmet Huseyin, 2024, "ESG investing in good and bad times: An international study," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101916.
• Lu, Xiaomeng & Zhang, Xianjun & Guo, Jiaojiao & Yue, Pengpeng, 2024, "Digital finance era: Will individual investors become better players?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101935.
• Abid, Ilyes & Benkraiem, Ramzi & Mzoughi, Hela & Urom, Christian, 2024, "From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101948.
• Zhao, Xiaojuan & Wang, Ye & Liu, Weiyi, 2024, "Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101957.
• Beckmann, Joscha & Geldner, Teo & Wüstenfeld, Jan, 2024, "The relevance of media sentiment for small and large scale bitcoin investors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101963.
• Abudy, Menachem Meni & Kaplanski, Guy & Mugerman, Yevgeny, 2024, "Market timing with moving average distance: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102065.
• He, Xie & Hamori, Shigeyuki, 2024, "Asymmetric Higher-Moment spillovers between sustainable and traditional investments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102078.
• 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.
• Gardner, Jesse & Sloan, Richard G. & Yoon, Joon Sang, 2024, "Distinguishing between recurring and nonrecurring components of earnings using unobserved components modeling," Journal of Accounting and Economics, Elsevier, volume 78, issue 1, DOI: 10.1016/j.jacceco.2024.101687.
• Honjo, Yuji & Ikeuchi, Kenta & Nakamura, Hiroki, 2024, "Does risk aversion affect individuals’ interests and actions in angel investing? Empirical evidence from Japan," Japan and the World Economy, Elsevier, volume 70, issue C, DOI: 10.1016/j.japwor.2024.101253.
• Boermans, Martijn A. & van der Kroft, Bram, 2024, "Capital regulation induced reaching for systematic yield: Financial instability through fire sales," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107030.
• Sigaux, Jean-David, 2024, "Trading ahead of treasury auctions," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107032.
• Lim, Bryan & Sotes-Paladino, Juan & Wang, George Jiaguo & Yao, Yaqiong, 2024, "The value of growth: Changes in profitability and future stock returns," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107036.
• 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.
• Fischer, Marcel & Jensen, Bjarne Astrup, 2024, "The tax shield increases the interest rate," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107096.
• Seifert, Marcel & Spitzer, Florian & Haeckl, Simone & Gaudeul, Alexia & Kirchler, Erich & Palan, Stefan & Gangl, Katharina, 2024, "Can information provision and preference elicitation promote ESG investments? Evidence from a large, incentivized online experiment," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107114.
• Pelster, Matthias, 2024, "Leverage constraints and investors' choice of underlyings," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107150.
• Dong, Dayong & Jiang, Danling & Wu, Keke & Zhu, Hongquan, 2024, "Game in another town: Geography of stock watchlists and firm valuation," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107164.
• Filippini, Massimo & Leippold, Markus & Wekhof, Tobias, 2024, "Sustainable finance literacy and the determinants of sustainable investing," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107167.
• Guo, Xu & Gu, Chen & Zebedee, Allan A. & Chiu, Li-ting, 2024, "The effect of institutional herding on stock prices: The differentiating role of credit ratings," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107186.
• Zheng, Yao & Osmer, Eric & Zu, Dingding, 2024, "Timing sentiment with style: Evidence from mutual funds," Journal of Banking & Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jbankfin.2024.107197.
• Fatica, Serena & Panzica, Roberto, 2024, "Sustainable investing in times of crisis: Evidence from bond holdings and the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 166, issue C, DOI: 10.1016/j.jbankfin.2024.107238.
• Fang, Yue & Luo, Deming & Yao, Zhongwei, 2024, "Belief dispersion in the Chinese stock market and fund flows," Journal of Banking & Finance, Elsevier, volume 166, issue C, DOI: 10.1016/j.jbankfin.2024.107252.
• Bui, Dien Giau & Chan, Yu-Ju & Lin, Chih-Yung & Lin, Tse-Chun, 2024, "Lottery jackpot winnings and retail trading in the neighborhood," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107269.
• Filippou, Ilias & Gozluklu, Arie & Rozental, Hari, 2024, "ETF arbitrage and international diversification," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107274.
• Büsing, Pascal & Mohrschladt, Hannes & Siedhoff, Susanne, 2024, "Decomposing momentum: The forgotten component," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107292.
• van Dolder, Dennie & Vandenbroucke, Jurgen, 2024, "Behavioral risk profiling: Measuring loss aversion of individual investors," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107293.
• Gui, Zhengqing & Huang, Yangguang & Zhao, Xiaojian, 2024, "Financial fraud and investor awareness," Journal of Economic Behavior & Organization, Elsevier, volume 219, issue C, pages 104-123, DOI: 10.1016/j.jebo.2024.01.006.
