Research classified by Journal of Economic Literature (JEL) codes

2024

• Salachas, Evangelos & Kouretas, Georgios P. & Laopodis, Nikiforos T. & Vlamis, Prodromos, 2024, "Stock market spillovers of global risks and hedging opportunities," European Journal of Political Economy, Elsevier, volume 83, issue C, DOI: 10.1016/j.ejpoleco.2024.102533.
• Memis, Halil I. & Wessels, Ulrich, 2024, "Dissecting value-growth strategies conditioned on expectation errors," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 155-163, DOI: 10.1016/j.qref.2023.11.009.
• Ahn, Seryoong & Ryu, Doojin, 2024, "Optimal chonsei to monthly rent conversion choice given borrowing constraints," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 28-42, DOI: 10.1016/j.qref.2023.11.005.
• El Khoury, Rim & Alshater, Muneer M. & Li, Yanshuang & Xiong, Xiong, 2024, "Quantile time-frequency connectedness among G7 stock markets and clean energy markets," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 71-90, DOI: 10.1016/j.qref.2023.11.004.
• Xiang, Youtao & Borjigin, Sumuya, 2024, "Investment network and stock’s systemic risk contribution: Evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 113-132, DOI: 10.1016/j.qref.2024.01.006.
• Fortin, Ines & Hlouskova, Jaroslava, 2024, "Prospect theory and asset allocation," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 214-240, DOI: 10.1016/j.qref.2024.01.010.
• Ghaemi Asl, Mahdi & Rashidi, Muhammad Mahdi & Tavakkoli, Hamid Raza & Rezgui, Hichem, 2024, "Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 37-57, DOI: 10.1016/j.qref.2023.12.010.
• Bouteska, Ahmed & Hassan, M. Kabir & Rashid, Mamunur & Bilgin, Mehmet Hüseyin, 2024, "The dynamics of bonds, commodities and bitcoin based on NARDL approach," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 58-70, DOI: 10.1016/j.qref.2023.12.013.
• Köstlmeier, Siegfried, 2024, "Pricing and mispricing of accounting fundamentals: Global evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 71-87, DOI: 10.1016/j.qref.2023.12.011.
• Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh, 2024, "Sukuk liquidity and creditworthiness during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 88-92, DOI: 10.1016/j.qref.2024.01.001.
• Li, Jingrong & Mi, Xinyu & Zhang, Chenlei & Qin, Yanran, 2024, "Social pension insurance and household risky asset investment: Evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 219-233, DOI: 10.1016/j.qref.2024.04.001.
• Dahlen, Niklas & Fehrenkötter, Rieke & Schreiter, Maximilian, 2024, "The new bond on the block — Designing a carbon-linked bond for sustainable investment projects," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 316-325, DOI: 10.1016/j.qref.2024.04.010.
• Paeng, Seongcheol & Senteney, Dave & Yang, Taewon, 2024, "Spillover effects, lead and lag relationships, and stable coins time series," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 45-60, DOI: 10.1016/j.qref.2024.03.003.
• Atance, David & Serna, Gregorio, 2024, "Time-varying expected returns, conditional skewness and Bitcoin return predictability," The Quarterly Review of Economics and Finance, Elsevier, volume 96, issue C, DOI: 10.1016/j.qref.2024.101868.
• Dotsis, George & Rosa, Carlo, 2024, "Factor returns and FOMC announcements: The role of sentiment," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.03.014.
• Kleine, Jens & Peschke, Thomas & Wagner, Niklas, 2024, "Beyond financial wealth: The experienced utility of collectibles," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101865.
• Sun, Ping-Wen & Liao, Wen-Ju & Lin, Wanling, 2024, "Analyzing the nature of fund selection measures: Stock picking or trading skill?," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101883.
• Inamdar, Mohd Merajuddin, 2024, "Moderating role of ESG disclosures and its impact on firm financial performance," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101892.
• Krull, Sebastian & Loschelder, David D. & Pelster, Matthias, 2024, "The impact of (social) anchors on Prospect Theory’s value function," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101916.
• Zhou, Bin & Shi, Huai-Long, 2024, "Quantile volatility connectedness among themes and sectors: Novel evidence from China," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101937.

2023

• Kleffel, Philipp & Muck, Matthias, 2023, "Aggregate confusion or inner conflict? An experimental analysis of investors’ reaction to greenwashing," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103421.
• Yousaf, Imran & Abrar, Afsheen & Goodell, John W., 2023, "Connectedness between travel & tourism tokens, tourism equity, and other assets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103595.
