Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G11: Portfolio Choice; Investment Decisions
2023
- 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.
- Gonçalves, Andrei S. & Leonard, Gregory, 2023, "The fundamental-to-market ratio and the value premium decline," Journal of Financial Economics, Elsevier, volume 147, issue 2, pages 382-405, DOI: 10.1016/j.jfineco.2022.11.001.
- van Binsbergen, Jules H. & Boons, Martijn & Opp, Christian C. & Tamoni, Andrea, 2023, "Dynamic asset (mis)pricing: Build-up versus resolution anomalies," Journal of Financial Economics, Elsevier, volume 147, issue 2, pages 406-431, DOI: 10.1016/j.jfineco.2022.11.005.
- Guiso, Luigi & Zaccaria, Luana, 2023, "From patriarchy to partnership: Gender equality and household finance," Journal of Financial Economics, Elsevier, volume 147, issue 3, pages 573-595, DOI: 10.1016/j.jfineco.2023.01.002.
- Sias, Richard & Starks, Laura T. & Turtle, H.J., 2023, "The negativity bias and perceived return distributions: Evidence from a pandemic," Journal of Financial Economics, Elsevier, volume 147, issue 3, pages 627-657, DOI: 10.1016/j.jfineco.2023.01.003.
- Dannhauser, Caitlin D. & Spilker, Harold D., 2023, "The Modern Mutual Fund Family," Journal of Financial Economics, Elsevier, volume 148, issue 1, pages 1-20, DOI: 10.1016/j.jfineco.2023.02.001.
- Korevaar, Matthijs, 2023, "Reaching for yield and the housing market: Evidence from 18th-century Amsterdam," Journal of Financial Economics, Elsevier, volume 148, issue 3, pages 273-296, DOI: 10.1016/j.jfineco.2023.04.004.
- Huang, Xing & Ivković, Zoran & Jiang, John Xuefeng & Wang, Isabel Yanyan, 2023, "Angel investment and first impressions," Journal of Financial Economics, Elsevier, volume 149, issue 2, pages 161-178, DOI: 10.1016/j.jfineco.2023.05.001.
- Huber, Amy Wang, 2023, "Market power in wholesale funding: A structural perspective from the triparty repo market," Journal of Financial Economics, Elsevier, volume 149, issue 2, pages 235-259, DOI: 10.1016/j.jfineco.2023.04.007.
- Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023, "Systematic default and return predictability in the stock and bond markets," Journal of Financial Economics, Elsevier, volume 149, issue 3, pages 349-377, DOI: 10.1016/j.jfineco.2023.05.006.
- Aragon, George O. & Kim, Min S., 2023, "Fire sale risk and expected stock returns," Journal of Financial Economics, Elsevier, volume 149, issue 3, pages 578-609, DOI: 10.1016/j.jfineco.2023.06.006.
- Escobar, Laura & Pedraza, Alvaro, 2023, "Active trading and (poor) performance: The social transmission channel," Journal of Financial Economics, Elsevier, volume 150, issue 1, pages 139-165, DOI: 10.1016/j.jfineco.2023.103706.
- Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023, "Machine-learning the skill of mutual fund managers," Journal of Financial Economics, Elsevier, volume 150, issue 1, pages 94-138, DOI: 10.1016/j.jfineco.2023.07.004.
- Pagano, Marco & Wagner, Christian & Zechner, Josef, 2023, "Disaster resilience and asset prices," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103712.
- Bali, Turan G. & Gunaydin, A. Doruk & Jansson, Thomas & Karabulut, Yigitcan, 2023, "Do the rich gamble in the stock market? Low risk anomalies and wealthy households," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103715.
- Yan, Jingda & Yu, Jialin, 2023, "Cross-stock momentum and factor momentum," Journal of Financial Economics, Elsevier, volume 150, issue 2, DOI: 10.1016/j.jfineco.2023.103716.
- DeMiguel, Victor & Gil-Bazo, Javier & Nogales, Francisco J. & Santos, André A.P., 2023, "Machine learning and fund characteristics help to select mutual funds with positive alpha," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103737.
- Ibert, Markus, 2023, "What do mutual fund managers’ private portfolios tell us about their skills?," Journal of Financial Intermediation, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfi.2022.100999.
