Research classified by Journal of Economic Literature (JEL) codes

2024

• Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024, "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100955.
• Castro, César & Jiménez-Rodríguez, Rebeca, 2024, "The impact of oil shocks on the stock market," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100967.
• Li, Bo & Liu, Zhenya & Jia, Xuemei & Ma, Fengping, 2024, "Digital finance, financing constraints, and green technological innovation: A spatial analysis," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100988.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Oztekin, Mustafa, 2024, "Performance implications of hedging with industry ETFs," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100990.
• Assoe, Kodjovi & Attig, Najah & Sy, Oumar, 2024, "The battle of factors," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101004.
• Çağlayan-Gümüş, Ayşe & Karahan, Cenk C., 2024, "Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101020.
• Hematizadeh, Roksana & Tajaddini, Reza, 2024, "A state-dependent international CAPM for partially integrated markets: Using local and US risk factors," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101023.
• Chowdhury, Abu & Vaihekoski, Mika & Zaman, Mir, 2024, "Are Mondays different? Evidence from initial public offerings," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101043.
• Mudalige, Priyantha & Kalev, Petko S., 2024, "Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101054.
• Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2024, "UIP deviations: Insights from event studies," Journal of International Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.jinteco.2024.103877.
• Davis, Josh & Fuenzalida, Cristian & Huetsch, Leon & Mills, Benjamin & Taylor, Alan M., 2024, "Global natural rates in the long run: Postwar macro trends and the market-implied r∗ in 10 advanced economies," Journal of International Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jinteco.2024.103919.
• Chaumont, Gaston & Gordon, Grey & Sultanum, Bruno & Tobin, Elliot, 2024, "Sovereign debt and credit default swaps," Journal of International Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.jinteco.2024.103921.
• Beauregard, Remy & Christensen, Jens H.E. & Fischer, Eric & Zhu, Simon, 2024, "Inflation expectations and risk premia in emerging bond markets: Evidence from Mexico," Journal of International Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jinteco.2024.103961.
• Nissinen, Juuso & Sihvonen, Markus, 2024, "Bond convenience curves and funding costs," Journal of International Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jinteco.2024.103969.
• Lee, Jieun, 2024, "Dollar and government bond liquidity: Evidence from Korea," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.103992.
• Greenland, Andrew & Ion, Mihai & Lopresti, John & Schott, Peter K., 2024, "Using equity market reactions to infer exposure to trade liberalization," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.104000.
• Deng, Minjie & Liu, Chang, 2024, "Sovereign risk and intangible investment," Journal of International Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jinteco.2024.104009.
• Kizaki, Keisuke & Saito, Taiga & Takahashi, Akihiko, 2024, "A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment," Insurance: Mathematics and Economics, Elsevier, volume 114, issue C, pages 132-155, DOI: 10.1016/j.insmatheco.2023.11.006.
• Long, Huaigang & Chiah, Mardy & Zaremba, Adam & Umar, Zaghum, 2024, "Changes in shares outstanding and country stock returns around the world," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 90, issue C, DOI: 10.1016/j.intfin.2023.101883.
• Bonaparte, Yosef, 2024, "Why do stock markets negatively price democracy?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101905.
• Bastidon, Cécile & Jawadi, Fredj, 2024, "Trade fragmentation and volatility-of-volatility networks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101908.
• Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024, "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101910.
• Galil, Koresh & Varon, Eva, 2024, "National culture and banks stock volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101932.
• Wang, Kedi & Wu, Chen, 2024, "Financial-judicial specialization and stock price crash risk: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101941.
• Realdon, Marco, 2024, "The efficiency of the Estr overnight index swap market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101943.
• Zhao, Xiaojuan & Wang, Ye & Liu, Weiyi, 2024, "Someone like you: Lottery-like preference and the cross-section of expected returns in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101957.
• Aharon, David Y. & Baig, Ahmed S. & Jacoby, Gady & Wu, Zhenyu, 2024, "Greenhouse gas emissions and the stability of equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101952.
• Luo, Di & Farag, Hisham, 2024, "ESG and aggregate disagreement," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101972.
• Li, Bo & Sun, Qian & Wei, Zhihua, 2024, "Implicit barriers, market integration and asset prices: Evidence from the inclusion of China A-shares in MSCI global indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.101998.
