Research classified by Journal of Economic Literature (JEL) codes

2024

• 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.
• Zou, Ying & Zhang, Mingjing & Zhang, Mingyuan, 2024, "The impact of company participation in supply chain alliances on the cost of equity capital: Evidence from China," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103387.
• Lian, Yu-Min & Chen, Jun-Home, 2024, "Pricing vulnerable options under cross-asset markov-modulated jump-diffusion dynamics," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103392.
• Sha, Yezhou & Wu, Xi, 2024, "Downward pressure, investment style and performance persistence of institutional investors," International Review of Economics & Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.iref.2024.103466.
• Lee, Kiryoung & Kim, Minki & Lam, Sing-Sen, 2024, "Chinese consumption shocks and U.S. equity returns," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103511.
• Tang, Ning & Gao, Mengyao & Zhou, Yixun & Zhou, Fangzhao & Zhu, Jichen, 2024, "Firm-level productivity and stock return: New evidence from China," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103557.
• Liu, Jiankun & Zhang, Yunliang & Ding, Chante Jian, 2024, "Political background, digital finance, and risky financial asset allocation," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103594.
• Dou, Zhuo & Yu, Yang & Fu, Qilong & Xie, Bingyuan, 2024, "Managerial myopia and corporate credit spreads," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103606.
• Chatterjee, Ujjal & French, Joseph J. & Gurdgiev, Constantin & Borochin, Paul, 2024, "Financial intermediation and informational efficiency: Predicting business cycles," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103607.
• Kumpamool, Chamaiporn, 2024, "Does managerial market timing with stock repurchases exist in stock market? Evidence from Thailand," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103642.
• Yousaf, Imran & Cui, Jinxin & Ali, Shoaib, 2024, "Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103661.
• Yang, Ge & Yin, Ximing, 2024, "Stock price delay and the cross-section of expected returns: A story of night and day," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103669.
• Aspris, Angelo & Malloch, Hamish & Svec, Jiri, 2024, "Option implied dividends and the market risk premium," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103675.
• Li, bing & Lu, pu & Wang, yong, 2024, "Decomposing uncertainty: How foreign policy risks shape Chinese stock market dynamics," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103698.
• Singh, Vikram & Singh, Shveta & Jain, Sonali, 2024, "Green bond premium diagnosis: An interplay of repayment obligation structure," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103689.
• Tran, Ly Thi Hai & Ho, Tuan & Ho, Hoai Thu & Phung, Nam Duc, 2024, "Climate vulnerability and capital structure: Moderating effect of financial development, financial constraints, and 2015 Paris Agreement," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103711.
• Ma, Yong & Li, Shuaibing & Zhou, Mingtao, 2024, "Forecasting crude oil prices: Does global financial uncertainty matter?," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103723.
• Zheng, Zunxin & Qiu, Zhongjie & Li, Mengjia & Ding, Wenjie, 2024, "High-speed rail and stock return comovement in China," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102107.
• Apergis, Nicholas & Dastidar, Sayantan Ghosh, 2024, "Local stock liquidity and local factors: Fresh evidence from US firms across states," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102112.
• Lu, Jing & Qiu, Yuhang, 2024, "Does minority shareholder activism reduce stock idiosyncratic risk?," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102161.
• Liu, Qiming & Liu, Zhenya & Moussa, Faten & Mu, Yuhao, 2024, "International capital flow in a period of high inflation: The case of China," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102070.
• Wang, Haijun & Jiao, Shuaipeng & Sun, Guanglin, 2024, "Investor interaction and the valuation of listed companies," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102144.
• Costa, Filipe & Fortuna, Natércia & Lobão, Júlio, 2024, "Herding states and stock market returns," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102163.
• De Vincentiis, Paola, 2024, "ESG news, stock volatility and tactical disclosure," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102187.
• Hu, Yang & Lang, Chunlin & Corbet, Shaen & Wang, Junchuan, 2024, "The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102192.
• Bongiovanni, Alessio & Fiandrino, Simona, 2024, "Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102193.
• Zhou, Bole & Ma, Lili & Yang, Shenghao, 2024, "Catering behaviors in corporate digitization disclosures: Identification and analyst forecast accuracy loss," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102201.
• Staněk Gyönyör, Lucie & Horváth, Matúš, 2024, "Does ESG affect stock market dependence? An empirical exploration of S&P 1200 companies shows the divergent nature of E–S–G pillars," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102230.
• Li, Xiao & Wu, Ruoxi & Wang, Chen, 2024, "Impacts of bitcoin on monetary system: Is China's bitcoin ban necessary?," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102237.
• Pan, Zhigang & Bai, Zhihong & Xing, Xiaochao & Wang, Zhufeng, 2024, "US inflation and global commodity prices: Asymmetric interdependence," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102245.
• Dong, Liang & Yu, Bo & Qin, Zhenjiang & Lam, Keith S.K., 2024, "Liquidity risk and expected returns in China’s stock market: A multidimensional liquidity approach," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102247.
• del Río, Cristina & Ferrer, Elena & López-Arceiz, Francisco J., 2024, "Analyst optimism and market sentiment: Evidence from European corporate sustainability reporters," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102253.
• Ma, Yao & Yang, Baochen & Ye, Tao, 2024, "Quality acceleration and cross-sectional returns: Empirical evidence," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102269.
• Ha, Le Thanh & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024, "Dynamic interlinkages between carbon risk and volatility of green and renewable energy: A TVP-VAR analysis," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102278.