• Chiang, Thomas C., 2023, "Real stock market returns and inflation: Evidence from uncertainty hypotheses," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103606.
• Perote, Javier & Vicente-Lorente, José D. & Zuñiga-Vicente, Jose Angel, 2023, "How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103638.
• Yan, Jingzhou & Mu, Congming & Yan, Qianhui & Luo, Deqing, 2023, "Robust leverage choice of hedge funds with rare disasters," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103689.
• Cauthorn, Thomas & Dumrose, Maurice & Eckert, Julia & Klein, Christian & Zwergel, Bernhard, 2023, "Rating changes revisited: New evidence on short-term ESG momentum," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103703.
• Obrimah, Oghenovo A., 2023, "Outside of a sole globally risk averse agent, all other agents in markets are risk seeking agents," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103715.
• Guettler, Andre & Hable, Patrick & Launhardt, Patrick & Miebs, Felix, 2023, "Aggregate insider trading in the S&P 500 and the predictability of international equity premia," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103725.
• Karim, Sitara & Naeem, Muhammad Abubakr & Shafiullah, Muhammad & Lucey, Brian M. & Ashraf, Sania, 2023, "Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103728.
• Wilson, Linus, 2023, "Profitable timing of the stock market with the senior loan officer survey," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103733.
• Lu, Jing & Ho, Keng-Yu & Ho, Po-Hsin & Ko, Kuan-Cheng, 2023, "CEO overconfidence, lottery preference and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103749.
• Apergis, Nicholas, 2023, "Religion groups and portfolio choice decisions: Evidence from UK households," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103751.
• Anderson, Warwick & Białkowski, Jędrzej & Wagner, Moritz, 2023, "Midterm elections and stock returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103825.
• Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Patel, Ritesh, 2023, "The importance of ABS 2 journals in finance scholarship: Evidence from a bibliometric case study," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103828.
• Treepongkaruna, Sirimon & Chan, Kam Fong & Malik, Ihtisham, 2023, "Climate policy uncertainty and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103837.
• Liu, Benjamin & Johl, Shireenjit & Lasantha, Ruwan, 2023, "ESG scores and cash holdings: The role of disciplinary trading," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103854.
• Bai, Fan & Zhang, Yaqi & Chen, Zhonglu & Li, Yan, 2023, "The volatility of daily tug-of-war intensity and stock market returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103867.
• Xia, Yufei & Shi, Zhengxu & Du, Xiaoying & Niu, Mengyi & Cai, Rongjiang, 2023, "Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103874.
• Ardia, David & Bluteau, Keven & Lortie-Cloutier, Gabriel & Duy Tran, Thien, 2023, "Factor exposure heterogeneity in green and brown stocks," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103900.
• Yousaf, Imran & Goodell, John W., 2023, "Responses of US equity market sectors to the Silicon Valley Bank implosion," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103934.
• Huynh, Nhan & Phan, Hoa, 2023, "Emotions in the crypto market: Do photos really speak?," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103945.
• Pan, Qunxing & Li, Peng & Du, Xiuli, 2023, "An improved FIGARCH model with the fractional differencing operator (1-νL)d," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103975.
• Chang, Danting & Li, Feng, 2023, "Uncovering the information content in abnormal institutional visits," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103988.
• Naeem, Muhammad Abubakr & Iqbal, Najaf & Karim, Sitara & Lucey, Brian M., 2023, "From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.104010.
• Okoroafor, Ugochi C. & Leirvik, Thomas, 2023, "Time-varying market efficiency of safe-haven assets," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104024.
• Man, Yuanyuan & Zhang, Sunpei & Liu, Jianing, 2023, "Dynamic connectedness, asymmetric risk spillovers, and hedging performance of China's green bonds," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104083.
• Bazzana, Davide & Colturato, Michele & Savona, Roberto, 2023, "Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104085.
• Wang, Cindy S.H. & Fan, Rui & Xie, Yiqiang, 2023, "Market systemic risk, predictability and macroeconomics news," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104102.
• Cho, Hyunkwon & Choi, Ga-Young & Lee, Joonil, 2023, "The impact of internet articles on investor trading decisions by investor types: Evidence from Korean stock market," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104110.
• Kumar, Anoop S & Padakandla, Steven Raj, 2023, "Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104131.
• Zhang, Jiaming & Zou, Yang & Xiang, Yitian & Guo, Songlin, 2023, "Climate change and Japanese economic policy uncertainty: Asymmetric analysis," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104165.
