Research classified by Journal of Economic Literature (JEL) codes

2023

• Pollastri, Alessandro & Rodrigues, Paulo & Schlag, Christian & Seeger, Norman J., 2023, "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 322-341, DOI: 10.1016/j.jempfin.2022.11.007.
• Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2023, "Salience theory in price and trading volume: Evidence from China," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 38-61, DOI: 10.1016/j.jempfin.2022.11.005.
• Malliaropulos, Dimitris & Migiakis, Petros, 2023, "A global monetary policy factor in sovereign bond yields," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 445-465, DOI: 10.1016/j.jempfin.2022.12.011.
• Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P., 2023, "Can we forecast better in periods of low uncertainty? The role of technical indicators," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 1-12, DOI: 10.1016/j.jempfin.2022.12.014.
• Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong, 2023, "Option price implied information and REIT returns," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 13-28, DOI: 10.1016/j.jempfin.2022.12.013.
• Liu, Xin & Qiu, Zhigang & Shen, Luyao & Zheng, Weinan, 2023, "Coreversal: The booms and busts of arbitrage activities in China," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 51-65, DOI: 10.1016/j.jempfin.2023.01.001.
• Blanco, Ivan & De Jesus, Miguel & Remesal, Alvaro, 2023, "Overlapping momentum portfolios," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2023.02.002.
• Brennan, M.J. & Taylor, Alex P., 2023, "Expected returns and risk in the stock market," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 276-300, DOI: 10.1016/j.jempfin.2023.03.002.
• Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto, 2023, "US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 301-320, DOI: 10.1016/j.jempfin.2023.03.012.
• Yu, Deshui & Huang, Difang, 2023, "Cross-sectional uncertainty and expected stock returns," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 321-340, DOI: 10.1016/j.jempfin.2023.04.001.
• Yu, Deshui & Huang, Difang & Chen, Li, 2023, "Stock return predictability and cyclical movements in valuation ratios," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 36-53, DOI: 10.1016/j.jempfin.2023.02.004.
• Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi, 2023, "Disseminating information across connected firms — Analyst site visits can help," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 510-531, DOI: 10.1016/j.jempfin.2023.04.010.
• Liu, Zhenya & Lu, Shanglin & Li, Bo & Wang, Shixuan, 2023, "Time series momentum and reversal: Intraday information from realized semivariance," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 54-77, DOI: 10.1016/j.jempfin.2023.03.001.
• Hsu, Yen-Ju & Wang, Yanzhi, 2023, "Technology spillover, corporate investment, and stock returns," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 238-250, DOI: 10.1016/j.jempfin.2023.07.001.
• Zhu, Haibin & Bai, Lu & He, Lidan & Liu, Zhi, 2023, "Forecasting realized volatility with machine learning: Panel data perspective," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 251-271, DOI: 10.1016/j.jempfin.2023.07.003.
• Nguyen, Hoang & Javed, Farrukh, 2023, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 272-292, DOI: 10.1016/j.jempfin.2023.07.004.
• Chatterjee, Sris & Gu, Xian & Hasan, Iftekhar & Lu, Haitian, 2023, "Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 334-348, DOI: 10.1016/j.jempfin.2023.08.003.
• Tong, Chen & Huang, Zhuo & Wang, Tianyi & Zhang, Cong, 2023, "The effects of economic uncertainty on financial volatility: A comprehensive investigation," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 369-389, DOI: 10.1016/j.jempfin.2023.08.004.
• Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei, 2023, "Macroeconomic news and price synchronicity," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 390-412, DOI: 10.1016/j.jempfin.2023.08.002.
• Bradrania, Reza & Wu, Winston, 2023, "Foreign institutions, local investors and momentum trading," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 40-64, DOI: 10.1016/j.jempfin.2023.05.005.
• Ghosh, Anisha & Linton, Oliver, 2023, "Estimation with mixed data frequencies: A bias-correction approach," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.07.005.
• Leong, Minhao & Kwok, Simon, 2023, "The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101420.
• Maio, Paulo & Zeng, Ming, 2023, "On the driving forces of real exchange rates: Is the Japanese Yen different?," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101423.
• Berardi, Andrea, 2023, "Term premia and short rate expectations in the euro area," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101424.
