Research classified by Journal of Economic Literature (JEL) codes

2022

• Bian, Yuxiang & Xiong, Xiong & Yang, Jinqiang, 2022, "Investor protection, hedge fund leverage and valuation," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101710.
• Yi, Yongsheng & He, Mengxi & Zhang, Yaojie, 2022, "Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101731.
• Switzer, Lorne N. & El Meslmani, Nabil & Zhai, Xinkai, 2022, "IPO performance and the size effect: Evidence for the US and Canada," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101744.
• Yang, Cai & Wang, Xinyi & Gao, Wang, 2022, "Is Bitcoin a better hedging and safe-haven investment than traditional assets against currencies? Evidence from the time-frequency domain approach," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101747.
• Hu, Xiao & Wang, Jiayi & Wu, Banggang, 2022, "Venture capital firms’ lead orientation, network position, and selection of familiar syndicate partners," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101757.
• Li, Shilin & Li, Tongtong & Yang, Jinqiang, 2022, "Optimal consumption and portfolio choices in the stochastic SIS model," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101787.
• Guan, Guohui & Hu, Xiang, 2022, "Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101793.
• Xu, Ke & Stewart, Kenneth G. & Cao, Zeyang, 2022, "Fractional cointegration and price discovery in Canadian commodities," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101799.
• Wang, Hailong & Hu, Duni, 2022, "Heterogenous beliefs with sentiments and asset pricing," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101824.
• Kliber, Agata, 2022, "Looking for a safe haven against American stocks during COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101825.
• Sarwar, Ghulam, 2022, "Market risks that change domestic diversification benefits," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101828.
• Vidal-Llana, Xenxo & Guillén, Montserrat, 2022, "Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101835.
• Emmett, Ross B. & Grabowski, Jesse, 2022, "Better lucky than good: The Simon-Ehrlich bet through the lens of financial economics," Ecological Economics, Elsevier, volume 193, issue C, DOI: 10.1016/j.ecolecon.2021.107322.
• Cortez, Maria Céu & Andrade, Nuno & Silva, Florinda, 2022, "The environmental and financial performance of green energy investments: European evidence," Ecological Economics, Elsevier, volume 197, issue C, DOI: 10.1016/j.ecolecon.2022.107427.
• Mbanyele, William & Huang, Hongyun & Li, Yafei & Muchenje, Linda T. & Wang, Fengrong, 2022, "Corporate social responsibility and green innovation: Evidence from mandatory CSR disclosure laws," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110322.
• Wang, Yuanping & Wang, Dongfang & Hou, Chunxiao, 2022, "Information acquisition and asset allocation with unknown income growth," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110364.
• Lo Prete, Anna, 2022, "Digital and financial literacy as determinants of digital payments and personal finance," Economics Letters, Elsevier, volume 213, issue C, DOI: 10.1016/j.econlet.2022.110378.
• Boungou, Whelsy & Yatié, Alhonita, 2022, "The impact of the Ukraine–Russia war on world stock market returns," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110516.
• Anghel, Dan Gabriel, 2022, "No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110584.
• Antonelli, Stefano & Corneli, Flavia & Ferriani, Fabrizio & Gazzani, Andrea, 2022, "Benchmark effects from the inclusion of Chinese A-shares in the MSCI EM index," Economics Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.econlet.2022.110600.
• Banegas, Ayelen & Rosa, Carlo, 2022, "A look under the hood of momentum funds," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110654.
• Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2022, "In the mood for sustainable funds?," Economics Letters, Elsevier, volume 217, issue C, DOI: 10.1016/j.econlet.2022.110691.
• Lee, Seunghyup, 2022, "Political orientation and compensation for idiosyncratic risk," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110699.
• Pintér, Gábor, 2022, "The procyclicality of inflation-linked debt," Economics Letters, Elsevier, volume 218, issue C, DOI: 10.1016/j.econlet.2022.110706.
• Huang, Xiaoran & Lin, Juan & Wang, Peng, 2022, "Are institutional investors marching into the crypto market?," Economics Letters, Elsevier, volume 220, issue C, DOI: 10.1016/j.econlet.2022.110856.
• Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022, "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 65-84, DOI: 10.1016/j.jeconom.2021.05.008.