• Ardakani, Omid M., 2023, "Coherent measure of portfolio risk," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104222.
• Lai, Yu-Sheng, 2023, "Economic evaluation of dynamic hedging strategies using high-frequency data," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104230.
• Chancharat, Surachai & Sinlapates, Parichat, 2023, "Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104249.
• Boroumand, Raphaël Homayoun & Porcher, Thomas, 2023, "Volatility contagion and connectedness between WTI and commodity markets," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.103959.
• Yang, Ann Shawing, 2023, "Regret sensitivity and stock certificate loss reporting: Evidence from Taiwan," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104030.
• Song, Ziyu & Wu, Shan, 2023, "Post financial forecasting game theory and decision making," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104288.
• Neururer, Thaddeus, 2023, "Variance risk premiums and aging firms," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104312.
• Bang, Jeongseok & Ryu, Doojin & Webb, Robert I., 2023, "ESG controversy as a potential asset-pricing factor," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104315.
• Goodell, John W. & Yadav, Miklesh Prasad & Ruan, Junhu & Abedin, Mohammad Zoynul & Malhotra, Nidhi, 2023, "Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104323.
• Serrano, Rafael, 2023, "Climbing the income ladder: Search and investment in a regime-switching affine income model," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104330.
• Niszczota, Paweł & Abbas, Sami, 2023, "GPT has become financially literate: Insights from financial literacy tests of GPT and a preliminary test of how people use it as a source of advice," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104333.
• He, Mengxi & Shen, Lihua & Zhang, Yaojie & Zhang, Yi, 2023, "Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104406.
• Poddar, Abhishek & Misra, Arun Kumar & Mishra, Ajay Kumar, 2023, "Return connectedness and volatility dynamics of the cryptocurrency network," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104334.
• Fu, Hsiao-Peng & Hua, Wei, 2023, "On the relationship between sentiment gap and A-share premium in China," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104336.
• Lang, Chunlin & Hu, Yang & Corbet, Shaen & Goodell, John W., 2023, "Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104371.
• Kovvuri, Veera Raghava Reddy & Fu, Hsuan & Fan, Xiuyi & Seisenberger, Monika, 2023, "Fund performance evaluation with explainable artificial intelligence," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104419.
• Aiken, Adam L. & Kang, Minjeong, 2023, "Hedge fund manager timing and selectivity skill over time. A holdings-based estimate," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104439.
• Pan, Qunxing & Sun, Yujia, 2023, "Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104442.
• Cai, Chen & Wang, Jinjing, 2023, "Does military leadership regulate sin investments? Evidence from property/casualty insurance industry," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104494.
• Yun, Jaesun & Kwon, Kyung Yoon, 2023, "Biweekly performance of low-risk anomalies over the FOMC cycle," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104498.
• Barua, Ronil & Sharma, Anil K., 2023, "Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104515.
• Ghorbali, Bassem & Kaabia, Olfa & Naoui, Kamel & Urom, Christian & Slimane, Ikrame Ben, 2023, "Wheat as a hedge and safe haven for equity investors during the Russia–Ukraine war," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104534.
• Ortiz, Roberto & Contreras, Mauricio & Mellado, Cristhian, 2023, "Regression, multicollinearity and Markowitz," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104550.
• Wang, Shuo & Li, Chengyou & Wang, Zeru & Sun, Guanglin, 2023, "Digital skills and household financial asset allocation," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104566.
• Wang, Qian & Zhou, Chunyan & Wang, Lei & Wei, Yu, 2023, "End-word tones of stock names and stock price anomalies: Empirical evidence from China's IPO markets," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104572.
• Wahyono, Budi & Rapih, Subroto & Boungou, Whelsy, 2023, "Unleashing the wordsmith: Analysing the stock market reactions to the launch of ChatGPT in the US Education sector," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104576.
• Yang, Jie & Feng, Yun, 2023, "Market inefficiency spillover network across different regimes," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104577.
• Sheenan, Lisa, 2023, "Green bonds, conventional bonds and geopolitical risk," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104587.
• Gupta, Gaurav, 2023, "Geopolitical risk and investment-cash flow sensitivity: An empirical analysis for Indian business group-affiliated firms and non-business group-affiliated firms," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104574.
• Zhou, Yacheng & Huo, Weidong & Bo, Lan & Chen, Xiaoxian, 2023, "Impact and mechanism analysis of ESG ratings on the efficiency of green technology innovation," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104591.