- Sinclair, Andrew J., 2023, "Do prime brokers intermediate capital?," Journal of Financial Intermediation, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfi.2022.101004.
- Kok, Christoffer & Müller, Carola & Ongena, Steven & Pancaro, Cosimo, 2023, "The disciplining effect of supervisory scrutiny in the EU-wide stress test," Journal of Financial Intermediation, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfi.2022.101015.
- Lugo, Stefano, 2023, "Cost of monitoring and risk taking in the money market funds industry," Journal of Financial Intermediation, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfi.2022.101016.
- Felici, Marco & Fuerst, Franz, 2023, "The heterogeneous relationship of owner-occupied and investment property with household portfolio choice," Journal of Housing Economics, Elsevier, volume 62, issue C, DOI: 10.1016/j.jhe.2023.101964.
- Beetsma, Roel & Busse, Matthias & Germinetti, Lorenzo & Giuliodori, Massimo & Larch, Martin, 2023, "Is the road to hell paved with good intentions? An empirical analysis of budgetary follow-up in the EU," Journal of International Money and Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jimonfin.2023.102854.
- Ahmed, Shamim & Bu, Ziwen & Symeonidis, Lazaros & Tsvetanov, Daniel, 2023, "Which factor model? A systematic return covariation perspective," Journal of International Money and Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jimonfin.2023.102865.
- Schroth, Josef, 2023, "Capital flows and growth across developing countries," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102904.
- Fiordelisi, Franco & Galloppo, Giuseppe & Lattanzio, Gabriele & Paimanova, Viktoriia, 2023, "Looking at socially responsible investment strategies through the lenses of the global ETF industry," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102917.
- Burkhardt, Raphael & Ulrych, Urban, 2023, "Sparse and stable international portfolio optimization and currency risk management," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102949.
- Fan, John Hua & Qiao, Xiao, 2023, "Commodity momentum: A tale of countries and sectors," Journal of Commodity Markets, Elsevier, volume 29, issue C, DOI: 10.1016/j.jcomm.2023.100315.
- Cotter, John & Eyiah-Donkor, Emmanuel & Potì, Valerio, 2023, "Commodity futures return predictability and intertemporal asset pricing," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2022.100289.
- Stewart, Shamar L. & Massa, Olga Isengildina & Hassman, Colburn & Leon, Maximo de, 2023, "ETP tracking of U.S. agricultural and energy markets," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2023.100344.
- El Ammari, Anis & Vidal, Marta & Vidal-García, Javier, 2023, "European market timing," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2022.e00279.
- Alshater, Muneer M. & Alqaralleh, Huthaifa & El Khoury, Rim, 2023, "Dynamic asymmetric connectedness in technological sectors," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2022.e00287.
- shah, Adil Ahmad & Bhanja, Niyati & Dar, Arif Billah, 2023, "Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00304.
- Hasan, Md. Bokhtiar & Hassan, M. Kabir & Alhomaidi, Asem, 2023, "How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00333.
- Lei, Heng & Xue, Minggao & Liu, Huiling & Ye, Jing, 2023, "Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103170.
- Huang, Yisu & Xu, Weiju & Huang, Dengshi & Zhao, Chenchen, 2023, "Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103227.
- Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2023, "Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2022.103286.
- Guru, Biplab Kumar & Pradhan, Ashis Kumar & Bandaru, Ramakrishna, 2023, "Volatility contagion between oil and the stock markets of G7 countries plus India and China," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103377.
- Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023, "Transition risk, physical risk, and the realized volatility of oil and natural gas prices," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103383.
- Jia, Zhenzhen & Tiwari, Sunil & Zhou, Jianhua & Farooq, Muhammad Umar & Fareed, Zeeshan, 2023, "Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103405.
- Chen, Juan & Xiao, Zuoping & Bai, Jiancheng & Guo, Hongling, 2023, "Predicting volatility in natural gas under a cloud of uncertainties," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103436.
- Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023, "Oil price and the Bitcoin market," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103437.
- Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103515.
- Paul, Manas & Bhanja, Niyati & Dar, Arif Billah, 2023, "On the similarities between precious metals, precious metal stocks and equities – International evidence for gold and silver," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103629.
- Umar, Zaghum & Bossman, Ahmed, 2023, "Quantile connectedness between oil price shocks and exchange rates," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103658.
