Research classified by Journal of Economic Literature (JEL) codes

2023

• 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.

2022

• Lu, Yan & Mortal, Sandra & Ray, Sugata, 2022, "Hedge fund hold ’em," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100616.
• Li, Zeming & Sakkas, Athanasios & Urquhart, Andrew, 2022, "Intraday time series momentum: Global evidence and links to market characteristics," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2021.100619.
• Zhou, Yi, 2022, "Option trading volume by moneyness, firm fundamentals, and expected stock returns," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100648.
• Lin, Shu & Tian, Shu & Zheng, Lu, 2022, "Friend or foe: On a common shareholder relationship between mutual funds and public companies," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100673.
• Luque, Jaime, 2022, "The repo channel of cross-border lending in the European sovereign debt crisis," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100679.
• Grønborg, Niels S. & Lunde, Asger & Olesen, Kasper V. & Vander Elst, Harry, 2022, "Realizing correlations across asset classes," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2022.100729.
• Borup, Daniel & Schütte, Erik Christian Montes, 2022, "Asset pricing with data revisions," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100620.
• Keßler, Andreas & Mählmann, Thomas, 2022, "Trading costs of private debt," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100644.
• Kolokolova, Olga & Le Courtois, Olivier & Xu, Xia, 2022, "Is the index efficient? A worldwide tour with stochastic dominance," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100660.
• Han, Chulwoo & Kang, Jangkoo & Kim, Sun Yung, 2022, "Betting against analyst target price," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100677.
• Schneider, Andrés, 2022, "Who should buy stocks when volatility spikes?," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2021.100702.
• Ince, Baris, 2022, "Liquidity components: Commonality in liquidity, underreaction, and equity returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100730.
• Jordan, Bradford D. & Li, Ang & Liu, Mark H., 2022, "Mutual fund preference for pure-play firms," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100719.
• Poon, Percy & Yao, Tong & Zhang, Andrew (Jianzhong), 2022, "The alphas of beta and idiosyncratic volatility," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100720.
• Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2022, "Climate events and return comovement," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100731.
• Clark, Brian & Ebrahim, Alireza, 2022, "Risk shifting and regulatory arbitrage: Evidence from operational risk," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100965.
• Passmore, Wayne & Temesvary, Judit, 2022, "How investor demands for safety influence bank capital and liquidity trade-offs," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.100987.
• Chung, Chune Young & Hur, Seok-Kyun & Wang, Kainan, 2022, "A perfect storm in the financial market," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101034.
• Kosenko, Konstantin & Michelson, Noam, 2022, "It takes more than two to tango: Multiple bank lending, asset commonality and risk," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101040.
• Auer, Raphael & Tercero-Lucas, David, 2022, "Distrust or speculation? The socioeconomic drivers of U.S. cryptocurrency investments," Journal of Financial Stability, Elsevier, volume 62, issue C, DOI: 10.1016/j.jfs.2022.101066.
• Karydas, Christos & Xepapadeas, Anastasios, 2022, "Climate change financial risks: Implications for asset pricing and interest rates," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101061.
• Jindapon, Paan & Sujarittanonta, Pacharasut & Viriyavipart, Ajalavat, 2022, "Prize-linked savings games: Theory and experiment," Games and Economic Behavior, Elsevier, volume 133, issue C, pages 202-229, DOI: 10.1016/j.geb.2022.02.005.
• Sabbaghi, Omid, 2022, "The impact of news on the volatility of ESG firms," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2020.100570.
• Choi, Hae Mi & Gupta-Mukherjee, Swasti, 2022, "Price sensitivity of the consumer-investor: Evidence from energy prices and mutual fund fees," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2021.100695.
• Ali, Sara & Badshah, Ihsan & Demirer, Riza, 2022, "Value-at-risk and the cross section of emerging market hedge fund returns," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2021.100693.