• Durán-Santomil, Pablo & Otero-González, Luis & Domingues, Renato & Leite, Paulo, 2023, "Can managers’ characteristics explain European bond mutual fund performance?," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104626.
• Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2023, "Unveiling the diversification capabilities of carbon markets in NFT portfolios," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104632.
• Nakamura, Kazuki, 2023, "How does a change in downside risk affect optimal demand for a risky asset?: Comparative statics on Tail Conditional Expectation," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104668.
• Rubio, Gonzalo & Serrano, Pedro & Vaello-Sebastià, Antoni, 2023, "The international integration of the term structure of expected market risk premia," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104678.
• Ainsworth, Andrew & Lee, Adrian D., 2023, "Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100740.
• Ashour, Samar & Hao, Grace Qing & Harper, Adam, 2023, "Investor sentiment, style investing, and momentum," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100755.
• Qiu, Zhigang & Wang, Yanyi & Zhang, Shunming, 2023, "Market power, ambiguity, and market participation," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100761.
• Alexander, Carol & Deng, Jun & Feng, Jianfen & Wan, Huning, 2023, "Net buying pressure and the information in bitcoin option trades," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100764.
• Faias, José Afonso, 2023, "Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100769.
• El Kalak, Izidin & Leung, Woon Sau & Takahashi, Hidenori & Yamada, Kazuo, 2023, "The Bank of Japan's equity purchases and stock illiquidity," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100770.
• Chen, Ding & Guo, Biao & Zhou, Guofu, 2023, "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100771.
• Boos, Dominik & Grob, Linus, 2023, "Tracking speculative trading," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100774.
• Isaenko, Sergey, 2023, "Transaction costs, frequent trading, and stock prices," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100775.
• Barinov, Alexander, 2023, "Profitability anomaly and aggregate volatility risk," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100782.
• Chen, Qiang & Han, Yu, 2023, "Options market ambiguity and its information content," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100790.
• Kothari, Pratik & O’Doherty, Michael S., 2023, "Job postings and aggregate stock returns," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100804.
• Geraci, Marco Valerio & Gnabo, Jean-Yves & Veredas, David, 2023, "Common short selling and excess comovement: Evidence from a sample of LSE stocks," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100833.
• Saadon, Yossi & Schreiber, Ben Z., 2023, "Newspapers tone and the overnight-intraday stock return anomaly," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100838.
• Angelidis, Timotheos & Tessaromatis, Nikolaos, 2023, "The disappearing profitability of volatility-managed equity factors," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100857.
• Altieri, Michela & Schnitzler, Jan, 2023, "Quarterly investment spikes, stock returns, and the investment factor," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100835.
• Gatchev, Vladimir A. & Seth, Rama & Singh, Ajai & Vishwanatha, S.R., 2023, "Price bands and their effects on equity markets: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100840.
• Martineau, Charles & Zoican, Marius, 2023, "Retail trading and analyst coverage," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100849.
• Wang, Albert Y. & Young, Michael, 2023, "Mood, attention, and household trading: Evidence from terrorist attacks," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100858.
• Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian, 2023, "Forecasting Stock Market Crashes via Machine Learning," Journal of Financial Stability, Elsevier, volume 65, issue C, DOI: 10.1016/j.jfs.2022.101099.
• Hattori, Takahiro & Yoshida, Jiro, 2023, "The impact of Bank of Japan’s exchange-traded fund purchases," Journal of Financial Stability, Elsevier, volume 65, issue C, DOI: 10.1016/j.jfs.2023.101102.
• Ee, Mong Shan & Huang, He & Cheng, Mingying, 2023, "Do labor mobility restrictions affect debt maturity?," Journal of Financial Stability, Elsevier, volume 66, issue C, DOI: 10.1016/j.jfs.2023.101121.
• Ahrens, Steffen & Bitter, Lea & Bosch-Rosa, Ciril, 2023, "Coordination under loss contracts," Games and Economic Behavior, Elsevier, volume 137, issue C, pages 270-293, DOI: 10.1016/j.geb.2022.11.010.
• Zhang, Hanyu & Assereto, Martina & Byrne, Julie, 2023, "Deferring real options with solar renewable energy certificates," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100795.
• Chauvet, Marcelle & Jiang, Cheng, 2023, "Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100796.
• Chazi, Abdelaziz & Samet, Anis & Azad, A.S.M. Sohel, 2023, "Volatility and correlation of Islamic and conventional indices during crises," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100800.