• Wan, Runqing & Fulop, Andras & Li, Junye, 2022, "Real-time Bayesian learning and bond return predictability," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 114-130, DOI: 10.1016/j.jeconom.2020.04.052.
• Heiss, Florian & Hurd, Michael & van Rooij, Maarten & Rossmann, Tobias & Winter, Joachim, 2022, "Dynamics and heterogeneity of subjective stock market expectations," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 213-231, DOI: 10.1016/j.jeconom.2021.09.010.
• Bellemare, Charles & Kröger, Sabine & Sossou, Kouamé Marius, 2022, "Optimal frequency of portfolio evaluation in a choice experiment with ambiguity and loss aversion," Journal of Econometrics, Elsevier, volume 231, issue 1, pages 248-264, DOI: 10.1016/j.jeconom.2020.11.003.
• Li, Hua & Bai, Zhidong & Wong, Wing-Keung & McAleer, Michael, 2022, "Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization," Econometrics and Statistics, Elsevier, volume 24, issue C, pages 133-150, DOI: 10.1016/j.ecosta.2021.10.005.
• Urbański, Stanisław & Zarzecki, Dariusz, 2022, "The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100874.
• Ma, Marshall Xiaoyin & Noussair, Charles N. & Renneboog, Luc, 2022, "Colors, Emotions, and the Auction Value of Paintings," European Economic Review, Elsevier, volume 142, issue C, DOI: 10.1016/j.euroecorev.2021.104004.
• Kamma, Thijs & Pelsser, Antoon, 2022, "Near-optimal asset allocation in financial markets with trading constraints," European Journal of Operational Research, Elsevier, volume 297, issue 2, pages 766-781, DOI: 10.1016/j.ejor.2021.06.029.
• Hong, Yi & Jin, Xing, 2022, "Pricing of variance swap rates and investment decisions of variance swaps: Evidence from a three-factor model," European Journal of Operational Research, Elsevier, volume 303, issue 2, pages 975-985, DOI: 10.1016/j.ejor.2022.03.007.
• Ryu, Doojin & Yang, Heejin & Yu, Jinyoung, 2022, "Insider trading and information asymmetry: Evidence from the Korea Exchange," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100847.
• Jin, Xiaoye, 2022, "Testing technical trading strategies on China's equity ETFs: A skewness perspective," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100864.
• Sonenshine, Ralph & Erickson, Bradley O., 2022, "Institutional determinants of emerging market returns and flows," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2022.100888.
• Rubesam, Alexandre, 2022, "Machine learning portfolios with equal risk contributions: Evidence from the Brazilian market," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2022.100891.
• Alles Rodrigues, Alexandre & Casalin, Fabrizio, 2022, "Factor investing in Brazil: Diversifying across factor tilts and allocation strategies," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100906.
• Eraslan, Veysel & Omole, John & Sensoy, Ahmet & Ozdamar, Melisa, 2022, "Other people's money: A comparison of institutional investors," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100914.
• Ferrat, Yann & Daty, Frédéric & Burlacu, Radu, 2022, "Does a sustainability risk premium exist where it matters the most?," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100943.
• Hiraki, Kazuhiro & Sun, Chuanping, 2022, "A toolkit for exploiting contemporaneous stock correlations," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 99-124, DOI: 10.1016/j.jempfin.2021.11.003.
• Dierkes, Maik & Krupski, Jan, 2022, "Isolating momentum crashes," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2021.12.001.
• Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Zhai, Rui-Xiang, 2022, "Income, trading, and performance: Evidence from retail investors," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 176-195, DOI: 10.1016/j.jempfin.2022.01.006.
• Tsang, Kwok Ping & Yang, Zichao, 2022, "Do connections pay off in the bitcoin market?," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 1-18, DOI: 10.1016/j.jempfin.2022.02.001.
• Kim, Jin-Hyuk & Newberry, Peter & Qiu, Calvin, 2022, "The role of information signals in determining crowdfunding outcomes," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 168-181, DOI: 10.1016/j.jempfin.2022.03.006.
• Huang, Jinbo & Li, Yong & Yao, Haixiang, 2022, "Partial moments and indexation investment strategies," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 39-59, DOI: 10.1016/j.jempfin.2022.01.007.