• Jia, Yuecheng & Wu, Yangru & Yan, Shu & Liu, Yuzheng, 2023, "A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101428.
• Souropanis, Ioannis & Vivian, Andrew, 2023, "Forecasting realized volatility with wavelet decomposition," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101432.
• Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen, 2023, "Stock returns in global value chains: The role of upstreamness and downstreamness," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101437.
• Ahn, Jungkyu & Ahn, Yongkil, 2023, "What drives the TIPS–Treasury bond mispricing?," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101438.
• Soebhag, Amar, 2023, "Option gamma and stock returns," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101442.
• Li, Jingpeng & Umar, Muhammad & Huo, Jiale, 2023, "The spillover effect between Chinese crude oil futures market and Chinese green energy stock market," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106568.
• Prokopczuk, Marcel & Symeonidis, Lazaros & Wese Simen, Chardin & Wichmann, Robert, 2023, "Convenience yield risk," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106536.
• Martiradonna, Monica & Romagnoli, Silvia & Santini, Amia, 2023, "The beneficial role of green bonds as a new strategic asset class: Dynamic dependencies, allocation and diversification before and during the pandemic era," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106587.
• Millischer, Laurent & Evdokimova, Tatiana & Fernandez, Oscar, 2023, "The carrot and the stock: In search of stock-market incentives for decarbonization," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106615.
• Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray, 2023, "Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106627.
• Dong, Xiyong & Yoon, Seong-Min, 2023, "Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106680.
• Abdollahi, Hooman, 2023, "Oil price volatility and new evidence from news and Twitter," Energy Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.eneco.2023.106711.
• Liao, Ling & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda & Gehricke, Sebastian, 2023, "The role of fundamentals and policy in New Zealand's carbon prices," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106737.
• Nguyen, Hoang & Virbickaitė, Audronė, 2023, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106738.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri & Moussa, Faten, 2023, "Does green improve portfolio optimisation?," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106831.
• Cheikh, Nidhaleddine Ben & Zaied, Younes Ben, 2023, "Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106861.
• Al-Fayoumi, Nedal & Bouri, Elie & Abuzayed, Bana, 2023, "Decomposed oil price shocks and GCC stock market sector returns and volatility," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106930.
• Zhang, Jiaming & Guo, Songlin & Dou, Bin & Xie, Bingyuan, 2023, "Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107083.
• Hoque, Mohammad Enamul & Soo-Wah, Low & Billah, Mabruk, 2023, "Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107034.
• Perera, Kasun & Kuruppuarachchi, Duminda & Kumarasinghe, Sriyalatha & Suleman, Muhammad Tahir, 2023, "The impact of carbon disclosure and carbon emissions intensity on firms' idiosyncratic volatility," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107053.
• Kong, Fanna & Gao, Zhuoqiong & Oprean-Stan, Camelia, 2023, "Green bond in China: An effective hedge against global supply chain pressure?," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107167.
• Zhong, Yufei & Chen, Xuesheng & Wang, Chengfang & Wang, Zhixian & Zhang, Yuchen, 2023, "The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107194.
• Siddique, Md. Abubakar & Nobanee, Haitham & Hasan, Md. Bokhtiar & Uddin, Gazi Salah & Hossain, Md. Naiem & Park, Donghyun, 2023, "How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107195.
• Zhang, Teng & Xu, Zhiwei & Li, Jiaqi, 2023, "The asset pricing implications of global oil price uncertainty: Evidence from the cross-section of Chinese stock returns," Energy, Elsevier, volume 285, issue C, DOI: 10.1016/j.energy.2023.129407.
• Del Angel, Marco & Fohlin, Caroline & Weidenmier, Marc D., 2023, "Stock returns and the Spanish flu, 1918–1920," Explorations in Economic History, Elsevier, volume 90, issue C, DOI: 10.1016/j.eeh.2023.101543.
• Aono, Kohei & Okimoto, Tatsuyoshi, 2023, "When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes?," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102428.
• Chatoro, Marian & Mitra, Sovan & Pantelous, Athanasios A. & Shao, Jia, 2023, "Catastrophe bond pricing in the primary market: The issuer effect and pricing factors," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102431.
• Noori, Mohammad & Hitaj, Asmerilda, 2023, "Dissecting hedge funds' strategies," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102453.