• Le, Thanh Dat, 2023, "Active mutual funds: Beware of smart beta ETFs!," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100738.
• Fooladi, Iraj J. & Hebb, Gregory, 2023, "Drivers of differences in performance of ESG-focused funds relative to their underlying benchmarks," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100745.
• Dai, Bochuan & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2023, "Lottery stocks and stop-loss rules," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100748.
• López, Raquel & Sevillano, María Caridad & Jareño, Francisco, 2023, "Uncertainty and US stock market dynamics," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100779.
• Miwa, Kotaro, 2023, "Informational role of analyst and investor days," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100812.
• Billah, Mabruk & Balli, Faruk & Hoxha, Indrit, 2023, "Extreme connectedness of agri-commodities with stock markets and its determinants," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100824.
• Ye, Zhengke & Jiang, Danling & Luo, Yunfeng, 2023, "Factor beta, overnight and intraday expected returns in China," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100827.
• Valadkhani, Abbas, 2023, "Asymmetric downside risk across different sectors of the US equity market," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100844.
• Leite, Brian J. & Uysal, Vahap B., 2023, "Does ESG matter to investors? ESG scores and the stock price response to new information," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100851.
• Ren, Boru & Lucey, Brian & Luo, Qirui, 2023, "An examination of green bonds as a hedge and safe haven for international equity markets," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100894.
• Muñoz Mendoza, Jorge A. & Ferreira, Guillermo & Márquez Sanders, Vicente A., 2023, "Liquidity spillovers in the global stock markets: Lessons for risk management," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100896.
• Bao, May Xiaoyan & Crabtree, Aaron & Morris, Marc & Wan, Huishan, 2023, "Equity misvaluation and debt markets," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100902.
• Boermans, Martijn A. & Burger, John D., 2023, "Fickle emerging market flows, stable euros, and the dollar risk factor," Journal of International Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.jinteco.2023.103730.
• Converse, Nathan & Mallucci, Enrico, 2023, "Differential treatment in the bond market: Sovereign risk and mutual fund portfolios," Journal of International Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jinteco.2023.103823.
• Goldberg, Linda S. & Krogstrup, Signe, 2023, "International capital flow pressures and global factors," Journal of International Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jinteco.2023.103749.
• Xie, Lin & Chen, Lv & Qian, Linyi & Li, Danping & Yang, Zhixin, 2023, "Optimal investment and consumption strategies for pooled annuity with partial information," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 129-155, DOI: 10.1016/j.insmatheco.2022.11.005.
• Belzunce, Félix & Martínez-Riquelme, Carolina, 2023, "A new stochastic dominance criterion for dependent random variables with applications," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 165-176, DOI: 10.1016/j.insmatheco.2022.12.002.
• Li, Xun & Yu, Xiang & Zhang, Qinyi, 2023, "Optimal consumption and life insurance under shortfall aversion and a drawdown constraint," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 25-45, DOI: 10.1016/j.insmatheco.2022.11.001.
• Chen, Zheng & Li, Zhongfei & Zeng, Yan, 2023, "Portfolio choice with illiquid asset for a loss-averse pension fund investor," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 60-83, DOI: 10.1016/j.insmatheco.2022.10.003.
• Xing, Jie & Ma, Jingtang & Yang, Wensheng, 2023, "Optimal entry decision of unemployment insurance under partial information," Insurance: Mathematics and Economics, Elsevier, volume 110, issue C, pages 31-52, DOI: 10.1016/j.insmatheco.2023.02.002.
• Mi, Hui & Xu, Zuo Quan, 2023, "Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory," Insurance: Mathematics and Economics, Elsevier, volume 110, issue C, pages 82-105, DOI: 10.1016/j.insmatheco.2023.02.004.
• Yan, Tingjin & Han, Jinhui & Ma, Guiyuan & Siu, Chi Chung, 2023, "Dynamic asset-liability management with frictions," Insurance: Mathematics and Economics, Elsevier, volume 111, issue C, pages 57-83, DOI: 10.1016/j.insmatheco.2023.03.001.
• Fischer, Marcel & Jensen, Bjarne Astrup & Koch, Marlene, 2023, "Optimal retirement savings over the life cycle: A deterministic analysis in closed form," Insurance: Mathematics and Economics, Elsevier, volume 112, issue C, pages 48-58, DOI: 10.1016/j.insmatheco.2023.05.010.
