Research classified by Journal of Economic Literature (JEL) codes

2024

• Alsultan, Sarah & Kourtis, Apostolos & Markellos, Raphael N., 2024, "Can we price beauty? Aesthetics and digital art markets," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111572.
• Qiu, Yancheng, 2024, "Monetary policy spillovers through debt currencies," Economics Letters, Elsevier, volume 236, issue C, DOI: 10.1016/j.econlet.2024.111610.
• Oga, Yutaro & Ito, Kazuya & Takashima, Ryuta, 2024, "Sustainable investments in the face of social unrest and risk: A new perspective on corporate social responsibility," Economics Letters, Elsevier, volume 236, issue C, DOI: 10.1016/j.econlet.2024.111616.
• He, Chaohua & Li, Yun, 2024, "Targeted poverty alleviation and the cost of equity capital: Evidence from China," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111664.
• Bottazzi, Giulio & Giachini, Daniele, 2024, "Corrigendum to “A general equilibrium model of investor sentiment” [Economics Letters 218 (2022) 110749]," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111639.
• Solórzano Andrade, Gustavo & Parra-Alvarez, Juan Carlos, 2024, "Risk sensitive linear approximations," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111716.
• Lloyd, Simon & Ostry, Daniel, 2024, "The asymmetric effects of quantitative tightening and easing on financial markets," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111722.
• Friewald, Nils & Nagler, Florian, 2024, "Dealer inventory and the cross-section of corporate bond returns," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111710.
• Liu, Xiao & Wang, Ziyu & Zhu, Minxing, 2024, "Asset prices’ responses to public information manipulation: The role of market feedback," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111734.
• Hirano, Tomohiro & Toda, Alexis Akira, 2024, "On equilibrium determinacy in overlapping generations models with money," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111758.
• Yang, Bohan & Wang, Bin, 2024, "The time-varying U.S. treasury bond demand elasticity," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111806.
• Meng, Weizhen & Li, Shilin & Yang, Jinqiang, 2024, "Mitigating disaster risks caused by carbon emissions," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111817.
• Lawal, Rodiat & Sakariyahu, Rilwan, 2024, "Investor heterogeneity and global stock market participation," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111882.
• Seetharam, Yudhvir & Nyakurukwa, Kingstone, 2024, "Do optimistic portfolios outperform pessimistic portfolios: Evidence from textual sentiment," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111900.
• Ceballos, Luis & Ng, Oscar, 2024, "Do investors care about inflation risk? Evidence from global bond portfolio allocation," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111955.
• Wang, Jialing & Eom, Young Ho & Jang, Woon Wook, 2024, "Stock market responses to unconventional monetary policy shocks," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111946.
• Piccotti, Louis R., 2024, "Utility-implied term structures of equity risk premia," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111947.
• Zhang, Jinping & Zhou, Lei & Zou, Zhentao, 2024, "Robust dynamic trading with realization utility," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111960.
• Conlon, John R. & Liu, Feng, 2024, "Too good to be true: A theory," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111970.
• Lalwani, Vaibhav, 2024, "Climate risks, corporate bonds, and economic uncertainty," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111984.
• Dragomirescu-Gaina, Catalin & Monticini, Andrea & Salsano, Francesco, 2024, "Media news and market expectations: Insights into the ECB's new data-dependent policy regime," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111987.
• Krieg, Kimberly S. & Siagian, Ferdinand & Wu, Juan, 2024, "Does analyst forecast informativeness affect managers’ financial reporting incentives?," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111995.
• Koh, Kyungyeon (Rachel), 2024, "New findings on the asset growth anomaly: The joint effect of profitability and financing constraints," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112016.
• Carta, Nicola & Carta, Matteo & Rigoni, Ugo, 2024, "The countdown to carbon neutrality: Implications for passive investors," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112024.

2023

• Adrian, Tobias & Duarte, Fernando & Iyer, Tara, 2023, "The Market Price of Risk and Macro-Financial Dynamics," CEPR Discussion Papers, Centre for Economic Policy Research, number 17777, Jan.
• Amaral, Francisco & Dohmen, Martin & Kohl, Sebastian & Schularick, Moritz, 2023, "Interest rates and the spatial polarization of housing markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 17780, Jan.
• Fagereng, Andreas & Guiso, Luigi & Ring, Marius, 2023, "How much and how fast do investors respond to equity premium changes? Evidence from wealth taxation," CEPR Discussion Papers, Centre for Economic Policy Research, number 17792, Jan.