- Dai, Zhifeng & Luo, Zhuang & Liu, Chang, 2023, "Dynamic volatility spillovers and investment strategies between crude oil, new energy, and resource related sectors," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103681.
- Oosterlinck, Kim & Reyns, Ariane & Szafarz, Ariane, 2023, "Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103710.
- Popkova, Elena G. & Bogoviz, Aleksei V. & Lobova, Svetlana V. & DeLo, Piper & Alekseev, Alexander N. & Sergi, Bruno S., 2023, "Environmentally sustainable policies in the petroleum sector through the lens of industry 4.0. Russians Lukoil and Gazprom: The COVID-19 crisis of 2020 vs sanctions crisis of 2022," Resources Policy, Elsevier, volume 84, issue C, DOI: 10.1016/j.resourpol.2023.103733.
- Chishti, Muhammad Zubair & Khalid, Ali Awais & Sana, Moniba, 2023, "Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war," Resources Policy, Elsevier, volume 84, issue C, DOI: 10.1016/j.resourpol.2023.103775.
- Lei, Lei & Aziz, Ghazala & Sarwar, Suleman & Waheed, Rida & Tiwari, Aviral Kumar, 2023, "Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103645.
- Hoque, Mohammad Enamul & Soo-Wah, Low & Tiwari, Aviral Kumar & Akhter, Tahmina, 2023, "Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103786.
- Si Mohammed, Kamel & Tedeschi, Marco & Mallek, Sabrine & Tarczyńska-Łuniewska, Małgorzata & Zhang, Anqi, 2023, "Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103798.
- Su, Chi-Wei & Yang, Shengjie & Qin, Meng & Lobonţ, Oana-Ramona, 2023, "Gold vs bitcoin: Who can resist panic in the U.S.?," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103880.
- Bhattacherjee, Purba & Mishra, Sibanjan & Kang, Sang Hoon, 2023, "Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104130.
- Cagli, Efe Caglar, 2023, "The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104144.
- Ghosh, Bikramaditya & Pham, Linh & Gubareva, Mariya & Teplova, Tamara, 2023, "Energy transition metals and global sentiment: Evidence from extreme quantiles," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104170.
- Zhou, Hailing & Liu, Ji, 2023, "Digitalization of the economy and resource efficiency for meeting the ESG goals," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104199.
- Raggad, Bechir & Bouri, Elie, 2023, "Gold and crude oil: A time-varying causality across various market conditions," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104273.
- Cui, Jinxin & Alshater, Muneer M. & Mensi, Walid, 2023, "Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104286.
- Sohag, Kazi & Kalina, Irina & Elsayed, Ahmed H., 2023, "Financial stress in Russia: Exploring the impact of oil market shocks," Resources Policy, Elsevier, volume 86, issue PB, DOI: 10.1016/j.resourpol.2023.104150.
- Hu, Tiancheng, 2023, "Foreign ownership in joint ventures under knowledge leakage risks: The influence of industrial munificence and dynamism," Journal of Multinational Financial Management, Elsevier, volume 68, issue C, DOI: 10.1016/j.mulfin.2023.100796.
- Lin, Chaonan & Ho, Hsiao-Wei & Ko, Kuan-Cheng, 2023, "Shorting flows and return predictability in Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2022.101816.
- Chen, Qi-An & Li, Huashi & Lin, Jianyi & Yan, Youliang, 2023, "Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2022.101890.
- Bradrania, Reza & Veron, Jose Francisco, 2023, "The beta anomaly in the Australian stock market and the lottery demand," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2022.101903.
- Chen, Shu & Han, Xiaoyan & Zhang, Zili & Zhao, Xuejun, 2023, "ESG investment in China: Doing well by doing good," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2022.101907.
- Luo, Deming & Jiang, Sainan & Yao, Zhongwei, 2023, "Economic policy uncertainty and mutual fund risk shifting," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2022.101921.
- Li, Zhiyong & Rao, Xiao, 2023, "Exploring the zoo of predictors for mutual fund performance in China," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2022.101930.
- Billah, Mabruk & Amar, Amine Ben & Balli, Faruk, 2023, "The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2023.101936.
- Su, Xuan-Qi, 2023, "Directors' and Officers' liability insurance and cross section of expected stock returns: A mispricing explanation," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2023.101938.