• Liu, Jinjing, 2023, "A novel downside beta and expected stock returns," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102455.
• Liu, Jing & He, Qiubei & Li, Yan & Huynh, Luu Duc Toan & Liang, Chao, 2023, "The change in stock-selection risk and stock market returns," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102457.
• Aloui, Donia & Benkraiem, Ramzi & Guesmi, Khaled & Vigne, Samuel, 2023, "The European Central Bank and green finance: How would the green quantitative easing affect the investors' behavior during times of crisis?," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102464.
• Fan, Rui & Talavera, Oleksandr & Tran, Vu, 2023, "Information flows and the law of one price," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102466.
• Lee, Chien-Chiang & Wang, Chih-Wei & Xu, Zhi-Ting, 2023, "Signaling effect of cash holdings adjustment before bond issuance," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102470.
• Zhu, Hongbing & Yang, Lihua & Xu, Changxin, 2023, "Tracking investor gambling intensity," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2022.102468.
• Santi, Caterina, 2023, "Investor climate sentiment and financial markets," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102490.
• Mansley, Nick & Wang, Zilong & Weng, Xiaoyu & Zhang, Wenjing, 2023, "Good growth, bad growth: Market reaction to capital raising for REIT expansion," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102499.
• Dempsey, Stephen J. & Sheng, Hainan, 2023, "Dividend change announcements, ROE, and the cost of equity capital," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102506.
• Xu, Shaojun, 2023, "Behavioral asset pricing under expected feedback mode," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102508.
• Huynh, Nhan, 2023, "Unemployment beta and the cross-section of stock returns: Evidence from Australia," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102522.
• Feng, Ling & Wang, Jieyu, 2023, "Random sources correlations and carbon futures pricing," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102529.
• Qiu, Rui & Liu, Jing & Li, Yan, 2023, "Long-term adjusted volatility: Powerful capability in forecasting stock market returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102530.
• Grobys, Klaus, 2023, "Correlation versus co-fractality: Evidence from foreign-exchange-rate variances," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102531.
• Patel, Mayank & Madhavan, Vinodh & Gupta, Supratim Das & Kumar, Satish, 2023, "Performance persistence and style consistency of Indian fixed income mutual funds – A longitudinal study," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102535.
• Shi, Lisi & Ho, Kung-Cheng & Liu, Ming-Yu, 2023, "Does societal trust make managers more trustworthy?," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102537.
• Insana, Alessandra, 2023, "Betting against beta with intraday and overnight signals," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102542.
• de Castro, Jessica & Piccoli, Pedro, 2023, "Do online searches actually measure future retail investor trades?," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102552.
• Hsin, Chin-Wen & Peng, Shu-Cing, 2023, "Investor propensity to speculate and price delay in emerging markets," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102557.
• Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia, 2023, "Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2022.102304.
• Chuliá, Helena & Mosquera-López, Stephania & Uribe, Jorge M., 2023, "Nonlinear market liquidity: An empirical examination," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102532.
• Ma, Tian & Leong, Wen Jun & Jiang, Fuwei, 2023, "A latent factor model for the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102555.
• Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023, "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102568.
• Jin, Xing & Hong, Yi, 2023, "Jump-diffusion volatility models for variance swaps: An empirical performance analysis," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102606.
• Dunbar, Kwamie, 2023, "CBDC uncertainty: Financial market implications," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102607.
• Xu, Liao & Xue, Mingqi & Zhang, Xuan & Zhao, Yang, 2023, "Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102608.
• Bao, Wei & Guo, Shijun & Peng, Diefeng & Rao, Yulei, 2023, "Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102616.
• Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2023, "Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102622.
• Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Alam, Masud & Abedin, Mohammad Zoynul & Shi, Baofeng, 2023, "NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102642.
• Abad, David & Nieto, Belén & Pascual, Roberto & Rubio, Gonzalo, 2023, "Market-wide illiquidity and the distribution of non-parametric stochastic discount factors," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102650.
• Aharon, David Y. & Butt, Hassan Anjum & Jaffri, Ali & Nichols, Brian, 2023, "Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102651.
• Ammari, Aymen & Chebbi, Kaouther & Ben Arfa, Nouha, 2023, "How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102633.
• Ferriani, Fabrizio, 2023, "Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102653.