• Ahnert, Toni & Machado, Caio & Pereira, Ana, 2023, "Trading for bailouts," CEPR Discussion Papers, Centre for Economic Policy Research, number 17812, Jan.
• Bauer, Michael & Huber, Daniel & Rudebusch, Glenn & Wilms, Ole, 2023, "Where is the Carbon Premium? Global Performance of Green and Brown Stocks," CEPR Discussion Papers, Centre for Economic Policy Research, number 17824, Jan.
• Hengge, Martina & Panizza, Ugo & Varghese, Richard, 2023, "Carbon Policy Surprises and Stock Returns: Signals from Financial Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 17868, Feb.
• Gaudio, Francesco Saverio & Petrella, Ivan & Santoro, Emiliano, 2023, "Asset Market Participation, Redistribution, and Asset Pricing," CEPR Discussion Papers, Centre for Economic Policy Research, number 17984, Mar.
• Nucera, Federico & Sarno, Lucio & Zinna, Gabriele, 2023, "Currency Risk Premia Redux," CEPR Discussion Papers, Centre for Economic Policy Research, number 18012, Mar.
• Garel, Alexandre & Romec, Arthur & Sautner, Zacharias & Wagner, Alexander F., 2023, "Do Investors Care About Biodiversity?," CEPR Discussion Papers, Centre for Economic Policy Research, number 18020, Mar.
• Auer, Raphael & Haslhofer, Bernhard & Kitzler, Stefan & Saggese, Pietro & Friedhelm, Victor, 2023, "The Technology of Decentralized Finance (DeFi)," CEPR Discussion Papers, Centre for Economic Policy Research, number 18038, Mar.
• Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023, "Four Facts about ESG Beliefs and Investor Portfolios," CEPR Discussion Papers, Centre for Economic Policy Research, number 18052, Apr.
• Cantillon, Estelle & Slechten, Aurélie, 2023, "Who gains from market fragmentation? Evidence from the early stages of the EU carbon market," CEPR Discussion Papers, Centre for Economic Policy Research, number 18118, Apr.
• Aramian, Fatemeh & Comerton-Forde, Carole, 2023, "Retail Trading in European Equity Markets," CEPR Discussion Papers, Centre for Economic Policy Research, number 18127, Apr.
• Kaniel, Ron & Lin, Zihan & Pelger, Markus & Van Nieuwerburgh, Stijn, 2023, "Machine-Learning the Skill of Mutual Fund Managers," CEPR Discussion Papers, Centre for Economic Policy Research, number 18129, Apr.
• Campbell, John Y & Gao, Can & Martin, Ian, 2023, "Debt and Deficits: Fiscal Analysis with Stationary Ratios," CEPR Discussion Papers, Centre for Economic Policy Research, number 18133, May.
• Edmans, Alex & Flammer, Caroline & Glossner, Simon, 2023, "Diversity, Equity, and Inclusion," CEPR Discussion Papers, Centre for Economic Policy Research, number 18137, May.
• Ahrens, Maximilian & Erdemlioglu, Deniz & Mcmahon, Michael & Neely, Christopher J & Yang, Xiye, 2023, "Mind Your Language: Market Responses to Central Bank Speeches," CEPR Discussion Papers, Centre for Economic Policy Research, number 18191, Jun.
• Braggion, Fabio & Driessen, Joost & Moore, Lyndon, 2023, "Anomalies at any time in any place? Momentum, reversal and size around the world in the early twentieth century," CEPR Discussion Papers, Centre for Economic Policy Research, number 18196, Jun.
• Schmid, Lukas & Valaitis, Vytautas & Villa, Alessandro, 2023, "Government Debt Management and Inflation with Real and Nominal Bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 18197, Jun.
• Lin, Xu & van Wijnbergen, Sweder, 2023, "The Social Cost of Carbon under Climate Volatility Risk," CEPR Discussion Papers, Centre for Economic Policy Research, number 18210, Jun.
• Gormsen, Niels Joachim & Huber, Kilian, 2023, "Corporate Discount Rates," CEPR Discussion Papers, Centre for Economic Policy Research, number 18221, Jun.
• Bekaert, Geert & Hoerova, Marie & Xu, Nancy, 2023, "Risk, Monetary Policy and Asset Prices in a Global World," CEPR Discussion Papers, Centre for Economic Policy Research, number 18229, Jun.
• Bekaert, Geert & Wang, Xue & Zhang, Xiaoyan, 2023, "The International Commonality of Idiosyncratic Variances," CEPR Discussion Papers, Centre for Economic Policy Research, number 18230, Jun.