• Qiao, Zhuo & Wang, Yan & Lam, Keith S.K., 2022, "New evidence on Bayesian tests of global factor pricing models," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 160-172, DOI: 10.1016/j.jempfin.2022.07.002.
• Ma, Tianyi & Li, Baibing & Tee, Kai-Hong, 2022, "Mispricing chasing and hedge fund returns," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 34-49, DOI: 10.1016/j.jempfin.2022.05.002.
• Yang, Shuwen & Aretz, Kevin & Liu, Hening & Zhang, Yuzhao, 2022, "Consumption risks in option returns," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 285-302, DOI: 10.1016/j.jempfin.2022.10.001.
• Dayani, Arash & Jannati, Sima, 2022, "Running a mutual fund: Performance and trading behavior of runner managers," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 43-62, DOI: 10.1016/j.jempfin.2022.07.011.
• Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022, "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105743.
• Yousaf, Imran & Suleman, Muhammad Tahir & Demirer, Riza, 2022, "Green investments: A luxury good or a financial necessity?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105745.
• Naeem, Muhammad Abubakr & Hasan, Mudassar & Arif, Muhammad & Suleman, Muhammad Tahir & Kang, Sang Hoon, 2022, "Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105758.
• Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia & Tiwari, Aviral Kumar, 2022, "Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105842.
• Shakya, Shishir & Li, Bingxin & Etienne, Xiaoli, 2022, "Shale revolution, oil and gas prices, and drilling activities in the United States," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105877.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105891.
• Janda, Karel & Kristoufek, Ladislav & Zhang, Binyi, 2022, "Return and volatility spillovers between Chinese and U.S. clean energy related stocks," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105911.
• Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022, "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105938.
• Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022, "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105900.
• Ren, Boru & Lucey, Brian, 2022, "A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105951.
• Gu, Yan & Ho, Kung-Cheng & Xia, Senmao & Yan, Cheng, 2022, "Do public environmental concerns promote new energy enterprises' development? Evidence from a quasi-natural experiment," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105967.
• Janczura, Joanna & Wójcik, Edyta, 2022, "Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.106015.
• Guo, Xiaozhu & Huang, Yisu & Liang, Chao & Umar, Muhammad, 2022, "Forecasting volatility of EUA futures: New evidence," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.106021.
• Castro, Gabriel Malta & Klöckl, Claude & Regner, Peter & Schmidt, Johannes & Pereira, Amaro Olimpio, 2022, "Improvements to Modern Portfolio Theory based models applied to electricity systems," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106047.
• Naqvi, Bushra & Rizvi, Syed Kumail Abbas & Hasnaoui, Amir & Shao, Xuefeng, 2022, "Going beyond sustainability: The diversification benefits of green energy financial products," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106111.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2022, "Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106114.
• Compernolle, Tine & Kort, Peter M. & Thijssen, Jacco J.J., 2022, "The effectiveness of carbon pricing: The role of diversification in a firm’s investment decision," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106115.
• Chen, Chun-Da & Demirer, Rıza, 2022, "Oil beta uncertainty and global stock returns," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106150.
• Roy, Preeti & Ahmad, Wasim & Sadorsky, Perry & Phani, B.V., 2022, "What do we know about the idiosyncratic risk of clean energy equities?," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106167.
• Apergis, Nicholas & Poufinas, Thomas & Antonopoulos, Alexandros, 2022, "ESG scores and cost of debt," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106186.
• Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022, "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106174.
• Yan, Cheng & Mao, Zhicheng & Ho, Kung-Cheng, 2022, "Effect of green financial reform and innovation pilot zones on corporate investment efficiency," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106185.
• Čech, František & Zítek, Michal, 2022, "Marine fuel hedging under the sulfur cap regulations," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106204.
• Herrera, Gabriel Paes & Constantino, Michel & Su, Jen-Je & Naranpanawa, Athula, 2022, "Renewable energy stocks forecast using Twitter investor sentiment and deep learning," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106285.
• Rizvi, Syed Kumail Abbas & Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad, 2022, "Safe haven properties of green, Islamic, and crypto assets and investor's proclivity towards treasury and gold," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106396.
• Rahat, Birjees & Nguyen, Pascal, 2022, "Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets," Energy Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.eneco.2022.106423.
• Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2022, "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," Energy Policy, Elsevier, volume 168, issue C, DOI: 10.1016/j.enpol.2022.113102.
• Mazouz, Khelifa & Wu, Yuliang, 2022, "Why do firm fundamentals predict returns? Evidence from short selling activity," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101974.
• Ahmad, Fawad & Oriani, Raffaele, 2022, "Investor attention, information acquisition, and value premium: A mispricing perspective," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101976.
• Kadıoğlu, Eyüp & Frömmel, Michael, 2022, "Manipulation in the bond market and the role of investment funds: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102000.
• Han, Yingwei & Li, Jie, 2022, "Should investors include green bonds in their portfolios? Evidence for the USA and Europe," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.101998.
• Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa, 2022, "A bibliometric review of financial market integration literature," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102035.
• Brooks, Chris & Williams, Louis, 2022, "When it comes to the crunch: Retail investor decision-making during periods of market volatility," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102038.
• Asif, Raheel & Frömmel, Michael & Mende, Alexander, 2022, "The crisis alpha of managed futures: Myth or reality?," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102045.
• Clare, Andrew & Sherman, Meadhbh & O'Sullivan, Niall & Gao, Jun & Zhu, Sheng, 2022, "Manager characteristics: Predicting fund performance," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102049.
• Vidal-Tomás, David, 2022, "Which cryptocurrency data sources should scholars use?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102061.
• Khashanah, Khaldoun & Simaan, Majeed & Simaan, Yusif, 2022, "Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102068.
• Elsayed, Ahmed H. & Gozgor, Giray & Lau, Chi Keung Marco, 2022, "Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102069.
• Dong, Bingbing & Jiang, Lei & Liu, Jinyu & Zhu, Yifeng, 2022, "Liquidity in the cryptocurrency market and commonalities across anomalies," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102097.
• Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022, "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102133.
• Lehnert, Thorsten, 2022, "Flight-to-safety and retail investor behavior," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102142.
• Pham, Linh & Karim, Sitara & Naeem, Muhammad Abubakr & Long, Cheng, 2022, "A tale of two tails among carbon prices, green and non-green cryptocurrencies," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102139.
• Lai, Chong, 2022, "Investment dynamics of fund managers under evolutionary games," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102159.
• Liang, Chao & Xu, Yongan & Wang, Jianqiong & Yang, Mo, 2022, "Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102169.
• Sapkota, Niranjan, 2022, "News-based sentiment and bitcoin volatility," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102183.
• Gu, Chen & Guo, Xu & Zhang, Chengping, 2022, "Analyst target price revisions and institutional herding," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102189.
• Shi, Yukun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng, 2022, "Market co-movement between credit default swap curves and option volatility surfaces," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102192.
• Gimeno, Ruth & Andreu, Laura & Sarto, José Luis, 2022, "Fund trading divergence and performance contribution," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102221.
• Kooli, Maher & Zhang, Min, 2022, "Not only skill but also scale: Evidence from the hedge funds industry," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102230.
• Hodoshima, Jiro & Yamawake, Toshiyuki, 2022, "Temporal aggregation of the Aumann–Serrano and Foster–Hart performance indexes," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102232.
• Nonejad, Nima, 2022, "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102251.
• Sekine, Eiko & Yamanaka, Kazuo, 2022, "A non-probabilistic approach to efficient portfolios," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102278.
• Chang, Xiaochen & Guo, Songlin & Huang, Junkai, 2022, "Kidnapped mutual funds: Irrational preference of naive investors and fund incentive distortion," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102279.
• Naeem, Muhammad Abubakr & Karim, Sitara & Uddin, Gazi Salah & Junttila, Juha, 2022, "Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102283.
• Shi, Yunkun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng & Zhang, Xuan, 2022, "Stock price default boundary: A Black-Cox model approach," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102284.
• Aibai, Abuduwali & Peng, Yuchao & Shen, Peiyi & Xu, Hongmei, 2022, "Can local policy uncertainty curtail corporate speculation on financial assets?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102287.
• Merkoulova, Yulia & Veld, Chris, 2022, "Why do individuals not participate in the stock market?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102292.
• Shi, Yukun & Chen, Ding & Guo, Biao & Xu, Yaofei & Yan, Cheng, 2022, "The information content of CDS implied volatility and associated trading strategies," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102295.