• Carneiro, Livia Mendes & Eid Junior, William & Yoshinaga, Claudia Emiko, 2022, "The implications of passive investments for active fund management: International evidence," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2021.100623.
• Valadkhani, Abbas, 2022, "Do large-cap exchange-traded funds perform better than their small-cap counterparts in extreme market conditions?☆," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2022.100743.
• Kuvvet, Emre, 2022, "Robinhood investors and corporate misconduct," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100752.
• Hofmann, Daniel & Keiber, Karl Ludwig & Luczak, Adalbert, 2022, "Up and down together? On the linkage of momentum and reversal," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100754.
• Gempesaw, David & Henry, Joseph J. & Velthuis, Raisa, 2022, "Piecing together the extent of retail fractional trading," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100757.
• Prado, Tiago S. & Bauer, Johannes M., 2022, "Big Tech platform acquisitions of start-ups and venture capital funding for innovation," Information Economics and Policy, Elsevier, volume 59, issue C, DOI: 10.1016/j.infoecopol.2022.100973.
• Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L. & Williams, Tomas, 2022, "Large international corporate bonds: Investor behavior and firm responses," Journal of International Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.jinteco.2022.103624.
• He, Lin & Liang, Zongxia & Song, Yilun & Ye, Qi, 2022, "Optimal asset allocation, consumption and retirement time with the variation in habitual persistence," Insurance: Mathematics and Economics, Elsevier, volume 102, issue C, pages 188-202, DOI: 10.1016/j.insmatheco.2021.10.004.
• Forsyth, Peter A., 2022, "Short term decumulation strategies for underspending retirees," Insurance: Mathematics and Economics, Elsevier, volume 102, issue C, pages 56-74, DOI: 10.1016/j.insmatheco.2021.11.005.
• Escobar-Anel, Marcos & Havrylenko, Yevhen & Kschonnek, Michel & Zagst, Rudi, 2022, "Decrease of capital guarantees in life insurance products: Can reinsurance stop it?," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 14-40, DOI: 10.1016/j.insmatheco.2022.03.009.
• Boyle, Phelim & Tan, Ken Seng & Wei, Pengyu & Zhuang, Sheng Chao, 2022, "Annuity and insurance choice under habit formation," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 211-237, DOI: 10.1016/j.insmatheco.2022.04.003.
• Ceci, Claudia & Colaneri, Katia & Cretarola, Alessandra, 2022, "Optimal reinsurance and investment under common shock dependence between financial and actuarial markets," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 252-278, DOI: 10.1016/j.insmatheco.2022.04.011.
• Guan, Guohui & Hu, Jiaqi & Liang, Zongxia, 2022, "Robust equilibrium strategies in a defined benefit pension plan game," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 193-217, DOI: 10.1016/j.insmatheco.2022.07.003.
• Laudagé, Christian & Sass, Jörn & Wenzel, Jörg, 2022, "Combining multi-asset and intrinsic risk measures," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 254-269, DOI: 10.1016/j.insmatheco.2022.07.005.
• Cui, Hengxin & Tan, Ken Seng & Yang, Fan & Zhou, Chen, 2022, "Asymptotic analysis of portfolio diversification," Insurance: Mathematics and Economics, Elsevier, volume 106, issue C, pages 302-325, DOI: 10.1016/j.insmatheco.2022.07.010.
• Fan, Zhenzhen & Paseka, Alexander & Qi, Zhen & Zhang, Qi, 2022, "Currency carry trade: The decline in performance after the 2008 Global Financial Crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101460.
• Lin, Qi, 2022, "Understanding idiosyncratic momentum in the Chinese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101469.
• Chen, Jing & Han, Qian & Ryu, Doojin & Tang, Jing, 2022, "Does the world smile together? A network analysis of global index option implied volatilities," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101497.
• Gong, Di & Jiang, Tao & Li, Zhao & Wu, Weixing, 2022, "Optimal loan contracting under policy uncertainty: Theory and international evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101502.
• Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2022, "Do long-term institutional investors contribute to financial stability? – Evidence from equity investment in Hong Kong and international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101521.
• Nusair, Salah A. & Olson, Dennis, 2022, "Dynamic relationship between exchange rates and stock prices for the G7 countries: A nonlinear ARDL approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101541.
• Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2022, "Measuring market integration during crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101555.
• Abou Tanos, Barbara & Jimenez-Garcès, Sonia, 2022, "Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101585.
• Choi, Jin Ho & Suh, Sangwon, 2022, "Conditionally-hedged currency carry trades," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101591.
• Wang, Ling, 2022, "The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101593.
• Chen, Rongxin & Lepori, Gabriele M. & Tai, Chung-Ching & Sung, Ming-Chien, 2022, "Explaining cryptocurrency returns: A prospect theory perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101599.
• Chakraborty, Sandip & Kakani, Ram Kumar & Sampath, Aravind, 2022, "Portfolio risk and stress across the business cycle," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101623.
• Shi, Huai-Long & Zhou, Wei-Xing, 2022, "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101631.
• Fu, Chengbo & Huang, Qiping & Tang, Hongfei, 2022, "Do ETFs affect ADRs and U.S. domestic stocks differently?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101643.
• Wei, Xin & Liu, Xi & Zhang, Xueyong, 2022, "Shadow banking and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101645.
• Wen, Hui & Ho, Ken C. & Gao, Jijun & Yu, Li, 2022, "The fundamental effects of ESG disclosure quality in boosting the growth of ESG investing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101655.
• He, Mengxi & Zhang, Yaojie, 2022, "Climate policy uncertainty and the stock return predictability of the oil industry," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101675.
• Ball, Ray & Nikolaev, Valeri V., 2022, "On earnings and cash flows as predictors of future cash flows," Journal of Accounting and Economics, Elsevier, volume 73, issue 1, DOI: 10.1016/j.jacceco.2021.101430.
• Beggs, William & Hill-Kleespie, Austin & Liu, Yanguang, 2022, "Mutual fund tax implications when investment advisors manage tax-exempt separate accounts," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106313.
• Spilker, Harold D., 2022, "Hedge fund family ties," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106326.
• Mählmann, Thomas, 2022, "Negative externalities of mutual fund instability: Evidence from leveraged loan funds," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106328.
• Du, Qianqian & Liang, Dawei & Chen, Zilin & Tu, Jun, 2022, "Concept links and return momentum," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106329.
• Paulusch, Joachim & Schlütter, Sebastian, 2022, "Sensitivity-implied tail-correlation matrices," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106333.
• Alldredge, Dallin M. & Caglayan, Mustafa O. & Celiker, Umut, 2022, "How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106337.
• Caporin, Massimiliano & Costola, Michele & Garibal, Jean-Charles & Maillet, Bertrand, 2022, "Systemic risk and severe economic downturns: A targeted and sparse analysis," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106339.
• Borsboom, Charlotte & Janssen, Dirk-Jan & Strucks, Markus & Zeisberger, Stefan, 2022, "History matters: How short-term price charts hurt investment performance," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106351.
• Rohleder, Martin & Wilkens, Marco & Zink, Jonas, 2022, "The effects of mutual fund decarbonization on stock prices and carbon emissions," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106352.
• Michaelides, Alexander & Zhang, Yuxin, 2022, "Life-cycle portfolio choice with imperfect predictors," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106357.
• Gao, Yang & Leung, Henry & Satchell, Stephen, 2022, "Partial moment momentum," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106361.
• Chen, Honghui & Kumar, Alok & Lu, Yan & Singh, Ajai, 2022, "Do Hedge Fund Managers Understand Politics? Political Sensitivity and Investment Skill," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106371.