• Atmaz, Adem & Basak, Suleyman & Ruan, Fangcheng, 2023, "Dynamic Equilibrium with Costly Short-Selling and Lending Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 18256, Jun.
• Chernov, Mikhail & Dahlquist, Magnus, 2023, "Currency risk premiums: A multi-horizon perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 18265, Jul.
• Loyson, Philipe & Luijendijk, Rianne & van Wijnbergen, Sweder, 2023, "The pricing of climate transition risk in Europe's equity market," CEPR Discussion Papers, Centre for Economic Policy Research, number 18289, Jul.
• Auer, Raphael & Farag, Marc & Lewrick, Ulf & Orazem, Lovrenc & Zoss, Markus, 2023, "Banking in the shadow of Bitcoin? The institutional adoption of cryptocurrencies," CEPR Discussion Papers, Centre for Economic Policy Research, number 18331, Jul.
• Belo, Frederico & Li, Yu & Salomao, Juliana & Vitorino, Maria Ana, 2023, "The Value of Intangible Capital Around the World," CEPR Discussion Papers, Centre for Economic Policy Research, number 18359, Aug.
• Nyborg, Kjell G. & Woschitz, Jiri, 2023, "The price of money: The reserves convertibility premium over the term structure," CEPR Discussion Papers, Centre for Economic Policy Research, number 18371, Aug.
• Lacroix, Jean & Mitchener, Kris & Oosterlinck, Kim, 2023, "Domino Secessions: Evidence from the U.S," CEPR Discussion Papers, Centre for Economic Policy Research, number 18377, Aug.
• Simsek, Alp & Caballero, Ricardo, 2023, "A Monetary Policy Asset Pricing Model," CEPR Discussion Papers, Centre for Economic Policy Research, number 18393, Aug.
• D'Ercole, Francesco & Wagner, Alexander F., 2023, "The Green Energy Transition and the 2023 Banking Crisis," CEPR Discussion Papers, Centre for Economic Policy Research, number 18446, Sep.
• Baumann, Friedrich & Livdan, Dmitry & Kakhbod, Ali & Nazemi, Abdolreza & Schürhoff, Norman, 2023, "Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds," CEPR Discussion Papers, Centre for Economic Policy Research, number 18482, Sep.
• Martin, Ian & Shi, Ran, 2023, "Forecasting crashes with a smile," CEPR Discussion Papers, Centre for Economic Policy Research, number 18524, Oct.
• Ivashchenko, Alexey & Kosowski, Robert, 2023, "Transaction costs and capacity of systematic corporate bond strategies," CEPR Discussion Papers, Centre for Economic Policy Research, number 18569, Nov.
• Acharya, Viral & Laarits, Toomas, 2023, "When do Treasuries Earn the Convenience Yield? — A Hedging Perspective," CEPR Discussion Papers, Centre for Economic Policy Research, number 18584, Nov.
• Favero, Carlo A. & Fernandez-Fuertes, Ruben, 2023, "Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns," CEPR Discussion Papers, Centre for Economic Policy Research, number 18590, Nov.
• Li, Junye & Sarno, Lucio & Zinna, Gabriele, 2023, "Risks and Risk Premia in the US Treasury Market," CEPR Discussion Papers, Centre for Economic Policy Research, number 18592, Nov.
• Atilgan, Yigit & Demirtas, Ozgur & Edmans, Alex & Gunaydin, Doruk, 2023, "Does the Carbon Premium Reflect Risk or Mispricing?," CEPR Discussion Papers, Centre for Economic Policy Research, number 18594, Nov.
• Caballero, Ricardo & Simsek, Alp, 2023, "Central Banks, Stock Markets, and the Real Economy," CEPR Discussion Papers, Centre for Economic Policy Research, number 18653, Dec.
• Erten, Irem & Ongena, Steven, 2023, "Do banks price environmental risk? Only when local beliefs are binding!," CEPR Discussion Papers, Centre for Economic Policy Research, number 18664, Dec.
• Andrews, Spencer & Colacito, Ric & Croce, Mariano & Gavazzoni, Federico, 2023, "Concealed Carry," CEPR Discussion Papers, Centre for Economic Policy Research, number 18670, Dec.
• Merche Galisteo & Isabel Morillo & Teresa Preixens, 2023, "CVA with wrong-way risk and correlation between defaults: An application to an interest rate swap," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 1, issue 3, pages 197-208, Septiembr.