• Jiang, Fei & Kong, Dongmin & Lu, Zhengfei & Ma, Yongqiang & Yi, Yang, 2023, "Geographic dispersion and corporate resilience during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102684.
• Zhang, Zehua & Zhao, Ran, 2023, "Good volatility, bad volatility, and the cross section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102712.
• Lee, Eugenia Y. & Ha, Wonsuk, 2023, "Electronic voting in shareholder meetings and the market value of cash holdings," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102718.
• Xiao, Qin & Yan, Meilan & Zhang, Dalu, 2023, "Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102743.
• Eun, Cheol & Lee, Kyuseok & Wei, Fengrong, 2023, "Dual role of the country factors in international asset pricing: The local factors and proxies for the global factors," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102760.
• Isakin, Maksim & Pu, Xiaoling, 2023, "Dispersion in news sentiment and corporate bond returns," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102761.
• Gric, Zuzana & Bajzík, Josef & Badura, Ondřej, 2023, "Does sentiment affect stock returns? A meta-analysis across survey-based measures," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102773.
• Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023, "Stock market reactions to monetary policy surprises under uncertainty," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102783.
• Grobys, Klaus, 2023, "A finite-time singularity in the dynamics of the US equity market: Will the US equity market eventually collapse?," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102787.
• Deng, Qi & Dai, Lunge & Yang, Zixin & Zhou, Zhong-Guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2023, "The impacts of regulation regime changes on ChiNext IPOs: Effects of 2013 and 2020 reforms on initial return, fair value and overreaction," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102794.
• Javadi, Siamak & Li, Weiping & Nejadmalayeri, Ali, 2023, "Contingent capital conversion under dual asset and equity jump–diffusions," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102798.
• Chen, Yu-Lun, 2023, "The crucial role of the five-year Treasury in the US yield curve," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102828.
• Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023, "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102836.
• Clancey-Shang, Danjue, 2023, "COVID lockdown, Robinhood traders, and liquidity in stock and option markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102837.
• Ergun, Lerby M., 2023, "Extreme downside risk in the cross-section of asset returns," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102840.
• Kim, Jae H. & Shamsuddin, Abul, 2023, "Stock market anomalies: An extreme bounds analysis," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102841.
• Karim, Muhammad Mahmudul & Ali, Md Hakim & Yarovaya, Larisa & Uddin, Md Hamid & Hammoudeh, Shawkat, 2023, "Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102894.
• Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2023, "When do investors go green? Evidence from a time-varying asset-pricing model," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102898.
• Yousefi, Hamed & Yung, Kenneth & Najand, Mohammad, 2023, "From low resource slack to inflexibility: The share price effect of operational efficiency," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102927.
• Cook, Douglas O. & Via, M. Tony, 2023, "Organizational capital and firm risk – Testing the outside option," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103344.
• Karmaziene, Egle, 2023, "The greater the volume, the greater the analyst," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103377.
• Bonaparte, Yosef & Chatrath, Arjun & Christie-David, Rohan, 2023, "S&P volatility, VIX, and asymptotic volatility estimates," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103392.
• Yu, Jize & Zhang, Li & Peng, Lijuan & Wu, Rui, 2023, "Which component of air quality index drives stock price volatility in China: a decomposition-based forecasting method," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103406.
• Dumrose, Maurice & Höck, André, 2023, "Corporate Carbon-Risk and Credit-Risk: The Impact of Carbon-Risk Exposure and Management on Credit Spreads in Different Regulatory Environments," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103414.
• Yang, Mo & Li, Yan & Dong, Dayong, 2023, "Strategic information disclosure and the cost of equity capital: Evidence from China," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103418.
• Agnese, Paolo & Giacomini, Emanuela, 2023, "Bank's funding costs: Do ESG factors really matter?," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103437.
• Feng, Wenjun & Zhang, Zhengjun, 2023, "Risk-weighted cryptocurrency indices," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103438.
• Xie, Jun & Fang, Yuying & Gao, Bin & Tan, Chunzhi, 2023, "Availability heuristic and expected returns," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103443.
• Liu, Sha, 2023, "Do investors and managers of active ETFs react to social media activities?," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103454.
• Wang, Liang & Wang, Qikai & Jiang, Fan, 2023, "Booster or stabilizer? Economic policy uncertainty: New firm-specific measurement and impacts on stock price crash risk," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103462.