• Neupane, Suman & Fan, Zhebin & Yanes Sanchez, Daniel & Neupane, Biwesh, 2024, "Diverse investor reactions to the COVID-19 Pandemic: Insights from an emerging market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.102000.
• Aliu, Florin, 2024, "Do infectious diseases explain Bitcoin price Fluctuations?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.102011.
• Liu, Xiaotian & Qi, Yaxuan & Wan, Wai Yee, 2024, "Bankruptcy reforms and corporate debt structure," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 95, issue C, DOI: 10.1016/j.intfin.2024.102044.
• Abudy, Menachem Meni & Kaplanski, Guy & Mugerman, Yevgeny, 2024, "Market timing with moving average distance: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102065.
• Chaudhry, Neeru & Gupta, Aastha, 2024, "Impact of using derivatives on stock market liquidity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102077.
• Han, Sirui & Lu, Haitian & Wu, Hao, 2024, "ESG disclosure, investor awareness, and carbon risk pricing: Evidence from the Chinese market," International Review of Law and Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.irle.2024.106217.
• Gad, Mahmoud & Nikolaev, Valeri & Tahoun, Ahmed & van Lent, Laurence, 2024, "Firm-level political risk and credit markets," Journal of Accounting and Economics, Elsevier, volume 77, issue 2, DOI: 10.1016/j.jacceco.2023.101642.
• Ellahie, Atif, 2024, "Accounting for bubbles: A discussion of Arif and Sul (2024)," Journal of Accounting and Economics, Elsevier, volume 78, issue 2, DOI: 10.1016/j.jacceco.2024.101717.
• Li, Qianqian & Watts, Edward M. & Zhu, Christina, 2024, "Retail investors and ESG news," Journal of Accounting and Economics, Elsevier, volume 78, issue 2, DOI: 10.1016/j.jacceco.2024.101719.
• Sloan, Richard G., 2024, "Retail investors and ESG news: A discussion," Journal of Accounting and Economics, Elsevier, volume 78, issue 2, DOI: 10.1016/j.jacceco.2024.101730.
• Xiao, Xijuan & Yamamoto, Ryuichi, 2024, "Overnight earnings announcements and preopening price discovery," Japan and the World Economy, Elsevier, volume 70, issue C, DOI: 10.1016/j.japwor.2024.101249.
• Sigaux, Jean-David, 2024, "Trading ahead of treasury auctions," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107032.
• Lim, Bryan & Sotes-Paladino, Juan & Wang, George Jiaguo & Yao, Yaqiong, 2024, "The value of growth: Changes in profitability and future stock returns," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107036.
• Liu, Amanda & Shim, Ilhyock, 2024, "Shadow loans and regulatory arbitrage: Evidence from China," Journal of Banking & Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jbankfin.2024.107091.
• Bhagwat, Vineet & Shirley, Sara E. & Stark, Jeffrey R., 2024, "Task-oriented speech and information processing," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107095.
• Liu, Xi & Zhang, Xueyong, 2024, "Geopolitical risk and currency returns," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107097.
• Palandri, Alessandro, 2024, "Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107113.
• Cheng, Hang & Guo, Hui & Shi, Yongdong, 2024, "Multifactor conditional equity premium model: Evidence from China's stock market," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107117.
• Abudy, Menachem Meni & Nathan, Daniel & Wohl, Avi, 2024, "Mutual fund flows and government bond returns," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107119.
• Laurinaityte, Nora & Meinerding, Christoph & Schlag, Christian & Thimme, Julian, 2024, "GMM weighting matrices in cross-sectional asset pricing tests," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107123.
• Kräussl, Roman & Kräussl, Zsofia & Pollet, Joshua & Rinne, Kalle, 2024, "The performance of marketplace lenders," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107124.
• Lof, Matthijs & Nyberg, Henri, 2024, "Discount rates and cash flows: A local projection approach," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107127.
• Mouabbi, Sarah & Renne, Jean-Paul & Sahuc, Jean-Guillaume, 2024, "Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective," Journal of Banking & Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jbankfin.2024.107131.
• Cumming, Douglas & Köchling, Gerrit & Neukirchen, Daniel & Posch, Peter N., 2024, "How does corporate culture affect IPO price formation?," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107158.
• Dong, Dayong & Jiang, Danling & Wu, Keke & Zhu, Hongquan, 2024, "Game in another town: Geography of stock watchlists and firm valuation," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107164.
