Research classified by Journal of Economic Literature (JEL) codes

2024

• Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2024, "Have shifts in investor tastes led the market portfolio to capture ESG preferences?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103019.
• Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2024, "A Bayesian approach for the determinants of bitcoin returns," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103038.
• Wang, Jianli & Wang, Shaolin & Dong, Minghua & Wang, Hongxia, 2024, "ESG rating disagreement and stock returns: Evidence from China," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103043.
• Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024, "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103045.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2024, "Sustainability and credit spreads in Japan," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103052.
• Mercik, Aleksander & Słoński, Tomasz & Karaś, Marta, 2024, "Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103070.
• Simpson, Marc W. & Grossmann, Axel, 2024, "The resurrected size effect still sleeps in the (monetary) winter," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103081.
• Armanious, Amir & Zhao, Ruoyun, 2024, "Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103093.
• Wang, Yuejing & Ye, Wuyi & Jiang, Ying & Liu, Xiaoquan, 2024, "Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103094.
• Nisani, Doron & Shelef, Amit & Sonenshine, Ralph & David, Or, 2024, "The mutual funds puzzle and the elusive von Neumann-Morgenstern preference relation," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103099.
• Kwon, Ji Ho, 2024, "Bank credit, consumption risk, and the cross-section of expected returns," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103103.
• Zhang, Chenrui & Wang, Yatong, 2024, "Is enterprise digital transformation beneficial to shareholders? Insights from the cost of equity capital," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103104.
• Li, Wei & Wang, Xin & Zhang, Haofei, 2024, "The role of distance and financial development: Evidence from international financial markets," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103108.
• EOM, Cheoljun & EOM, Yunsung & PARK, Jong Won, 2024, "Intermediate cross-sectional prospect theory value in stock markets: A novel method," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103120.
• Ahmed, Mohamed Shaker & Elnahass, Marwa, 2024, "Being famous matters: Evidence from cash flow volatility," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103165.
• Hayashi, Takaki & Nishide, Katsumasa, 2024, "Strategic liquidity provision in high-frequency trading," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103168.
• Carlini, Federico & Farina, Vincenzo & Gufler, Ivan & Previtali, Daniele, 2024, "Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103178.
• Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara, 2024, "Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103181.
• Deng, Qi & Zheng, Linhong & Peng, Jiaqi & Li, Xu & Zhou, Zhong-guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2024, "The impacts of registration regime implementation on IPO pricing efficiency," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103189.
• Iwanaga, Yasuhiro, 2024, "Revisiting the residual momentum in Japan," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103190.
• Meng, Yongqiang & Li, Xiao & Xiong, Xiong, 2024, "Information shocks and short-term market overreaction: The role of investor attention," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103219.
• Dunbar, Kwamie & Treku, Daniel N., 2024, "Examining the impact of a central bank digital currency on the access to banking," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103220.
• Yu, Miao & Hu, Xiaolu & Zhong, Angel, 2024, "Network centrality, information diffusion and asset pricing," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103223.
• Kim, Junyong, 2024, "Zoom in on momentum," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103217.
• Fieberg, Christian & Liedtke, Gerrit & Zaremba, Adam, 2024, "Cryptocurrency anomalies and economic constraints," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103218.
• Wang, Zhixiao & Kong, Dongmin & Liu, Shasha, 2024, "Corporate social responsibility and firm-level systematic risk: The moderating effect of economic policy uncertainty," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103226.
• Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024, "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103237.
• Cakici, Nusret & Shahzad, Syed Jawad Hussain & Będowska-Sójka, Barbara & Zaremba, Adam, 2024, "Machine learning and the cross-section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103244.
• Dong, Yunhe & Luo, Haoyi & Xu, Zijin & Yang, Xing, 2024, "Investing while lending: Do index funds improve managerial information disclosure?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103247.
• Apostolakis, George N., 2024, "Bitcoin price volatility transmission between spot and futures markets," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103251.
• Bossone, Biagio, 2024, "A Modigliani-Miller theorem for the public finances of globalized economies," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103257.
• Zhang, Yaojie & Song, Bingheng & He, Mengxi & Wang, Yudong, 2024, "Abnormal temperature and the cross-section of stock returns in China," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103274.