• Yuming Li, 2023, "Asset Pricing and Microcaps," Annals of Economics and Finance, Society for AEF, volume 24, issue 1, pages 119-140, May.
• Fuwei Jiang & Wei Ning & Hao Xue, 2023, "Factor Timing with Investor Sentiment," Annals of Economics and Finance, Society for AEF, volume 24, issue 2, pages 401-437, November.
• Robert J. Barro & Tao Jin, 2023, "On the Size Distribution of Macroeconomic Disasters," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 634.
• Bekaert, Geert & Ermolov, Andrey, 2023, "International Yield Comovements," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 58, issue 1, pages 250-288, February.
• Edwin O. Fischer & Lisa-Maria Kampl & Ines Woeckl, 2023, "On the Valuation and Analysis of Risky Debt: A Theoretical Approach Using a Multivariate Extension of the Merton Model," Credit and Capital Markets – Kredit und Kapital, Duncker & Humblot, Berlin, volume 56, issue 2, pages 197-232, DOI: 10.3790/ccm.56.2.197.
• Arat, Emre & Hachenberg, Britta & Kiesel, Florian & Schiereck, Dirk, 2023, "Greenium, credit rating and the COVID-19 pandemic," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 142300, Jul.
• Joost Bats & Giovanna Bua & Daniel Kapp, 2023, "Physical and transition risk premiums in euro area corporate bond markets," Working Papers, DNB, number 761, Jan.
• Kristy Jansen, 2023, "Long-term Investors, Demand Shifts, and Yields," Working Papers, DNB, number 769, Mar.
• Jan Kakes & Jan Willem van den End, 2023, "Identifying financial fragmentation: do sovereign spreads in the EMU reflect differences in fundamentals?," Working Papers, DNB, number 778, May.
• Philippe Loyson & Rianne Luijendijk & Sweder van Wijnbergen, 2023, "The pricing of climate transition risk in Europe’s equity market," Working Papers, DNB, number 788, Aug.
• Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023, "The conditionality of monetary policy instruments," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-15.
• Christopher E.S. WARBURTON & Jared PEMBERTON, 2023, "Volatile Financial Conditions, Asset Prices, and Investment Decisions: Analysis of daily data of DJIA and S&P500, from January to April of 2022," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 1, pages 101-124.
• Olivier, Jacques, 2023, "Dr Jekyll and Mr Hyde: Feedback and welfare when hedgers can acquire information," HEC Research Papers Series, HEC Paris, number 1469, Jan, DOI: 10.2139/ssrn.4342867.
• Vaz Cruz, Lia & Mäkinen, Taneli, 2023, "Changes in the investor base for euro area non-financial corporate bonds and implications for market pricing," Economic Bulletin Boxes, European Central Bank, volume 5.
• Santoni, Alessandro & Rossignol, Ghislain & Akhouen, Richard, 2023, "Wind-down of bank trading books," Occasional Paper Series, European Central Bank, number 316, May.
• Bletzinger, Tilman & Greif, William & Schwaab, Bernd, 2023, "The safe asset potential of EU-issued bonds," Research Bulletin, European Central Bank, volume 103.
• Kubitza, Christian, 2023, "Bonds at a premium: the impact of insurers on corporate bond issuers," Research Bulletin, European Central Bank, volume 110.
• Popov, Alexander & Steininger, Lea, 2023, "Monetary policy and local industry structure," Working Paper Series, European Central Bank, number 2778, Feb.
• Andreeva, Desislava & Bochmann, Paul & Schneider, Julius, 2023, "Evaluating the impact of dividend restrictions on euro area bank market values," Working Paper Series, European Central Bank, number 2787, Feb.
• Hermans, Lieven & Kostka, Thomas & Vassallo, Danilo, 2023, "Asset allocation and risk taking under different interest rate regimes," Working Paper Series, European Central Bank, number 2803, Mar.
• Gálvez, Julio & Paz-Pardo, Gonzalo, 2023, "Richer earnings dynamics, consumption and portfolio choice over the life cycle," Working Paper Series, European Central Bank, number 2810, Apr.
• Kubitza, Christian, 2023, "Investor-driven corporate finance: evidence from insurance markets," Working Paper Series, European Central Bank, number 2816, May.
• Bustamante, Maria Cecilia & Zucchi, Francesca, 2023, "Innovation, industry equilibrium, and discount rates," Working Paper Series, European Central Bank, number 2835, Aug.
• van Breemen, Vivian M. & Schwarz, Claudia & Vink, Dennis, 2023, "Risk retention in the European securitization market: skimmed by the skin-in-the-game methods?," Working Paper Series, European Central Bank, number 2837, Aug.