• Chen, Jian & Qi, Shuyuan, 2024, "Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107184.
• Bostan, Ibrahim & Mian, G. Mujtaba, 2024, "Inventor CEOs and financing of innovation: Evidence from IPOs," Journal of Banking & Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jbankfin.2024.107204.
• Qiao, Fang, 2024, "Do analysts disseminate anomaly information in China?," Journal of Banking & Finance, Elsevier, volume 165, issue C, DOI: 10.1016/j.jbankfin.2024.107221.
• Ni, Sophie Xiaoyan & Pan, Jun, 2024, "Trading options and CDS on stocks under the short sale ban," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107243.
• Puhl, Martin & Savor, Pavel & Wilson, Mungo, 2024, "Uncertainty premia for small and large risks," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107253.
• Breugem, Matthijs & Corvino, Raffaele & Marfè, Roberto & Schönleber, Lorenzo, 2024, "Pandemic tail risk," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107257.
• Qiao, Fang & Xu, Lai & Zhang, Xiaoyan & Zhou, Hao, 2024, "Variance risk premiums in emerging markets," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107259.
• Bui, Dien Giau & Chan, Yu-Ju & Lin, Chih-Yung & Lin, Tse-Chun, 2024, "Lottery jackpot winnings and retail trading in the neighborhood," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107269.
• Imbierowicz, Björn & Rauch, Christian, 2024, "What drives startup valuations?," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107251.
• Büsing, Pascal & Mohrschladt, Hannes & Siedhoff, Susanne, 2024, "Decomposing momentum: The forgotten component," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107292.
• Azevedo, Vitor & Müller, Sebastian, 2024, "Analyst recommendations and mispricing across the globe," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107296.
• Fang, Jiali & Jacobsen, Ben, 2024, "Cross-country determinants of market efficiency: A technical analysis perspective," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107297.
• Jia, Yuecheng & Liu, Yuzheng & Wu, Yangru & Yan, Shu, 2024, "Information spillover and cross-predictability of currency returns: An analysis via Machine Learning," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107313.
• Ahluwalia, Saurabh & Ferrell, Linda & Ferrell, O.C. & Gandhi, Priyank, 2024, "Does being ethical pay? Evidence from the implementation of SOX Section 406," Journal of Business Research, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbusres.2024.114865.
• Chelikani, Surya & Marks, Joseph M. & Nam, Kiseok, 2024, "State-dependent intertemporal risk-return tradeoff: Further evidence," Journal of Economics and Business, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeconbus.2024.106161.
• Oesinghaus, Andreas, 2024, "Analysts’ extrapolative expectations in the cross-section," Journal of Economics and Business, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeconbus.2024.106174.
• Fink, Josef & Palan, Stefan & Theissen, Erik, 2024, "Trading frictions and the Post-earnings-announcement drift," Journal of Economics and Business, Elsevier, volume 132, issue C, DOI: 10.1016/j.jeconbus.2024.106216.
• Millar, Melanie I. & White, Roger M., 2024, "Do residential property assessed clean energy (PACE) financing programs affect local house price growth?," Journal of Environmental Economics and Management, Elsevier, volume 124, issue C, DOI: 10.1016/j.jeem.2024.102936.
• Edenhofer, Ottmar & Lessmann, Kai & Tahri, Ibrahim, 2024, "Asset pricing and the carbon beta of externalities," Journal of Environmental Economics and Management, Elsevier, volume 125, issue C, DOI: 10.1016/j.jeem.2024.102969.
• Gollier, Christian, 2024, "The cost-efficiency carbon pricing puzzle," Journal of Environmental Economics and Management, Elsevier, volume 128, issue C, DOI: 10.1016/j.jeem.2024.103062.
• Anthropelos, Michail & Kardaras, Constantinos, 2024, "Price impact under heterogeneous beliefs and restricted participation," Journal of Economic Theory, Elsevier, volume 215, issue C, DOI: 10.1016/j.jet.2023.105774.
• Fardeau, Vincent, 2024, "Arbitrage with financial constraints and market power," Journal of Economic Theory, Elsevier, volume 217, issue C, DOI: 10.1016/j.jet.2024.105825.
• Guimaraes, Bernardo & Pannella, Pierluca, 2024, "Short-covering bubbles," Journal of Economic Theory, Elsevier, volume 219, issue C, DOI: 10.1016/j.jet.2024.105846.