• Inghelbrecht, Koen & Tedde, Mariachiara, 2024, "Overconfidence, financial literacy and excessive trading," Journal of Economic Behavior & Organization, Elsevier, volume 219, issue C, pages 152-195, DOI: 10.1016/j.jebo.2024.01.010.
• Luz, Valentin & Schauer, Victor & Viehweger, Martin, 2024, "Beyond preferences: Beliefs in sustainable investing," Journal of Economic Behavior & Organization, Elsevier, volume 220, issue C, pages 584-607, DOI: 10.1016/j.jebo.2024.02.018.
• Klein, Tony, 2024, "Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks," Journal of Economic Behavior & Organization, Elsevier, volume 222, issue C, pages 294-313, DOI: 10.1016/j.jebo.2024.04.020.
• Sha, Yezhou & Wang, Zilong & Yin, Zhichao, 2024, "House purchase restriction and stock market participation: Unveiling the role of nonpecuniary consideration," Journal of Economic Behavior & Organization, Elsevier, volume 224, issue C, pages 390-406, DOI: 10.1016/j.jebo.2024.06.012.
• Radi, Sherrihan & Gebka, Bartosz & Kallinterakis, Vasileios, 2024, "The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation," Journal of Economic Behavior & Organization, Elsevier, volume 224, issue C, pages 966-995, DOI: 10.1016/j.jebo.2024.07.005.
• Borsboom, Charlotte & Duxbury, Darren & Nieber, Alexander & Zeisberger, Stefan, 2024, "Domain-dependent diversification: The influence of gain–loss domain on correlation choice," Journal of Economic Behavior & Organization, Elsevier, volume 227, issue C, DOI: 10.1016/j.jebo.2024.106681.
• Chen, Zhuoqiong & Wang, Ruixin & Zong, Jichuan, 2024, "Pre-commitment in bargaining with endogenous credibility," Journal of Economic Behavior & Organization, Elsevier, volume 227, issue C, DOI: 10.1016/j.jebo.2024.106714.
• Barnes, Spencer & Mendez, Brandon & Schrowang, Andrew, 2024, "Analysts’ accuracy following an increase in uncertainty: Evidence from the art market," Journal of Economic Behavior & Organization, Elsevier, volume 228, issue C, DOI: 10.1016/j.jebo.2024.106761.
• Abel, Martin & Bomfim, Emma & Cisneros, Izzy & Coyle, Jackson & Eraou, Song & Gebeyehu, Martha & Hernandez, Gerardo & Juantorena, Julian & Kaplan, Lizzy & Marquez, Danielle & Mullen, Jack & Mulhern, P, 2024, "Are women blamed more for giving incorrect financial advice?," Journal of Economic Behavior & Organization, Elsevier, volume 228, issue C, DOI: 10.1016/j.jebo.2024.106781.
• Anthropelos, Michail & Kardaras, Constantinos, 2024, "Price impact under heterogeneous beliefs and restricted participation," Journal of Economic Theory, Elsevier, volume 215, issue C, DOI: 10.1016/j.jet.2023.105774.
• Stachurski, John & Wilms, Ole & Zhang, Junnan, 2024, "Asset pricing with time preference shocks: Existence and uniqueness," Journal of Economic Theory, Elsevier, volume 216, issue C, DOI: 10.1016/j.jet.2023.105781.
• Cohen, Assa & Kargar, Mahyar & Lester, Benjamin & Weill, Pierre-Olivier, 2024, "Inventory, market making, and liquidity in OTC markets," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105917.
• Han, Leyla Jianyu & Kasa, Kenneth & Luo, Yulei, 2024, "Ambiguity, information processing, and financial intermediation," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105922.
• Baker, Scott R. & Johnson, Stephanie & Kueng, Lorenz, 2024, "Financial returns to household inventory management," Journal of Financial Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jfineco.2023.103758.
• Rhee, Keeyoung & Dogra, Keshav, 2024, "Stress tests and model monoculture," Journal of Financial Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jfineco.2023.103760.
• Bogle, David A. & Campbell, Gareth & Coyle, Christopher & Turner, John D., 2024, "Why did shareholder liability disappear?," Journal of Financial Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jfineco.2023.103761.
• Huang, Chong & Lunawat, Radhika & Wang, Qiguang, 2024, "Disagreement about public information quality and informational price efficiency," Journal of Financial Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jfineco.2023.103762.
• Jiang, Zhengyang & Peng, Cameron & Yan, Hongjun, 2024, "Personality differences and investment decision-making," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2023.103776.
• Murray, Scott & Xia, Yusen & Xiao, Houping, 2024, "Charting by machines," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2024.103791.
