Research classified by Journal of Economic Literature (JEL) codes

2023

• Giannetti, Mariassunta & Jasova, Martina & Loumioti, Maria & Mendicino, Caterina, 2023, "“Glossy green” banks: the disconnect between environmental disclosures and lending activities," Working Paper Series, European Central Bank, number 2882, Dec.
• Hong, Claire Yurong & Hou, Kewei & Nguyen, Thien Tung, 2023, "Debt Maturity Structure and Corporate Investment," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-03, Feb.
• Vokata, Petra, 2023, "Salient Attributes and Household Demand for Security Designs," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-07, Apr.
• Couts, Spencer J. & Goncalves, Andrei S. & Loudis, Johnathan, 2023, "The Subjective Risk and Return Expectations of Institutional Investors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-14, May.
• Birru, Justin & Wynter, Matthew, 2023, "The Role of Domestic and Foreign Sentiment for Cross-Border Portfolio Flows," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-16, May.
• Goncalves, Andrei S. & Stathopoulos, Andreas, 2023, "Payout-Based Asset Pricing," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-22, Sep.
• Couts, Spencer J. & Goncalves, Andrei S. & Rossi, Andrea, 2023, "Unsmoothing Returns of Illiquid Funds," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-02, Oct.
• Sune Ferreira-Schenk & Zandri Dickason-Koekemoer, 2023, "Analysing the Factors Affecting the Long-term Investment Intention of Investors," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 1, pages 112-120, January.
• Ruschelle Sgammini, 2023, "A Comparative Risk-adjusted Performance Evaluation of South African SRI Funds and the FTSE/JSE over the Covid-19 Period," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 1, pages 46-55, January.
• Hani Nuri Rohuma & Pradeep Brijlal, 2023, "Calendar Month Effect in Bursa Malaysia: A Comparison between Shariah-Compliant Portfolio and Non-Shariah- Compliant Portfolio," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 2, pages 12-17, March.
• Hani Rohuma, 2023, "Value Stocks versus Growth Stocks: An Examination of Bursa Malaysia," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 4, pages 143-151, July.
• Bartosz Lamasz & Marek Michalski & Radoslaw Puka, 2023, "WTI Crude Oil Options Market Prior to and During the COVID-19 Pandemic," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 117-128, March.
• Andy Noorsaman Sommeng & Usman Usman & Jonathan Kurnianto, 2023, "Techno-Economic and Risk Assessment of Small-Scale LNG Distribution for Replacing Diesel Fuel in Nusa Tenggara Region," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 356-364, July.
• Nyiko Worship Hlongwane & Realeboga Mahapa & Tselane Confidence Nthebe, 2023, "The Nexus between Foreign Direct Investment and Electricity Consumption in South Africa," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 213-220, September.
• Pande Ketut Rheynaldi & Endri Endri & Minanari Minanari & Putri Andari Ferranti & Subur Karyatun, 2023, "Energy Price and Stock Return: Evidence of Energy Sector Companies in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 31-36, September.
• Ikhlaas Gurrib, 2023, "Momentum in Low Carbon and Fossil Fuel Free Equity Investing," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 461-471, September.
• Agus Sugiarto & Ni Nyoman Puspani & Fara Fathia, 2023, "ESG Leverage towards Stock Performance in Indonesia Stock Exchange," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 593-606, September.
• Gyanendra Singh Sisodia & Wafa Mohammed Ebrahim Al Mazrouei & Rajesh Mohnot & Aqila Rafiuddin, 2023, "Economic Risk of Wind Farm Investments in UAE: Evaluation through Real Options Approach," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 658-666, September.
• I. Sahadudheen & P. K. Santhosh Kumar, 2023, "On the Time-varying Correlations and Hedging Effectiveness: An Analysis of Crude Oil, Gold, and Stock Market," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 353-363, November.
• Andrei-Dragos Popescu & Cristi Spulbar, 2023, "Dynamic Interdependence Between Asset Classes: A Spectral Co-Clustering And Var Analysis," Social Sciences and Education Research Review, Department of Communication, Journalism and Education Sciences, University of Craiova, volume 10, issue 1, pages 269-283, July, DOI: 10.5281/zenodo.8241412.
• Şenol, Doğaç & Onay, Ceylan, 2023, "Impact of gamification on mitigating behavioral biases of investors," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100772.