• Gouel, Christophe & Ma, Qingyin & Stachurski, John, 2024, "Interest rate dynamics and commodity prices," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105915.
• Cohen, Assa & Kargar, Mahyar & Lester, Benjamin & Weill, Pierre-Olivier, 2024, "Inventory, market making, and liquidity in OTC markets," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105917.
• Cooper, Michael & Gulen, Huseyin & Ion, Mihai, 2024, "The use of asset growth in empirical asset pricing models," Journal of Financial Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jfineco.2023.103746.
• Kim, Yongjin & Kuehn, Lars-Alexander & Li, Kai, 2024, "Learning about the consumption risk exposure of firms," Journal of Financial Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jfineco.2023.103759.
• Huang, Chong & Lunawat, Radhika & Wang, Qiguang, 2024, "Disagreement about public information quality and informational price efficiency," Journal of Financial Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jfineco.2023.103762.
• Xiouros, Costas & Zapatero, Fernando, 2024, "Disagreement, information quality and asset prices," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2023.103774.
• Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2024, "Collateral eligibility of corporate debt in the Eurosystem," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2023.103777.
• Elenev, Vadim & Law, Tzuo-Hann & Song, Dongho & Yaron, Amir, 2024, "Fearing the Fed: How wall street reads main street," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2024.103790.
• Murray, Scott & Xia, Yusen & Xiao, Houping, 2024, "Charting by machines," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2024.103791.
• Ardia, David & Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2024, "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103805.
• Baldauf, Markus & Mollner, Joshua & Yueshen, Bart Zhou, 2024, "Siphoned apart: A portfolio perspective on order flow segmentation," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103807.
• Baba-Yara, Fahiz & Boons, Martijn & Tamoni, Andrea, 2024, "Persistent and transitory components of firm characteristics: Implications for asset pricing," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103808.
• Hanson, Samuel G. & Malkhozov, Aytek & Venter, Gyuri, 2024, "Demand-and-supply imbalance risk and long-term swap spreads," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103814.
• Goldman, Eitan & Gupta, Nandini & Israelsen, Ryan, 2024, "Political polarization in financial news," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103816.
• Koijen, Ralph S.J. & Lee, Hae Kang & Van Nieuwerburgh, Stijn, 2024, "Aggregate lapsation risk," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103819.
• Gantchev, Nickolay & Giannetti, Mariassunta & Li, Rachel, 2024, "Sustainability or performance? Ratings and fund managers’ incentives," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103831.
• Hartley, Jonathan S. & Jermann, Urban J., 2024, "The pricing of U.S. Treasury floating rate notes," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103833.
• Kan, Raymond & Wang, Xiaolu & Zheng, Xinghua, 2024, "In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103837.
• Marfè, Roberto & Pénasse, Julien, 2024, "Measuring macroeconomic tail risk," Journal of Financial Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jfineco.2024.103838.
• Ying, Jie, 2024, "Gradual information diffusion across commonly owned firms," Journal of Financial Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jfineco.2024.103852.
• Arteaga-Garavito, Maria Jose & Croce, Mariano M. & Farroni, Paolo & Wolfskeil, Isabella, 2024, "When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103850.
• Li, Kai & Xu, Chenjie, 2024, "Intermediary-based equity term structure," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103856.
• Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman, 2024, "When failure is an option: Fragile liquidity in over-the-counter markets," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103859.
• Cookson, J. Anthony & Lu, Runjing & Mullins, William & Niessner, Marina, 2024, "The social signal," Journal of Financial Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jfineco.2024.103870.
• Fleming, Michael & Nguyen, Giang & Rosenberg, Joshua, 2024, "How do Treasury dealers manage their positions?," Journal of Financial Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jfineco.2024.103885.
• Andrews, Spencer & Colacito, Riccardo & Croce, Mariano M. & Gavazzoni, Federico, 2024, "Concealed carry," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103874.
• Kogan, Shimon & Makarov, Igor & Niessner, Marina & Schoar, Antoinette, 2024, "Are cryptos different? Evidence from retail trading," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103897.
• Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2024, "High-frequency trading in the stock market and the costs of options market making," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103900.
• Cao, Sean & Jiang, Wei & Wang, Junbo & Yang, Baozhong, 2024, "From Man vs. Machine to Man + Machine: The art and AI of stock analyses," Journal of Financial Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jfineco.2024.103910.
• Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2024, "Modeling volatility in dynamic term structure models," Journal of Financial Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jfineco.2024.103926.
• Doshi, Hitesh & Ericsson, Jan & Fournier, Mathieu & Seo, Sang Byung, 2024, "The risk and return of equity and credit index options," Journal of Financial Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jfineco.2024.103932.
• Gormsen, Niels Joachim & Jensen, Christian Skov, 2024, "Conditional risk," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103933.
• Feldhütter, Peter & Halskov, Kristoffer & Krebbers, Arthur, 2024, "Pricing of sustainability-linked bonds," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103944.
• Belo, Frederico & Deng, Yao & Salomao, Juliana, 2024, "Estimating and testing investment-based asset pricing models," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103945.
• He, Wei & Su, Zhiwei & Yu, Jianfeng, 2024, "Macroeconomic perceptions, financial constraints, and anomalies," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103952.
• Tobe, Reiko & Uno, Jun, 2024, "Central bank asset purchases and lending: Impact on search frictions," Journal of Financial Intermediation, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfi.2024.101075.
• Biktimirov, Ernest N. & Sokolyk, Tatyana & Ayanso, Anteneh, 2024, "Unpacking the relation between media sentiment and house prices: A topic modeling approach," Journal of Housing Economics, Elsevier, volume 66, issue C, DOI: 10.1016/j.jhe.2024.102025.
• Fabozzi, Frank J. & Huang, Dashan & Jiang, Fuwei & Wang, Jiexun, 2024, "What difference do new factor models make in portfolio allocation?," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102997.
• Christensen, Jens H.E. & Lopez, Jose A. & Mussche, Paul L., 2024, "International evidence on extending sovereign debt maturities," Journal of International Money and Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jimonfin.2023.103009.
• Qiao, Tongshuai & Ding, Wenjie & Han, Liyan & Li, Donghui, 2024, "RMB exchange rate volatility and the cross-section of Chinese A-share returns," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103024.
• Bei, Zeyun & Lin, Juan & Zhou, Yinggang, 2024, "No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103069.
• Hsiao, Cody Yu-Ling & Chiu, Yi-Bin, 2024, "Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events," Journal of International Money and Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jimonfin.2024.103081.
• Jiang, Fuwei & Liu, Hongkui & Tang, Guohao & Yu, Jiasheng, 2024, "Global mispricing matters," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103136.
• Boneva, Lena & Islami, Mevlud & Schlepper, Kathi, 2024, "Liquidity in the German corporate bond market: Has the CSPP made a difference?," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103147.
• Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024, "An unconventional FX tail risk story," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103152.
• Tang, Guohao & Wu, Yiyong & Lou, Guanyu, 2024, "Extrapolation beyond peers: An asset pricing perspective," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103153.
• Peng, Ya & Zhang, Xueyong, 2024, "Economic policy uncertainty in OFDI host countries and the cross-section of stock returns," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103214.
• Fiorillo, Paolo & Meles, Antonio & Salerno, Dario & Verdoliva, Vincenzo, 2024, "Geopolitical turmoil and investor green preference: Evidence from the corporate bond market," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103218.
• Miyazaki, Tomomi & Hiraga, Kazuki & Kozuka, Masafumi, 2024, "Stock market response to public investment under the zero lower bound: Cross-industry evidence from Japan," Journal of the Japanese and International Economies, Elsevier, volume 71, issue C, DOI: 10.1016/j.jjie.2023.101302.
• Fukuda, Shin-ichi & Tanaka, Mariko, 2024, "The effects of large-scale equity purchases during the coronavirus pandemic," Journal of the Japanese and International Economies, Elsevier, volume 71, issue C, DOI: 10.1016/j.jjie.2023.101303.
• Osband, Kent & Filoso, Valerio & Capasso, Salvatore, 2024, "The limits of limitless debt," Journal of Macroeconomics, Elsevier, volume 79, issue C, DOI: 10.1016/j.jmacro.2023.103567.
• Clain-Chamosset-Yvrard, Lise & Raurich, Xavier & Seegmuller, Thomas, 2024, "Entrepreneurship, growth and productivity with bubbles," Journal of Macroeconomics, Elsevier, volume 81, issue C, DOI: 10.1016/j.jmacro.2024.103622.
• Chavas, Jean-Paul & Li, Jian & Wang, Linjie, 2024, "Option pricing revisited: The role of price volatility and dynamics," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100381.
