Research classified by Journal of Economic Literature (JEL) codes

2024

• Cavallo, Eduardo A. & Cepeda, Ana & Panizza, Ugo, 2024, "Environmental Damage News and Stock Returns: Evidence from Latin America," IDB Publications (Working Papers), Inter-American Development Bank, number 13537, May, DOI: http://dx.doi.org/10.18235/0012962.
• Yezhou Sha & Jianwu Yi, 2024, "Cheaper is Better? Evidence from China Fund Expense and Performance," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 27, issue 4, pages 697-720, December, DOI: https://doi.org/10.59091/2460-9196..
• Chinmaya Behera & Biswashree Tanaya Priyadarsini & Debasis Patnaik, 2024, "Impact of Geopolitical Risk and Crude Oil Prices on Stock Return," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 27, issue Spesial I, pages 45-58, February, DOI: https://doi.org/10.59091/2460-9196..
• Maulana Harris Muhajir, 2024, "Cost of Capital and Climate Risk in the Indonesian Bonds Market," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 27, issue Spesial I, pages 75-94, February, DOI: https://doi.org/10.59091/2460-9196..
• Sebastián Román & Emiliano Carlevaro & Martín Dutto, 2024, "Estimación de la compensación por inflación en la curva de rendimientos de bonos argentinos," Revista de Economía y Estadística, Universidad Nacional de Córdoba, Facultad de Ciencias Económicas, Instituto de Economía y Finanzas, volume 62, issue 1, pages 71-109, Diciembre, DOI: 10.55444/2451.7321.2024.v62.n1.4461.
• Yvo Mudde & Anna Samarina & Robert Vermeulen, 2024, "Spillover Effects of Sovereign Bond Purchases in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, volume 20, issue 2, pages 343-389, April.
• Yuji Shinozaki, 2024, "A Review of New Developments in Finance with Deep Learning: Deep Hedging and Deep Calibration," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 24-E-02, Apr.
• Rhys M. Bidder & Jamie Coen & Caterina Lepore & Laura Silvetri, 2024, "Whose Asset Sales Matter?," IMF Working Papers, International Monetary Fund, number 2024/168, Aug.
• Ferdinand Fichtner & Heike Joebges, 2024, "Stock market returns and GDP growth," IMK Studies, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 90-2024.
• Miriam Sosa & Alejandra Cabello & Edgar Ortiz Calisto, 2024, "Impact of Leverage, Solvency and Size Effect on Mexican Capital Market Firms Returns," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 2, pages 1-15, Abril - J.
• Raúl Silva Noreña & Nora Gavira Durón & Angélica Alonso Rivera, 2024, "Extensión del modelo de tres factores de Fama y French, rendimientos de mercado y sustentabilidad corporativa," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 19, issue 4, pages 1-21, Octubre -.
• Justin Birru & Fernando Chague & Rodrigo De-Losso & Bruno Giovannetti, 2024, "Attention and Biases: Evidence from Tax-Inattentive Investors," Management Science, INFORMS, volume 70, issue 10, pages 7101-7119, October, DOI: 10.1287/mnsc.2021.02516.
• John Duffy & Janet Hua Jiang & Huan Xie, 2024, "Pricing Indefinitely Lived Assets: Experimental Evidence," Management Science, INFORMS, volume 70, issue 12, pages 8772-8790, December, DOI: 10.1287/mnsc.2021.03059.
• Michael Fleming & Giang Nguyen & Francisco Ruela, 2024, "Tick Size, Competition for Liquidity Provision, and Price Discovery: Evidence from the U.S. Treasury Market," Management Science, INFORMS, volume 70, issue 1, pages 332-354, January, DOI: 10.1287/mnsc.2022.4663.
• Daniel Borup & Jonas N. Eriksen & Mads M. Kjær & Martin Thyrsgaard, 2024, "Predicting Bond Return Predictability," Management Science, INFORMS, volume 70, issue 2, pages 931-951, February, DOI: 10.1287/mnsc.2023.4713.