• Gutiérrez-Nieto, Begoña & Ortiz, Cristina & Vicente, Luis, 2023, "A bibliometric analysis of the disposition effect: Origins and future research avenues," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100774.
• Inoua, Sabiou M. & Smith, Vernon L., 2023, "A classical model of speculative asset price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100780.
• Takino, Kazuhiro & Ishinagi, Yoshikazu, 2023, "Are banks risk-averse or risk-neutral investors?," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2023.100792.
• Bradrania, Reza & Veron, Jose Francisco & Wu, Winston, 2023, "The beta anomaly and the quality effect in international stock markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100808.
• Chen, Zhongdong & Craig, Karen Ann, 2023, "Active attention, retail investor base, and stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100820.
• Outlaw, Dominique, 2023, "Frenzied buyers and sophisticated sellers: How short sellers trade individual investors’ most purchased stocks," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100831.
• Sadaqat, Mohsin & Butt, Hilal Anwar, 2023, "Stop-loss rules and momentum payoffs in cryptocurrencies," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100833.
• Montone, Maurizio, 2023, "Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100834.
• Galil, Koresh & Spivak, Avia & Tur-Sinai, Aviad, 2023, "Socioeconomic status and individual investors’ behavior during a financial crisis," Journal of Behavioral and Experimental Finance, Elsevier, volume 40, issue C, DOI: 10.1016/j.jbef.2023.100855.
• Zheng, Jiayi & Zhu, Yushu, 2023, "Algorithmic trading and block ownership initiation: An information perspective," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2022.101146.
• Eichfelder, Sebastian & Jacob, Martin & Schneider, Kerstin, 2023, "Do tax incentives affect investment quality?," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102403.
• Hossain, Md. Imran & Duong, Huu Nhan & Al Mamun, Md & Docherty, Paul, 2023, "Collateral shocks and M&A decisions," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102433.
• Hu, Xiaolu & Luo, Haoyi, 2023, "Like a duck to water: Do credit rating analysts outperform in bond fund management," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102434.
• Kim, Hwagyun & Mathur, Vipul & Shin, Jong Kook & Subramanian, Chetan, 2023, "Misallocation of debt and aggregate productivity," Journal of Corporate Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jcorpfin.2023.102493.
• Guo, Mng, 2023, "Dampening effect and market efficiency," Journal of Economic Dynamics and Control, Elsevier, volume 148, issue C, DOI: 10.1016/j.jedc.2023.104604.
• Chen, Jian & Tang, Guohao & Yao, Jiaquan & Zhou, Guofu, 2023, "Employee sentiment and stock returns," Journal of Economic Dynamics and Control, Elsevier, volume 149, issue C, DOI: 10.1016/j.jedc.2023.104636.
• Huang, Wenli & Liu, Wenqiong & Lu, Lei & Mu, Congming, 2023, "Hedge funds trading strategies and leverage," Journal of Economic Dynamics and Control, Elsevier, volume 149, issue C, DOI: 10.1016/j.jedc.2023.104637.
• Ding, Jing & Jiang, Lei & Liu, Xiaohui & Peng, Liang, 2023, "Nonparametric tests for market timing ability using daily mutual fund returns," Journal of Economic Dynamics and Control, Elsevier, volume 150, issue C, DOI: 10.1016/j.jedc.2023.104635.
• Lou, Youcheng & Yang, Yaqing, 2023, "Information linkages in a financial market with imperfect competition," Journal of Economic Dynamics and Control, Elsevier, volume 150, issue C, DOI: 10.1016/j.jedc.2023.104643.
• Mork, Knut Anton & Harang, Fabian Andsem & Trønnes, Haakon Andreas & Bjerketvedt, Vegard Skonseng, 2023, "Dynamic spending and portfolio decisions with a soft social norm," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104667.
• Tatarnikova, Olga & Duchêne, Sébastien & Sentis, Patrick & Willinger, Marc, 2023, "Portfolio instability and socially responsible investment: Experiments with financial professionals and students," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104702.
• Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023, "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, volume 154, issue C, DOI: 10.1016/j.jedc.2023.104711.
• Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023, "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, volume 156, issue C, DOI: 10.1016/j.jedc.2023.104739.