• French, Joseph J. & Shin, Seungho & Gurdgiev, Constantin & Naka, Atsuyuki, 2024, "Uncertainty and international fund flows: A cross-country analysis," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103282.
• Yu, Huaibing, 2024, "Why isn't composite equity issuance favored by the stock market? A risk-based explanation for the anomaly," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103288.
• Ahn, Jungkyu, 2024, "Options illiquidity in an over-the-counter market," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103303.
• Suzuki, Masataka, 2024, "A consumption-based term structure model of bonds and equity," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103310.
• Bayaa, Yasmeen & Qadan, Mahmoud, 2024, "The shape of the Treasury yield curve and commodity prices," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103311.
• Shi, Huai-Long & Chen, Huayi, 2024, "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103313.
• Huang, Hong-Gia & Tsai, Wei-Che & Yang, J. Jimmy, 2024, "Trading activity of VIX futures and options around FOMC announcements," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103321.
• Khasawneh, Maher & McMillan, David G. & Kambouroudis, Dimos, 2024, "Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103333.
• Valadkhani, Abbas & O'Mahony, Barry, 2024, "Sector-specific calendar anomalies in the US equity market," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103347.
• Salisu, Afees A. & Akinsomi, Omokolade & Ametefe, Frank Kwakutse & Hammed, Yinka S., 2024, "Gold market volatility and REITs' returns during tranquil and turbulent episodes," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103348.
• Božović, Miloš, 2024, "VIX-managed portfolios," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103353.
• Wadhwa, Kavita & Goodell, John W., 2024, "Political uncertainty and stock price crash risk: Insights from state-elections in an emerging market," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103419.
• Nielsen, Ole Linnemann & Posselt, Anders Merrild, 2024, "Betting on mean reversion in the VIX? Evidence from ETP flows," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103421.
• Grobys, Klaus, 2024, "A universal exponent governing foreign exchange rate risks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103422.
• Biondo, Alessio Emanuele & Mazzarino, Laura & Pluchino, Alessandro, 2024, "Trading strategies and Financial Performances: A simulation approach," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103426.
• Zhu, Lin & Jiang, Fuwei & Tang, Guohao & Jin, Fujing, 2024, "From macro to micro: Sparse macroeconomic risks and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103433.
• Wu, Di & Bu, Danlu, 2024, "Sentiment and information: How ‘over-optimistic’ investors influence differences of opinion and IPO pricing?," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103436.
• Chrétien, Stéphane & Kammoun, Manel, 2024, "Representative investors versus best clienteles: Performance evaluation disagreement in mutual funds," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103498.
• Li, Yihan, 2024, "Trading on trends: How the ordering of historical volume predicts Chinese stock returns?," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103518.
• Cakici, Nusret & Zaremba, Adam, 2024, "What drives stock returns across countries? Insights from machine learning models," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103569.
• Baruník, Jozef & Kurka, Josef, 2024, "Risks of heterogeneously persistent higher moments," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103573.
• Dai, Yixin & Yu, Cong & Xu, Xiangyun & Zhou, Jindie & Teng, Fengfan, 2024, "The macro driving factors of co-movement of RMB with other currencies in FX markets," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103581.
• Liang, Qing & Li, Zhaohua, 2024, "Litigation risk and the cost of debt financing in M&As," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103586.
• Chang, Sea-Jin & Oh, Ji Yeol Jimmy & Park, Kwangwoo, 2024, "Crowd-sourced CEO approval and turnover," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103587.
• Sak, Halis & Huang, Tao & Chng, Michael T., 2024, "Exploring the factor zoo with a machine-learning portfolio," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103599.
• Dunbar, Kwamie & Owusu-Amoako, Johnson & Treku, Daniel N., 2024, "Unveiling the Nexus: Carbon finance and climate technology advancements," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103658.
• Joubert, Thomas H.A., 2024, "Unraveling Bitcoin price unpredictability: The role of hard forks," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103662.
• Prokop, Jörg & Walting, Matthias & Kahlen, Franziska, 2024, "Are more analysts better? The case of convertible bond announcement effects," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103696.
• Yousaf, Imran & Bejaoui, Azza & Ali, Shoaib & Li, Yanshuang, 2024, "Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103698.
• Qian, Binsheng & Poshakwale, Sunil & Tan, Yusen, 2024, "‘E’ of ESG and firm performance: Evidence from China," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103751.