• Evangelos Benos & Wenqian Huang & Albert Menkveld & Michalis Vasios, 2024, "The Cost of Clearing Fragmentation," Management Science, INFORMS, volume 70, issue 6, pages 3581-3596, June, DOI: 10.1287/mnsc.2023.4867.
• Wenxin Du & Salil Gadgil & Michael B. Gordy & Clara Vega, 2024, "Counterparty Risk and Counterparty Choice in the Credit Default Swap Market," Management Science, INFORMS, volume 70, issue 6, pages 3808-3826, June, DOI: 10.1287/mnsc.2023.4870.
• Alex Edmans & Darcy Pu & Chendi Zhang & Lucius Li, 2024, "Employee Satisfaction, Labor Market Flexibility, and Stock Returns Around the World," Management Science, INFORMS, volume 70, issue 7, pages 4357-4380, July, DOI: 10.1287/mnsc.2023.4889.
• Shiyang Huang & Xin Liu & Dong Lou & Christopher Polk, 2024, "The Booms and Busts of Beta Arbitrage," Management Science, INFORMS, volume 70, issue 8, pages 5367-5385, August, DOI: 10.1287/mnsc.2023.4929.
• Aleš Černý & Christoph Czichowsky & Jan Kallsen, 2024, "Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation," Mathematics of Operations Research, INFORMS, volume 49, issue 2, pages 752-781, May, DOI: 10.1287/moor.2023.1374.
• Armando Holzknecht & Jürgen Huber & Michael Kirchler & Tibor Neugebauer, 2024, "Speculating in zero-value assets: The greater fool game experiment," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2024-09, Sep.
• Christoph Huber & Felix Holzmeister & Magnus Johannesson & Christian König-Kersting & Anna Dreber & Jürgen Huber & Michael Kirchler, 2024, "Do experimental asset market results replicate? High-powered preregistered replications of 17 claims," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2024-12, Dec.
• Adrián Fernandez-Perez & Marta Gómez-Puig & Simón Sosvilla-Rivero, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202504, Jan.
• Server Demirci & Musa Onur Beskisiz, 2024, "Comparative Analysis of the Effect of Tax Policy on the BIST 100 and Participation 30 Index," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 11, issue 1, pages 87-97, January, DOI: 10.26650/JEPR1328992.
• Gorodnichenko, Yuriy & Yin, Xiao, 2024, "Higher-Order Beliefs and Risky Asset Holdings," IZA Discussion Papers, IZA Network @ LISER, number 17120, Jul.
• Junqin Sun & Fangjun Wang & Xuanzi Wang, 2024, "Does the Capital Market Value Carbon Emission Reductions? Evidence from China," Journal of Developing Areas, Tennessee State University, College of Business, volume 58, issue 2, pages 269-288, April–Jun.
• HUDAK Milan, 2024, "The Evolution of Natural Gas Market Integration: From Regional Segmentation to Global Interconnectedness. Insights from a Literature Review," European Journal of Interdisciplinary Studies, Bucharest Economic Academy, issue 02, June.
• Mignot Sarah & Pellizzari Paolo & Westerhoff Frank, 2024, "Fake News and Asset Price Dynamics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, volume 244, issue 4, pages 351-379, DOI: 10.1515/jbnst-2024-0019.
• Charles Guy Njike Leunga & Donatien Hainaut, 2024, "Affine Heston model style with self-exciting jumps and long memory," Annals of Finance, Springer, volume 20, issue 1, pages 1-43, March, DOI: 10.1007/s10436-023-00436-z.
• Esmaeil Babaei, 2024, "Asset pricing and hedging in financial markets with fixed and proportional transaction costs," Annals of Finance, Springer, volume 20, issue 2, pages 259-275, June, DOI: 10.1007/s10436-024-00441-w.
• Kentaro Kikuchi, 2024, "A term structure interest rate model with the Brownian bridge lower bound," Annals of Finance, Springer, volume 20, issue 3, pages 301-328, September, DOI: 10.1007/s10436-024-00439-4.