- Feng, Xunan & Johansson, Anders C. & Wei, Dengxi, 2023, "Judging a book by its cover: Analysts and attention-driven price patterns in China's IPO market," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2022.101913.
- Chen, Hong-Yi & Hsieh, Chia-Hsun & Lee, Cheng-Few, 2023, "Revisiting the momentum effect in Taiwan: The role of persistency," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101943.
- Li, Ang & Liu, Mark & Sheather, Simon, 2023, "Predicting stock splits using ensemble machine learning and SMOTE oversampling," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101948.
- Wang, Kemin & Zhang, Guanglong & Zhou, Lin, 2023, "Managerial disposition effect: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101966.
- Han, Min-Yeon & Jun, Sang-Gyung & Oh, Ji Yeol Jimmy & Kang, Hyoung-Goo, 2023, "Who should choose the money managers? Institutional sponsors' equity manager performance," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101974.
- Xu, Yongan & Liang, Chao & Wang, Jianqiong, 2023, "Financial stress and returns predictability: Fresh evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101980.
- Lin, Chaonan & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2023, "Is there the maturity premium in Taiwan?," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.101937.
- Lin, Chaonan & Ko, Kuan-Cheng & Lu, Chien-Lin, 2023, "Why is the Amihud (2002) measure priced in Taiwan: Illiquidity or mispricing?," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.101984.
- Noviarini, Jelita & Coleman, Andrew & Roberts, Helen & Whiting, Rosalind H., 2023, "Financial literacy and retirees' resource allocation decisions in New Zealand," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.101985.
- Rumokoy, Lawren J. & Omura, Akihiro & Roca, Eduardo, 2023, "Geopolitical risk and corporate investment in the metals and mining industry: Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.101991.
- Kong, Xiaoran & Xu, Siping & Liu, Ming-Yu & Ho, Kung-Cheng, 2023, "Confucianism and D&O insurance demand of Chinese listed companies," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.101996.
- Lin, Chaonan & Chang, Hui-Wen & Chou, Robin K., 2023, "Overnight versus intraday returns of anomalies in China," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102007.
- Al-Nassar, Nassar S. & Yousaf, Imran & Makram, Beljid, 2023, "Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102009.
- Renzhi, Nuobu, 2023, "Household net saving positions and unconventional monetary policy transmission: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102032.
- Huang, Ying Sophie & Guo, Feng & Ma, Lina, 2023, "Do M&A funds create value in Chinese listed firms?," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102035.
- Ülkü, Numan & Ali, Fahad & Saydumarov, Saidgozi & İkizlerli, Deniz, 2023, "COVID caused a negative bubble. Who profited? Who lost? How stock markets changed?," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102044.
- Lu, Yueliang (Jacques) & Tian, Weidong, 2023, "An on-line machine learning return prediction," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102049.
- Hu, Debao & Li, Xin & Xiang, George & Zhou, Qiyao, 2023, "Asset pricing models in the presence of higher moments: Theory and evidence from the U.S. and China stock market," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102053.
- Wang, Cheng & Han, Jing, 2023, "Prospect theory and mutual fund flows: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102067.
- Limkriangkrai, Manapon & Chai, Daniel & Zheng, Gaoping, 2023, "Market intraday momentum: APAC evidence," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102086.
- Ni, Xuanming & Zheng, Tiantian & Zhao, Huimin & Zhu, Shushang, 2023, "High-dimensional portfolio optimization based on tree-structured factor model," Pacific-Basin Finance Journal, Elsevier, volume 81, issue C, DOI: 10.1016/j.pacfin.2023.102106.
- Iwanaga, Yasuhiro & Hirose, Takehide, 2023, "Liquidity changes and decomposition in the Japanese equity market," Pacific-Basin Finance Journal, Elsevier, volume 81, issue C, DOI: 10.1016/j.pacfin.2023.102115.
- Jin, Xuejun & Li, Hongze & Yu, Bin & Zheng, Yijing, 2023, "How does the COVID-19 pandemic change the disposition effect in fund investors?," Pacific-Basin Finance Journal, Elsevier, volume 81, issue C, DOI: 10.1016/j.pacfin.2023.102119.