• Wen, Danyan & Zhang, Zihao & Nie, Jing & Cao, Yang, 2024, "Investor attention and anomalies: Evidence from the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103775.
• Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W. & Mahapatra, Biplab, 2024, "Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104658.
• Song, Huimin & Tao, Xuedan & Wang, Huabing (Barbara) & Zhang, Jinkang & Zhang, Linlin, 2024, "Does mandatory tax disclosure mitigate tax expense anomaly? Evidence from FIN 48," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104686.
• Wong, Jin Boon & Zhang, Qin, 2024, "ESG reputation risks, cash holdings, and payout policies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104695.
• Dang, Man & Puwanenthiren, Premkanth & Jones, Edward & Bui, Nguyen & Le, Thuy Dung, 2024, "Does corporate culture shape “Tone at the Top”? Evidence from earnings calls," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104698.
• Kilic, Osman & Nam, Kiseok & O'Connor, Matthew L., 2024, "State-dependent volatility feedback effect in the ICAPM," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104700.
• Yahya, Muhammad & Allahdadi, Mohammad Reza & Uddin, Gazi Salah & Park, Donghyun & Wang, Gang-Jin, 2024, "Multilayer information spillover network between ASEAN-4 and global bond, forex and stock markets," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104748.
• Pelster, Matthias & Val, Joel, 2024, "Can ChatGPT assist in picking stocks?," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104786.
• Kou, Shubo & Ma, Xiyuan, 2024, "From Gambling to Gaming: The Crowding Out Effect," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104791.
• Fu, Buben & Wang, Bin, 2024, "Demographic change and natural interest rate of China," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104812.
• Ho, Kin-Hon & Law, Monica & Hou, Yun & Chan, Tse-Tin, 2024, "Spillover analysis on NFTs, NFT-affiliated tokens and NFT submarkets," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104598.
• Zeng, Zhaoxiang & Wang, Guojun & Tang, Guohao, 2024, "Price limits hitting effect and cross-sectional stock returns: Evidence from China," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104803.
• Gould, John & Sun, Zhiyue & Yang, Joey W., 2024, "ETF MAX and MIN effects," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104835.
• Kwon, Ji Ho & Sohn, Bumjean, 2024, "The ICAPM and empirical pricing factors: A simulation study," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104836.
• Bonaparte, Yosef, 2024, "Artificial Intelligence in Finance: Valuations and Opportunities," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104851.
• Mehdian, Seyed & Gherghina, Ștefan Cristian & Stoica, Ovidiu, 2024, "Intraday financial markets’ response to U.S. bank failures," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104862.
• Koimisis, Georgios & Giannikos, Christos I., 2024, "Inequality, premium and the timing of resolution of uncertainty," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104863.
• Ahn, Yongkil, 2024, "Flight to safety, intermediation frictions, and US Treasury floating rate note prices," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104873.
• Stein, Roberto, 2024, "More than meets the eye: On the relationship between skewness and expected returns," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104876.
• Soliman, Alain & Le Saout, Erwan, 2024, "The impact of the war in Ukraine on the idiosyncratic risk and the market risk," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104895.
• Li, Jianjun & Wu, Zhouyi & Yu, Kaijia & Zhao, Wei, 2024, "The effect of industrial robot adoption on firm value: Evidence from China," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104907.
• Altendorfer, Andreas, 2024, "Evidence on the incremental information content of concurrent financial and non-financial corporate disclosures," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104940.
• Biktimirov, Ernest N. & Sokolyk, Tatyana & Ayanso, Anteneh, 2024, "What is behind housing sentiment?," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104966.
• Yang, Mo & Dong, Dayong & Xia, Guoen, 2024, "Risk disclosure and stock price crash risk: Evidence from Chinese listed firms," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104967.
• Felföldi-Szűcs, Nóra & Králik, Balázs & Váradi, Kata, 2024, "Put–call parity in a crypto option market — Evidence from Binance," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104874.
• Natashekara, Karthik & Sampath, Aravind, 2024, "Informed trading and cryptocurrencies. New evidence using tick-by-tick data," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104909.
• Switzer, Lorne N. & Tu, Qiao, 2024, "The impact of position limits on options trading," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104969.