• Grant, Andrew & Kalev, Petko S. & Subrahmanyam, Avanidhar & Joakim Westerholm, P., 2022, "Retail trading activity and major lifecycle events: The case of divorce," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106394.
• Merkoulova, Yulia & Veld, Chris, 2022, "Does it pay to invest? The personal equity risk premium and stock market participation," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106220.
• Brunen, Ann-Christine & Laubach, Oliver, 2022, "Do sustainable consumers prefer socially responsible investments? A study among the users of robo advisors," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106314.
• Park, Sunjin, 2022, "Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106393.
• Fang, Yi & Post, Thierry, 2022, "Optimal portfolio choice for higher-order risk averters," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106429.
• van Zundert, Jeroen & Driessen, Joost, 2022, "Stocks versus corporate bonds: A cross-sectional puzzle," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106447.
• Aramonte, Sirio & Lee, Seung Jung & Stebunovs, Viktors, 2022, "Risk taking and low longer-term interest rates: Evidence from the U.S. syndicated term loan market," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2019.02.010.
• Golosnoy, Vasyl & Gribisch, Bastian, 2022, "Modeling and forecasting realized portfolio weights," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106404.
• Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert, 2022, "What can we learn from firm-level jump-induced tail risk around earnings announcements?," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106409.
• De Nard, Gianluca & Engle, Robert F. & Ledoit, Olivier & Wolf, Michael, 2022, "Large dynamic covariance matrices: Enhancements based on intraday data," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106426.
• Kraft, Holger & Munk, Claus & Weiss, Farina, 2022, "Bequest motives in consumption-portfolio decisions with recursive utility," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106428.
• Bu, Di & Hanspal, Tobin & Liao, Yin, 2022, "Political corruption, trust, and household stock market participation," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106442.
• Fang, Jiali & Liu, Na & de Bruin, Anne & Wongchoti, Udomsak, 2022, "The salience of children to household financial decisions," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106479.
• Das, Sanjiv R. & Ostrov, Daniel & Radhakrishnan, Anand & Srivastav, Deep, 2022, "Dynamic optimization for multi-goals wealth management," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2021.106192.
• Malliaris, Steven & Malliaris, A.G., 2022, "Reprint of: Delegated asset management and performance when some investors are unsophisticated," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106406.
• Barro, Diana & Consigli, Giorgio & Varun, Vivek, 2022, "A stochastic programming model for dynamic portfolio management with financial derivatives," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106445.
• Dlugosch, Dennis & Wang, Mei, 2022, "Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106509.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2022, "Index fund trading costs are inversely related to fund and family size," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106527.
• Hung, Weifeng & Lin, Ching-Ting & Yang, J. Jimmy, 2022, "Aggregate 52-week high, limited attention, and time-varying momentum profits," Journal of Banking & Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jbankfin.2022.106531.
• Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel, 2022, "How do corporate bond investors measure performance? Evidence from mutual fund flows," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106553.
• Gómez, Fabio & Tang, Qihe & Tong, Zhiwei, 2022, "The gradient allocation principle based on the higher moment risk measure," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106544.
• Dong, Ming & Tremblay, Andréanne, 2022, "Global weather-based trading strategies," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106558.
• Ghoul, Sadok El & Karoui, Aymen, 2022, "Fund performance and social responsibility: New evidence using social active share and social tracking error," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106598.
• Bansal, Avijit & Jacob, Joshy, 2022, "Impact of Price Path on Disposition Bias," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106616.
• Hollstein, Fabian & Prokopczuk, Marcel, 2022, "Testing Factor Models in the Cross-Section," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106626.
• Huber, Christoph & Huber, Jürgen & Kirchler, Michael, 2022, "Volatility shocks and investment behavior," Journal of Economic Behavior & Organization, Elsevier, volume 194, issue C, pages 56-70, DOI: 10.1016/j.jebo.2021.12.007.