• Ardia, David & Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2024, "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103805.
• Baba-Yara, Fahiz & Boons, Martijn & Tamoni, Andrea, 2024, "Persistent and transitory components of firm characteristics: Implications for asset pricing," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103808.
• Reher, Michael & Sokolinski, Stanislav, 2024, "Robo advisors and access to wealth management," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103829.
• Gantchev, Nickolay & Giannetti, Mariassunta & Li, Rachel, 2024, "Sustainability or performance? Ratings and fund managers’ incentives," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103831.
• Kan, Raymond & Wang, Xiaolu & Zheng, Xinghua, 2024, "In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103837.
• Happel, Jonas & Karabulut, Yigitcan & Schäfer, Larissa & Tüzel, Şelale, 2024, "Shattered housing," Journal of Financial Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jfineco.2024.103835.
• Meyer, Steffen & Uhr, Charline, 2024, "Ambiguity and private investors’ behavior after forced fund liquidations," Journal of Financial Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jfineco.2024.103849.
• Chinco, Alex & Sammon, Marco, 2024, "The passive ownership share is double what you think it is," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103860.
• Rossi, Alberto G. & Utkus, Stephen, 2024, "The diversification and welfare effects of robo-advising," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103869.
• Filippou, Ilias & Maurer, Thomas A. & Pezzo, Luca & Taylor, Mark P., 2024, "Importance of transaction costs for asset allocation in foreign exchange markets," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103886.
• Boutros, Michael & Clara, Nuno & Gomes, Francisco, 2024, "Borrow now, pay even later: A quantitative analysis of student debt payment plans," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103898.
• Baldauf, Markus & Frei, Christoph & Mollner, Joshua, 2024, "Block trade contracting," Journal of Financial Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jfineco.2024.103901.
• Peress, Joël & Schmidt, Daniel, 2024, "Uncertainty about what is in the price," Journal of Financial Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jfineco.2024.103915.
• Jeffers, Jessica & Lyu, Tianshu & Posenau, Kelly, 2024, "The risk and return of impact investing funds," Journal of Financial Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jfineco.2024.103928.
• Spaenjers, Christophe & Steiner, Eva, 2024, "Specialization and performance in private equity: Evidence from the hotel industry," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103930.
• Abis, Simona & Lines, Anton, 2024, "Broken promises, competition, and capital allocation in the mutual fund industry," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103948.
• Ma, Kebin & Vadasz, Tamas, 2024, "The informational impact of prudential regulations," Journal of Financial Intermediation, Elsevier, volume 59, issue C, DOI: 10.1016/j.jfi.2024.101091.
• Chen, Linquan & Chen, Yao & Kumar, Alok & Leung, Woon Sau, 2024, "Firm-level ESG information and active fund management," Journal of Financial Intermediation, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfi.2024.101122.
• St-Amour, Pascal, 2024, "Valuing life over the life cycle," Journal of Health Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.jhealeco.2023.102842.
• G. Arghyrou, Michael & Gadea, Maria-Dolores & Kontonikas, Alexandros, 2024, "Private bank deposits and macro/fiscal risk in the euro-area," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102992.
• Fabozzi, Frank J. & Huang, Dashan & Jiang, Fuwei & Wang, Jiexun, 2024, "What difference do new factor models make in portfolio allocation?," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102997.
• Bei, Zeyun & Lin, Juan & Zhou, Yinggang, 2024, "No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103069.
• Tang, Guohao & Wu, Yiyong & Lou, Guanyu, 2024, "Extrapolation beyond peers: An asset pricing perspective," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103153.
• Kim, Minsuk & Mano, Rui C. & Mrkaic, Mico, 2024, "Do FX interventions lead to higher FX debt? Evidence from firm-level data," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103160.
• 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.
• Peng, Ya & Zhang, Xueyong, 2024, "Economic policy uncertainty in OFDI host countries and the cross-section of stock returns," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103214.
• Le, Anh-Tuan & Hongren Huang, Henry & Do, Trung K., 2024, "The bright side of staggered boards: Evidence from labor investment efficiency," Journal of Contemporary Accounting and Economics, Elsevier, volume 20, issue 3, DOI: 10.1016/j.jcae.2024.100439.
• Cui, Jinxin & Maghyereh, Aktham, 2024, "Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100380.
• Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024, "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100423.
• Li, Leon & Miu, Peter, 2024, "Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100425.
• Ringstad, Ingrid Emilie Flessum & Tselika, Kyriaki, 2024, "Connectedness between green bonds, clean energy markets and carbon quota prices: Time and frequency dynamics," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100442.
• Zhu, Yanli & Yang, Xian & Zhang, Chuanhai & Liu, Sihan & Li, Jiayi, 2024, "Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100443.