• Burns, Christopher B. & Prager, Daniel L., 2024, "Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100405.
• Ma, Tian & Li, Ganghui & Zhang, Huajing, 2024, "Stock return predictability using economic narrative: Evidence from energy sectors," Journal of Commodity Markets, Elsevier, volume 35, issue C, DOI: 10.1016/j.jcomm.2024.100418.
• Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024, "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100423.
• Fan, John Hua & Fernandez-Perez, Adrian & Indriawan, Ivan & Todorova, Neda, 2024, "When Chinese mania meets global frenzy: Commodity price bubbles," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100437.
• Wang, Qiao, 2024, "Carbon pricing and the commodity risk premium," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100447.
• Ali, Shoaib & Naveed, Muhammad & Youssef, Manel & Yousaf, Imran, 2024, "FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104591.
• Song, Yu & Song, Yanqiu & Chang, Shiwei & He, Lele, 2024, "The role of gold in terrorism: Risk aversion or financing source?," Resources Policy, Elsevier, volume 95, issue C, DOI: 10.1016/j.resourpol.2024.105201.
• Ali, Shoaib & Naveed, Muhammad & Al-Nassar, Nassar S. & Mirza, Nawazish, 2024, "Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105222.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105238.
• Hirano, Tomohiro & Toda, Alexis Akira, 2024, "Bubble economics," Journal of Mathematical Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.jmateco.2024.102944.
• Babiak, Mykola & Kozhan, Roman, 2024, "Parameter learning in production economies," Journal of Monetary Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.jmoneco.2024.103555.
• Kerssenfischer, Mark & Schmeling, Maik, 2024, "What moves markets?," Journal of Monetary Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jmoneco.2024.103560.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2024, "The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103573.
• Hubert, Paul & Blot, Christophe & Bozou, Caroline & Creel, Jérôme, 2024, "Same actions, different effects: The conditionality of monetary policy instruments," Journal of Monetary Economics, Elsevier, volume 147, issue S, DOI: 10.1016/j.jmoneco.2024.103596.
• Ferretti, Riccardo & Pattitoni, Pierpaolo & Pedrazzoli, Alessia, 2024, "Do cultural differences affect the share price puzzle?," Journal of Multinational Financial Management, Elsevier, volume 75, issue C, DOI: 10.1016/j.mulfin.2024.100873.
• Duong, Truong X. & Huszár, Zsuzsa R. & Tan, Ruth S.K., 2024, "How informed are international short sellers? Global and local industry concentration of short sellers," Journal of Multinational Financial Management, Elsevier, volume 76, issue C, DOI: 10.1016/j.mulfin.2024.100885.
• Liu, Xiaoqun & Hou, Chenji & Zhu, Shinan & Chen, Haiqiang, 2024, "The asymmetric effect of information shock on overnight and intraday expected returns: Evidence from Chinese A-share stock market," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102219.
• Jing, Rui & Zhu, Hongquan, 2024, "Are retail investors liquidity providers? Evidence from the STAR and ChiNext markets in China," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102223.
• Zhang, Xili & Zheng, Yiran & Lien, Donald & Yu, Xiaojian, 2024, "Can mutual fund investors benefit from volatility managing? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102228.
• Fu, Lili & Chen, Zhen, 2024, "Political turnover and corporate credit spread: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102244.
• Chiang, Mi-Hsiu & Chiu, Hsin-Yu & Hsu, Yu-Chin, 2024, "Retrieving almost stochastic Dominance momentum in Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102268.
• Li, Wencong & Yang, Xingquan & Yin, Xingqiang, 2024, "Digital transformation and labor upgrading," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102280.
• Cho, Wonho & Kim, Yongjun, 2024, "Labor leverage and firm risk: Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2023.102218.
• Lee, Deok-Hyeon & Min, Byoung-Kyu & Xiao, Yucaho, 2024, "An empirical evaluation of the salience-based asset pricing model: Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102252.
• Han, Chunmao & Zhang, Wei, 2024, "Trading volume, anomaly returns and noise trader risk in China," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102281.
• Chaudhry, Neeru & Kumari, Damini, 2024, "How do banks price carbon risk? Evidence from India," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102304.
• Chuang, Ming-Che & Tsai, Jeffrey Tzuhao, 2024, "Determining bid-ask prices for options with stochastic illiquidity and applications to index options," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102314.