• Ho, Thang, 2022, "Climate change news sensitivity and mutual fund performance," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102331.
• Amzallag, Adrien, 2022, "Fund portfolio networks: A climate risk perspective," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102259.
• Fang, Fei & Parida, Sitikantha, 2022, "Sustainable mutual fund performance and flow in the recent years through the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102387.
• Yu, Xing & Li, Yanyan & Gong, Xue & Zhang, Nan, 2022, "Evaluating the performance of futures hedging using factors-driven realized volatility," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102412.
• Long, Shaobo & Tian, Hao & Li, Zixuan, 2022, "Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102416.
• Chen, Rongxin & Lepori, Gabriele M. & Tai, Chung-Ching & Sung, Ming-Chien, 2022, "Can salience theory explain investor behaviour? Real-world evidence from the cryptocurrency market," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102419.
• Neukirchen, Daniel & Engelhardt, Nils & Krause, Miguel & Posch, Peter N., 2022, "Firm efficiency and stock returns during the COVID-19 crisis," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102037.
• Ahn, Yongkil, 2022, "The anatomy of the disposition effect: Which factors are most important?," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102040.
• Bannier, Christina E. & Bofinger, Yannik & Rock, Björn, 2022, "Corporate social responsibility and credit risk," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102052.
• Sheng, Hainan, 2022, "Option measures and stock characteristics," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102058.
• Naffa, Helena & Fain, Máté, 2022, "A factor approach to the performance of ESG leaders and laggards," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102073.
• Papathanasiou, Spyros & Vasiliou, Dimitrios & Magoutas, Anastasios & Koutsokostas, Drosos, 2022, "Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102088.
• Virk, Nader, 2022, "Bitcoin and integration patterns in the forex market," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102092.
• Tian, Maoxi & Ji, Hao, 2022, "GARCH copula quantile regression model for risk spillover analysis," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102104.
• Umutlu, Mehmet & Yargı, Seher Gören, 2022, "To diversify or not to diversify internationally?," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102110.
• Drake, Pamela Peterson, 2022, "The gold-stock market relationship during COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102111.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2022, "Do investors value environmental sustainability? Evidence from the FTSE Environmental Opportunities 100 index," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102112.
• Xu, Yingying & Lien, Donald, 2022, "COVID-19 and currency dependences: Empirical evidence from BRICS," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102119.
• Hanke, Michael & Stöckl, Sebastian & Weissensteiner, Alex, 2022, "Recovering election winner probabilities from stock prices," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102122.
• Rathi, Sawan & Mohapatra, Sanket & Sahay, Arvind, 2022, "Central bank gold reserves and sovereign credit risk," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102127.
• Karamti, Chiraz & Belhassine, Olfa, 2022, "COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102136.
• Kurosaki, Tetsuo & Kim, Young Shin, 2022, "Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102143.
• Carrasco, Ignacio & Hansen, Erwin, 2022, "Asset pricing model uncertainty and portfolio choice," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102144.
• Bofinger, Yannik & Heyden, Kim J. & Rock, Björn & Bannier, Christina E., 2022, "The sustainability trap: Active fund managers between ESG investing and fund overpricing," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102160.
• Lim, Hanah, 2022, "Benefit attribution in financial systems with bilateral netting," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102179.
• Nieto, Belén & Rubio, Gonzalo, 2022, "The risk aversion and uncertainty channels between finance and macroeconomics," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102188.
• Klein, Tony, 2022, "A note on GameStop, short squeezes, and autodidactic herding: An evolution in financial literacy?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102229.
• Zhao, Lu & Lin, Lei, 2022, "Does behavioral-motivated volatility effect explain the beta anomaly? Evidence from China," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102265.
• Apergis, Nicholas, 2022, "Money Market Funds (MMFs) and the Covid-19 pandemic: Has the MMLF benefited money markets?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102277.
• Takino, Kazuhiro & Ishinagi, Yoshikazu, 2022, "On mean–variance analysis of a bank’s behavior," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102292.
• Drenovak, Mikica & Ranković, Vladimir & Urošević, Branko & Jelic, Ranko, 2022, "Mean-Maximum Drawdown Optimization of Buy-and-Hold Portfolios Using a Multi-objective Evolutionary Algorithm," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102328.