• Mukashov, A., 2023, "Parameter uncertainty in policy planning models: Using portfolio management methods to choose optimal policies under world market volatility," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 187-202, DOI: 10.1016/j.eap.2022.11.007.
• Arfaoui, Nadia & Yousaf, Imran & Jareño, Francisco, 2023, "Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 617-634, DOI: 10.1016/j.eap.2022.12.023.
• Conterius, Simeon & Akimov, Alexandr & Su, Jen-Je & Roca, Eduardo, 2023, "Do foreign investors have a positive impact on the domestic government bonds market? A panel pooled mean group approach," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 863-875, DOI: 10.1016/j.eap.2022.12.031.
• Valadkhani, Abbas & Moradi-Motlagh, Amir, 2023, "An empirical analysis of exchange-traded funds in the US," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 995-1009, DOI: 10.1016/j.eap.2023.05.002.
• Hoover, Gary A. & Smimou, K., 2023, "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 395-417, DOI: 10.1016/j.eap.2023.06.008.
• Chang, Hao-Wen & Lin, Chinho, 2023, "Currency portfolio behavior in seven major Asian markets," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 540-559, DOI: 10.1016/j.eap.2023.06.027.
• Liu, Lian & Nemoto, Naoko & Lu, Changrong, 2023, "The Effect of ESG performance on the stock market during the COVID-19 Pandemic — Evidence from Japan," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 702-712, DOI: 10.1016/j.eap.2023.06.038.
• Liu, Fangying & Su, Chi Wei & Tao, Ran & Umar, Muhammad, 2023, "The instability of U.S. economic policy: A hindrance or a stimulus to green financing?," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 33-46, DOI: 10.1016/j.eap.2023.07.015.
• Cui, Tianxiang & Ding, Shusheng & Jin, Huan & Zhang, Yongmin, 2023, "Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106078.
• Ben Abdelaziz, Fouad & Chibane, Messaoud, 2023, "Portfolio optimization in the presence of tail correlation," Economic Modelling, Elsevier, volume 122, issue C, DOI: 10.1016/j.econmod.2023.106235.
• Caldeira, João F. & Santos, André A.P. & Torrent, Hudson S., 2023, "Semiparametric portfolios: Improving portfolio performance by exploiting non-linearities in firm characteristics," Economic Modelling, Elsevier, volume 122, issue C, DOI: 10.1016/j.econmod.2023.106239.
• Du, Qianqian & Su, Wanxuan & Liang, Dawei & Wang, Luying, 2023, "How does green preference impact sustainability-based investment strategy? Evidence from the Chinese stock market," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106292.
• Bucci, Andrea & Palomba, Giulio & Rossi, Eduardo, 2023, "The role of uncertainty in forecasting volatility comovements across stock markets," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106309.
• Liu, Chang & Sun, Peng & Zhu, Dongming, 2023, "Lottery preference, short-sale constraint, and the salience effect: Evidence from China," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106341.
• Ling, Aifan & Li, Junxue & Wen, Limin & Zhang, Yi, 2023, "When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106346.
• Yan, Tingjin & Chiu, Mei Choi & Wong, Hoi Ying, 2023, "Portfolio liquidation with delayed information," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106398.
• Dzhumashev, Ratbek & Levaggi, Rosella & Menoncin, Francesco, 2023, "Optimal tax enforcement with productive public inputs," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106444.
• Barka, Zeineb & Hamza, Taher & Mrad, Senda, 2023, "Corporate ESG scores and equity market misvaluation: Toward ethical investor behavior," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106467.
• Luo, Deqing & Shan, Xun & Yan, Jingzhou & Yan, Qianhui, 2023, "Sustainable investment under ESG volatility and ambiguity," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106471.
• Zou, Jin & Yan, Jingzhou & Deng, Guoying, 2023, "ESG rating confusion and bond spreads," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106555.
• Ciciretti, Vito & Bucci, Andrea, 2023, "Building optimal regime-switching portfolios," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101837.
• Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023, "Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101838.
• Lojak, Benjamin & Makarewicz, Tomasz & Proaño, Christian R., 2023, "Low interest rates, bank’s search-for-yield behavior and financial portfolio management," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101839.
• Garg, Jyoti & Karmakar, Madhusudan & Paul, Samit, 2023, "A study on equity home bias using vine copula approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101860.