• Bakó, Barna & Neszveda, Gábor, 2024, "An aspirational perspective on the negative risk-return relationship," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.104977.
• Shust, Efrat, 2024, "The ambiguous December," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.104990.
• Taussig, Roi D., 2024, "Pension expenses, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105016.
• Kwak, Jun Hee, 2024, "Individual investor trading and stock returns after the Covid-19 pandemic: Evidence from Korea," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105027.
• Xu, Bu & Xu, Quanyi & Liu, Xinxin & Qin, Qirui, 2024, "Investor traps: Funds launched during booms," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105044.
• Tang, Chia-Hsien & Lee, Yen-Hsien & Hsiao, Ming-Chun & Liu, Hung-Chun, 2024, "Exploring the impact of ESG components, CEO characteristics, and organizational themes on downside risk: Insights from Chinese firms," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105048.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2024, "Stock price synchronicity and market liquidity: The role of funding liquidity," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105051.
• Banerjee, Anirban & Nawn, Samarpan, 2024, "Proprietary algorithmic traders and liquidity supply during the pandemic," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105052.
• Dong, Xiuliang & Wang, Yiqun & Zhang, Jiaming & Liu, Jianing, 2024, "Sponsor Co-investment, inquiry divergence, and IPO pricing efficiency," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2023.104951.
• Wei, Feng & Zhou, Lei, 2024, "Do state-owned enterprises prefer capital from private enterprises with better ESG performance? Evidence from China's mixed ownership reforms," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105067.
• Gao, Ting & Wang, Huaiming & Du, Dongying, 2024, "The interdependence structure of cryptocurrencies and Chinese financial assets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105086.
• Mohammed, Kamel Si & Serret, Vanessa & Urom, Christian, 2024, "The effect of green bonds on climate risk amid economic and environmental policy uncertainties," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105099.
• Chen, Guanhua & Liu, Xiangli & Liu, Xiao & Zhao, Zhihua, 2024, "ETF ownership and stock pricing efficiency: The role of ETF arbitrage," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105108.
• Tong, Chen, 2024, "Pricing CBOE VIX in non-affine GARCH models with variance risk premium," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105115.
• Kim, Ju Hyun, 2024, "De facto seniority in the primary market for corporate bonds," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105116.
• Wang, Renxuan & Wang, Xuewu & Yan, Zhipeng, 2024, "Sustainable success: How high ESG ratings affect stock market responses to earnings surprises," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105131.
• Xiao, Xiang & Hua, Xia & Qin, Kexin, 2024, "A self-attention based cross-sectional return forecasting model with evidence from the Chinese market," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105144.
• Jiang, George & Kenchington, David & McLemore, Ping & Yüksel, H.Zafer, 2024, "Disaggregation quality, stock returns, and institutional demand," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105202.
• Kirtac, Kemal & Germano, Guido, 2024, "Sentiment trading with large language models," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105227.
• Ouyang, Minhua & Xiao, Hailian, 2024, "Tail risk spillovers among Chinese stock market sectors," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105233.
• Obrimah, Oghenovo A., 2024, "A parsimonious analytically specified general equilibrium structure that spans discount rates," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105252.
• Xu, Wenhao & Chen, Taoqin, 2024, "Mutual fund value creation: Insights from the residual income model," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105254.
• Fernandez-Mejia, Julian, 2024, "Extremely stablecoins," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105268.
• Grobys, Klaus, 2024, "No reward—no effort: Will Bitcoin collapse near to the year 2140?," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105294.
• Grobys, Klaus, 2024, "On co-dependent power-law behavior across cryptocurrencies," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105295.
• Habis, Helga, 2024, "Procrastination and intertemporal consumption: A three-period extension of the CAPM with irrational agents," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105325.
• Fromentin, Vincent & Pecchioli, Bruno & Moroz, David, 2024, "Time-varying causality among whisky, wine, and equity markets," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105345.
• Ren, Zhaoyue & Xiong, Yang & Huang, Yongjian, 2024, "Local officials’ sentiment and government financing cost: Evidence from Chengtou bonds in China," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105360.
• Biasin, Massimo & Delle Foglie, Andrea & Giacomini, Emanuela, 2024, "Addressing climate challenges through ESG-real estate investment strategies: An asset allocation perspective," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105381.