• Engle, Robert F. & Emambakhsh, Tina & Manganelli, Simone & Parisi, Laura & Pizzeghello, Riccardo, 2023, "Estimating systemic risk for non-listed euro-area banks," Working Paper Series, European Central Bank, number 2856, Oct.
• Chiţu, Livia & Grothe, Magdalena & Schulze, Tatjana & Van Robays, Ine, 2023, "Financial shock transmission to heterogeneous firms: the earnings-based borrowing constraint channel," Working Paper Series, European Central Bank, number 2860, Nov.
• Kubitza, Christian & Pelizzon, Loriana & Sherman, Mila Getmansky, 2023, "Loss sharing in central clearinghouses: winners and losers," Working Paper Series, European Central Bank, number 2873, Nov.
• Bekaert, Geert & Hoerova, Marie & Xu, Nancy R., 2023, "Risk, monetary policy and asset prices in a global world," Working Paper Series, European Central Bank, number 2879, Nov.
• Hou, Kewei & Qiao, Fang & Zhang, Xiaoyan, 2023, "Finding Anomalies in China," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-02, Jan.
• Ringgenberg, Matthew C. & Shu, Chong & Werner, Ingrid M., 2023, "The Politics of Academic Research," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-12, May.
• Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023, "Systematic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-13, May.
• Couts, Spencer J. & Goncalves, Andrei S. & Loudis, Johnathan, 2023, "The Subjective Risk and Return Expectations of Institutional Investors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-14, May.
• Flanagan, Thomas, 2023, "The Value of Bank Lending," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-17, Dec.
• Melone, Alessandro, 2023, "Consumption Disconnect Redux," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-18, Jun.
• Favero, Carlo A. & Melone, Alessandro & Tamoni, Andrea, 2023, "Anomaly Predictability with the Mean-Variance Portfolio," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-20, Dec.
• Goncalves, Andrei S. & Stathopoulos, Andreas, 2023, "Payout-Based Asset Pricing," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-22, Sep.
• Bai, Hang & Li, Erica X. N. & Xue, Chen & Zhang, Lu, 2023, "Firm-Level Irreversibility," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-26, Dec.
• Flanagan, Thomas, 2023, "Quantifying Risk Transformation in Bank Lending," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-28, Dec.
• Couts, Spencer J. & Goncalves, Andrei S. & Rossi, Andrea, 2023, "Unsmoothing Returns of Illiquid Funds," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-02, Oct.
• Jiang, Zhengyang & Krishnamurthy, Arvind & Lustig, Hanno, 2023, "Implications of Asset Market Data for Equilibrium Models of Exchange Rates," Research Papers, Stanford University, Graduate School of Business, number 4158, Nov.
• Frank Ranganai Matenda & Justin Chirima & Mabutho Sibanda, 2023, "Valuation of Corporate Debt and Equity in Uncertain Markets," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 1, pages 7-12, January.
• Kolawole Ibrahim Gbolahan, 2023, "An Empirical Investigation of Bitcoin Hedging Capabilities against Inflation using VECM: The Case of United States, Eurozone, Philippines, Ukraine, Canada, India, and Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 91-100, November.
• Somaiyah Alalmai, 2023, "Derivatives Market: A Survey," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 101-106, November.
• Rahul Verma & Rajesh Mohnot, 2023, "Relative Impact of the U.S. Energy Market Sentiments on Stocks and ESG Index Returns: Evidence from GCC Countries," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 290-300, March.
• Kevin Jones, 2023, "Can the Basis Lead to Arbitrage Profits on the MISO Exchange?," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 3, pages 1-6, May.
• Andy Noorsaman Sommeng & Usman Usman & Jonathan Kurnianto, 2023, "Techno-Economic and Risk Assessment of Small-Scale LNG Distribution for Replacing Diesel Fuel in Nusa Tenggara Region," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 356-364, July.
• Mohamad Husam Helmi & A. Nazif Catik & Begum Yurteri Kosedagli & Gul Serife Huyuguzel Kisla & Coskun Akdeniz, 2023, "The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 430-440, November.
• Lee, Chi-Chuan & Lee, Chien-Chiang, 2023, "International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets," Journal of Asian Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.asieco.2022.101575.
• Makridis, Christos A. & Schloetzer, Jason D., 2023, "Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100710.
• Arumugam, Devika & Prasanna, P. Krishna & Marathe, Rahul R., 2023, "Do algorithmic traders exploit volatility?," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100778.