• Stafylas, Dimitrios & Andrikopoulos, Athanasios & Tolikas, Konstantinos, 2023, "Hedge fund performance persistence under different business cycles and stock market regimes," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101866.
• Wen Chang, Hao & Chang, Tsangyao, 2023, "How oil price and exchange rate affect stock price in China using Bayesian Quantile_on_Quantile with GARCH approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2023.101879.
• Pätäri, Eero & Ahmed, Sheraz & Luukka, Pasi & Yeomans, Julian Scott, 2023, "Can monthly-return rank order reveal a hidden dimension of momentum? The post-cost evidence from the U.S. stock markets," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101884.
• Li, Houjian & Zhou, Deheng & Hu, Jiayu & Li, Junwen & Su, Mengying & Guo, Lili, 2023, "Forecasting the realized volatility of Energy Stock Market: A multimodel comparison," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101895.
• Kołodziejczyk, Hanna, 2023, "Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101912.
• Wang, Zi-Mei & Lien, Donald, 2023, "Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101904.
• Chen, Dengsheng & He, Yong & Li, Ziqiang, 2023, "Robust optimal reinsurance–investment for α-maxmin mean–variance utility under Heston’s SV model," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101921.
• Chen, Na & Jin, Xiu, 2023, "Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101935.
• Wu, Xinyu & Yin, Xuebao & Umar, Zaghum & Iqbal, Najaf, 2023, "Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101948.
• Chen, Dengsheng & Lu, Zhengyang & He, Yong, 2023, "Optimal reinsurance-investment game for two insurers with SAHARA utilities under correlated markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101949.
• Caiado, Jorge & Lúcio, Francisco, 2023, "Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101971.
• Loyola, Gino & Portilla, Yolanda, 2023, "Optimal incentives for managerial innovation," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101982.
• Kumar, Sanjeev & Patel, Ritesh & Iqbal, Najaf & Gubareva, Mariya, 2023, "Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101983.
• Chiang, Thomas C. & Chen, Pei-Ying, 2023, "Inflation risk and stock returns: Evidence from US aggregate and sectoral markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101986.
• Huang, Wenli & Liu, Wenqiong & Wang, Dongfang & Wang, Ying, 2023, "Agency and investment with triggered time-inconsistent preferences," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101991.
• Claassen, Bart & Dam, Lammertjan & Heijnen, Pim, 2023, "Corporate financing policies, financial leverage, and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101992.
• Rutkowska-Ziarko, Anna, 2023, "Downside risk and profitability ratios: The case of the New York Stock Exchange," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101993.
• Wang, Ying & Wu, Weixing & Huang, Wenli & Liu, Wenqiong, 2023, "Optimal investment under high-water mark contracts with model ambiguity," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101996.
• Simonato, Jean-Guy & Denault, Michel, 2023, "Multiperiod portfolio allocation: A study of volatility clustering, non-normalities and predictable returns," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101997.
• Zhang, Yi & Zhou, Long & Li, Yuxue & Liu, Fang, 2023, "Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101998.
• Boungou, Whelsy & Urom, Christian, 2023, "Climate change-related risks and bank stock returns," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111011.
• Jain, Prachi & Maitra, Debasish, 2023, "Is there commodity connectedness across investment horizons? Evidence using news-based uncertainty indices," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111025.
• Park, Jaevin, 2023, "Rights to retrade, free-riding and insurance requirement," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111064.
• Dombrowski, Niclas & Drobetz, Wolfgang & Momtaz, Paul P., 2023, "Performance measurement of crypto funds," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111118.
• Sakariyahu, Rilwan & Lawal, Rodiat & Oyekola, Olayinka & Dosumu, Oluwatoyin Esther & Adigun, Rasheed, 2023, "Natural disasters, investor sentiments and stock market reactions: Evidence from Turkey–Syria earthquakes," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111153.
• Morais, Marcleiton Ribeiro & Schoti, Camila & Resende, José Guilherme de Lara & Tabak, Benjamin Miranda, 2023, "Limits to Myopic loss aversion and learning," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111190.
• Zhao, Zhiming & Liu, Yuyao & Pan, Qiong, 2023, "Cash holdings, ambiguity aversion, and investment puzzles," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111192.