• Cui, Xuegang & Feltovich, Nick & Zhang, Kun, 2022, "Incentive schemes, framing, and market behaviour: Evidence from an asset-market experiment," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 301-324, DOI: 10.1016/j.jebo.2022.03.007.
• Hueber, Laura & Schwaiger, Rene, 2022, "Debiasing through experience sampling: The case of myopic loss aversion," Journal of Economic Behavior & Organization, Elsevier, volume 198, issue C, pages 87-138, DOI: 10.1016/j.jebo.2022.03.026.
• Bayona, Anna & Peia, Oana, 2022, "Financial contagion and the wealth effect: An experimental study," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 1184-1202, DOI: 10.1016/j.jebo.2020.08.001.
• Avdiu, Besart & Gruhle, Tobias, 2022, "Contagion and information frictions in emerging markets: The role of joint signals," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 147-173, DOI: 10.1016/j.jebo.2022.05.020.
• Cao, Qian & Li, Jianbiao & Niu, Xiaofei, 2022, "Tempus fugit: The impact of time constraint on investor behavior," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 67-81, DOI: 10.1016/j.jebo.2022.05.022.
• Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Saidi, Sana & Sellami, Mohamed, 2022, "Global pandemic crisis and risk contagion in GCC stock markets," Journal of Economic Behavior & Organization, Elsevier, volume 202, issue C, pages 746-761, DOI: 10.1016/j.jebo.2022.08.036.
• Arrondel, Luc & Calvo-Pardo, Hector & Giannitsarou, Chryssi & Haliassos, Michael, 2022, "Informative social interactions," Journal of Economic Behavior & Organization, Elsevier, volume 203, issue C, pages 246-263, DOI: 10.1016/j.jebo.2022.09.006.
• Hagen, Johannes & Malisa, Amedeus, 2022, "Financial fraud and individual investment behavior," Journal of Economic Behavior & Organization, Elsevier, volume 203, issue C, pages 593-626, DOI: 10.1016/j.jebo.2022.09.015.
• Sonenshine, Ralph & Kumari, Sapna, 2022, "The differential impact of political risk factors on emerging market bond spreads and credit rating outlooks," Journal of Economics and Business, Elsevier, volume 120, issue C, DOI: 10.1016/j.jeconbus.2022.106066.
• Hansen, Peter G., 2022, "New formulations of ambiguous volatility with an application to optimal dynamic contracting," Journal of Economic Theory, Elsevier, volume 199, issue C, DOI: 10.1016/j.jet.2021.105205.
• Choi, Kyoung Jin & Jeon, Junkee & Koo, Hyeng Keun, 2022, "Intertemporal preference with loss aversion: Consumption and risk-attitude," Journal of Economic Theory, Elsevier, volume 200, issue C, DOI: 10.1016/j.jet.2021.105380.
• Jiang, Julia & Liu, Jun & Tian, Weidong & Zeng, Xudong, 2022, "Portfolio concentration, portfolio inertia, and ambiguous correlation," Journal of Economic Theory, Elsevier, volume 203, issue C, DOI: 10.1016/j.jet.2022.105463.
• Shigeta, Yuki, 2022, "Quasi-hyperbolic discounting under recursive utility and consumption–investment decisions," Journal of Economic Theory, Elsevier, volume 204, issue C, DOI: 10.1016/j.jet.2022.105518.
• Campbell, John Y. & Sigalov, Roman, 2022, "Portfolio choice with sustainable spending: A model of reaching for yield," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 188-206, DOI: 10.1016/j.jfineco.2021.05.018.
• Ai, Hengjie & Han, Leyla Jianyu & Pan, Xuhui Nick & Xu, Lai, 2022, "The cross section of the monetary policy announcement premium," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 247-276, DOI: 10.1016/j.jfineco.2021.07.002.
• Anarkulova, Aizhan & Cederburg, Scott & O’Doherty, Michael S., 2022, "Stocks for the long run? Evidence from a broad sample of developed markets," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 409-433, DOI: 10.1016/j.jfineco.2021.06.040.
