Research classified by Journal of Economic Literature (JEL) codes

2024

• Breugem, Matthijs & Corvino, Raffaele & Marfè, Roberto & Schönleber, Lorenzo, 2024, "Pandemic tail risk," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107257.
• Qiao, Fang & Xu, Lai & Zhang, Xiaoyan & Zhou, Hao, 2024, "Variance risk premiums in emerging markets," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107259.
• Bui, Dien Giau & Chan, Yu-Ju & Lin, Chih-Yung & Lin, Tse-Chun, 2024, "Lottery jackpot winnings and retail trading in the neighborhood," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107269.
• Imbierowicz, Björn & Rauch, Christian, 2024, "What drives startup valuations?," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107251.
• Büsing, Pascal & Mohrschladt, Hannes & Siedhoff, Susanne, 2024, "Decomposing momentum: The forgotten component," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107292.
• Azevedo, Vitor & Müller, Sebastian, 2024, "Analyst recommendations and mispricing across the globe," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107296.
• Fang, Jiali & Jacobsen, Ben, 2024, "Cross-country determinants of market efficiency: A technical analysis perspective," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107297.
• Jia, Yuecheng & Liu, Yuzheng & Wu, Yangru & Yan, Shu, 2024, "Information spillover and cross-predictability of currency returns: An analysis via Machine Learning," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107313.
• Ahluwalia, Saurabh & Ferrell, Linda & Ferrell, O.C. & Gandhi, Priyank, 2024, "Does being ethical pay? Evidence from the implementation of SOX Section 406," Journal of Business Research, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbusres.2024.114865.
• Chelikani, Surya & Marks, Joseph M. & Nam, Kiseok, 2024, "State-dependent intertemporal risk-return tradeoff: Further evidence," Journal of Economics and Business, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeconbus.2024.106161.
• Oesinghaus, Andreas, 2024, "Analysts’ extrapolative expectations in the cross-section," Journal of Economics and Business, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeconbus.2024.106174.
• Fink, Josef & Palan, Stefan & Theissen, Erik, 2024, "Trading frictions and the Post-earnings-announcement drift," Journal of Economics and Business, Elsevier, volume 132, issue C, DOI: 10.1016/j.jeconbus.2024.106216.
• Millar, Melanie I. & White, Roger M., 2024, "Do residential property assessed clean energy (PACE) financing programs affect local house price growth?," Journal of Environmental Economics and Management, Elsevier, volume 124, issue C, DOI: 10.1016/j.jeem.2024.102936.
• Edenhofer, Ottmar & Lessmann, Kai & Tahri, Ibrahim, 2024, "Asset pricing and the carbon beta of externalities," Journal of Environmental Economics and Management, Elsevier, volume 125, issue C, DOI: 10.1016/j.jeem.2024.102969.
• Gollier, Christian, 2024, "The cost-efficiency carbon pricing puzzle," Journal of Environmental Economics and Management, Elsevier, volume 128, issue C, DOI: 10.1016/j.jeem.2024.103062.
• Anthropelos, Michail & Kardaras, Constantinos, 2024, "Price impact under heterogeneous beliefs and restricted participation," Journal of Economic Theory, Elsevier, volume 215, issue C, DOI: 10.1016/j.jet.2023.105774.
• Fardeau, Vincent, 2024, "Arbitrage with financial constraints and market power," Journal of Economic Theory, Elsevier, volume 217, issue C, DOI: 10.1016/j.jet.2024.105825.
• Guimaraes, Bernardo & Pannella, Pierluca, 2024, "Short-covering bubbles," Journal of Economic Theory, Elsevier, volume 219, issue C, DOI: 10.1016/j.jet.2024.105846.
• Gouel, Christophe & Ma, Qingyin & Stachurski, John, 2024, "Interest rate dynamics and commodity prices," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105915.
• Cohen, Assa & Kargar, Mahyar & Lester, Benjamin & Weill, Pierre-Olivier, 2024, "Inventory, market making, and liquidity in OTC markets," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105917.
• Cooper, Michael & Gulen, Huseyin & Ion, Mihai, 2024, "The use of asset growth in empirical asset pricing models," Journal of Financial Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jfineco.2023.103746.
• Kim, Yongjin & Kuehn, Lars-Alexander & Li, Kai, 2024, "Learning about the consumption risk exposure of firms," Journal of Financial Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jfineco.2023.103759.
• Huang, Chong & Lunawat, Radhika & Wang, Qiguang, 2024, "Disagreement about public information quality and informational price efficiency," Journal of Financial Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jfineco.2023.103762.