• El Kalak, Izidin & Tosun, Onur Kemal & Yamada, Kazuo, 2023, "The Bank of Japan’s equity purchases and stock price crash risk," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111214.
• Sakariyahu, Rilwan & Lawal, Rodiat & Yusuf, Abdulmueez & Olatunji, Abdulganiyu, 2023, "Mass shootings, investors’ panic, and market anomalies," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111284.
• Jung, Woosung & Kim, Donghyun & Sul, Hong Kee, 2023, "Investment behavior of retail investors in response to COVID-19 economic impact payments," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111370.
• Wenyan, Huang & Gooi, Leong-Mow, 2023, "Social support and household stock market participation," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111408.
• Huang, Wendi, 2023, "Climate policy uncertainty and green innovation," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111423.
• Liu, Yangyi & Luo, Ronghua & Zhao, Senyang, 2023, "Improving factor momentum: Statistical significance matters," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111444.
• Gao, Jiti & Liu, Fei & Peng, Bin & Yan, Yayi, 2023, "Binary response models for heterogeneous panel data with interactive fixed effects," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1654-1679, DOI: 10.1016/j.jeconom.2023.01.009.
• Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu, 2023, "Are bond returns predictable with real-time macro data?," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.09.008.
• Corradin, Stefano & Schwaab, Bernd, 2023, "Euro area sovereign bond risk premia before and during the Covid-19 pandemic," European Economic Review, Elsevier, volume 153, issue C, DOI: 10.1016/j.euroecorev.2023.104402.
• Kraft, Holger & Weiss, Farina, 2023, "Pandemic portfolio choice," European Journal of Operational Research, Elsevier, volume 305, issue 1, pages 451-462, DOI: 10.1016/j.ejor.2022.05.035.
• Alexander, Carol & Deng, Jun & Zou, Bin, 2023, "Hedging with automatic liquidation and leverage selection on bitcoin futures," European Journal of Operational Research, Elsevier, volume 306, issue 1, pages 478-493, DOI: 10.1016/j.ejor.2022.07.037.
• Deelstra, Griselda & Hieber, Peter, 2023, "Randomization and the valuation of guaranteed minimum death benefits," European Journal of Operational Research, Elsevier, volume 309, issue 3, pages 1218-1236, DOI: 10.1016/j.ejor.2023.01.059.
• Lassance, Nathan & Vrins, Frédéric, 2023, "Portfolio selection: A target-distribution approach," European Journal of Operational Research, Elsevier, volume 310, issue 1, pages 302-314, DOI: 10.1016/j.ejor.2023.02.014.
• De Gennaro Aquino, Luca & Sornette, Didier & Strub, Moris S., 2023, "Portfolio selection with exploration of new investment assets," European Journal of Operational Research, Elsevier, volume 310, issue 2, pages 773-792, DOI: 10.1016/j.ejor.2023.03.017.
• Goodell, John W. & Alon, Ilan & Chiaramonte, Laura & Dreassi, Alberto & Paltrinieri, Andrea & Piserà, Stefano, 2023, "Risk substitution in cryptocurrencies: Evidence from BRICS announcements," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100938.
• Hu, Shiyang & Xiang, Cheng & Quan, Xiaofeng, 2023, "Salience theory and mutual fund flows: Empirical evidence from China," Emerging Markets Review, Elsevier, volume 54, issue C, DOI: 10.1016/j.ememar.2022.100988.
• Liu, Chunbo & Niu, Zilong, 2023, "Leverage made at home: Investors' margin loan usage and firm leverage," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101010.
• Hanauer, Matthias X. & Kalsbach, Tobias, 2023, "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101022.
• Bekaert, Geert & Harvey, Campbell R. & Mondino, Tomas, 2023, "Emerging equity markets in a globalized world," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101034.
• Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023, "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101049.
• Wang, Ruting & Althof, Michael & Härdle, Wolfgang Karl, 2023, "A financial risk meter for China," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101052.
• Chen, Jia & Xu, Xin & Yao, Tong, 2023, "Capital mobility and the long-run return–risk trade-offs of industry portfolios," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 123-143, DOI: 10.1016/j.jempfin.2022.11.004.
• Wang, Yunqi & Zhou, Ti, 2023, "Out-of-sample equity premium prediction: The role of option-implied constraints," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 199-226, DOI: 10.1016/j.jempfin.2022.12.004.