• Chollete, Lorán & Hughen, Keener & Lu, Ching-Chih & Peng, Weijia, 2024, "Assessing the volatility of green firms," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105372.
• Coën, Alain & Desfleurs, Aurélie, 2024, "Geopolitical risk and the dynamics of REITs returns," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105437.
• Ryan, Michael & Corbet, Shaen & Oxley, Les, 2024, "Is gold always a safe haven?," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105438.
• Zhang, Yaojie & Zhang, Yuxuan & Ren, Xinrui & Jin, Meichen, 2024, "Geopolitical risk exposure and stock returns: Evidence from China," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105479.
• Piserà, Stefano & Chiaramonte, Laura & Paltrinieri, Andrea & Pichler, Flavio, 2024, "Firm systematic risk after the Russia–Ukraine invasion," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105489.
• Bang, Jeongseok & Ryu, Doojin, 2024, "ESG factors and the cross-section of expected stock returns: A LASSO-based approach," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105482.
• Jung, Woosung & Park, Haerang, 2024, "Common factors in the returns on cryptocurrencies," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105485.
• Han, SeungOh, 2024, "Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105502.
• Yin, Yikun & Qian, Yijia & Wang, Liang & Lu, Yichun, 2024, "Common institutional ownership and corporate ESG performance in China," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105517.
• Olgun, Onur & Ekinci, Cumhur & Arıkan, Ramazan, 2024, "The performance of selected high-frequency trading proxies: An application on Turkish index futures market," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105523.
• Pigorsch, Uta & Schäfer, Sebastian, 2024, "Reversal of Monday returns: It is the afternoon that matters," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105525.
• Gu, Ming & Sun, Minxing & Xiong, Zhitao & Xu, Weike, 2024, "Market volatility and the trend factor," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105595.
• Ma, Feng & Lyu, Zhichong & Li, Haibo, 2024, "Can ChatGPT predict Chinese equity premiums?," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105631.
• Liang, Qiqi & Sun, Licheng, 2024, "A closer look at the substitution effects between retail trading and national lotteries," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105597.
• González-Sánchez, Mariano & Arguedas Sanz, Raquel & Segovia San Juan, Ana I., 2024, "The extreme temperature factor in asset pricing models: Evidence from Europe," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105620.
• Kumar, Ankit & Dash, Pradyumna, 2024, "Sectoral capital flows and income inequality," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105625.
• Qian, Binsheng & Tan, Yusen, 2024, "Firm-specific investor sentiment and stock price informativeness," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105680.
• Liu, Yan & Suo, Xuekun & Du, Xiuhong & Wu, Hengqin & Lin, Han, 2024, "Corporate digital innovation and stock price crash risk," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105690.
• Zhong, Zhiyuan & Wu, Qiang & Wang, Manling, 2024, "Does the U.S.-China trade war stop? A novel event study on fake news and stock price in China," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105702.
• Nguyen, Huong Giang & Hoang, Khanh & Nguyen, Quan M.P. & Do, Hung Xuan & Nguyen, Duc Khuong, 2024, "Portfolio's weighted political risk and mutual fund performance: A text-based approach," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105728.
• Wei, Wang Chun & Koutmos, Dimitrios & Zhu, Min, 2024, "Are Bitcoin option traders speculative or informed?," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105739.
• Liao, Yinchao & Wang, Jun & Liao, Lei & Shu, Xiaoyang & Peng, Tao, 2024, "Policy synergy on stock price crash risk: An intergovernmental perspective," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105744.
• Kang, Le & Jiang, Han & Nie, Ziye Zoe & Zhou, Hui, 2024, "Can old sin make new shame? Stock market reactions to the release of movies re-exposing past corporate scandals," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105755.
• Wagner, Moritz & Wei, Xiaopeng, 2024, "Ambiguous investor sentiment," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105773.
• Wang, Xi & Gao, Chao & Wang, Tianfu, 2024, "The price of firm-level information uncertainty," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105782.
• Potrykus, Marcin, 2024, "Dot-com and AI bubbles: Can data from the past be helpful to match the price bubble euphoria phase using dynamic time warping?," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105799.
• Sun, Liangzhu & Wang, Xingdong & Wu, Yigen & Zeng, Zhen, 2024, "Examining the integration of real estate into financial assets: A critical analysis of China's regulatory framework for nonreal estate corporations," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105831.