- Chen, Chen & Lu, Xiaomeng & Zhang, Yixing, 2023, "Is attention-based stock buying profitable? Empirical evidence from Chinese individual investors," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102120.
- Liu, Xiaoming & Shen, Xieyang & Wang, Changyun & Zeng, Jianyu, 2023, "Do fund managers' tones predict future performance? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102144.
- Ho, Hsiao-Wei & Hsiao, Yu-Jen & Lo, Wen-Chi & Yang, Nien-Tzu, 2023, "Momentum investing and a tale of intraday and overnight returns: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102151.
- Zhang, Zhehao & Xing, Ruina & Liu, Jiajun & Shao, Yifei, 2023, "Correlation-based investment strategies: A comparison between Chinese and US stock markets," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102167.
- Du, Qingjie & Wang, Yang & Wei, Chishen & Wei, K.C. John, 2023, "Machine learning, anomalies, and the expected market return: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102168.
- Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Kirli, Imra, 2023, "Mood seasonality around the globe," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102171.
- Ergun, Lerby & Molchanov, Alexander & Stork, Philip, 2023, "Technical trading rules, loss avoidance, and the business cycle," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102172.
- Bui, Dien Giau & Kong, De-Rong & Lin, Chih-Yung & Lin, Tse-Chun, 2023, "Momentum in machine learning: Evidence from the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102178.
- Chou, Pin-Huang & Ko, Kuan-Cheng & Rhee, S. Ghon, 2023, "Comparing competing factor and characteristics models: Evidence in Japan," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102179.
- Hoang, Khoa & Huang, Ronghong & Truong, Helen, 2023, "Resurrecting the market factor: A case of data mining across international markets," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102183.
- Liu, Laura Xiaolei & Zhu, Yandi & Zhang, Xinyu & Zhang, Yingguang, 2023, "Expectation disarray: Analysts' growth forecast anomaly in China," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102192.
- Guidolin, Massimo & Wang, Kai, 2023, "The empirical performance of option implied volatility surface-driven optimal portfolios," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 618, issue C, DOI: 10.1016/j.physa.2023.128496.
- Ábrahám, Árpád & Gottardi, Piero & Hubmer, Joachim & Mayr, Lukas, 2023, "Tax wedges, financial frictions and misallocation," Journal of Public Economics, Elsevier, volume 227, issue C, DOI: 10.1016/j.jpubeco.2023.105000.
- Phan, Thi Nha Truc & Bertrand, Philippe & Vo, Xuan Vinh & Jones, Kirsten, 2023, "Investigating financial decision-making when facing skewed distributions of return: A survey study in Vietnam," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 318-329, DOI: 10.1016/j.qref.2021.04.015.
- Ahmad, Muhammad Munir & Hunjra, Ahmed Imran & Taskin, Dilvin, 2023, "Do asymmetric information and leverage affect investment decisions?," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 337-345, DOI: 10.1016/j.qref.2021.05.001.
- Christiansen, Charlotte & Jansson, Thomas & Kallestrup-Lamb, Malene & Noren, Vicke, 2023, "Households' investments in socially responsible mutual funds," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 46-67, DOI: 10.1016/j.qref.2022.11.005.
- Samet, Anis & Abdallah, Wissam & Abdallah, Abed AL-Nasser, 2023, "The geography and determinants of ADR holdings," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 228-243, DOI: 10.1016/j.qref.2023.01.009.
- Khalfaoui, Rabeh & Shahzad, Umer & Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2023, "Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 63-80, DOI: 10.1016/j.qref.2022.12.006.
- Zhou, Xiaoshi & Vatsa, Puneet & Ma, Wanglin, 2023, "Impact of internet use on value and diversity of risky financial asset portfolios," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 188-193, DOI: 10.1016/j.qref.2023.03.012.
- Lu, Richard & Horng, Tzyy-Leng & Horng, Min-Sun & Wang, Amy Z.-H., 2023, "A performance evaluation of portfolio insurance under the Black and Scholes framework: An application of the economic index of riskiness," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 269-276, DOI: 10.1016/j.qref.2023.04.003.
- Apergis, Nicholas & Mustafa, Ghulam & Malik, Shafaq, 2023, "The role of the COVID-19 pandemic in US market volatility: Evidence from the VIX index," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 27-35, DOI: 10.1016/j.qref.2023.03.004.