• Park, Dojoon & Hahn, Jaehoon & Eom, Young Ho, 2024, "Predicting the equity premium with financial ratios: A comprehensive look over a long period in Korea," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102320.
• Zhang, Manqing & Ma, Yao & Yang, Baochen & Fan, Ying, 2024, "The change in salience and the cross-section of stock returns: Empirical evidence from China A-shares," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102319.
• Liu, Wen-Rang & Chiang, Yao-Min & Chung, San-Lin, 2024, "Dividend-tax avoidance trade and its impact on the stock market," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102339.
• Yue, Tian & Huang, Jiexiang & Ruan, Xinfeng, 2024, "Comomentum in China: Inferring arbitrage activity from return correlation," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102351.
• Ma, Rui & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2024, "New Zealand long-term equity returns and their determinants," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102363.
• Chen, Xiaoyijing & Liu, Siyuan & Xu, Zailin & Yu, Mei, 2024, "Asymmetry in option implied volatility and yield: Evidence from China's ETF options market11Xiaoyijing Chen, PhD candidate. Research Interests: option pricing, financial derivatives. Siyuan Liu, maste," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102386.
• Chen, Xin & Chai, Daniel & Zhang, Jin, 2024, "Expected return, volume, and mispricing: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102390.
• Meng, Chen & Du, Qingjie & Shu, Haibing, 2024, "Return seasonalities in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102391.
• Fang, Dong-Jie & Yeh, Zong-Wei & He, Jie-Cao & Lin, Shih-Kuei, 2024, "What drives jumps in the secured Overnight Financing Rate? Evidence from the arbitrage-free Nelson–Siegel model with jump diffusion," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102392.
• Yuan, Kaibin & Liang, Yuheng & Zhu, Mengnan, 2024, "Social forecasting: Online social opinion and the cross-section of stock returns," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102401.
• Du, Shiyan & Lin, Wenlian & Pan, Jingchen, 2024, "Insider opportunistic trading through fast sales: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102437.
• Issa, George & Jarnecic, Elvis, 2024, "Collateral reuse as a direct funding mechanism in repo markets," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102449.
• Zhong, Hao & He, Xiaoxiao & Li, Yuqi, 2024, "Is there a time-series momentum effect in the Asian crude oil futures market?," Pacific-Basin Finance Journal, Elsevier, volume 86, issue C, DOI: 10.1016/j.pacfin.2024.102472.
• Fernando, Sandun & Onishchenko, Olena & Kuruppuarachchi, Duminda, 2024, "Do short sellers amplify extreme market declines?," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102498.
• Shi, Yan & Zhang, Zili & Zhao, Xuejun, 2024, "Product network and origin of common equity factor risks," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102510.
• Narayan, Paresh Kumar & Garg, Bhavesh & Gunadi, Iman & Rishanty, Arnita, 2024, "How are green stocks and monetary policy related?," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102516.
• Li, Haohua & Mei, Yuhe & Hao, Xianfeng & Chen, Zhuo, 2024, "Out-of-sample equity premium predictability: An EMD-denoising based model," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102536.
• Cheema, Muhammad A. & Fianto, Bayu Arie, 2024, "Investor sentiment and stock market anomalies: Evidence from Islamic countries," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102557.
• Wang, Chuyu & Li, Junye, 2024, "Volatility-managed portfolios in the Chinese equity market," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102574.
• Wei, Zhihua & Wu, Deqian & Zeng, Aimin & Li, Bo, 2024, "Spillover effects of MSCI inclusion announcement: Evidence and implications from China," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102582.
• Hirsch, Patrick & Feld, Lars P. & Köhler, Ekkehard A. & Thomas, Tobias, 2024, "“Whatever It Takes!” How tonality of TV-news affected government bond yield spreads during the European debt crisis," European Journal of Political Economy, Elsevier, volume 82, issue C, DOI: 10.1016/j.ejpoleco.2024.102511.
• Memis, Halil I. & Wessels, Ulrich, 2024, "Dissecting value-growth strategies conditioned on expectation errors," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 155-163, DOI: 10.1016/j.qref.2023.11.009.
• Simran, & Sharma, Anil Kumar, 2024, "Asymmetric nexus between economic policy uncertainty and the Indian stock market: Evidence using NARDL approach," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 91-101, DOI: 10.1016/j.qref.2023.11.006.