• Pollastri, Alessandro & Rodrigues, Paulo & Schlag, Christian & Seeger, Norman J., 2023, "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 322-341, DOI: 10.1016/j.jempfin.2022.11.007.
• Li, Leon & Miu, Peter, 2023, "Are cryptocurrencies a safe haven for stock investors? A regime-switching approach," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 367-385, DOI: 10.1016/j.jempfin.2022.12.010.
• Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2023, "Salience theory in price and trading volume: Evidence from China," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 38-61, DOI: 10.1016/j.jempfin.2022.11.005.
• Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P., 2023, "Can we forecast better in periods of low uncertainty? The role of technical indicators," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 1-12, DOI: 10.1016/j.jempfin.2022.12.014.
• Ciciretti, Rocco & Dalò, Ambrogio & Dam, Lammertjan, 2023, "The contributions of betas versus characteristics to the ESG premium," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 104-124, DOI: 10.1016/j.jempfin.2023.01.004.
• Liu, Xin & Qiu, Zhigang & Shen, Luyao & Zheng, Weinan, 2023, "Coreversal: The booms and busts of arbitrage activities in China," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 51-65, DOI: 10.1016/j.jempfin.2023.01.001.
• Chan, Ka Kei & Kolokolova, Olga & Lin, Ming-Tsung & Poon, Ser-Huang, 2023, "Price convergence between credit default swap and put option: New evidence," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 188-213, DOI: 10.1016/j.jempfin.2023.03.008.
• Fuhrer, Adrian & Hock, Thorsten, 2023, "Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 251-275, DOI: 10.1016/j.jempfin.2023.03.009.
• Qiao, W. & Bu, D. & Gibberd, A. & Liao, Y. & Wen, T. & Li, E., 2023, "When “time varying” volatility meets “transaction cost” in portfolio selection," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 220-237, DOI: 10.1016/j.jempfin.2023.06.006.
• Nguyen, Hoang & Javed, Farrukh, 2023, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 272-292, DOI: 10.1016/j.jempfin.2023.07.004.
• Lee, Minjoon, 2023, "Portfolio allocation over the life cycle with multiple late-in-life saving motives," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101421.
• Conlon, Thomas & Cotter, John & Kovalenko, Illia & Post, Thierry, 2023, "A financial modeling approach to industry exchange-traded funds selection," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101441.
• Soebhag, Amar, 2023, "Option gamma and stock returns," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101442.
• Asadi, Mehrad & Pham, Son D. & Nguyen, Thao T.T. & Do, Hung Xuan & Brooks, Robert, 2023, "The nexus between oil and airline stock returns: Does time frequency matter?," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106444.
• Jain, Prachi & Maitra, Debasish & Kang, Sang Hoon, 2023, "Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106537.
• Li, Jingpeng & Umar, Muhammad & Huo, Jiale, 2023, "The spillover effect between Chinese crude oil futures market and Chinese green energy stock market," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106568.
• Sohag, Kazi & Hassan, M. Kabir & Bakhteyev, Stepan & Mariev, Oleg, 2023, "Do green and dirty investments hedge each other?," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106573.
• Martiradonna, Monica & Romagnoli, Silvia & Santini, Amia, 2023, "The beneficial role of green bonds as a new strategic asset class: Dynamic dependencies, allocation and diversification before and during the pandemic era," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106587.
• Agliardi, Elettra & Alexopoulos, Thomas & Karvelas, Kleanthis, 2023, "The environmental pillar of ESG and financial performance: A portfolio analysis," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106598.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023, "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106632.
• Bai, Lan & Wei, Yu & Zhang, Jiahao & Wang, Yizhi & Lucey, Brian M., 2023, "Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106727.
• Li, Yanxi & Yu, Conghui & Shi, Jinyan & Liu, Yuanyuan, 2023, "How does green bond issuance affect total factor productivity? Evidence from Chinese listed enterprises," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106755.
• Nguyen, Hoang & Virbickaitė, Audronė, 2023, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106738.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri & Moussa, Faten, 2023, "Does green improve portfolio optimisation?," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106831.
• Cheikh, Nidhaleddine Ben & Zaied, Younes Ben, 2023, "Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106861.
• Baur, Dirk G. & Todorova, Neda, 2023, "Big oil in the transition or Green Paradox? A capital market approach," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106837.