• Xiouros, Costas & Zapatero, Fernando, 2024, "Disagreement, information quality and asset prices," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2023.103774.
• Pelizzon, Loriana & Riedel, Max & Simon, Zorka & Subrahmanyam, Marti G., 2024, "Collateral eligibility of corporate debt in the Eurosystem," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2023.103777.
• Elenev, Vadim & Law, Tzuo-Hann & Song, Dongho & Yaron, Amir, 2024, "Fearing the Fed: How wall street reads main street," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2024.103790.
• Murray, Scott & Xia, Yusen & Xiao, Houping, 2024, "Charting by machines," Journal of Financial Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jfineco.2024.103791.
• Ardia, David & Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2024, "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103805.
• Baldauf, Markus & Mollner, Joshua & Yueshen, Bart Zhou, 2024, "Siphoned apart: A portfolio perspective on order flow segmentation," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103807.
• Baba-Yara, Fahiz & Boons, Martijn & Tamoni, Andrea, 2024, "Persistent and transitory components of firm characteristics: Implications for asset pricing," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103808.
• Hanson, Samuel G. & Malkhozov, Aytek & Venter, Gyuri, 2024, "Demand-and-supply imbalance risk and long-term swap spreads," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103814.
• Goldman, Eitan & Gupta, Nandini & Israelsen, Ryan, 2024, "Political polarization in financial news," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103816.
• Koijen, Ralph S.J. & Lee, Hae Kang & Van Nieuwerburgh, Stijn, 2024, "Aggregate lapsation risk," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103819.
• Gantchev, Nickolay & Giannetti, Mariassunta & Li, Rachel, 2024, "Sustainability or performance? Ratings and fund managers’ incentives," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103831.
• Hartley, Jonathan S. & Jermann, Urban J., 2024, "The pricing of U.S. Treasury floating rate notes," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103833.
• Kan, Raymond & Wang, Xiaolu & Zheng, Xinghua, 2024, "In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103837.
• Marfè, Roberto & Pénasse, Julien, 2024, "Measuring macroeconomic tail risk," Journal of Financial Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jfineco.2024.103838.
• Ying, Jie, 2024, "Gradual information diffusion across commonly owned firms," Journal of Financial Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jfineco.2024.103852.
• Arteaga-Garavito, Maria Jose & Croce, Mariano M. & Farroni, Paolo & Wolfskeil, Isabella, 2024, "When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103850.
• Li, Kai & Xu, Chenjie, 2024, "Intermediary-based equity term structure," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103856.
• Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman, 2024, "When failure is an option: Fragile liquidity in over-the-counter markets," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103859.
• Cookson, J. Anthony & Lu, Runjing & Mullins, William & Niessner, Marina, 2024, "The social signal," Journal of Financial Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jfineco.2024.103870.
• Fleming, Michael & Nguyen, Giang & Rosenberg, Joshua, 2024, "How do Treasury dealers manage their positions?," Journal of Financial Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jfineco.2024.103885.
• Andrews, Spencer & Colacito, Riccardo & Croce, Mariano M. & Gavazzoni, Federico, 2024, "Concealed carry," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103874.
• Kogan, Shimon & Makarov, Igor & Niessner, Marina & Schoar, Antoinette, 2024, "Are cryptos different? Evidence from retail trading," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103897.
• Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2024, "High-frequency trading in the stock market and the costs of options market making," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103900.
• Cao, Sean & Jiang, Wei & Wang, Junbo & Yang, Baozhong, 2024, "From Man vs. Machine to Man + Machine: The art and AI of stock analyses," Journal of Financial Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jfineco.2024.103910.
• Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2024, "Modeling volatility in dynamic term structure models," Journal of Financial Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jfineco.2024.103926.
• Doshi, Hitesh & Ericsson, Jan & Fournier, Mathieu & Seo, Sang Byung, 2024, "The risk and return of equity and credit index options," Journal of Financial Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jfineco.2024.103932.
• Gormsen, Niels Joachim & Jensen, Christian Skov, 2024, "Conditional risk," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103933.
• Feldhütter, Peter & Halskov, Kristoffer & Krebbers, Arthur, 2024, "Pricing of sustainability-linked bonds," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103944.
• Belo, Frederico & Deng, Yao & Salomao, Juliana, 2024, "Estimating and testing investment-based asset pricing models," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103945.
• He, Wei & Su, Zhiwei & Yu, Jianfeng, 2024, "Macroeconomic perceptions, financial constraints, and anomalies," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103952.
• Tobe, Reiko & Uno, Jun, 2024, "Central bank asset purchases and lending: Impact on search frictions," Journal of Financial Intermediation, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfi.2024.101075.