• Chen, Damiaan H.J. & Beetsma, Roel M.W.J. & van Wijnbergen, Sweder J.G., 2023, "Intergenerational sharing of unhedgeable inflation risk," Insurance: Mathematics and Economics, Elsevier, volume 113, issue C, pages 140-160, DOI: 10.1016/j.insmatheco.2023.08.004.
• Han, Xia & Lin, Liyuan & Wang, Ruodu, 2023, "Diversification quotients based on VaR and ES," Insurance: Mathematics and Economics, Elsevier, volume 113, issue C, pages 185-197, DOI: 10.1016/j.insmatheco.2023.08.006.
• Siu, Tak Kuen, 2023, "European option pricing with market frictions, regime switches and model uncertainty," Insurance: Mathematics and Economics, Elsevier, volume 113, issue C, pages 233-250, DOI: 10.1016/j.insmatheco.2023.08.008.
• Wang, Ning & Zhang, Yumo, 2023, "Robust optimal asset-liability management with mispricing and stochastic factor market dynamics," Insurance: Mathematics and Economics, Elsevier, volume 113, issue C, pages 251-273, DOI: 10.1016/j.insmatheco.2023.09.001.
• Peng, Xingchun & Li, Baihui, 2023, "Optimal investment, consumption and life insurance purchase with learning about return predictability," Insurance: Mathematics and Economics, Elsevier, volume 113, issue C, pages 70-95, DOI: 10.1016/j.insmatheco.2023.07.005.
• Urom, Christian, 2023, "Time–frequency dependence and connectedness between financial technology and green assets," International Economics, Elsevier, volume 175, issue C, pages 139-157, DOI: 10.1016/j.inteco.2023.06.004.
• Stoja, Evarist & Polanski, Arnold & Nguyen, Linh H. & Pereverzin, Aleksandr, 2023, "Does systematic tail risk matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101698.
• Dai, Yingtong & Harris, Richard D.F., 2023, "Average tail risk and aggregate stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101699.
• Hertrich, Daniel, 2023, "Carry and conditional value at risk trend: Capturing the short-, intermediate-, and long-term trends of left-tail risk forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101710.
• Attig, Najah & Guedhami, Omrane & Nazaire, Gregory & Sy, Oumar, 2023, "What explains the benefits of international portfolio diversification?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101729.
• Sarwar, Ghulam, 2023, "Market risks that change US-European equity correlations," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101731.
• Onuk, Cagri Berk & Fodor, Andrew, 2023, "Turkish currency crunch: Examining behavior across investor types," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101760.
• Zhang, Junsheng & Peng, Zezhi & Zeng, Yamin & Yang, Haisheng, 2023, "Do big data mutual funds outperform?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101842.
• Almaghrabi, Khadija S., 2023, "Local product market competition and investment home bias," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101846.
• Zhou, Lu Jolly & Kong, Weimin & Li, Yunshen, 2023, "Cross-listing and predation risk in product markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101860.
• Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa, 2023, "Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101881.
• Haase, Felix & Neuenkirch, Matthias, 2023, "Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 587-605, DOI: 10.1016/j.ijforecast.2022.01.004.
• deHaan, Ed & Li, Jiacui & Watts, Edward M., 2023, "Retail bond investors and credit ratings," Journal of Accounting and Economics, Elsevier, volume 76, issue 1, DOI: 10.1016/j.jacceco.2023.101587.
• Cohen, Shira & Kadach, Igor & Ormazabal, Gaizka, 2023, "Institutional investors, climate disclosure, and carbon emissions," Journal of Accounting and Economics, Elsevier, volume 76, issue 2, DOI: 10.1016/j.jacceco.2023.101640.
• Aduba, Joseph Jr. & Harimaya, Kozo, 2023, "Impact of international expansion strategy on the performance of Japanese banks," Japan and the World Economy, Elsevier, volume 65, issue C, DOI: 10.1016/j.japwor.2022.101173.
• Guo, Laite, 2023, "Two faces of the size effect," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106708.
• Aretz, Kevin & Eser Arisoy, Y., 2023, "The Pricing of Skewness Over Different Return Horizons," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106713.
• Cao, Ji & Muhl, Stefan & Rieger, Marc Oliver & Chen, Hung-Ling, 2023, "Sign matters: Stock-movement-based trading decisions of individual investors," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106739.
• Caglayan, Mustafa O. & Lawrence, Edward & Reyes-Peña, Robinson, 2023, "Hot potatoes: Underpricing of stocks following extreme negative returns," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106757.