• Okhrin, Yarema & Uddin, Gazi Salah & Yahya, Muhammad, 2023, "Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106853.
• Uddin, Gazi Salah & Luo, Tianqi & Yahya, Muhammad & Jayasekera, Ranadeva & Rahman, Md Lutfur & Okhrin, Yarema, 2023, "Risk network of global energy markets," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106882.
• Lucey, Brian & Ren, Boru, 2023, "Time-varying tail risk connectedness among sustainability-related products and fossil energy investments," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106812.
• Nonejad, Nima, 2023, "Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106964.
• Duan, Kun & Zhao, Yanqi & Urquhart, Andrew & Huang, Yingying, 2023, "Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107079.
• Hoque, Mohammad Enamul & Soo-Wah, Low & Billah, Mabruk, 2023, "Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107034.
• Ho, Kung-Cheng & Yan, Cheng & Mao, Zhicheng & An, Jiafu, 2023, "Corporate sustainability policies and corporate investment efficiency: Evidence from the quasi-natural experiment in China," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107050.
• Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "Asymmetric effects of market uncertainties on agricultural commodities," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107080.
• Wang, Cheng & Bouri, Elie & Xu, Yahua & Zhang, Dingsheng, 2023, "Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107121.
• Esparcia, Carlos & Diaz, Antonio & Alonso, Daniel, 2023, "How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107174.
• Siddique, Md. Abubakar & Nobanee, Haitham & Hasan, Md. Bokhtiar & Uddin, Gazi Salah & Hossain, Md. Naiem & Park, Donghyun, 2023, "How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107195.
• Sirr, Gordon & Power, Bernadette & Ryan, Geraldine & Eakins, John & O’Connor, Ellen & le Maitre, Julia, 2023, "An analysis of the factors affecting Irish citizens’ willingness to invest in wind energy projects," Energy Policy, Elsevier, volume 173, issue C, DOI: 10.1016/j.enpol.2022.113364.
• Philips, Abiodun S., 2023, "Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets," Energy, Elsevier, volume 263, issue PE, DOI: 10.1016/j.energy.2022.126057.
• Zhang, Teng & Xu, Zhiwei & Li, Jiaqi, 2023, "The asset pricing implications of global oil price uncertainty: Evidence from the cross-section of Chinese stock returns," Energy, Elsevier, volume 285, issue C, DOI: 10.1016/j.energy.2023.129407.
• Aono, Kohei & Okimoto, Tatsuyoshi, 2023, "When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes?," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102428.
• Noori, Mohammad & Hitaj, Asmerilda, 2023, "Dissecting hedge funds' strategies," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102453.
• Aloui, Donia & Benkraiem, Ramzi & Guesmi, Khaled & Vigne, Samuel, 2023, "The European Central Bank and green finance: How would the green quantitative easing affect the investors' behavior during times of crisis?," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102464.
• Wang, Yi & Niu, Geng & Zhou, Yang & Lu, Weijie, 2023, "Broadband internet and stock market participation," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102473.
• Han, Yingwei & Li, Jie, 2023, "The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2022.102476.
• Liu, Chunbo & Zhang, Xuan & Zhou, Zhiping, 2023, "Are commodity futures a hedge against inflation? A Markov-switching approach," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102492.
• Mansley, Nick & Wang, Zilong & Weng, Xiaoyu & Zhang, Wenjing, 2023, "Good growth, bad growth: Market reaction to capital raising for REIT expansion," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102499.
• Han, Yufeng & Hu, Ou & Huang, Zhaodan, 2023, "A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102517.
• Huynh, Nhan, 2023, "Unemployment beta and the cross-section of stock returns: Evidence from Australia," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102522.
• Zhang, Ning & Zhang, Yue & Zong, Zhe, 2023, "Fund ESG performance and downside risk: Evidence from China," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102526.
• Qiu, Rui & Liu, Jing & Li, Yan, 2023, "Long-term adjusted volatility: Powerful capability in forecasting stock market returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102530.
• Patel, Mayank & Madhavan, Vinodh & Gupta, Supratim Das & Kumar, Satish, 2023, "Performance persistence and style consistency of Indian fixed income mutual funds – A longitudinal study," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102535.
• Insana, Alessandra, 2023, "Betting against beta with intraday and overnight signals," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102542.