• Li, Yi & Lucey, Brian & Urquhart, Andrew, 2023, "Can altcoins act as hedges or safe-havens for Bitcoin?," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103360.
• Wang, Xichen & Liu, Qingya, 2023, "Can the global financial cycle explain the episodes of exuberance in international housing markets?," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103366.
• Annaert, Jan & De Ceuster, Marc & Van Cappellen, Jef, 2023, "Can average skewness really predict financial returns? The euro area case," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103375.
• Bonaparte, Yosef & Bernile, Gennaro, 2023, "A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103376.
• Boido, Claudio & Aliano, Mauro, 2023, "Digital art and non-fungible-token: Bubble or revolution?," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103380.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W., 2023, "Energy cryptocurrencies: Assessing connectedness with other asset classes," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103389.
• Lian, Yu-Min & Chen, Jun-Home, 2023, "Valuation of chooser options with state-dependent risks," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103527.
• Bassen, Alexander & Shu, Hao & Tan, Weiqiang, 2023, "Green revenues and stock returns: Cross-market evidence," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103550.
• Kong, Dongmin & Yang, Yiwei & Wang, Qin, 2023, "Innovative efficiency and firm value: Evidence from China," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103557.
• Pan, Zhiyuan & Huang, Xiao & Liu, Li & Huang, Juan, 2023, "Geopolitical uncertainty and crude oil volatility: Evidence from oil-importing and oil-exporting countries," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103565.
• Abudy, Menachem (Meni) & Aharon, David Y. & Shust, Efrat, 2023, "Can gender Pay-Gap disclosures make a difference?," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103583.
• Jelic, Ranko & Zeng, Yiming & Karouzakis, Nikolaos, 2023, "Foreign-law premium for European high-yield corporate bonds," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103584.
• Wang, Jiazhen & Hu, Xiaolu & Zhong, Angel, 2023, "Stock market reaction to mandatory ESG disclosure," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103402.
• Monaco, Eleonora & Murgia, Lucia Milena, 2023, "Retail attention and the FOMC equity premium," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103597.
• Apel, Matthias & Betzer, André & Scherer, Bernd, 2023, "Real-time transition risk," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103600.
• Chiang, Thomas C., 2023, "Real stock market returns and inflation: Evidence from uncertainty hypotheses," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103606.
• Chrétien, Stéphane & Fu, Hsuan, 2023, "Presidential cycles in international equity flows and returns," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103616.
• Girard, Alexandre & Gnabo, Jean-Yves & Londoño van Rutten, Rodrigo, 2023, "Firm performance and the crowd effect in lobbying competition," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103618.
• Li, Changgui & Liu, Xiaowen & Hou, Zhiping & Li, Yongyi, 2023, "Retail investor attention and equity mispricing: The mediating role of earnings management," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103621.
• Božović, Miloš, 2023, "Can a dynamic correlation factor improve the pricing of industry portfolios?," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103626.
• Lee, Kiryoung & Choi, Eunseon & Kim, Minki, 2023, "Twitter-based Chinese economic policy uncertainty," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103627.
• Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Teplova, Tamara, 2023, "The impact of the US yield curve on sub-Saharan African equities," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103636.
• Mirza, Nawazish & Umar, Muhammad & Mangafic, Jasmina, 2023, "Covid-19 vaccines and investment performance: Evidence from equity funds in European Union," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103650.
• Xu, Weijun & Pan, Shiliang & Ji, Yucheng & Zhao, Qi, 2023, "Public disclosure with information sharing in financial market," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103652.
• Chen, Jiazi & Niu, Linlin, 2023, "How do baby boomers affect interest rates? A functional analysis of the impact of age distribution on macroeconomic trends," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103666.
• Wang, Liang & Qi, Jiahan & Zhuang, Hongyu, 2023, "Monitoring or Collusion? Multiple Large Shareholders and Corporate ESG Performance: Evidence from China," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103673.
• Cauthorn, Thomas & Dumrose, Maurice & Eckert, Julia & Klein, Christian & Zwergel, Bernhard, 2023, "Rating changes revisited: New evidence on short-term ESG momentum," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103703.