• Cakici, Nusret & Zaremba, Adam, 2023, "Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106760.
• Neupane, Suman & Thapa, Chandra & Vithanage, Kulunu, 2023, "Context‐specific experience and institutional investors’ performance," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106786.
• Hsieh, Jim & Ng, Lilian & Wang, Qinghai, 2023, "How informative are insider trades and analyst recommendations?," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106787.
• Bonaparte, Yosef & Khalaf, Sarah & Korniotis, George M., 2023, "Financial decisions of minorities post-2008," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106811.
• Cong, Lin William & George, Nathan Darden & Wang, Guojun, 2023, "RIM-based value premium and factor pricing using value-price divergence," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106812.
• Shang, Longfei & Saffar, Walid, 2023, "Employment Protection and Household Mortgage Debt," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106817.
• LIN, Fengjiao & QIU, Zhigang & ZHENG, Weinan, 2023, "Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106818.
• Li, Jianwen & Zhang, Bo & Jiang, Mingming & Hu, Jinyan, 2023, "Homophilous intensity in the online lending market: Bidding behavior and economic effects," Journal of Banking & Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jbankfin.2023.106876.
• Kling, Luisa & König-Kersting, Christian & Trautmann, Stefan T., 2023, "Investment preferences and risk perception: Financial agents versus clients," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2022.106489.
• Brunner, Fabian & Gamm, Fabian & Mill, Wladislaw, 2023, "MyPortfolio: The IKEA effect in financial investment decisions," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2022.106529.
• Bernard, Carole & Cui, Xuecan, 2023, "Impact of systemic risk regulation on optimal policies and asset prices," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2022.106621.
• Ahrens, Steffen & Bosch-Rosa, Ciril, 2023, "Motivated beliefs, social preferences, and limited liability in financial decision-Making," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106846.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun, 2023, "The effect of uncertainty on stock market volatility and correlation," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106929.
• Horneff, Vanya & Maurer, Raimond & Mitchell, Olivia S., 2023, "Do required minimum distribution 401(k) rules matter, and for whom? Insights from a lifecycle model," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106941.
• Allen, Kyle & Saha, Pritam & Whitledge, Matthew & Winters, Drew, 2023, "Money market reforms:The effect on the commercial paper market," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106947.
• Khim, Veasna & Razafitombo, Hery, 2023, "Scale and skills in European active management: Impact of a new regulatory context," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106963.
• Firoozye, Nikan & Tan, Vincent & Zohren, Stefan, 2023, "Canonical portfolios: Optimal asset and signal combination," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106952.
• Hambel, Christoph & Kraft, Holger & Meyer-Wehmann, André, 2023, "When should retirees tap their home equity?," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106967.
• Gan, Hongwu & Lu, Shengfeng & Lu, Weijie & Niu, Geng & Zhou, Yang, 2023, "Beauty and stock market participation," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106994.
• Yang, Junhong & Wu, Yu & Huang, Bihong, 2023, "Digital finance and financial literacy: Evidence from Chinese households," Journal of Banking & Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jbankfin.2023.107005.
• Ling, Yun & Satchell, Stephen & Yao, Juan, 2023, "Decreasing returns to scale and skill in hedge funds," Journal of Banking & Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jbankfin.2023.107009.
• Liang, Quanxi & Jin, Qi & Lu, Meiting & Shan, Yaowen, 2023, "When school ties meet geography: Education-province bias in mutual fund portfolios," Journal of Banking & Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jbankfin.2023.107021.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2023, "Industry momentum in Latin America," Journal of Business Research, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbusres.2023.113711.
• Balyuk, Tetyana & Fedyk, Anastassia, 2023, "Divesting under Pressure: U.S. firms’ exit in response to Russia’s war against Ukraine," Journal of Comparative Economics, Elsevier, volume 51, issue 4, pages 1253-1273, DOI: 10.1016/j.jce.2023.08.001.
• Packham, N. & Woebbeking, F., 2023, "Correlation scenarios and correlation stress testing," Journal of Economic Behavior & Organization, Elsevier, volume 205, issue C, pages 55-67, DOI: 10.1016/j.jebo.2022.11.002.
• Courtois, Olivier Le & Xu, Xia, 2023, "Semivariance below the maximum: Assessing the performance of economic and financial prospects," Journal of Economic Behavior & Organization, Elsevier, volume 209, issue C, pages 185-199, DOI: 10.1016/j.jebo.2023.03.001.