• Biktimirov, Ernest N. & Sokolyk, Tatyana & Ayanso, Anteneh, 2024, "Unpacking the relation between media sentiment and house prices: A topic modeling approach," Journal of Housing Economics, Elsevier, volume 66, issue C, DOI: 10.1016/j.jhe.2024.102025.
• Fabozzi, Frank J. & Huang, Dashan & Jiang, Fuwei & Wang, Jiexun, 2024, "What difference do new factor models make in portfolio allocation?," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102997.
• Christensen, Jens H.E. & Lopez, Jose A. & Mussche, Paul L., 2024, "International evidence on extending sovereign debt maturities," Journal of International Money and Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jimonfin.2023.103009.
• Qiao, Tongshuai & Ding, Wenjie & Han, Liyan & Li, Donghui, 2024, "RMB exchange rate volatility and the cross-section of Chinese A-share returns," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103024.
• Bei, Zeyun & Lin, Juan & Zhou, Yinggang, 2024, "No safe haven, only diversification and contagion — Intraday evidence around the COVID-19 pandemic," Journal of International Money and Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jimonfin.2024.103069.
• Hsiao, Cody Yu-Ling & Chiu, Yi-Bin, 2024, "Financial contagion and networks among the oil and BRICS stock markets during seven episodes of crisis events," Journal of International Money and Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jimonfin.2024.103081.
• Jiang, Fuwei & Liu, Hongkui & Tang, Guohao & Yu, Jiasheng, 2024, "Global mispricing matters," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103136.
• Boneva, Lena & Islami, Mevlud & Schlepper, Kathi, 2024, "Liquidity in the German corporate bond market: Has the CSPP made a difference?," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103147.
• Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2024, "An unconventional FX tail risk story," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103152.
• Tang, Guohao & Wu, Yiyong & Lou, Guanyu, 2024, "Extrapolation beyond peers: An asset pricing perspective," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103153.
• Peng, Ya & Zhang, Xueyong, 2024, "Economic policy uncertainty in OFDI host countries and the cross-section of stock returns," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103214.
• Fiorillo, Paolo & Meles, Antonio & Salerno, Dario & Verdoliva, Vincenzo, 2024, "Geopolitical turmoil and investor green preference: Evidence from the corporate bond market," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103218.
• Miyazaki, Tomomi & Hiraga, Kazuki & Kozuka, Masafumi, 2024, "Stock market response to public investment under the zero lower bound: Cross-industry evidence from Japan," Journal of the Japanese and International Economies, Elsevier, volume 71, issue C, DOI: 10.1016/j.jjie.2023.101302.
• Fukuda, Shin-ichi & Tanaka, Mariko, 2024, "The effects of large-scale equity purchases during the coronavirus pandemic," Journal of the Japanese and International Economies, Elsevier, volume 71, issue C, DOI: 10.1016/j.jjie.2023.101303.
• Osband, Kent & Filoso, Valerio & Capasso, Salvatore, 2024, "The limits of limitless debt," Journal of Macroeconomics, Elsevier, volume 79, issue C, DOI: 10.1016/j.jmacro.2023.103567.
• Clain-Chamosset-Yvrard, Lise & Raurich, Xavier & Seegmuller, Thomas, 2024, "Entrepreneurship, growth and productivity with bubbles," Journal of Macroeconomics, Elsevier, volume 81, issue C, DOI: 10.1016/j.jmacro.2024.103622.
• Chavas, Jean-Paul & Li, Jian & Wang, Linjie, 2024, "Option pricing revisited: The role of price volatility and dynamics," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100381.
• Burns, Christopher B. & Prager, Daniel L., 2024, "Do agricultural swaps co-move with equity markets? Evidence from the COVID-19 crisis," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100405.
• Ma, Tian & Li, Ganghui & Zhang, Huajing, 2024, "Stock return predictability using economic narrative: Evidence from energy sectors," Journal of Commodity Markets, Elsevier, volume 35, issue C, DOI: 10.1016/j.jcomm.2024.100418.
• Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024, "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100423.
• Fan, John Hua & Fernandez-Perez, Adrian & Indriawan, Ivan & Todorova, Neda, 2024, "When Chinese mania meets global frenzy: Commodity price bubbles," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100437.
• Wang, Qiao, 2024, "Carbon pricing and the commodity risk premium," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100447.
• Ali, Shoaib & Naveed, Muhammad & Youssef, Manel & Yousaf, Imran, 2024, "FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104591.