• Huang, Chih-Yueh & Dekker, David & Christopoulos, Dimitrios, 2023, "Rethinking greenium: A quadratic function of yield spread," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103710.
• Bonaparte, Yosef, 2023, "Introducing the Cryptocurrency VIX: CVIX✰," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103712.
• Zhou, Yimin & Wei, Xu, 2023, "Bond liquidity, debt maturity and bond risk premium," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103716.
• Segal, Maxime & Ólafsson, Sverrir, 2023, "Design of a self-adaptive model for leverage," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103721.
• Karau, Sören, 2023, "Central bank digital currency competition and the impossible trinity," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103723.
• Guettler, Andre & Hable, Patrick & Launhardt, Patrick & Miebs, Felix, 2023, "Aggregate insider trading in the S&P 500 and the predictability of international equity premia," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103725.
• Cheng, Tingting & Jiang, Shan & Zhao, Albert Bo & Jia, Zhimin, 2023, "Complete subset averaging methods in corporate bond return prediction," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103727.
• Qiu, Jiayan & Huang, Wei & Jiang, Ying, 2023, "When do they trade? Heterogeneous investors in China," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103729.
• Lu, Jing & Ho, Keng-Yu & Ho, Po-Hsin & Ko, Kuan-Cheng, 2023, "CEO overconfidence, lottery preference and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103749.
• Bang, Jeongseok & Ryu, Doojin & Yu, Jinyoung, 2023, "ESG controversies and investor trading behavior in the Korean market," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103750.
• Ham, Hyuna & Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2023, "How do investors react to overnight returns? Evidence from Korea," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103779.
• Allen, Kyle D. & Baig, Ahmed & Winters, Drew B., 2023, "The response of money market funds to the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103790.
• Mbengue, Mohamed Lamine & Ndiaye, Bara & Sy, Oumar, 2023, "Which factors explain African stock returns?," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103805.
• Anderson, Warwick & Białkowski, Jędrzej & Wagner, Moritz, 2023, "Midterm elections and stock returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103825.
• Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Patel, Ritesh, 2023, "The importance of ABS 2 journals in finance scholarship: Evidence from a bibliometric case study," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103828.
• Treepongkaruna, Sirimon & Chan, Kam Fong & Malik, Ihtisham, 2023, "Climate policy uncertainty and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103837.
• Gao, Shang & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2023, "Forecasting stock market volatility: The sum of the parts is more than the whole," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103849.
• Pontines, Victor & Rummel, Ole, 2023, "LIBOR meets machine learning: A Lasso regression approach to detecting data irregularities," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103852.
• Liu, Benjamin & Johl, Shireenjit & Lasantha, Ruwan, 2023, "ESG scores and cash holdings: The role of disciplinary trading," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103854.
• Bai, Fan & Zhang, Yaqi & Chen, Zhonglu & Li, Yan, 2023, "The volatility of daily tug-of-war intensity and stock market returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103867.
• Albers, Stefan, 2023, "The fear of fear in the US stock market: Changing characteristics of the VVIX," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103926.
• Gong, Yuting & Li, Xiao & Xue, Wenjun, 2023, "The impact of EPU spillovers on the bond market volatility: Global evidence," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103931.
• Yadav, Miklesh Prasad & Rao, Amar & Abedin, Mohammad Zoynul & Tabassum, Sabia & Lucey, Brian, 2023, "The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103952.
• Zhang, Yaojie & He, Mengxi & Liao, Cunfei & Wang, Yudong, 2023, "Climate risk exposure and the cross-section of Chinese stock returns," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103987.
• Chang, Danting & Li, Feng, 2023, "Uncovering the information content in abnormal institutional visits," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103988.
• Switzer, Lorne N., 2023, "Circumventing SEC Rule 201 short sale restrictions with options," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103991.
• Saggu, Aman & Ante, Lennart, 2023, "The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103993.
• Kamate, Vidya, 2023, "Unconventional monetary policy measures and money markets: Estimating the impact of targeted repo operations on asset prices," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103994.
• Chibane, Messaoud & Kuhanathan, Ano, 2023, "Is the fed failing to re-anchor expectations? An analysis of jumps in inflation swaps," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.104004.
• Dunbar, Kwamie & Owusu-Amoako, Johnson, 2023, "Role of hedging on crypto returns predictability: A new habit-based explanation," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.104009.
