Research classified by Journal of Economic Literature (JEL) codes

2023

• Lorenz Meister & Lukas Menkhoff, 2023, "Homeoffice erleichtert den Einstieg in den Aktienmarkt," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 90, issue 13, pages 151-157.
• Franziska Bremus & Malte Rieth, 2023, "Integrating Out Natural Disaster Shocks," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2063.
• Rob Bauer & Dirk Broeders & Annick van Ool, 2023, "Walk the green talk? A textual analysis of pension funds’ disclosures of sustainable investing," Working Papers, DNB, number 770, Mar.
• Martijn Boermans, 2023, "Preferred habitat investors in the green bond market," Working Papers, DNB, number 773, Apr.
• Martijn Boermans & Rients Galema, 2023, "Carbon home bias of European investors," Working Papers, DNB, number 786, Jul.
• Vuillemey, Guillaume, 2023, "Household Finance at the Origin: Home Ownership as a Cultural Heritage from Agriculture," HEC Research Papers Series, HEC Paris, number 1477, Feb, DOI: 10.2139/ssrn.4351428.
• Biais, Bruno & Gersbach, Hans & Rochet, Jean Charles & von Thadden, Ernst-Ludwig & Villeneuve, Stéphane, 2023, "Money and Taxes Implement Dynamic Optimal Mechanisms," HEC Research Papers Series, HEC Paris, number 1490, Sep, DOI: 10.2139/ssrn.4571768.
• Bonelli, Maxime & Foucault, Thierry, 2023, "Displaced by Big Data: Evidence from Active Fund Managers," HEC Research Papers Series, HEC Paris, number 1491, Aug, DOI: 10.2139/ssrn.4527672.
• Vaz Cruz, Lia & Mäkinen, Taneli, 2023, "Changes in the investor base for euro area non-financial corporate bonds and implications for market pricing," Economic Bulletin Boxes, European Central Bank, volume 5.
• Muñoz, Manuel A. & Soons, Oscar, 2023, "Public money as a store of value, heterogeneous beliefs, and banks: implications of CBDC," Working Paper Series, European Central Bank, number 2801, Mar.
• Hermans, Lieven & Kostka, Thomas & Vassallo, Danilo, 2023, "Asset allocation and risk taking under different interest rate regimes," Working Paper Series, European Central Bank, number 2803, Mar.
• Feinstein, Zachary & Hałaj, Grzegorz, 2023, "Interbank asset-liability networks with fire sale management," Working Paper Series, European Central Bank, number 2806, Apr.
• Gálvez, Julio & Paz-Pardo, Gonzalo, 2023, "Richer earnings dynamics, consumption and portfolio choice over the life cycle," Working Paper Series, European Central Bank, number 2810, Apr.
• Dekker, Lennart & Molestina Vivar, Luis & Wedow, Michael & Weistroffer, Christian, 2023, "Liquidity buffers and open-end investment funds: containing outflows and reducing fire sales," Working Paper Series, European Central Bank, number 2825, Jun.
• Ferrari, Alessandro & Loseto, Marco, 2023, "Liquidity constraints and demand for maturity the case of mortgages," Working Paper Series, European Central Bank, number 2859, Oct.
• Martín Fuentes, Natalia & Born, Alexandra & Bremus, Franziska & Kastelein, Wieger & Lambert, Claudia, 2023, "A deep dive into the capital channel of risk sharing in the euro area," Working Paper Series, European Central Bank, number 2864, Nov.
• 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Economics and Financial Issues, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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, International Journal of Energy Economics and Policy, 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.