• Meyer, Steffen & Uhr, Charline & Loos, Benjamin & Hackethal, Andreas, 2023, "Switching from commissions on mutual funds to flat-fees: How are advisory clients affected?," Journal of Economic Behavior & Organization, Elsevier, volume 209, issue C, pages 423-449, DOI: 10.1016/j.jebo.2023.03.015.
• Gutsche, Gunnar & Wetzel, Heike & Ziegler, Andreas, 2023, "Determinants of individual sustainable investment behavior - A framed field experiment," Journal of Economic Behavior & Organization, Elsevier, volume 209, issue C, pages 491-508, DOI: 10.1016/j.jebo.2023.03.016.
• Lenz, Guido & Mayer, Maximilian, 2023, "Hollywood, Wall Street, and Mistrusting Individual Investors," Journal of Economic Behavior & Organization, Elsevier, volume 210, issue C, pages 117-138, DOI: 10.1016/j.jebo.2023.03.030.
• Ali, Sara & Badshah, Ihsan & Demirer, Riza, 2023, "Anti-herding by hedge funds and its implications for expected returns," Journal of Economic Behavior & Organization, Elsevier, volume 211, issue C, pages 31-48, DOI: 10.1016/j.jebo.2023.04.029.
• Cao, Ji & Rieger, Marc Oliver & Zhao, Lei, 2023, "Safety first, loss probability, and the cross section of expected stock returns," Journal of Economic Behavior & Organization, Elsevier, volume 211, issue C, pages 345-369, DOI: 10.1016/j.jebo.2023.04.022.
• Sun, Rui & Guo, Junfei & Yu, Wensong, 2023, "Sponsor, institutional investor, and quotation behavior: Theory and evidence from China," Journal of Economic Behavior & Organization, Elsevier, volume 211, issue C, pages 411-428, DOI: 10.1016/j.jebo.2023.04.010.
• Saggese, Pietro & Belmonte, Alessandro & Dimitri, Nicola & Facchini, Angelo & Böhme, Rainer, 2023, "Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform," Journal of Economic Behavior & Organization, Elsevier, volume 213, issue C, pages 251-270, DOI: 10.1016/j.jebo.2023.07.025.
• Abid, Ilyes & Benlemlih, Mohammed & El Ouadghiri, Imane & Peillex, Jonathan & Urom, Christian, 2023, "Fossil fuel divestment and energy prices: Implications for economic agents," Journal of Economic Behavior & Organization, Elsevier, volume 214, issue C, pages 1-16, DOI: 10.1016/j.jebo.2023.07.033.
• Vasudevan, Ellapulli V., 2023, "Some gains are riskier than others: Volatility changes and the disposition effect," Journal of Economic Behavior & Organization, Elsevier, volume 214, issue C, pages 68-81, DOI: 10.1016/j.jebo.2023.07.034.
• Dlugosch, Dennis & Horn, Kristian & Wang, Mei, 2023, "New experimental evidence on the relationship between home bias, ambiguity aversion and familiarity heuristics," Journal of Economics and Business, Elsevier, volume 125, issue , DOI: 10.1016/j.jeconbus.2023.106131.
• Gollier, Christian & van der Ploeg, Frederick & Zheng, Jiakun, 2023, "The discounting premium puzzle: Survey evidence from professional economists," Journal of Environmental Economics and Management, Elsevier, volume 122, issue C, DOI: 10.1016/j.jeem.2023.102882.
• Andrei, Daniel & Carlin, Bruce I., 2023, "Schumpeterian competition in a Lucas economy," Journal of Economic Theory, Elsevier, volume 208, issue C, DOI: 10.1016/j.jet.2023.105613.
• Hori, Takeo & Im, Ryonghun, 2023, "Asset bubbles, entrepreneurial risks, and economic growth," Journal of Economic Theory, Elsevier, volume 210, issue C, DOI: 10.1016/j.jet.2023.105663.
• Nezafat, Mahdi & Schroder, Mark, 2023, "The negative value of private information in illiquid markets," Journal of Economic Theory, Elsevier, volume 210, issue C, DOI: 10.1016/j.jet.2023.105664.
• Engle, Robert F. & Campos-Martins, Susana, 2023, "What are the events that shake our world? Measuring and hedging global COVOL," Journal of Financial Economics, Elsevier, volume 147, issue 1, pages 221-242, DOI: 10.1016/j.jfineco.2022.09.009.
• Buffa, Andrea M. & Hodor, Idan, 2023, "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, Elsevier, volume 147, issue 2, pages 352-381, DOI: 10.1016/j.jfineco.2022.11.002.