• Inoua, Sabiou M. & Smith, Vernon L., 2023, "A classical model of speculative asset price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100780.
• Nguyen, Hung T. & Pham, Mia Hang & Truong, Cameron, 2023, "Leadership in a pandemic: Do more able managers keep firms out of trouble?," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100781.
• Kumari, Vineeta & Kumar, Gaurav & Pandey, Dharen Kumar, 2023, "Are the European Union stock markets vulnerable to the Russia–Ukraine war?," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2023.100793.
• Bradrania, Reza & Veron, Jose Francisco & Wu, Winston, 2023, "The beta anomaly and the quality effect in international stock markets," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100808.
• Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023, "Predictability of crypto returns: The impact of trading behavior," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100812.
• Montone, Maurizio & van den Assem, Martijn J. & Zwinkels, Remco C.J., 2023, "Company name fluency and stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100819.
• Zanin, Luca, 2023, "A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100824.
• Durand, Robert B. & Khuu, Joyce & Smales, Lee A., 2023, "Lost in translation. When sentiment metrics for one market are derived from two different languages," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100825.
• Sadaqat, Mohsin & Butt, Hilal Anwar, 2023, "Stop-loss rules and momentum payoffs in cryptocurrencies," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100833.
• Montone, Maurizio, 2023, "Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100834.
• Hollstein, Fabian & Sejdiu, Vulnet, 2023, "Probability distortions, collectivism, and international stock prices," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100836.
• Ho, Tuan & Kim, Kirak & Li, Yang & Xu, Fangming, 2023, "Does real flexibility help firms navigate the COVID-19 pandemic?," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2022.101148.
• Li, Yi & Wang, Pengfei & Zhang, Wei, 2023, "Does online interaction between firms and investors reduce stock price crash risk?," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2022.101168.
• Ibikunle, Gbenga & Rzayev, Khaladdin, 2023, "Volatility and dark trading: Evidence from the Covid-19 pandemic," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2022.101171.
• Ketterer, Simeon & Dionysiou, Dionysia & Eierle, Brigitte & Tsalavoutas, Ioannis, 2023, "Validating implied cost of capital with realized returns by using alternative measures of cash-flow news," The British Accounting Review, Elsevier, volume 55, issue 6, DOI: 10.1016/j.bar.2023.101220.
• Dittmann, Ingolf & Montone, Maurizio & Zhu, Yuhao, 2023, "Wage gap and stock returns: Do investors dislike pay inequality?," Journal of Corporate Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jcorpfin.2022.102322.
• Forte, Santiago & Lovreta, Lidija, 2023, "Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility," Journal of Corporate Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jcorpfin.2022.102347.
• Sun, Qian & Cheng, Xiaoke & Gao, Shenghao & Chen, Tao & Liu, Jia, 2023, "Sunshine-induced mood and SEO pricing: Evidence from detailed investor bids in SEO auctions," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102411.
• François, Pascal & Naqvi, Hassan, 2023, "Secured and unsecured debt in creditor-friendly bankruptcy," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102413.
• Guedes, Sebastião S. & Pinto, João M., 2023, "Pricing of project finance bonds: A comparative analysis of primary market spreads," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102429.
• Lof, Matthijs & van Bommel, Jos, 2023, "Asymmetric information and the distribution of trading volume," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102464.
• Liu, Yurou, 2023, "Judicial independence and crash risk: Evidence from a natural experiment in China," Journal of Corporate Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jcorpfin.2023.102490.
• Yang, Bin & An, Zhe & Gao, Xin & Li, Donghui, 2023, "Trademarks and the cost of equity capital," Journal of Corporate Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jcorpfin.2023.102504.
• Azevedo, Vitor, 2023, "Analysts’ underreaction and momentum strategies," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104560.
• Ge, Shuyi, 2023, "A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104565.
• Duong, Huu Nhan & Kalev, Petko S. & Tian, Xiao, 2023, "Short selling, divergence of opinion and volatility in the corporate bond market," Journal of Economic Dynamics and Control, Elsevier, volume 147, issue C, DOI: 10.1016/j.jedc.2022.104592.
• Guo, Mng, 2023, "Dampening effect and market efficiency," Journal of Economic Dynamics and Control, Elsevier, volume 148, issue C, DOI: 10.1016/j.jedc.2023.104604.
• Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023, "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 148, issue C, DOI: 10.1016/j.jedc.2023.104618.