• Song, Yu & Song, Yanqiu & Chang, Shiwei & He, Lele, 2024, "The role of gold in terrorism: Risk aversion or financing source?," Resources Policy, Elsevier, volume 95, issue C, DOI: 10.1016/j.resourpol.2024.105201.
• Ali, Shoaib & Naveed, Muhammad & Al-Nassar, Nassar S. & Mirza, Nawazish, 2024, "Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105222.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105238.
• Hirano, Tomohiro & Toda, Alexis Akira, 2024, "Bubble economics," Journal of Mathematical Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.jmateco.2024.102944.
• Babiak, Mykola & Kozhan, Roman, 2024, "Parameter learning in production economies," Journal of Monetary Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.jmoneco.2024.103555.
• Kerssenfischer, Mark & Schmeling, Maik, 2024, "What moves markets?," Journal of Monetary Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jmoneco.2024.103560.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2024, "The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103573.
• Hubert, Paul & Blot, Christophe & Bozou, Caroline & Creel, Jérôme, 2024, "Same actions, different effects: The conditionality of monetary policy instruments," Journal of Monetary Economics, Elsevier, volume 147, issue S, DOI: 10.1016/j.jmoneco.2024.103596.
• Ferretti, Riccardo & Pattitoni, Pierpaolo & Pedrazzoli, Alessia, 2024, "Do cultural differences affect the share price puzzle?," Journal of Multinational Financial Management, Elsevier, volume 75, issue C, DOI: 10.1016/j.mulfin.2024.100873.
• Duong, Truong X. & Huszár, Zsuzsa R. & Tan, Ruth S.K., 2024, "How informed are international short sellers? Global and local industry concentration of short sellers," Journal of Multinational Financial Management, Elsevier, volume 76, issue C, DOI: 10.1016/j.mulfin.2024.100885.
• Liu, Xiaoqun & Hou, Chenji & Zhu, Shinan & Chen, Haiqiang, 2024, "The asymmetric effect of information shock on overnight and intraday expected returns: Evidence from Chinese A-share stock market," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102219.
• Jing, Rui & Zhu, Hongquan, 2024, "Are retail investors liquidity providers? Evidence from the STAR and ChiNext markets in China," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102223.
• Zhang, Xili & Zheng, Yiran & Lien, Donald & Yu, Xiaojian, 2024, "Can mutual fund investors benefit from volatility managing? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102228.
• Fu, Lili & Chen, Zhen, 2024, "Political turnover and corporate credit spread: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102244.
• Chiang, Mi-Hsiu & Chiu, Hsin-Yu & Hsu, Yu-Chin, 2024, "Retrieving almost stochastic Dominance momentum in Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102268.
• Li, Wencong & Yang, Xingquan & Yin, Xingqiang, 2024, "Digital transformation and labor upgrading," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2024.102280.
• Cho, Wonho & Kim, Yongjun, 2024, "Labor leverage and firm risk: Evidence from Korea," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2023.102218.
• Lee, Deok-Hyeon & Min, Byoung-Kyu & Xiao, Yucaho, 2024, "An empirical evaluation of the salience-based asset pricing model: Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102252.
• Han, Chunmao & Zhang, Wei, 2024, "Trading volume, anomaly returns and noise trader risk in China," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102281.
• Chaudhry, Neeru & Kumari, Damini, 2024, "How do banks price carbon risk? Evidence from India," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102304.
• Chuang, Ming-Che & Tsai, Jeffrey Tzuhao, 2024, "Determining bid-ask prices for options with stochastic illiquidity and applications to index options," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102314.
• Park, Dojoon & Hahn, Jaehoon & Eom, Young Ho, 2024, "Predicting the equity premium with financial ratios: A comprehensive look over a long period in Korea," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102320.
• Zhang, Manqing & Ma, Yao & Yang, Baochen & Fan, Ying, 2024, "The change in salience and the cross-section of stock returns: Empirical evidence from China A-shares," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102319.
• Liu, Wen-Rang & Chiang, Yao-Min & Chung, San-Lin, 2024, "Dividend-tax avoidance trade and its impact on the stock market," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102339.
• Yue, Tian & Huang, Jiexiang & Ruan, Xinfeng, 2024, "Comomentum in China: Inferring arbitrage activity from return correlation," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102351.
• Ma, Rui & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2024, "New Zealand long-term equity returns and their determinants," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102363.
• Chen, Xiaoyijing & Liu, Siyuan & Xu, Zailin & Yu, Mei, 2024, "Asymmetry in option implied volatility and yield: Evidence from China's ETF options market11Xiaoyijing Chen, PhD candidate. Research Interests: option pricing, financial derivatives. Siyuan Liu, 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.