• Mohanasundaram, S. & Kasilingam, R., 2024, "The sustainability factor in asset pricing: Empirical evidence from the Indian market," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 206-213, DOI: 10.1016/j.qref.2024.01.004.
• Bouteska, Ahmed & Hassan, M. Kabir & Rashid, Mamunur & Bilgin, Mehmet Hüseyin, 2024, "The dynamics of bonds, commodities and bitcoin based on NARDL approach," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 58-70, DOI: 10.1016/j.qref.2023.12.013.
• Köstlmeier, Siegfried, 2024, "Pricing and mispricing of accounting fundamentals: Global evidence," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 71-87, DOI: 10.1016/j.qref.2023.12.011.
• Gubareva, Mariya & Sokolova, Tatiana & Umar, Zaghum & Vo, Xuan Vinh, 2024, "Sukuk liquidity and creditworthiness during COVID-19," The Quarterly Review of Economics and Finance, Elsevier, volume 94, issue C, pages 88-92, DOI: 10.1016/j.qref.2024.01.001.
• Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2024, "Dual effects of investor sentiment and uncertainty in financial markets," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 300-315, DOI: 10.1016/j.qref.2024.04.006.
• Dahlen, Niklas & Fehrenkötter, Rieke & Schreiter, Maximilian, 2024, "The new bond on the block — Designing a carbon-linked bond for sustainable investment projects," The Quarterly Review of Economics and Finance, Elsevier, volume 95, issue C, pages 316-325, DOI: 10.1016/j.qref.2024.04.010.
• Dotsis, George & Rosa, Carlo, 2024, "Factor returns and FOMC announcements: The role of sentiment," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.03.014.
• Sun, Ping-Wen & Liao, Wen-Ju & Lin, Wanling, 2024, "Analyzing the nature of fund selection measures: Stock picking or trading skill?," The Quarterly Review of Economics and Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.qref.2024.101883.
• Abdelaziz, Fouad Ben & Chibane, Messaoud & Kuhanathan, Ano, 2024, "Can corporate social performance mitigate the risk of extreme stock returns?," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101917.
• Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2024, "Intraday analyses on weather-induced sentiment and stock market behavior," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101929.
• Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2024, "The role of shifts in the effective tax rate on the cost of equity," Research in Economics, Elsevier, volume 78, issue 1, pages 61-72, DOI: 10.1016/j.rie.2024.01.005.
• Fan, Yi & Gao, Yang, 2024, "Short selling, informational efficiency, and extreme stock price adjustment," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1009-1028, DOI: 10.1016/j.iref.2023.08.013.
• Liu, Liang-Chih & Dai, Tian-Shyr & Zhou, Lei, 2024, "On the design of bail-in-able bonds from the perspective of non-financial firms," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1136-1155, DOI: 10.1016/j.iref.2023.07.098.
• Rojo-Suárez, Javier & Alonso-Conde, Ana B. & Lago-Balsalobre, Rubén, 2024, "Industry bubbles and unexpected consumption shocks: A cross-sectional explanation of stock returns under recursive preferences," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1156-1169, DOI: 10.1016/j.iref.2023.07.086.
• Huang, Alex YiHou, 2024, "Mechanisms of overpricing: An investigation on momentum crashes," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 118-142, DOI: 10.1016/j.iref.2023.07.059.
• Park, Dojoon & Kang, Yong Joo & Eom, Young Ho, 2024, "Asset pricing tests for pandemic risk," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1314-1334, DOI: 10.1016/j.iref.2023.08.014.
• Chiou, Wan-Jiun Paul & Serrano, Alejandro, 2024, "Transparency in the equity market: Evidence from a natural experiment," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1348-1368, DOI: 10.1016/j.iref.2023.08.025.
• Garvin, Nicholas, 2024, "Emergency liquidity injections," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1496-1513, DOI: 10.1016/j.iref.2023.08.016.
• Chen, Chun & He, Fangyi & Lin, Lei, 2024, "Anchoring effect, prospect value and stock return," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1539-1556, DOI: 10.1016/j.iref.2023.09.008.
• Zhao, Ling & Huang, Hao, 2024, "Information disclosure by industry and the cost of equity: Evidence from a quasi-natural experiment in China," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 196-212, DOI: 10.1016/j.iref.2023.07.094.