• Chen, Jian & Tang, Guohao & Yao, Jiaquan & Zhou, Guofu, 2023, "Employee sentiment and stock returns," Journal of Economic Dynamics and Control, Elsevier, volume 149, issue C, DOI: 10.1016/j.jedc.2023.104636.
• van Buggenum, Hugo, 2023, "Coexistence of money and interest-bearing bonds," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104692.
• Zhou, Xuan & Kang, Junqing, 2023, "Searching for ESG Information: Heterogeneous Preferences and Information Acquisition," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104693.
• Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023, "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, volume 154, issue C, DOI: 10.1016/j.jedc.2023.104711.
• Cakici, Nusret & Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2023, "Machine learning goes global: Cross-sectional return predictability in international stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 155, issue C, DOI: 10.1016/j.jedc.2023.104725.
• Iania, Leonardo & Tretiakov, Pavel & Wouters, Rafael, 2023, "The risk premium in New Keynesian DSGE models: The cost of inflation channel," Journal of Economic Dynamics and Control, Elsevier, volume 155, issue C, DOI: 10.1016/j.jedc.2023.104732.
• Bottazzi, Giulio & Giachini, Daniele & Ottaviani, Matteo, 2023, "Market selection and learning under model misspecification," Journal of Economic Dynamics and Control, Elsevier, volume 156, issue C, DOI: 10.1016/j.jedc.2023.104739.
• Dong, Linjia & Nishihara, Michi & Yang, Zhaojun, 2023, "Two-stage investment, loan guarantees and share buybacks," Journal of Economic Dynamics and Control, Elsevier, volume 156, issue C, DOI: 10.1016/j.jedc.2023.104741.
• Luo, Pengfei & Tan, Yingxian & Yang, Jinqiang & Yao, Yanming, 2023, "Underinvestment and optimal capital structure under environmental constraints," Journal of Economic Dynamics and Control, Elsevier, volume 157, issue C, DOI: 10.1016/j.jedc.2023.104761.
• Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023, "Short-run and long-run effects of ESG policies on value creation and the cost of equity of firms," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 599-616, DOI: 10.1016/j.eap.2022.12.017.
• Tumala, Mohammed M. & Salisu, Afees A. & Gambo, Ali I., 2023, "Disentangled oil shocks and stock market volatility in Nigeria and South Africa: A GARCH-MIDAS approach," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 707-717, DOI: 10.1016/j.eap.2023.04.009.
• Hoover, Gary A. & Smimou, K., 2023, "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 395-417, DOI: 10.1016/j.eap.2023.06.008.
• Qin, Meng & Wu, Tong & Ma, Xuecheng & Albu, Lucian Liviu & Umar, Muhammad, 2023, "Are energy consumption and carbon emission caused by Bitcoin? A novel time-varying technique," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 109-120, DOI: 10.1016/j.eap.2023.08.004.
• van der Drift, Rosa & de Haan, Jan & Boelhouwer, Peter, 2023, "Mortgage credit and house prices: The housing market equilibrium revisited," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106136.
• Yu, Deshui & Huang, Difang & Chen, Li & Li, Luyang, 2023, "Forecasting dividend growth: The role of adjusted earnings yield," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106188.
• Ben Abdelaziz, Fouad & Chibane, Messaoud, 2023, "Portfolio optimization in the presence of tail correlation," Economic Modelling, Elsevier, volume 122, issue C, DOI: 10.1016/j.econmod.2023.106235.
• Zhao, Shangwei & Xie, Tian & Ai, Xin & Yang, Guangren & Zhang, Xinyu, 2023, "Correcting sample selection bias with model averaging for consumer demand forecasting," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106275.
• Czapkiewicz, Anna & Wójtowicz, Tomasz & Zaremba, Adam, 2023, "Idiosyncratic risk and cross-section of stock returns in emerging European markets," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106322.
• Tan, Xilong & Tao, Yubo, 2023, "Trend-based forecast of cryptocurrency returns," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106323.
• Liu, Chang & Sun, Peng & Zhu, Dongming, 2023, "Lottery preference, short-sale constraint, and the salience effect: Evidence from China," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106341.
• Ling, Aifan & Li, Junxue & Wen, Limin & Zhang, Yi, 2023, "When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106346.
• Bayona, Anna & Dumitrescu, Ariadna & Manzano, Carolina, 2023, "Information and optimal trading strategies with dark pools," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106376.
• Dong, Linjia & Yang, Zhaojun, 2023, "Investment and financing analysis for a venture capital alternative," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106394.