- Yu, Xiaojian & Liu, Jianlin & Lien, Donald, 2023, "A new measure of fund window dressing and its application to Chinese mutual fund market," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 63-72, DOI: 10.1016/j.qref.2023.03.001.
- Yunus, Nafeesa, 2023, "Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 211-232, DOI: 10.1016/j.qref.2023.05.002.
- Auer, Benjamin R. & Schuhmacher, Frank & Niemann, Sebastian, 2023, "Cloning mutual fund returns," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 31-37, DOI: 10.1016/j.qref.2023.04.006.
- Al-Nassar, Nassar S. & Boubaker, Sabri & Chaibi, Anis & Makram, Beljid, 2023, "In search of hedges and safe havens during the COVID─19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 318-332, DOI: 10.1016/j.qref.2022.10.010.
- Serna, Gregorio, 2023, "On the predictive ability of conditional market skewness," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 186-191, DOI: 10.1016/j.qref.2022.11.001.
- Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023, "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 1-13, DOI: 10.1016/j.qref.2023.07.008.
- Fracasso, Laís Martins & Müller, Fernanda Maria & Ramos, Henrique Pinto & Righi, Marcelo Brutti, 2023, "Is there a risk premium? Evidence from thirteen measures," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 182-199, DOI: 10.1016/j.qref.2023.10.002.
- Liu, Jian & Chen, Yan & Liao, Shufei & Cheng, Cheng & Fu, Yongge, 2023, "Information spillovers in Hong Kong REITs and related asset markets," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 215-229, DOI: 10.1016/j.qref.2023.10.006.
- Serrano-Cinca, Carlos & Cuellar-Fernández, Beatriz & Fuertes-Callén, Yolanda, 2023, "Pathways to self-sufficiency in the microfinance ecosystem," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 262-273, DOI: 10.1016/j.qref.2023.10.007.
- Guderian, Carsten C. & Posth, Jan-Alexander & Grob, Linus, 2023, "Investment decisions and passive portfolio construction utilizing patent analytics: A multi-case study on COVID-19 treatment technologies," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 66-87, DOI: 10.1016/j.qref.2023.08.002.
- Mateane, Lebogang, 2023, "Risk preferences, global market conditions and foreign debt: Is there any role for the currency composition of FX reserves?," Research in Economics, Elsevier, volume 77, issue 3, pages 402-418, DOI: 10.1016/j.rie.2023.06.007.
- Bergeaud, Antonin & Eyméoud, Jean-Benoît & Garcia, Thomas & Henricot, Dorian, 2023, "Working from home and corporate real estate," Regional Science and Urban Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.regsciurbeco.2023.103878.
- Wang, Yonglong & Xu, Aidi, 2023, "Green investments and development of renewable energy projects: Evidence from 15 RCEP member countries," Renewable Energy, Elsevier, volume 211, issue C, pages 1045-1050, DOI: 10.1016/j.renene.2023.05.034.
- De Pace, Pierangelo & Rao, Jayant, 2023, "Comovement and instability in cryptocurrency markets," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 173-200, DOI: 10.1016/j.iref.2022.08.010.
- Sun, Hang & Bos, Jaap.W.B. & Rodrigues, Paulo, 2023, "Destabilizing or passive? The impact of commodity index traders on equilibrium prices," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 271-285, DOI: 10.1016/j.iref.2022.08.014.
- Su, Kuangxi & Yao, Yinhong & Zheng, Chengli & Xie, Wenzhao, 2023, "A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 35-50, DOI: 10.1016/j.iref.2022.08.019.
- Gould, John & Yang, Joey W. & Singh, Ranjodh & Yeo, Ben, 2023, "The seasonality of lottery-like stock returns," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 383-400, DOI: 10.1016/j.iref.2022.09.004.
- Liu, Huan & Hou, Canran, 2023, "The external effect of institutional cross-ownership on excessive managerial perks," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 483-501, DOI: 10.1016/j.iref.2022.10.005.
- Yao, Youfu & Hong, Yun, 2023, "Can comment letters impact excess cash holdings? Evidence from China," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 900-922, DOI: 10.1016/j.iref.2022.11.003.