• Kun Xing & Honggang Li, 2024, "The profitability of interacting trading strategies from an ecological perspective," Annals of Finance, Springer, volume 20, issue 3, pages 377-394, September, DOI: 10.1007/s10436-024-00445-6.
• 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, master's student. Research Interests: option pricing, v," 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.
• Wang, Jianqiu & Wu, Ke & Pan, Jiening, 2024, "On the conditional performance of the IVOL anomaly," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 337-350, DOI: 10.1016/j.iref.2023.07.032.
• Xiao, Xijuan & Yamamoto, Ryuichi, 2024, "Realized volatility, price informativeness, and tick size: A market microstructure approach," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 410-426, DOI: 10.1016/j.iref.2023.07.109.
• Ikeda, Ryoichi & Igarashi, Yoske, 2024, "How far can the long-run risk model with durable goods explain the variation of the yield curve?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 444-459, DOI: 10.1016/j.iref.2023.07.107.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Le, Van & Moussa, Faten, 2024, "Hedging precious metals with impact investing," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 651-664, DOI: 10.1016/j.iref.2023.07.047.
• Cervera, Ignacio & Figuerola-Ferretti, Isabel, 2024, "Credit risk and bubble behavior of credit default swaps in the corporate energy sector," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 702-731, DOI: 10.1016/j.iref.2023.07.033.
• Cavaca, Igor Bastos & Meurer, Roberto, 2024, "The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 831-844, DOI: 10.1016/j.iref.2023.07.042.
• Zhao, Yang & Yao, Yuan & Wang, Mingtao, 2024, "Risk-free rate puzzle: An explanation of the heterogeneity of consumer risk attitudes under China's income gap," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 940-960, DOI: 10.1016/j.iref.2023.10.039.
• Liu, Dayong & Lu, Zhao & Wang, Guanying & Meng, Qiaoran, 2024, "A two-dimensional innovation activity factor and stock pricing: Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 90, issue C, pages 102-114, DOI: 10.1016/j.iref.2023.11.012.
• Lean, Hooi Hooi & Alkhazali, Osamah M. & Gleason, Kimberley & Yeap, Xiu Wei, 2024, "Connectedness and economic policy uncertainty spillovers to the ASEAN stock markets," International Review of Economics & Finance, Elsevier, volume 90, issue C, pages 167-186, DOI: 10.1016/j.iref.2023.11.004.
• Khan, Muhammad Arif & Hassan, M. Kabir & Maraghini, Maria Pia & Paolo, Biancone & Valentinuz, Giorgio, 2024, "Valuation effect of ESG and its impact on capital structure: Evidence from Europe," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 19-35, DOI: 10.1016/j.iref.2024.01.002.
• Chatterjee, Ujjal Kanti & Bazzana, Flavio, 2024, "Do corporate credit spreads predict the real economy?," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 272-286, DOI: 10.1016/j.iref.2024.01.061.
• Jiang, Zhengyun & Zhou, Xin, 2024, "Trading activity, risk aversion, and risk neutral skewness: Evidence from SSE 50ETF option," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 378-399, DOI: 10.1016/j.iref.2024.01.033.
• Alnahedh, Saad & Alhashel, Bader, 2024, "Firm executive political leanings, Washington, and stock market returns," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 476-491, DOI: 10.1016/j.iref.2024.01.004.
• Gregory, Richard P., 2024, "Risk premiums from temperature trends," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 505-525, DOI: 10.1016/j.iref.2024.01.011.
• Lin, Mucai & Hong, Zhiwu & Su, Ge, 2024, "Transmission of liquidity and credit risks in the Chinese bond market: Analysis based on joint modeling of multiple yield curves," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 597-615, DOI: 10.1016/j.iref.2024.01.017.
• Ge, Hengshun & Yang, Haijun & Doukas, John A., 2024, "The optimal strategies of competitive high-frequency traders and effects on market liquidity," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 653-679, DOI: 10.1016/j.iref.2024.01.064.
• Peterburgsky, Stanley, 2024, "Size, value and volatility," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 752-763, DOI: 10.1016/j.iref.2024.01.038.