• Cheng, Xiao & Huang, Ying Sophie & Wang, Tao, 2024, "Global de-diversification and stock returns," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102292.
• Bampinas, Georgios & Panagiotidis, Theodore, 2024, "How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102272.
• Wang, Hanying & Qi, Ju & Li, Zhuohua & Sensoy, Ahmet & Xing, Hongwei, 2024, "Excessive financialization and “Original Sin Theory”: Redemption from corporate reputation," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102295.
• Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Ji, Qiang, 2024, "Price effects after one-day abnormal returns and crises in the stock markets," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102308.
• Saggu, Aman & Ante, Lennart & Demir, Ender, 2024, "Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102333.
• Fung, Michael K. & Cheng, Louis T.W. & Shen, Jianfu, 2024, "Do media message receivers asymmetrically react to non-strategic and strategic media coverage? Evidence from Hong Kong," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102335.
• Hong, Zhiwu & Wang, Zhenhan & Li, Xinda, 2024, "Foreign trade and China’s yield curve during the COVID-19 pandemic: An analysis based on an extended arbitrage-free Nelson–Siegel model," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102369.
• Ugolini, Andrea & Reboredo, Juan C. & Ojea-Ferreiro, Javier, 2024, "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102372.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2024, "Evaluating asset pricing anomalies: Evidence from Latin America," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102381.
• Hamza, Taher & Ben Haj Hamida, Hayet & Mili, Mehdi & Sami, Mina, 2024, "High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102384.
• Ye, Yanyi & Wang, Hongping & Tian, Kailan & Li, Meng, 2024, "Supply chain risks and the cost of debt: Evidence from the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102399.
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2024, "Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102429.
• Grau-Vera, David & Rubio, Gonzalo, 2024, "Risk-adjusted performance of new economy indices and thematic sectors," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102438.
• Arenas, Laura & Vizuete-Luciano, Emili & Gil-Lafuente, Anna María, 2024, "Banking FinTech and stock market volatility? The BIZUM case," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102439.
• Duanmu, Jun & Hur, Jungshik & Li, Yongjia, 2024, "Diversification and idiosyncratic volatility puzzle: Evidence from ETFs," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102443.
• Wang, Jingya & Taylor, Alex P., 2024, "Predicting consumption-wealth ratio changes and stock market returns," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102474.
• Galloppo, Giuseppe & Guida, Roberto & Paimanova, Viktoriia, 2024, "Mutual fund flows and returns dynamics: Investor preferences and performance persistence," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102485.
• Wu, Yanran & Wu, Shan & Xu, Fujia & Jiang, Jie, 2024, "Wisdom of crowds or awkward squad? Social interaction and the information efficiency of the Chinese capital market," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102486.
• Aslanidis, Nektarios & Bariviera, Aurelio F. & Savva, Christos S., 2024, "Do online attention and sentiment affect cryptocurrencies’ correlations?," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102488.
• Xiaoyang, Xu & Ali, Shoaib & Naveed, Muhammad, 2024, "Artificial intelligence and big data tokens: Where cognition unites, herding patterns take flight," Research in International Business and Finance, Elsevier, volume 72, issue PA, DOI: 10.1016/j.ribaf.2024.102506.
• Jacob-Leal, Sandrine & Hanaki, Nobuyuki, 2024, "Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, volume 112, issue C, DOI: 10.1016/j.socec.2024.102240.
• Sui, Cong & Wang, Shuhan & Zheng, Wei, 2024, "Sentiment as a shipping market predictor: Testing market-specific language models," Transportation Research Part E: Logistics and Transportation Review, Elsevier, volume 189, issue C, DOI: 10.1016/j.tre.2024.103651.
• Jesus Fernandez-Villaverde & Yang Yu & Francesco Zanetti, 2024, "Technological Synergies, Heterogeneous Firms and Idiosyncratic Volatility," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-22, Mar.
• Enrico Campos de Mira & Wilfredo Fernado Leiva Maldonado, 2024, "Detecting Bubbles in the Brazilian Commercial Real Estate Market: 2012-2023," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-29, May.
• Cho, Thummim & Kremens, Lukas & Lee, Dongryeol & Polk, Christopher, 2024, "Scale or yield? A present-value identity," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120804, Mar.
• Kogana, Shimon & Makarov, Igor & Niessnerc, Marina & Schoar, Antoinette, 2024, "Are cryptos different? Evidence from retail trading," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122266, Sep.
• Bloomfield, Matthew J. & Heinle, Mirko & Timmermans, Oscar, 2024, "Relative performance evaluation and strategic peer-harming disclosures," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122509, Jun.
• Kirtac, Kemal & Germano, Guido, 2024, "Sentiment trading with large language models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122592, Apr.
• Lins, Karl V. & Roth, Lukas & Servaes, Henri & Tamayo, Ane, 2024, "Sexism, culture, and firm value: evidence from the Harvey Weinstein scandal and the #MeToo movement," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 122737, Dec.
• Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2024, "High-frequency trading in the stock market and the costs of options market making," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 124228, Sep.
• Hardouvelis, Gikas A. & Karalas, Georgios & Vayanos, Dimitri, 2026, "The distribution of investor beliefs, stock ownership, and stock returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 124623, Feb.
• Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024, "An unconventional FX tail risk story," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125291, Oct.
• Greenwood, Robin & Hanson, Samuel & Vayanos, Dimitri, 2024, "Supply and demand and the term structure of interest rates," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126107, Nov.