• Zhang, Aoran & Zhou, Chunyang, 2024, "A closed-form solution for spot volatility from options under limited data," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105841.
• Hu, Dongmei & Liang, Hengyue & Yuan, Zhiqi, 2024, "Excess return and tracking errors of Chinese ETFs," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105858.
• Gong, Zhenting & Chen, Yanbei & Zhang, He & Chen, Fan, 2024, "Tail risk connectedness in the Carbon-Finance nexus: Evidence from a quantile spillover approach in China," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105803.
• Li, Wenzhen & Zheng, Xiaoyu, 2024, "Key audit matter disclosure and stock mispricing: Evidence from China," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105843.
• Scharnowski, Stefan, 2024, "Dark web traffic, privacy coins, and cryptocurrency trading activity," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105875.
• Chibane, Messaoud & Joubrel, Mathieu, 2024, "The ESG-efficient frontier under ESG rating uncertainty," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105881.
• Jia, Yuecheng & Xu, Zheng & Yan, Shu & Zhang, Runyu, 2024, "Nominal price illusion, return skewness, and momentum," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105899.
• Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
• Lee, Deok-Hyeon & Min, Byoung-Kyu & Faff, Robert & Kim, Young-Mee, 2024, "Asymmetry, earnings announcements, and the beta-return relation," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105942.
• Jung, Taejin & Scarlat, Elvira, 2024, "The effect of ASC 842 leases on bond yields," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105944.
• Bang, Jeongseok & Kang, Yeonchan & Ryu, Doojin, 2024, "Potential pricing factors in the Korean market," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105946.
• Ma, Yu & Liu, Hong & Yang, Qingshan, 2024, "Information acquisition, market professional and discretionary liquidity trading," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.106039.
• He, Yun & Li, Wei & Tan, Xiaofen & Wang, Yufan, 2024, "The time-varying interaction of northbound capital flows and stock market performance in China," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106076.
• Liu, Shiang & Yang, Changyu, 2024, "Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106150.
• Cheng, Tingting & Qiu, Liping & Lv, Wenya & Yang, Xuanbin & Yang, Gang, 2024, "Economic policy uncertainty and municipal corporate bonds credit spreads: Evidence from China," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106170.
• Chen, Steven Shu-Hsiu, 2024, "Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106176.
• Huang, Zhenxing & Liu, Jialiang & Zhang, Xiaojia & Li, WeiWei, 2024, "Does the online interaction between retail investors and firms affect stock price synchronicity?," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106201.
• Dixit, Alok & Bajpai, Shweta, 2024, "Time-varying aggregate tail risk and cross-section of stock returns: Indian evidence," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106209.
• Kinateder, Harald & Gurrib, Ikhlaas & Choudhury, Tonmoy, 2024, "Navigating crises: Gold's role as a safe haven for U.S. sectors," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106210.
• Tomtosov, Aleksandr, 2024, "Momentum on historical high," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106216.
• Dimic, Nebojsa & Tinoco, Mario Hernandez & Piljak, Vanja & Vulanovic, Milos, 2024, "Carbon VIX: A case of decarbonized SPACs," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106360.
• Shan, Junhui & Liu, Guanhua & Zhang, Lin, 2024, "Does the impact of credit rating downgrade on bond returns vary by region: Empirical evidence from China," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106365.
• Bangsgaard, Christine & Kokholm, Thomas, 2024, "The lead–lag relation between VIX futures and SPX futures," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100851.
• Li, Keming, 2024, "Informed trading prior to financial misconduct: Evidence from option markets," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100855.
• Stivers, Chris & Sun, Licheng & Saha, Sounak, 2024, "Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100868.
• Ivashchenko, Alexey, 2024, "Corporate bond price reversals," Journal of Financial Markets, Elsevier, volume 68, issue C, DOI: 10.1016/j.finmar.2023.100880.
• Shen, Yiwen & Shi, Meiqi, 2024, "Intraday variation in cross-sectional stock comovement and impact of index-based strategies," Journal of Financial Markets, Elsevier, volume 68, issue C, DOI: 10.1016/j.finmar.2024.100894.