• Taussig, Roi D., 2022, "Market prices, analysts' predictions, and Covid19," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102343.
• Shen, YuJan & Shen, KuanFu, 2022, "Short-term contrarian profits and the disposition effect," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102380.
• Evrim Mandaci, Pinar & Cagli, Efe Caglar, 2022, "Herding intensity and volatility in cryptocurrency markets during the COVID-19," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102382.
• Stadtmüller, Immo & Auer, Benjamin R. & Schuhmacher, Frank, 2022, "On the time-varying dynamics of stock and commodity momentum returns," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102385.
• Kim, Hyuksoo & Kim, Saejoon, 2022, "Managing downside risk of low-risk anomaly portfolios," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102388.
• Meyer, Steffen & Uhr, Charline, 2022, "The Ulysses option: Smoking and delegation in individual investor decisions," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102478.
• Obrimah, Oghenovo A., 2022, "Refining the general equilibrium relation that subsists between stock returns, and each of investors’ risk preferences and information sets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102420.
• Kaya, Orçun & Mostowfi, Mehdi, 2022, "Low-volatility strategies for highly liquid cryptocurrencies," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102422.
• Luo, Deqing & Wu, Xiaoping & Xu, Jiawen & Yan, Jingzhou, 2022, "Robust leverage decision under locked wealth and high-water mark contract," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102428.
• Ran, Rong & Li, Cheng & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2022, "State-dependent psychological anchors and momentum," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102436.
• Arfaoui, Nadia & Naoui, Kamel, 2022, "Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102462.
• D’Hondt, Catherine & Merli, Maxime & Roger, Tristan, 2022, "What drives retail portfolio exposure to ESG factors?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102470.
• Zheng, Wenyuan & Li, Bingqing & Huang, Zhiyong & Chen, Lu, 2022, "Why Was There More Household Stock Market Participation During the COVID-19 Pandemic?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102481.
• Rabbani, Abed G. & Grable, John E., 2022, "Can portfolio risk be described with estimates of financial risk tolerance calibration?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102492.
• Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2022, "Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102499.
• Killins, Robert N. & Ngo, Thanh & Wang, Hongxia, 2022, "Financial institution IPOs and regulatory environments," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102503.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2022, "Does investors’ valuation of corporate environmental activities vary between developed and emerging market firms?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102528.
• Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Alagidede, Imhotep Paul & Gil-Alana, Luis Alberiko, 2022, "Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102535.
• Cao, Zhen & Han, Liyan & Zhang, Qunzi, 2022, "Stock return predictability in China: Power of oil price trend," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102537.
• Fiordelisi, Franco & Galloppo, Giuseppe & Lattanzio, Gabriele, 2022, "Where does corporate social capital matter the most? Evidence From the COVID-19 crisis," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102538.
• Baur, Dirk G. & Oll, Josua, 2022, "Bitcoin investments and climate change: A financial and carbon intensity perspective," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102575.
• Hacıömeroğlu, Hande Ayaydın & Danışoğlu, Seza & Güner, Z. Nuray, 2022, "For the love of the environment: An analysis of Green versus Brown bonds during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102576.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Pergeris, Georgios, 2022, "Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102602.
• Chen, Rui & Ren, Jinjuan, 2022, "Do AI-powered mutual funds perform better?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102616.
• Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102657.
• Gargallo, Pilar & Lample, Luis & Miguel, Jesús & Salvador, Manuel, 2022, "Dynamic comparison of portfolio risk: Clean vs dirty energy," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102957.
• Baur, Dirk G. & Hoang, Lai T. & Hossain, Md Zakir, 2022, "Is Bitcoin a hedge? How extreme volatility can destroy the hedge property," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2021.102655.
• Larsen, Linda Sandris & Nielsson, Ulf & Rangvid, Jesper, 2022, "Gender and choice of pension product," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102692.
• Becker, Martin G. & Martin, Fabio & Walter, Andreas, 2022, "The power of ESG transparency: The effect of the new SFDR sustainability labels on mutual funds and individual investors," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102708.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2022, "Funding liquidity shocks and market liquidity providers," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102734.
• Vidal-Tomás, David, 2022, "The new crypto niche: NFTs, play-to-earn, and metaverse tokens," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102742.