• Liu, Hongqi & Peng, Cameron & Xiong, Wei A. & Xiong, Wei, 2022, "Taming the bias zoo," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 716-741, DOI: 10.1016/j.jfineco.2021.06.001.
• Jagannathan, Murali & Jiao, Wei & Karolyi, G. Andrew, 2022, "Is there a home field advantage in global markets?," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 742-770, DOI: 10.1016/j.jfineco.2021.11.002.
• Arnold, Marc & Pelster, Matthias & Subrahmanyam, Marti G., 2022, "Attention triggers and investors’ risk-taking," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 846-875, DOI: 10.1016/j.jfineco.2021.05.031.
• Jegadeesh, Narasimhan & Wu, Yanbin, 2022, "Closing auctions: Nasdaq versus NYSE," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1120-1139, DOI: 10.1016/j.jfineco.2021.12.003.
• Büchner, Matthias & Kelly, Bryan, 2022, "A factor model for option returns," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1140-1161, DOI: 10.1016/j.jfineco.2021.12.007.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2022, "Realized semibetas: Disentangling “good” and “bad” downside risks," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 227-246, DOI: 10.1016/j.jfineco.2021.05.056.
• Brav, Alon & Cain, Matthew & Zytnick, Jonathon, 2022, "Retail shareholder participation in the proxy process: Monitoring, engagement, and voting," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 492-522, DOI: 10.1016/j.jfineco.2021.07.013.
• Kim, Donghyun & Wang, Qinghai & Wang, Xiaoqiong, 2022, "Geographic clustering of institutional investors," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 547-570, DOI: 10.1016/j.jfineco.2021.08.011.
• Chan, Kam Fong & Marsh, Terry, 2022, "Asset pricing on earnings announcement days," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 1022-1042, DOI: 10.1016/j.jfineco.2021.06.022.
• Back, Kerry & Crotty, Kevin & Kazempour, Seyed Mohammad, 2022, "Validity, tightness, and forecasting power of risk premium bounds," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 732-760, DOI: 10.1016/j.jfineco.2022.02.003.
• Merkoulova, Yulia & Veld, Chris, 2022, "Stock return ignorance," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 864-884, DOI: 10.1016/j.jfineco.2021.06.016.
• Ermolov, Andrey, 2022, "Time-varying risk of nominal bonds: How important are macroeconomic shocks?," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2022.04.003.
• Hitzemann, Steffen & Sokolinski, Stanislav & Tai, Mingzhu, 2022, "Paying for beta: Leverage demand and asset management fees," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 105-128, DOI: 10.1016/j.jfineco.2022.04.002.
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2022, "Multivariate crash risk," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 129-153, DOI: 10.1016/j.jfineco.2021.07.016.
• Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2022, "Ambiguity about volatility and investor behavior," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 277-296, DOI: 10.1016/j.jfineco.2021.07.004.
• Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2022, "Democracy and the pricing of initial public offerings around the world," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 322-341, DOI: 10.1016/j.jfineco.2021.07.010.
• Liu, Hong & Tang, Xiaoxiao & Zhou, Guofu, 2022, "Recovering the FOMC risk premium," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 45-68, DOI: 10.1016/j.jfineco.2022.04.005.
• Haddad, Valentin & Ho, Paul & Loualiche, Erik, 2022, "Bubbles and the value of innovation," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 69-84, DOI: 10.1016/j.jfineco.2022.04.006.
• Badarinza, Cristian & Ramadorai, Tarun & Shimizu, Chihiro, 2022, "Gravity, counterparties, and foreign investment," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 132-152, DOI: 10.1016/j.jfineco.2021.09.011.
• Bai, John Jianqiu & Tang, Yuehua & Wan, Chi & Yüksel, H. Zafer, 2022, "Fund manager skill in an era of globalization: Offshore concentration and fund performance," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 18-40, DOI: 10.1016/j.jfineco.2021.07.012.