• Chen, Xi & Wang, Junbo & Wu, Chunchi & Wu, Di, 2024, "Extreme illiquidity and cross-sectional corporate bond returns," Journal of Financial Markets, Elsevier, volume 68, issue C, DOI: 10.1016/j.finmar.2024.100895.
• Tian, Haoshu & Yan, Xuemin (Sterling) & Zheng, Lingling, 2024, "The price effect of temporary short-selling bans: Theory and evidence," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100890.
• Jiang, Fuwei & Ma, Tian & Zhu, Feifei, 2024, "Fundamental characteristics, machine learning, and stock price crash risk," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100908.
• Yuferova, Darya, 2024, "Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100909.
• Di Maggio, Marco & Franzoni, Francesco & Massa, Massimo & Tubaldi, Roberto, 2024, "Strategic trading as a response to short sellers," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100911.
• Li, Fengfei & Lin, Chen & Lin, Tse-Chun & Shen, Sichen, 2024, "The role of options markets in corporate social responsibility," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100910.
• Liu, Shuo, 2024, "Search friction, liquidity risk, and bond misallocation," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100912.
• Han, Bing & Huang, Xinming & Liu, Qi & Liu, Yu-Jane, 2024, "Firm visibility, liquidity, and valuation for thinly traded assets," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100914.
• Pyun, Chaehyun, 2024, "Synchronous social media and the stock market," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100915.
• Dichev, Ilia D. & Zheng, Xin, 2024, "The volatility of stock investor returns," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100927.
• Chava, Sudheer & Paradkar, Nikhil, 2024, "December doldrums, investor distraction, and the stock market reaction to unscheduled news events," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100928.
• Chen, Chen & Liang, Qiqi & Stivers, Chris & Sun, Licheng, 2024, "Short selling and the pricing of PIN information risk," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100931.
• Gehrig, Thomas & Iannino, Maria Chiara & Unger, Stephan, 2024, "Social responsibility and bank resiliency," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101191.
• Chen, Ren-Raw & Zhang, Xiaohu, 2024, "From liquidity risk to systemic risk: A use of knowledge graph," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101195.
• Liu, Jinan & Valcarcel, Victor J., 2024, "Hedging inflation expectations in the cryptocurrency futures market," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101205.
• Chari, Anusha & Garcés, Felipe & Martínez, Juan Francisco & Valenzuela, Patricio, 2024, "Sovereign credit spreads, banking fragility, and global factors," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101235.
• Ben-Nasr, Hamdi & Boubaker, Sabri, 2024, "Government debt and stock price crash risk: International Evidence," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101245.
• Pezzo, Luca & Zhu, Yinchu & Hassan, M. Kabir & Tian, Jiayuan, 2024, "Testing the boundaries of applicability of standard Stochastic Discount Factor models," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101268.
• Yae, James & Tian, George Zhe, 2024, "Volatile safe-haven asset: Evidence from Bitcoin," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101285.
• Sarmiento, Miguel, 2024, "Sudden yield reversals and financial intermediation in emerging markets," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2022.101050.
• Quaye, Enoch & Tunaru, Diana & Tunaru, Radu, 2024, "Green-adjusted share prices: A comparison between standard investors and investors with green preferences," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101314.
• Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2024, "Estimating systemic risk for non-listed Euro-area banks," Journal of Financial Stability, Elsevier, volume 75, issue C, DOI: 10.1016/j.jfs.2024.101339.
• Chen, Jian & Haboub, Ahmad & Khan, Ali, 2024, "Limits of arbitrage and their impact on market efficiency: Evidence from China," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100916.
• Boulton, Thomas J. & Shank, Corey A., 2024, "Terror threat and investor sentiment: International evidence," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100921.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Li, Xiao-Ming, 2024, "Stabilizing global foreign exchange markets in the time of COVID-19: The role of vaccinations," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100923.
• Erhemjamts, Otgontsetseg & Huang, Kershen & Tehranian, Hassan, 2024, "Climate risk, ESG performance, and ESG sentiment in US commercial banks," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100924.
• Gao, Ya & Bradrania, Reza, 2024, "Property crime and lottery-related anomalies," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100927.
• Clancey-Shang, Danjue & Fu, Chengbo, 2024, "CSR disclosure, political risk and market quality: Evidence from the Russia-Ukraine conflict," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100938.