• Edirisinghe, Chanaka & Sawicki, Julia & Zhao, Yonggan & Zhou, Jun, 2022, "Predicting credit rating changes conditional on economic strength," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102770.
• Akron, Sagi & Taussig, Roi D., 2022, "Income statement leverage and expected stock returns," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102766.
• Chu, Pyung Kun, 2022, "Risk-shifting in institutionally-sponsored funds," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102786.
• Akhtaruzzaman, Md & Boubaker, Sabri & Nguyen, Duc Khuong & Rahman, Molla Ramizur, 2022, "Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102787.
• Zhen, Fang & Chen, Jingnan, 2022, "A closed-form mean–variance–skewness portfolio strategy," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102933.
• Hanauer, Matthias X. & Kononova, Marina & Rapp, Marc Steffen, 2022, "Boosting agnostic fundamental analysis: Using machine learning to identify mispricing in European stock markets," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102856.
• Li, Scott, 2022, "Industry classification, industry momentum and short-term reversal," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102860.
• Dumrose, Maurice & Rink, Sebastian & Eckert, Julia, 2022, "Disaggregating confusion? The EU Taxonomy and its relation to ESG rating," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102928.
• Choudhury, Tonmoy & Kinateder, Harald & Neupane, Biwesh, 2022, "Gold, bonds, and epidemics: A safe haven study," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102978.
• Lu, Jing & Yang, Nien-Tzu & Ho, Keng-Yu & Ko, Kuan-Cheng, 2022, "Lottery demand and the asset growth anomaly," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102988.
• Tian, Hao & Long, Shaobo & Li, Zixuan, 2022, "Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103008.
• Mei, Dexiang & Xie, Yutang, 2022, "U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103028.
• Isaia, Eleonora & Oggero, Noemi, 2022, "The potential use of robo-advisors among the young generation: Evidence from Italy," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103046.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Pietraszewski, Piotr & Schabek, Tomasz, 2022, "Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.102986.
• Santos, André A.P. & Torrent, Hudson S., 2022, "Markowitz meets technical analysis: Building optimal portfolios by exploiting information in trend-following signals," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103063.
• Yao, Yanming & Luo, Pengfei, 2022, "Cash management and risk-taking incentives with performance-sensitive debt under stochastic financing conditions," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103104.
• Barua, Ronil & Sharma, Anil K., 2022, "Dynamic Black Litterman portfolios with views derived via CNN-BiLSTM predictions," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103111.
• Jackowicz, Krzysztof & Kozłowski, Łukasz & Podgórski, Błażej, 2022, "Political appointees and firms’ long-term capital market performance: Evidence from Central European countries," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103117.
• Jarrow, Robert A., 2022, "High frequency trading and standard asset pricing models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103119.
• Long, Huaigang & Demir, Ender & Będowska-Sójka, Barbara & Zaremba, Adam & Shahzad, Syed Jawad Hussain, 2022, "Is geopolitical risk priced in the cross-section of cryptocurrency returns?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103131.
• Lúcio, Francisco & Caiado, Jorge, 2022, "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103141.
• Wang, Hongxia & Zhou, Lin & Dai, Peng-Fei & Xiong, Xiong, 2022, "Moment conditions for fractional degree stochastic dominance," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103241.
• Vukovic, Darko B. & Maiti, Moinak & Frömmel, Michael, 2022, "Inflation and portfolio selection," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103202.
• Neszveda, Gábor & Till, Gábor & Timár, Barnabás & Varga, Marcell, 2022, "Is short-term reversal driven by liquidity provision in emerging markets? Evidence from China," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103220.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2022, "Foreign institutions and the behavior of liquidity following macroeconomic announcements," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103239.
• Sim, Myounghwa & Kim, Hee-Eun, 2022, "Salience theory and enhancing momentum profits," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103274.
• Singh, Amanjot & Patel, Ritesh & Singh, Harminder, 2022, "Recalibration of priorities: Investor preference and Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103294.
• Hong, Weiting, 2022, "Trade momentum for alpha," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103300.
• Huang, Jie & Cao, Yu & Zhong, Pengshu, 2022, "Searching for a safe haven to crude oil: Green bond or precious metals?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103303.