• Choi, Jaewon & Kronlund, Mathias & Oh, Ji Yeol Jimmy, 2022, "Sitting bucks: Stale pricing in fixed income funds," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 296-317, DOI: 10.1016/j.jfineco.2021.08.013.
• Santos, Tano & Veronesi, Pietro, 2022, "Leverage," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 362-386, DOI: 10.1016/j.jfineco.2021.09.001.
• Chen, Yong & Da, Zhi & Huang, Dayong, 2022, "Short selling efficiency," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 387-408, DOI: 10.1016/j.jfineco.2021.08.006.
• Chen, Hailiang & Hwang, Byoung-Hyoun, 2022, "Listening in on investors’ thoughts and conversations," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 426-444, DOI: 10.1016/j.jfineco.2021.09.004.
• Smith, Simon C. & Timmermann, Allan, 2022, "Have risk premia vanished?," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 553-576, DOI: 10.1016/j.jfineco.2021.08.019.
• Avramov, Doron & Cheng, Si & Lioui, Abraham & Tarelli, Andrea, 2022, "Sustainable investing with ESG rating uncertainty," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 642-664, DOI: 10.1016/j.jfineco.2021.09.009.
• Boudoukh, Jacob & Israel, Ronen & Richardson, Matthew, 2022, "Biases in long-horizon predictive regressions," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 937-969, DOI: 10.1016/j.jfineco.2021.09.013.
• Bender, Svetlana & Choi, James J. & Dyson, Danielle & Robertson, Adriana Z., 2022, "Millionaires speak: What drives their personal investment decisions?," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 305-330, DOI: 10.1016/j.jfineco.2021.09.016.
• Reichenbacher, Michael & Schuster, Philipp, 2022, "Size-adapted bond liquidity measures and their asset pricing implications," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 425-443, DOI: 10.1016/j.jfineco.2022.07.010.
• Eaton, Gregory W. & Green, T. Clifton & Roseman, Brian S. & Wu, Yanbin, 2022, "Retail trader sophistication and stock market quality: Evidence from brokerage outages," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 502-528, DOI: 10.1016/j.jfineco.2022.08.002.
• Gormley, Todd A. & Kaplan, Zachary & Verma, Aadhaar, 2022, "More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 665-688, DOI: 10.1016/j.jfineco.2021.10.004.
• Cakici, Nusret & Zaremba, Adam, 2022, "Salience theory and the cross-section of stock returns: International and further evidence," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 689-725, DOI: 10.1016/j.jfineco.2021.10.010.
• Kruttli, Mathias S. & Monin, Phillip J. & Watugala, Sumudu W., 2022, "The life of the counterparty: Shock propagation in hedge fund-prime broker credit networks," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 965-988, DOI: 10.1016/j.jfineco.2022.02.002.
• Beggs, William, 2022, "The company you keep: Investment adviser clientele and mutual fund performance✰," Journal of Financial Intermediation, Elsevier, volume 50, issue C, DOI: 10.1016/j.jfi.2021.100947.
• Sotes-Paladino, Juan & Zapatero, Fernando, 2022, "Carrot and stick: A role for benchmark-adjusted compensation in active fund management," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2022.100981.
• Yang, Ruoke, 2022, "What do we learn from ratings about corporate social responsibility? New evidence of uninformative ratings," Journal of Financial Intermediation, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfi.2022.100994.
• Huber, Stefanie J. & Schmidt, Tobias, 2022, "Nevertheless, they persist: Cross-country differences in homeownership behavior," Journal of Housing Economics, Elsevier, volume 55, issue C, DOI: 10.1016/j.jhe.2021.101804.
• Huizinga, Harry & Todtenhaupt, Maximilian & Voget, Johannes & Wagner, Wolf, 2022, "Taxation and the external wealth of nations: Evidence from bilateral portfolio holdings," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102548.