• Chaudhry, Neeru & Gupta, Aastha, 2023, "Do derivatives benefit shareholders? Evidence from India," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.104012.
• Shen, Zhuyi & Wang, Shibo & Yang, Jinqiang, 2023, "A note on the dynamic adoption and valuation theory in tokenomics," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104047.
• Bazzana, Davide & Colturato, Michele & Savona, Roberto, 2023, "Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104085.
• Wang, Hu & Shen, Hong & Li, Shouwei, 2023, "ESG performance and stock price fragility," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104101.
• Cho, Hyunkwon & Choi, Ga-Young & Lee, Joonil, 2023, "The impact of internet articles on investor trading decisions by investor types: Evidence from Korean stock market," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104110.
• Zhang, Jiaming & Zou, Yang & Xiang, Yitian & Guo, Songlin, 2023, "Climate change and Japanese economic policy uncertainty: Asymmetric analysis," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104165.
• Liu, Xiang & Yang, Zhaojun, 2023, "Security token offerings versus loan guarantees for risk-averse entrepreneurs under asymmetric information," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104171.
• Anagnostopoulos, Alexis & Atesagaoglu, Orhan Erem, 2023, "Shareholder tax cuts with household and firm heterogeneity," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104173.
• Verner, Robert & Tkáč, Michal, 2023, "On the predictability of bonds," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104181.
• Hou, Yunfei & Hu, Changsheng, 2023, "Understanding the role of aggregate analyst attention in resolving stock market uncertainty," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104183.
• Wang, Jiaxin & Zhu, Zhaowei & Huang, Xiang, 2023, "Stock bubbles under sudden public crises: A perspective from the excessive financialization of firms," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104189.
• Ok, Hyunmin & Kim, Jinyong & Kim, Yongsik, 2023, "Is the Kimchi premium a speculative bubble?," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104207.
• Dunbar, Kwamie & Treku, Daniel & Sarnie, Robert & Hoover, Jack, 2023, "What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104262.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W., 2023, "Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104276.
• Ahn, Jungkyu & Ahn, Yongkil, 2023, "Clogged pipes in the repo market," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104284.
• Segal, Maxime & Ólafsson, Sverrir, 2023, "Overview of an alternative trigger for DCL," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104281.
• Mercik, Aleksander & Cupriak, Daniel & Zaremba, Adam, 2023, "Factor seasonalities: International and further evidence," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104293.
• Granát, Marcell P. & Lehmann, Kristóf & Nagy, Olivér & Neszveda, Gábor, 2023, "Expect the unexpected: Did the equity markets anticipate the Russo-Ukrainian war?," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104301.
• Bang, Jeongseok & Ryu, Doojin & Webb, Robert I., 2023, "ESG controversy as a potential asset-pricing factor," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104315.
• Qiao, Kenan & Ji, Zhehan & Xie, Haibin, 2023, "Unrealized return dispersion and the equity risk premium," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104316.
• Poddar, Abhishek & Misra, Arun Kumar & Mishra, Ajay Kumar, 2023, "Return connectedness and volatility dynamics of the cryptocurrency network," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104334.
• Ali, Shoaib & Moussa, Faten & Youssef, Manel, 2023, "Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104352.
• Dai, Yiming & Jiang, Yuexiang & Long, Huaigang & Wang, Hui & Zaremba, Adam, 2023, "Does realized skewness predict the cross-section of Chinese stock returns?," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104363.
• Cao, Jiling & Kim, Jeong-Hoon & Liu, Wenqiang & Zhang, Wenjun, 2023, "Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104374.
• Gu, Qinen & Li, Shaofang & Tian, Sihua & Wang, Yuyouting, 2023, "Climate, geopolitical, and energy market risk interconnectedness: Evidence from a new climate risk index," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104392.
• Mamidala, Vasanthi & Kumari, Pooja, 2023, "Investigating herding severity in different NFT categories," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104428.
• Aiken, Adam L. & Kang, Minjeong, 2023, "Hedge fund manager timing and selectivity skill over time. A holdings-based estimate," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104439.
• Ao, Zhiming & Ji, Xinru & Liang, Xinxin, 2023, "Can prospect theory explain anomalies in the Chinese stock market?," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104466.