• Chen, Jilong & Xu, Liao, 2023, "Do exchange-traded fund activities destabilize the stock market? Evidence from the China securities index 300 stocks," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106450.
• Arumugam, Devika, 2023, "Algorithmic trading: Intraday profitability and trading behavior," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106521.
• Sun, Yuzhe & Wang, Yanjie & Zhang, Shunming & Huang, Helen, 2023, "The impact of ambiguity-loving attitude on market participation and asset pricing," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106527.
• Socaciu, Erzsébet-Mirjám & Nagy, Bálint-Zsolt & Benedek, Botond, 2023, "No place like home: Home bias and flight-to-quality in Group of Seven countries," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106549.
• Zou, Jin & Yan, Jingzhou & Deng, Guoying, 2023, "ESG rating confusion and bond spreads," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106555.
• Shen, Zhuyi & Wang, Shibo & Yang, Jinqiang, 2023, "Robust adoption and valuation in tokenomics," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106569.
• Shi, Qi, 2023, "The RP-PCA factors and stock return predictability: An aligned approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101862.
• Kim, Jinyong & Kim, Yongsik, 2023, "Which stock price component drives the Amihud illiquidity premium?," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101876.
• Kim-Duc, Nguyen & Nam, Pham Khanh, 2023, "Inflation-related tax distortions in business valuation models: A clarification," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101907.
• Lago-Balsalobre, Rubén & Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2023, "Cross-sectional implications of dynamic asset pricing with stochastic volatility and ambiguity aversion," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101909.
• Wang, Zi-Mei & Lien, Donald, 2023, "Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101904.
• Zhang, Xuetong & Zhang, Weiguo, 2023, "Information asymmetry, sentiment interactions, and asset price," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101920.
• Alemany, Nuria & Aragó, Vicent & Salvador, Enrique, 2023, "The time-varying risk–return trade-off and its explanatory and predictive factors," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101953.
• Qadan, Mahmoud & Shuval, Kerem & David, Or, 2023, "Uncertainty about interest rates and the real economy," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101978.
• Gubareva, Mariya & Bossman, Ahmed & Teplova, Tamara, 2023, "Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101979.
• Yang, Ge & Yin, Ximing & Kimmel, Robert L., 2023, "Evaluating asset pricing models with non-traded factors using the method of maximum-correlated portfolios," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101980.
• Li, Si & He, Fangyi & Shi, Fangquan, 2023, "Cognitive biases, downside risk shocks, and stock expected returns," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101981.
• Chiang, Thomas C. & Chen, Pei-Ying, 2023, "Inflation risk and stock returns: Evidence from US aggregate and sectoral markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101986.
• Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A. & Rehman, Mobeen & McMillan, David G., 2023, "Oil price shocks and stock–bond correlation," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101989.
• Claassen, Bart & Dam, Lammertjan & Heijnen, Pim, 2023, "Corporate financing policies, financial leverage, and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101992.
• Rutkowska-Ziarko, Anna, 2023, "Downside risk and profitability ratios: The case of the New York Stock Exchange," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101993.
• Yousaf, Imran & Gubareva, Mariya & Teplova, Tamara, 2023, "Connectedness of non-fungible tokens and conventional cryptocurrencies with metals," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101995.
• Copestake, Alexander & Furceri, Davide & Gonzalez-Dominguez, Pablo, 2023, "Crypto market responses to digital asset policies," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110949.
• Wang, Liang, 2023, "Mitigating firm-level political risk in China: The role of multiple large shareholders," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110960.
• Apergis, Nicholas, 2023, "The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111026.
• Liao, Shushu, 2023, "The Russia–Ukraine outbreak and the value of renewable energy," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111045.
• Dombrowski, Niclas & Drobetz, Wolfgang & Momtaz, Paul P., 2023, "Performance measurement of crypto funds," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111118.
• Auh, Jun Kyung & Cho, Wonho, 2023, "Factor-based portfolio optimization," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111137.
• Sakariyahu, Rilwan & Lawal, Rodiat & Oyekola, Olayinka & Dosumu, Oluwatoyin Esther & Adigun, Rasheed, 2023, "Natural disasters, investor sentiments and stock market reactions: Evidence from Turkey–Syria earthquakes," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111153.
• Koziol, Christian & Kuhn, Simon, 2023, "The impact of regulation on risk and return," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111154.
• Sun, Yuzhe & Zhang, Shunming, 2023, "Heterogeneity of probability weighting in investment decisions," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111156.