• Nasir, Muhammad Ali & Le, Thi Ngoc Lan & Ghabri, Yosra & Huynh, Luu Duc Toan, 2023, "Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102548.
• Ma, Tian & Leong, Wen Jun & Jiang, Fuwei, 2023, "A latent factor model for the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102555.
• Eom, Cheoljun & Eom, Yunsung & Park, Jong Won, 2023, "Left-tail momentum and tail properties of return distributions: A case of Korea," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102570.
• Klinkowska, Olga & Zhao, Yuan, 2023, "Fund flows and performance: New evidence from retail and institutional SRI mutual funds," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102596.
• Huang, Junbo & Tian, Huiting & Shen, Weibing, 2023, "Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102644.
• Aharon, David Y. & Butt, Hassan Anjum & Jaffri, Ali & Nichols, Brian, 2023, "Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102651.
• He, Hongbo & Chen, Yiqing & Wan, Hong & Yao, Shujie, 2023, "Possibility versus feasibility: International portfolio diversification under financial liberalization," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102652.
• Ammari, Aymen & Chebbi, Kaouther & Ben Arfa, Nouha, 2023, "How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102633.
• Carter, Colin A. & Revoredo-Giha, Cesar, 2023, "Financialization and speculators risk premia in commodity futures markets," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102691.
• Mork, Knut Anton & Trønnes, Haakon Andreas, 2023, "Expected long-term rates of return when short-term returns are serially correlated," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102696.
• Niculaescu, Corina E. & Sangiorgi, Ivan & Bell, Adrian R., 2023, "Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102703.
• Zhang, Zehua & Zhao, Ran, 2023, "Good volatility, bad volatility, and the cross section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102712.
• Xiao, Qin & Yan, Meilan & Zhang, Dalu, 2023, "Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102743.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023, "International high-frequency arbitrage for cross-listed stocks," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102777.
• Cheung, Yan-Leung & Mak, Billy S.C. & Shu, Hao & Tan, Weiqiang, 2023, "Impact of financial investment on confidence in a happy future retirement," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102784.
• Deng, Qi & Dai, Lunge & Yang, Zixin & Zhou, Zhong-Guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2023, "The impacts of regulation regime changes on ChiNext IPOs: Effects of 2013 and 2020 reforms on initial return, fair value and overreaction," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102794.
• Borer, Daniel & Perera, Devmali & Fauzi, Fitriya & Chau, Trinh Nguyen, 2023, "Identifying systemic risk of assets during international financial crises using Value at Risk elasticities," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102832.
• Ergun, Lerby M., 2023, "Extreme downside risk in the cross-section of asset returns," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102840.
• Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2023, "When do investors go green? Evidence from a time-varying asset-pricing model," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102898.
• Verberi, Can & Yasar, Sema & Sugozu, Ibrahim Halil, 2023, "Capital liberalization, growth and moral hazard: Lessons from the global financial crisis," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102901.
• Zheng, Yanting & Luan, Xin & Lu, Xin & Liu, Jiaming, 2023, "A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102920.
• Duncombe, Samuel & Park, Min & Tarsalewska, Monika & Trojanowski, Grzegorz, 2023, "ESG positioning in private infrastructure fundraising," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102924.
• Yousefi, Hamed & Yung, Kenneth & Najand, Mohammad, 2023, "From low resource slack to inflexibility: The share price effect of operational efficiency," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102927.
• Zakamulin, Valeriy & Giner, Javier, 2023, "Optimal trend-following with transaction costs," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102928.
• Agapova, Anna & Kaprielyan, Margarita, 2023, "Diversification measures: Mutual fund family case," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102932.
• Lee, Kiryoung, 2023, "Geopolitical risk and household stock market participation," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103328.
• Briola, Antonio & Vidal-Tomás, David & Wang, Yuanrong & Aste, Tomaso, 2023, "Anatomy of a Stablecoin’s failure: The Terra-Luna case," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103358.
• Yu, Jize & Zhang, Li & Peng, Lijuan & Wu, Rui, 2023, "Which component of air quality index drives stock price volatility in China: a decomposition-based forecasting method," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103406.
• Hou, Fei & Li, Meina & Xu, Yang & Zhou, Song, 2023, "Signing auditors’ cultural background and client investment efficiency," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103417.