- Sahibzada, Irfan Ullah, 2023, "To what extent do sovereign rating actions affect global equity market sectors?," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 240-261, DOI: 10.1016/j.iref.2022.11.026.
- Wang, Fang, 2023, "Do emerging art market segments have their own price dynamics? Evidence from the Chinese art market," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 318-331, DOI: 10.1016/j.iref.2022.11.015.
- Hong, Yanran & Yu, Jize & Su, Yuquan & Wang, Lu, 2023, "Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 358-368, DOI: 10.1016/j.iref.2022.11.023.
- Chen, Zhonglu & Zhang, Li & Weng, Chen, 2023, "Does climate policy uncertainty affect Chinese stock market volatility?," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 369-381, DOI: 10.1016/j.iref.2022.11.030.
- Mercado, Rogelio V., 2023, "Bilateral capital flows: Transaction patterns and gravity," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 39-54, DOI: 10.1016/j.iref.2022.11.004.
- Liu, Jianing & Man, Yuanyuan & Dong, Xiuliang, 2023, "Tail dependence and risk spillover effects between China's carbon market and energy markets," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 553-567, DOI: 10.1016/j.iref.2022.11.013.
- Chen, Qi-an & Li, Huashi, 2023, "How does exchange rate elasticity of aggregate consumption adjust currency risk price in the stock market?," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 590-610, DOI: 10.1016/j.iref.2022.11.040.
- Chen, Haiyang & Dai, Ya & Guo, David, 2023, "Financial literacy as a determinant of market participation: New evidence from China using IV-GMM," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 611-623, DOI: 10.1016/j.iref.2022.11.034.
- Shome, Samik & Hassan, M. Kabir & Verma, Sushma & Panigrahi, Tushar Ranjan, 2023, "Impact investment for sustainable development: A bibliometric analysis," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 770-800, DOI: 10.1016/j.iref.2022.12.001.
- Xiaoli, Gan & xiaoyi, Zhang & Xiaoyang, Ma & Khalid, Fahad, 2023, "Impact of financial environment on household risk financial asset selection: A micro perspective," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 137-145, DOI: 10.1016/j.iref.2023.01.009.
- Liu, Xiaoqun & Zhang, Yuchen & Tian, Mengqiao & Chao, Youcong, 2023, "Financial distress and jump tail risk: Evidence from China's listed companies," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 316-336, DOI: 10.1016/j.iref.2023.01.007.
- Ali, Fahad & Sensoy, Ahmet & Goodell, John W., 2023, "Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 744-792, DOI: 10.1016/j.iref.2023.02.015.
- Badhani, K.N. & Kumar, Ashish & Vo, Xuan Vinh & Tayde, Mangesh, 2023, "Do institutional investors perform better in emerging markets?," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 1041-1056, DOI: 10.1016/j.iref.2022.01.003.
- Noman, Abu Hanifa Md & Karim, Muhammad Mahmudul & Hassan, Mohammad Kabir & Khan, Muhammad Asif & Pervin, Sajeda, 2023, "COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 14-30, DOI: 10.1016/j.iref.2023.03.003.
- Tang, Tao & Luo, Ronghua & Gu, Jing, 2023, "Lifetime asset allocation with long run risk and time various risk aversion," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 230-251, DOI: 10.1016/j.iref.2023.03.014.
- Li, Zepei & Huang, Haizhen, 2023, "Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 31-45, DOI: 10.1016/j.iref.2023.02.004.
- Kim, Kyounghun & Kim, Sunghyun & Lim, Sanho, 2023, "Optimal bond holding dynamics with hedging against real exchange rate risks," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 626-638, DOI: 10.1016/j.iref.2023.03.044.
- Patel, Ritesh & Kumar, Sanjeev & Bouri, Elie & Iqbal, Najaf, 2023, "Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 143-162, DOI: 10.1016/j.iref.2023.04.013.
- Wang, Ling, 2023, "Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 347-364, DOI: 10.1016/j.iref.2023.04.022.
- Lee, Chi-Chuan & Yu, Chin-Hsien & Zhang, Jian, 2023, "Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 99-109, DOI: 10.1016/j.iref.2023.04.027.
- Wu, Ruohan, 2023, "Innovation or imitation? The impacts of financial factors on green and general research and development," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 1068-1086, DOI: 10.1016/j.iref.2023.07.048.
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