Research classified by Journal of Economic Literature (JEL) codes

2023

• Mao, Jie & Shen, Guanxiong & Yan, Jingzhou, 2023, "A continuous-time macro-finance model with Knightian uncertainty," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2022.101929.
• Su, Xuan-Qi, 2023, "Directors' and Officers' liability insurance and cross section of expected stock returns: A mispricing explanation," Pacific-Basin Finance Journal, Elsevier, volume 77, issue C, DOI: 10.1016/j.pacfin.2023.101938.
• Yu, Miao & Hu, Xiaolu & Zhong, Angel, 2023, "Trade links and return predictability: The Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101975.
• Xu, Yongan & Liang, Chao & Wang, Jianqiong, 2023, "Financial stress and returns predictability: Fresh evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101980.
• Ji, Yucheng & Xu, Weijun & Zhao, Qi & Jia, Zecheng, 2023, "ESG disclosure and investor welfare under asymmetric information and imperfect competition," Pacific-Basin Finance Journal, Elsevier, volume 78, issue C, DOI: 10.1016/j.pacfin.2023.101982.
• Lin, Chaonan & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2023, "Is there the maturity premium in Taiwan?," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.101937.
• Lin, Chaonan & Ko, Kuan-Cheng & Lu, Chien-Lin, 2023, "Why is the Amihud (2002) measure priced in Taiwan: Illiquidity or mispricing?," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.101984.
• Wu, Weili & Zhu, Feifei, 2023, "ETF ownership and informational efficiency of underlying stocks: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102005.
• Gao, Haoyu & Li, Jinxuan & Wen, Huiyu, 2023, "Bank funding costs during the COVID-19 pandemic: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102006.
• Lin, Chaonan & Chang, Hui-Wen & Chou, Robin K., 2023, "Overnight versus intraday returns of anomalies in China," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102007.
• Chen, Shan & Liu, Xujun & Li, Tao, 2023, "Does the investment-profitability correlation affect the factor premiums? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102012.
• Wang, Chao & Wang, Junbo & Wu, Chunchi & Zhang, Yue, 2023, "Voluntary disclosure in P2P lending: Information or hyperbole?," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102024.
• Chen, Zhiyu & Xu, Yun & Wang, Yu, 2023, "Can convertible bond trading predict stock returns? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102026.
• Liu, Xiaojian & Chong, Beng Soon & Feng, Xiaozhi, 2023, "Does the market differentiate between investor-paid and issuer-paid ratings in the pricing of asset-backed securities?," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102027.
• Shi, Yongdong & Wang, Haomiao & Xia, Yu & Zhen, Hongxian, 2023, "Mispricing and anomalies in China," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102038.
• Lu, Yueliang (Jacques) & Tian, Weidong, 2023, "An on-line machine learning return prediction," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102049.
• Zhang, Yongshen & Zhang, Qing & Yu, Xiaoliang & Ma, Qiushu, 2023, "Equity overvaluation, insider trading activity, and M&A premium: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102047.
• Wang, Zhuo & Wang, Ziyue & Wu, Ke, 2023, "The role of anchoring on investors’ gambling preference: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102054.
• Umar, Zaghum & Riaz, Yasir & Shahab, Yasir & Teplova, Tamara, 2023, "Network connectedness of the term structure of yield curve and global Sukuks," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102056.
• Li, Fengyu & Yang, Mozhu & Zhang, Tong, 2023, "Does prospectus readability matter for bond issuance pricing? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102074.
• Ma, Yao & Yang, Baochen & Li, Jinyong & Shen, Yue, 2023, "Trend information and cross-sectional returns: The role of analysts," Pacific-Basin Finance Journal, Elsevier, volume 80, issue C, DOI: 10.1016/j.pacfin.2023.102079.
• Ni, Xuanming & Zheng, Tiantian & Zhao, Huimin & Zhu, Shushang, 2023, "High-dimensional portfolio optimization based on tree-structured factor model," Pacific-Basin Finance Journal, Elsevier, volume 81, issue C, DOI: 10.1016/j.pacfin.2023.102106.
• Chen, Haozhi & Zhang, Yue, 2023, "Research on the effect of firm-specific investor sentiment on the idiosyncratic volatility anomaly: Evidence from the Chinese market," Pacific-Basin Finance Journal, Elsevier, volume 81, issue C, DOI: 10.1016/j.pacfin.2023.102114.
• Iwanaga, Yasuhiro & Hirose, Takehide, 2023, "Liquidity changes and decomposition in the Japanese equity market," Pacific-Basin Finance Journal, Elsevier, volume 81, issue C, DOI: 10.1016/j.pacfin.2023.102115.
• Jin, Xuejun & Li, Hongze & Yu, Bin & Zheng, Yijing, 2023, "How does the COVID-19 pandemic change the disposition effect in fund investors?," Pacific-Basin Finance Journal, Elsevier, volume 81, issue C, DOI: 10.1016/j.pacfin.2023.102119.
• Ho, Hsiao-Wei & Hsiao, Yu-Jen & Lo, Wen-Chi & Yang, Nien-Tzu, 2023, "Momentum investing and a tale of intraday and overnight returns: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102151.
• Jiang, Fuwei & Liu, Hongkui & Yu, Jiasheng & Zhang, Huajing, 2023, "International stock return predictability: The role of U.S. uncertainty spillover," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102161.
• Zhang, Zhehao & Xing, Ruina & Liu, Jiajun & Shao, Yifei, 2023, "Correlation-based investment strategies: A comparison between Chinese and US stock markets," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102167.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Kirli, Imra, 2023, "Mood seasonality around the globe," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102171.
• Li, Nanqi & Wei, Chishen & Zhang, Linti, 2023, "Risk factors in the Indonesian stock market," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102175.
• Huang, Xiangqian & Liu, Clark & Shu, Tao, 2023, "Factors and anomalies in the Vietnamese stock market," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102176.
• Cao, Jie & Zhan, Xintong & Zhang, Weiming & Zhang, Yaojia, 2023, "The return predictability of carbon emissions: Evidence from Hong Kong and Singapore," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102177.
• Chou, Pin-Huang & Ko, Kuan-Cheng & Rhee, S. Ghon, 2023, "Comparing competing factor and characteristics models: Evidence in Japan," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102179.
• Hoang, Khoa & Huang, Ronghong & Truong, Helen, 2023, "Resurrecting the market factor: A case of data mining across international markets," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102183.
• Chen, Xi & Wang, Junbo & Wang, Yanchu & Zhong, Xiaoling, 2023, "Extreme illiquidity and stock returns: Evidence from Thailand market," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102191.
• Liu, Laura Xiaolei & Zhu, Yandi & Zhang, Xinyu & Zhang, Yingguang, 2023, "Expectation disarray: Analysts' growth forecast anomaly in China," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102192.
• Chui, Andy & Ranganathan, Kavitha & Rohit, Abhishek & Veeraraghavan, Madhu, 2023, "Momentum, reversals and liquidity: Indian evidence," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102193.
• Zhuang, Zhuang & Hong, Xin & Yao, Juan, 2023, "The journey is the reward: A study of corporate site visits and mutual fund performance," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102194.
• Wang, Jiaxin & Cheng, Ruonan & Huang, Yong & Yan, Chao, 2023, "The pre-IPO dividend and IPO underpricing: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102195.
• Ahmed, Rizwan & Chen, Yawen & Benjasak, Chonlakan & Gregoriou, Andros & Nahar Falah Alrwashdeh, Nusiebeh & Than, