Research classified by Journal of Economic Literature (JEL) codes

2024

• Joo, Young C. & Park, Sung Y., 2024, "Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102127.
• Yan, Han & Liu, Bin & Zhu, Xingting & Wu, Yan, 2024, "Systemic risk monitoring model from the perspective of public information arrival," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102141.
• Wang, Hailong & Hu, Duni, 2024, "Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102143.
• Živkov, Dejan & Manić, Slavica & Gajić-Glamočlija, Marina, 2024, "How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102145.
• Zhang, Wenting & Liu, Tiantian & Zhang, Yulian & Hamori, Shigeyuki, 2024, "Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102149.
• He, Yong & Luouyang, Xueqi & He, Lin & Chen, Haiyan & Li, Sheng, 2024, "Non-zero-sum investment-reinsurance game with delay and ambiguity aversion," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102160.
• Ji, Xinzhi & Guo, Ranran & Ye, Wuyi, 2024, "Adjustable light robust optimization with second order stochastic dominance constraints," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102162.
• Zhang, Yi & Zhou, Long & Wu, Baoxiu & Liu, Fang, 2024, "Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102164.
• Go, You-How & Lau, Wee-Yeap, 2024, "Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102178.
• Yin, Zhengnan & O’Sullivan, Niall & Sherman, Meadhbh, 2024, "The liquidity timing ability of mutual funds," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102201.
• Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu, 2024, "Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102219.
• Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024, "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102223.
• Tzeng, Kae-Yih & Su, Yi-Kai, 2024, "Can U.S. macroeconomic indicators forecast cryptocurrency volatility?," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102224.
• Wang, Peiguang & Wang, Zihui & Wang, Wenli, 2024, "Modeling mispricing risk of defined contribution pension plan with a mean–variance criteria," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102237.
• Tunc, Ahmet, 2024, "ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102243.
• Wu, Yanran & Zhou, Riwang & Zhang, Chao, 2024, "Size and ESG premiums: Evidence from Chinese A-share market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102246.
• Liu, Zixin & Hu, Jun & Zhang, Shuguang & He, Zhipeng, 2024, "Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102249.
• Giese, Julia & Joyce, Michael & Meaning, Jack & Worlidge, Jack, 2024, "Do preferred habitat investors exist? Evidence from the UK government bond market," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111462.
• Reschenhofer, Christoph, 2024, "Combining factors," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2023.111510.
• Wang, Lunyi & Yang, Shiqi & Zhao, Sibo, 2024, "The momentum ambiguity and investor trading behavior," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111533.
• Banerjee, Ameet Kumar, 2024, "Second-order moment risk connectedness across climate and geopolitical risk and global commodity markets," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111551.
• Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2024, "Cross-country factor momentum," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111552.
• Auer, Benjamin R. & Marohn, Marcel, 2024, "Computational dynamics of information ratios," Economics Letters, Elsevier, volume 236, issue C, DOI: 10.1016/j.econlet.2024.111611.
• Boungou, Whelsy & Gupta, Praveen & Wahyono, Budi, 2024, "Coup d'état in Africa and stock market returns: The case of French companies," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111654.
• Wang, Keyun & Xu, Fengmin & Wang, Shihao & Li, Benchu, 2024, "Data analysis technology and inequality in capital costs," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111662.
• Zeng, Sipeng & Li, Yingmei Esme, 2024, "Braveheart: On the divergence of recommendations between normal and star analysts," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111765.
• Chen, Yu-Fen & Lin, Fu-Lai & Yeh, Wen-Hung, 2024, "Intra- and inter-sector spillover effects within a supply chain: Evidence from Taiwan electric motorcycle industry," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111767.
• Chen, Steven Shu-Hsiu, 2024, "Foreign investments of Japanese life insurance companies," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111774.
• Kim, Taehyun & Kim, Yongjun, 2024, "Does corporate environmental responsibility create value?: The role of investors’ ESG preferences," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111790.
• Yao, Shouyu & Li, Keyao & Wang, Chunfeng & Fang, Zhenming & Li, Tong, 2024, "The dark side of “flight-to-safety”: Evidence from macroeconomic tail risk beta," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111795.
• Jin, Yurong & Yan, Jingzhou, 2024, "Sustainable investing with ESG ambiguous information," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111796.
• Bellalah, Makram & Ben Amar, Amine & Clark, Ephraim, 2024, "Regret-aversion over different maturities: Application to energy futures markets," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111812.
• Pyun, Chaehyun, 2024, "The Wikipedia effect: Analyzing investor attention for strategic investment decisions," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111836.
• Badía, Guillermo & Cortez, Maria Céu & Silva, Florinda, 2024, "Do investors benefit from investing in stocks of green bond issuers?," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111859.
• Lawal, Rodiat & Sakariyahu, Rilwan, 2024, "Investor heterogeneity and global stock market participation," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111882.
• Giofré, Maela, 2024, "Foreign portfolio investments and voting bias in the Eurovision Song Contest," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111903.
• Joliet, Robert & Titova, Yulia, 2024, "Who is greener, more social and better-governed? Dual ownership by SRI mutual funds stands out," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111934.
• Ceballos, Luis & Ng, Oscar, 2024, "Do investors care about inflation risk? Evidence from global bond portfolio allocation," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111955.
• Piccotti, Louis R., 2024, "Utility-implied term structures of equity risk premia," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111947.
• Zhang, Jinping & Zhou, Lei & Zou, Zhentao, 2024, "Robust dynamic trading with realization utility," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111960.
• Lalwani, Vaibhav, 2024, "Climate risks, corporate bonds, and economic uncertainty," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111984.
• Wang, Lunyi & Wang, Yao & Zhang, Shunming, 2024, "Probability distortion and non-participation," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111989.
• Hines, James R. & Schaffa, Daniel, 2024, "Capital gains realizations," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111990.
• Blampied, Nicolás & Mahadeo, Scott Mark Romeo, 2024, "Airline industry equities under external uncertainty shocks," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111994.
• Jung, Kwangmin & Park, Seyoung, 2024, "Optimal reinsurance with a systemic surplus shock," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112013.
• Fan, Qingliang & Wu, Ruike & Yang, Yanrong & Zhong, Wei, 2024, "Time-varying minimum variance portfolio," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.08.007.
• Chaudhuri, Shomesh E. & Lo, Andrew W., 2024, "Financially adaptive clinical trials via option pricing analysis," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2020.08.012.
• Lu, Zhiqiang & Wu, Junjie & Li, Hongyu & Galloway, Brian, 2024, "Digital finance and stock market participation: The case of internet wealth management products in China," Economic Systems, Elsevier, volume 48, issue 1, DOI: 10.1016/j.ecosys.2023.101148.
• Aysun, Uluc & Clarke, Karlia & Small, Oronde, 2024, "Capital outflow restrictions and dollar drainage," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2023.101176.
• Xiang, Xin, 2024, "Does stock liquidity affect expropriation behavior by controlling shareholders? Evidence from China," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101217.
• Frankovic, Ivan & Kolb, Benedikt, 2024, "The role of emission disclosure for the low-carbon transition," European Economic Review, Elsevier, volume 167, issue C, DOI: 10.1016/j.euroecorev.2024.104792.
• Kontosakos, Vasileios E. & Hwang, Soosung & Kallinterakis, Vasileios & Pantelous, Athanasios A., 2024, "Long-term dynamic asset allocation under asymmetric risk preferences," European Journal of Operational Research, Elsevier, volume 312, issue 2, pages 765-782, DOI: 10.1016/j.ejor.2023.07.038.
• Zsurkis, Gabriel & Nicolau, João & Rodrigues, Paulo M.M., 2024, "First passage times in portfolio optimization: A novel nonparametric approach," European Journal of Operational Research, Elsevier, volume 312, issue 3, pages 1074-1085, DOI: 10.1016/j.ejor.2023.07.044.
• Coqueret, Guillaume & Deguest, Romain, 2024, "Unexpected opportunities in misspecified predictive regressions," European Journal of Operational Research, Elsevier, volume 318, issue 2, pages 686-700, DOI: 10.1016/j.ejor.2024.05.044.
• Hodula, Martin & Szabo, Milan & Bajzík, Josef, 2024, "Retail fund flows and performance: Insights from supervisory data," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101111.
• Zhao, Lu & Wang, Liang & Luo, Ronghua, 2024, "Mutual fund tournaments: State-dependent risk taking with transaction costs," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101119.
• Marcelin, Isaac & Lo, Gaye-Del & Sène, Babacar & Sun, Wei & Teclezion, Mussie, 2024, "Financial intermediation around national elections: Evidence of state-owned banks as credit smoothers," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101166.
• Lawrence, Babatunde & Obalade, Adefemi A. & Tita, Anthanasius F. & French, Joseph J., 2024, "Stock market connectedness during an energy crisis: Evidence from South Africa," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101194.
• Tédongap, Roméo & Tinang, Jules, 2024, "International asset pricing with heterogeneous agents: Estimation and inference," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101459.
• Dark, Jonathan, 2024, "An adaptive long memory conditional correlation model," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101463.
• Kolokolova, Olga & Xu, Xia, 2024, "Enhancing betting against beta with stochastic dominance," Journal of Empirical Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jempfin.2023.101465.
• Yin, Ximing & Yang, Ge, 2024, "Instantaneous volatility of the yield curve, variance risk premium and bond return predictability," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101490.
• Chichernea, Doina & Huang, Kershen & Petkevich, Alex & Teterin, Pavel, 2024, "Options trading imbalance, cash-flow news, and discount-rate news," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101491.
• Inkmann, Joachim, 2024, "Aggregate portfolio choice," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101494.
• Smith, Geoffrey Peter, 2024, "Why do firms with no leverage still have leverage and volatility feedback effects?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101516.
• Soebhag, Amar & Van Vliet, Bart & Verwijmeren, Patrick, 2024, "Non-standard errors in asset pricing: Mind your sorts," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101517.
• Barroso, Pedro & Maio, Paulo, 2024, "The risk–return tradeoff among equity factors," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101518.
• Liu, Xuan & Liu, Haiyong & Cai, Zongwu, 2024, "Time-varying relative risk aversion: Theoretical mechanism and empirical evidence," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101535.
• Wang, Jinzhe & Zhu, Yifeng, 2024, "A comparison of factor models in China," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101548.
• Malik, Ali K. & Colak, Gonul & Löflund, Anders, 2024, "Gold, platinum, and mutual fund flows," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101552.
• Chen, Chen & Stivers, Chris & Sun, Licheng, 2024, "Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101556.
• Alexiou, Lykourgos & Rompolis, Leonidas S., 2024, "Jump tail risk exposure and the cross-section of stock returns," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101565.
• Liao, Gaoke & Li, Yanling & Wang, Mengxin, 2024, "Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107168.
• Wang, Haijun & Jiao, Shuaipeng & Ge, Chen & Sun, Guanglin, 2024, "Corporate ESG rating divergence and excess stock returns," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107276.
• Ho, Kung-Cheng & Yan, Cheng & Gozgor, Giray & Gu, Yan, 2024, "Energy related public environmental concerns and intra-firm pay gap in polluting enterprises: Evidence from China," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107320.
• Zhang, Xiaoliang & Zheng, Xiaojia, 2024, "Does carbon emission trading policy induce financialization of non-financial firms? Evidence from China," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107316.
• Beckmann, Joscha & Rogmann, Jennifer, 2024, "Determinants and effects of country ESG controversy," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107326.
• Kyriazis, Nikolaos & Corbet, Shaen, 2024, "Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107329.
• D’Ecclesia, Rita Laura & Morelli, Giacomo & Stefanelli, Kevyn, 2024, "Energy ETF performance: The role of fossil fuels," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107332.
• Lei, Heng & Xue, Minggao & Ye, Jing, 2024, "The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107456.
• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2024, "Factor models and investment strategies in the renewable energy sector," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107483.
• Armerin, Fredrik, 2024, "A Comment on “The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision”," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107487.
• Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024, "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107476.
• Díaz, Antonio & Esparcia, Carlos & Alonso, Daniel & Alonso, Maria-Teresa, 2024, "Portfolio management of ESG-labeled energy companies based on PTV and ESG factors," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107545.
• Wang, Yi & Ali, Shoaib & Ayaz, Muhammad, 2024, "Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107548.
• Xie, Qichang & Bai, Yu & Jia, Nanfei & Xu, Xin, 2024, "Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107558.
• Goutte, Stéphane & Mhadhbi, Mayssa, 2024, "Analyzing Crisis Dynamics: How metal-energy Markets influence green electricity investments," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107614.
• Pham, Son D. & Nguyen, Thao T.T. & Do, Hung X., 2024, "Impact of climate policy uncertainty on return spillover among green assets and portfolio implications," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107631.
• Nygaard, Knut & Sørensen, Lars Qvigstad, 2024, "Betting on war? Oil prices, stock returns, and extreme geopolitical events," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107659.
• Wei, Yu & Shi, Chunpei & Zhou, Chunyan & Wang, Qian & Liu, Yuntong & Wang, Yizhi, 2024, "Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107709.
• Imran, Zulfiqar Ali & Ahad, Muhammad & Shahzad, Khurram & Ahmad, Mobeen & Hameed, Imran, 2024, "Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107712.
• Marupanthorn, Pasin & Nikitopoulos, Christina S. & Ofosu-Hene, Eric D. & Peters, Gareth W. & Richards, Kylie-Anne, 2024, "Mechanisms for implementing fossil fuel divestment in portfolio management with impact on risk, return and carbon reduction," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107724.
• Elsayed, Ahmed H. & Khalfaoui, Rabeh & Nasreen, Samia & Gabauer, David, 2024, "The impact of oil shocks on green, clean, and socially responsible markets," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107729.
• Shao, Chengwu & Bhar, Ramaprasad & Colwell, David B. & Sheng, Ni & Wei, Xinyang, 2024, "Variance dynamics and term structure of the natural gas market," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107780.
• Özkan, Oktay & Meo, Muhammad Saeed & Younus, Mehak, 2024, "Unearthing the hedge and safe-haven potential of green investment funds for energy commodities," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107814.
• Kliber, Agata & Będowska-Sójka, Barbara, 2024, "Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107820.
• Sheenan, Lisa & Schweers, Koen & Klein, Tony, 2024, "Interactions between sustainable bonds, renewable energy and other financial markets: A macroprudential perspective," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107839.
• Jin, Xiu & Liu, Yueli & Yu, Jinming & Chen, Na, 2024, "Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107908.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107951.
• Prat, Georges & Uctum, Remzi, 2024, "Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107930.
• Zhao, Yuan & Gong, Xue & Zhang, Weiguo & Xu, Weijun, 2024, "Forecasting carbon futures returns using feature selection and Markov chain with sample distribution," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107962.
• Hao, Wei & Pham, Linh, 2024, "Dynamic connectedness in the higher moments between clean energy and oil prices," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107987.
• Ozcelebi, Oguzhan & El Khoury, Rim & Yoon, Seong-Min, 2024, "Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108012.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108019.
• Britto, Anthony & Dehler-Holland, Joris & Fichtner, Wolf, 2024, "Wealth maximisation and residential energy-efficiency retrofits: Insights from a real options model," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108022.
• Juárez-Luna, David & Mosiño, Alejandro, 2024, "Electricity generation portfolios in Mexico: Environmental, economic, and policy implications," Energy Policy, Elsevier, volume 192, issue C, DOI: 10.1016/j.enpol.2024.114258.
• Shah, Adil Ahmad & Sahay, Arvind, 2024, "Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures," Energy, Elsevier, volume 305, issue C, DOI: 10.1016/j.energy.2024.132411.
• Cao, Fangzhi & Su, Chi-Wei & Qin, Meng & Moldovan, Nicoleta-Claudia, 2024, "The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132651.
• Hong, Yun & Yao, Youfu, 2024, "Can comment letters impact excess perks? Evidence from China," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102943.
• Zhang, Jiaming & Xiang, Yitian & Zou, Yang & Guo, Songlin, 2024, "Volatility forecasting of Chinese energy market: Which uncertainty have better performance?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102952.
• Hanauer, Matthias X. & Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2024, "Factor models for Chinese A-shares," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102975.
• Vafai, Nima & Rakowski, David, 2024, "The sources of portfolio volatility and mutual fund performance," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102985.
• Yang, Xingquan & Zhao, Rui & Yang, Zheng, 2024, "Preventive regulation and corporate financialization: Evidence from China Securities Regulatory Commission's random inspections," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102994.
• Wang, Jimin & Ho, Choy Yeing (Chloe) & Shan, Yuan George, 2024, "Does cybersecurity risk stifle corporate innovation activities?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103028.
• Wang, Jianli & Wang, Shaolin & Dong, Minghua & Wang, Hongxia, 2024, "ESG rating disagreement and stock returns: Evidence from China," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103043.
• Zeng, Hongjun & Abedin, Mohammad Zoynul & Zhou, Xiangjing & Lu, Ran, 2024, "Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103073.
• Simpson, Marc W. & Grossmann, Axel, 2024, "The resurrected size effect still sleeps in the (monetary) winter," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103081.
• Wang, Danxia, 2024, "Beyond active share: Boosting fund performance through common holdings with same-benchmark mutual funds," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103095.
• Nisani, Doron & Shelef, Amit & Sonenshine, Ralph & David, Or, 2024, "The mutual funds puzzle and the elusive von Neumann-Morgenstern preference relation," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103099.
• Kwon, Ji Ho, 2024, "Bank credit, consumption risk, and the cross-section of expected returns," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103103.
• Li, Wei & Wang, Xin & Zhang, Haofei, 2024, "The role of distance and financial development: Evidence from international financial markets," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103108.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024, "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103177.
• Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara, 2024, "Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103181.
• Chae, Jiwon & Jang, Bong-Gyu & Kim, Taeyoon, 2024, "The effect of regime-switching transaction costs and cash dividends on liquidity premia," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103186.
• Deng, Qi & Zheng, Linhong & Peng, Jiaqi & Li, Xu & Zhou, Zhong-guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2024, "The impacts of registration regime implementation on IPO pricing efficiency," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103189.
• Iwanaga, Yasuhiro, 2024, "Revisiting the residual momentum in Japan," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103190.
• Zhao, Mingguo & Park, Hail, 2024, "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103198.
• Cui, Yueting & Gavriilidis, Konstantinos & Gebka, Bartosz & Kallinterakis, Vasileios, 2024, "Numerological superstitions and market-wide herding: Evidence from China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103199.
• Harris, Richard D.F. & Mazibas, Murat & Rambaccussing, Dooruj, 2024, "Bitcoin replication using machine learning," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103207.
• Hsu, Shu-Han & Cheng, Po-Keng & Yang, Yiwen, 2024, "Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103211.
• Kim, Junyong, 2024, "Zoom in on momentum," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103217.
• Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024, "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103237.
• Cakici, Nusret & Shahzad, Syed Jawad Hussain & Będowska-Sójka, Barbara & Zaremba, Adam, 2024, "Machine learning and the cross-section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103244.
• Ben Ameur, Hachmi & Ftiti, Zied & Louhichi, Waël & Yousfi, Mohamed, 2024, "Do green investments improve portfolio diversification? Evidence from mean conditional value-at-risk optimization," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103255.
• Zhang, Haolin & Feng, Yongqi & Wang, Ying & Ni, Juan, 2024, "Peer effects in corporate financialization: The role of Fintech in financial decision making," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103267.
• He, Xinao & Xu, Runguo & Sun, Kai & Wang, Jian, 2024, "Population intensity, location choice, and investment portfolio selection: A case of emerging economies," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103271.
• Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2024, "Machine-learning stock market volatility: Predictability, drivers, and economic value," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103286.
• Huang, Yujun, 2024, "Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103320.
• Valadkhani, Abbas & O'Mahony, Barry, 2024, "Sector-specific calendar anomalies in the US equity market," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103347.
• Salisu, Afees A. & Akinsomi, Omokolade & Ametefe, Frank Kwakutse & Hammed, Yinka S., 2024, "Gold market volatility and REITs' returns during tranquil and turbulent episodes," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103348.
• Božović, Miloš, 2024, "VIX-managed portfolios," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103353.
• Özer, Mustafa & Frömmel, Michael & Kamişli, Melik & Vuković, Darko B., 2024, "Do bitcoin shocks truly Cointegrate with financial and commodity markets?," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103354.
• Tan, Xueping & Zhong, Yiran & Vivian, Andrew & Geng, Yong & Wang, Ziyi & Zhao, Difei, 2024, "Towards an era of multi-source uncertainty: A systematic and bibliometric analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103411.
• Tang, Lu & Tan, Eric K.M. & Low, Rand, 2024, "Complements or substitutes? The effect of ETFs on other managed funds," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103414.
• Nielsen, Ole Linnemann & Posselt, Anders Merrild, 2024, "Betting on mean reversion in the VIX? Evidence from ETP flows," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103421.
• Grobys, Klaus, 2024, "A universal exponent governing foreign exchange rate risks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103422.
• Aharon, David Y. & Ali, Shoaib & Brahim, Mariem, 2024, "Connectedness at extremes between real estate tokens and real estate stocks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103425.
• Biondo, Alessio Emanuele & Mazzarino, Laura & Pluchino, Alessandro, 2024, "Trading strategies and Financial Performances: A simulation approach," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103426.
• Kong, Dongmin & Zhao, Zhao, 2024, "Political investing of mutual funds," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103428.
• Zhu, Lin & Jiang, Fuwei & Tang, Guohao & Jin, Fujing, 2024, "From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103433.
• Hoque, Mohammad Enamul & Billah, Mabruk & Kapar, Burcu & Naeem, Muhammad Abubakr, 2024, "Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103434.
• Lu, Ting & Luo, Pengfei, 2024, "Bank-tax-interaction, carbon emission reduction investment and financing decisions for SMEs," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103456.
• Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Araya Gómez, Iván E. & Sepúlveda Yelpo, Sandra M. & Cornejo Saavedra, Edinson E., 2024, "Connectedness in the global banking market network: Implications for risk management and financial policy," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103470.
• Zhao, Shengli, 2024, "Objective acceptability indexes," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103459.
• Nakagawa, Kei & Sakemoto, Ryuta, 2024, "Commodity sectors and factor investment strategies," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103493.
• Fan, Yaoyao & Song, Qinhao & Guan, Rong & Ly, Kim Cuong & Jiang, Yuxiang, 2024, "Mutual fund herding and performance: Evidence from China," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103503.
• Li, Yihan, 2024, "Trading on trends: How the ordering of historical volume predicts Chinese stock returns?," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103518.
• Horn, Matthias & Oehler, Andreas, 2024, "Constructing stock portfolios by sorting on ESG ratings: Does the rating provider matter?," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103568.
• Cakici, Nusret & Zaremba, Adam, 2024, "What drives stock returns across countries? Insights from machine learning models," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103569.
• Lu, Cheng & Ndiaye, Papa Momar & Simaan, Majeed, 2024, "Improved estimation of the correlation matrix using reinforcement learning and text-based networks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103572.
• Baruník, Jozef & Kurka, Josef, 2024, "Risks of heterogeneously persistent higher moments," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103573.
• Ju, Chunhua & Fang, Xusheng & Shen, Zhonghua, 2024, "Investor attention and corporate financialization: Evidence from internet search volume," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103576.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "The spillover and comovement of downside and upside tail risks among crude oil futures markets," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103578.
• Fang, Fei & Parida, Sitikantha, 2024, "Climate policy regime change and mutual fund flows: Insights from the 2020 US election," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103580.
• Dickinson, David & Han, Xuyuan & Liu, Zhenya & Zhan, Yaosong, 2024, "Fee structure and equity fund manager’s optimal locking in profits strategy," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103611.
• Karim, Muhammad Mahmudul & Shah, Mohamed Eskandar & Noman, Abu Hanifa Md. & Yarovaya, Larisa, 2024, "Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103617.
• Hervé, Fabrice & Marsat, Sylvain, 2024, "Like daughter, like father: Female socialization and green equity investment," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103627.
• De Bondt, Werner & De Winne, Rudy & D’Hondt, Catherine, 2024, "Measuring speculation beyond day trading and bets on lottery-like stocks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103632.
• Ardakani, Omid M., 2024, "Portfolio optimization with transfer entropy constraints," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103644.
• Dunbar, Kwamie & Owusu-Amoako, Johnson & Treku, Daniel N., 2024, "Unveiling the Nexus: Carbon finance and climate technology advancements," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103658.
• Joubert, Thomas H.A., 2024, "Unraveling Bitcoin price unpredictability: The role of hard forks," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103662.
• Yousaf, Imran & Abrar, Afsheen & Ali, Shoaib & Goodell, John W., 2024, "Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103666.
• Zhang, Jinhua & Mao, Rui & Goodell, John W. & Du, Anna Min & Xu, Yimin, 2024, "Impact of bank-affiliation on liquidity seeking of foreign mutual funds during adverse shocks: Evidence from China," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103679.
• Warkulat, Sonja & Pelster, Matthias, 2024, "Social media attention and retail investor behavior: Evidence from r/wallstreetbets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103721.
• Qian, Binsheng & Poshakwale, Sunil & Tan, Yusen, 2024, "‘E’ of ESG and firm performance: Evidence from China," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103751.
• Yousaf, Imran & Abrar, Afsheen & Yousaf, Umair Bin & Goodell, John W., 2024, "Environmental attention and uncertainties of cryptocurrency market: Examining linkages with crypto-mining stocks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104672.
• Jin, Changlun & Tian, Xiujuan, 2024, "Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104689.
• Abakah, Emmanuel Joel Aikins & Hossain, Sahib & Abdullah, Mohammad & Goodell, John W., 2024, "Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104693.
• Sun, Yuan & Sun, Xiaowei & Wang, Zehao, 2024, "Climate risk exposure and geographical allocation of business activities: Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104697.
• Ha, Yeonjeong & Oh, Haejune, 2024, "Choice for smart investment in mutual funds: Single- or multi-period performance ranks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104711.
• Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024, "Mean–variance optimization under affine GARCH: A utility-based solution," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104749.
• Meyer, Julia, 2024, "Willingness to take risks for sustainability during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104796.
• Lalwani, Vaibhav, 2024, "Incorporating green assets in equity portfolios," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104815.
• Aharon, David Y. & Ali, Shoaib, 2024, "A high-frequency data dive into SVB collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104823.
• Wang, Peiwen & Huang, Guanglin, 2024, "Measuring systemic risk contribution: A higher-order moment augmented approach," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104833.
• Gould, John & Sun, Zhiyue & Yang, Joey W., 2024, "ETF MAX and MIN effects," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104835.
• Koimisis, Georgios & Giannikos, Christos I., 2024, "Inequality, premium and the timing of resolution of uncertainty," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104863.
• Stein, Roberto, 2024, "More than meets the eye: On the relationship between skewness and expected returns," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104876.
• Soliman, Alain & Le Saout, Erwan, 2024, "The impact of the war in Ukraine on the idiosyncratic risk and the market risk," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104895.
• Oehler, Andreas & Horn, Matthias, 2024, "Does ChatGPT provide better advice than robo-advisors?," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104898.
• Brisker, Eric & Wang, Jinjing & Wang, Shuai, 2024, "Why do life insurers hold sin bonds? Evidence from investment delegation," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104965.
• Jin, Yurong & Yan, Jingzhou & Yan, Qianhui, 2024, "Unraveling ESG Ambiguity, Price Reaction, and Trading Volume," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.104972.
• Li, Ying & Guo, Xu & Huang, Wei & Ma, Xiaomeng, 2024, "ESG rating and short selling in the corporate bond market," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.104998.
• Abudy, Menachem (Meni) & Gildin, Ilan & Mugerman, Yevgeny, 2024, "Don't move my cheese: Financial advice adaptation to regulatory change," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105005.
• Taussig, Roi D., 2024, "Pension expenses, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105016.
• Xiong, Youlin & Shen, Jun & Yoon, Seong-Min & Dong, Xiyong, 2024, "Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105020.
• Xu, Bu & Xu, Quanyi & Liu, Xinxin & Qin, Qirui, 2024, "Investor traps: Funds launched during booms," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105044.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2024, "Stock price synchronicity and market liquidity: The role of funding liquidity," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105051.
• Dong, Xiuliang & Wang, Yiqun & Zhang, Jiaming & Liu, Jianing, 2024, "Sponsor Co-investment, inquiry divergence, and IPO pricing efficiency," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2023.104951.
• Papathanasiou, Spyros & Koutsokostas, Drosos, 2024, "Sustainability ratings and fund performance: New evidence from European ESG equity mutual funds," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105095.