• Uddin, Gazi Salah & Yahya, Muhammad & Park, Donghyun & Hedström, Axel & Tian, Shu, 2024, "Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1028-1044, DOI: 10.1016/j.iref.2024.02.065.
• Gao, Kaijuan & Wang, Manya & Liu, Jin, 2024, "Board chair gender, glass ceiling, and IPO underpricing: Evidence from China," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1152-1171, DOI: 10.1016/j.iref.2024.02.037.
• Carbó, José Manuel & Gorjón, Sergio, 2024, "Determinants of the price of bitcoin: An analysis with machine learning and interpretability techniques," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 123-140, DOI: 10.1016/j.iref.2024.01.070.
• Siddique, Md. Abubakar & Nobanee, Haitham & Hasan, Md. Bokhtiar & Uddin, Gazi Salah & Nahiduzzaman, Md., 2024, "Is investing in green assets costlier? Green vs. non-green financial assets," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1460-1481, DOI: 10.1016/j.iref.2024.02.079.
• Eom, Yunsung & Kang, Young Dae & Sohn, Wook, 2024, "Is the Korean green premium in equilibrium?," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 245-260, DOI: 10.1016/j.iref.2024.02.018.
• Smimou, K. & Bosch, D. & Filbeck, G., 2024, "Commodities and Policy Uncertainty Channel(s)," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 351-379, DOI: 10.1016/j.iref.2024.01.065.
• Gao, Yang & Zhao, Chengjie & Wang, Yaojun, 2024, "Investor sentiment and stock returns: New evidence from Chinese carbon-neutral stock markets based on multi-source data," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 438-450, DOI: 10.1016/j.iref.2024.02.049.
• Tseng, Yun-lan & Pan, Ging-ginq, 2024, "Do anticipated changes in the MSCI Taiwan index drive investor behavior?," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 563-580, DOI: 10.1016/j.iref.2024.02.031.
• Chen, Zhang-HangJian & Zhao, Shou-Yu & Song, Huai-Bing & Yang, Ming-Yuan & Li, Sai-Ping, 2024, "Dynamic volatility spillover relationships between the Chinese carbon and international energy markets from extreme climate shocks," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 626-645, DOI: 10.1016/j.iref.2024.02.005.
• Jang, Bosung & So, Inhwan, 2024, "Stock returns and monetary policy stance," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 851-869, DOI: 10.1016/j.iref.2024.02.062.
• Hu, Duni & Wang, Hailong, 2024, "Heterogeneous beliefs with preference interdependence and asset pricing," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1-37, DOI: 10.1016/j.iref.2024.03.016.
• Lin, Xiang & Bali Swain, Ranjula, 2024, "Performance of negatively screened sustainable investments during crisis," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1226-1247, DOI: 10.1016/j.iref.2024.04.001.
• Fatemi, Ali & Fooladi, Iraj & Zhao, Yonggan & Ma, Zongming, 2024, "On the superior performance of SRI funds," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 567-581, DOI: 10.1016/j.iref.2024.03.059.
• Arnold, Lutz G. & Russ, David, 2024, "Listening to the noise: On price efficiency with dynamic trading," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 103-120, DOI: 10.1016/j.iref.2024.04.024.
• Lian, Yu-Min & Chen, Jun-Home & Liao, Szu-Lang, 2024, "Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 503-519, DOI: 10.1016/j.iref.2024.04.030.
• Thanh Ha, Le & Bouteska, Ahmed & Harasheh, Murad, 2024, "Dynamic connectedness between FinTech and energy markets: Evidence from fat tails, serial dependence, and Bayesian approach," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 574-586, DOI: 10.1016/j.iref.2024.04.034.
• Zhang, Maojun & Zhang, Rongjia & Zhao, Yang, 2024, "Economic policy uncertainty and volatility of corporate bond credit spread: Evidence from China and the United States," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 827-841, DOI: 10.1016/j.iref.2024.05.016.
• Sun, Xiaowen & Du, Zhenhua, 2024, "Enhancing capital market efficiency: The role of data assets disclosure in reducing stock price synchronicity," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.05.030.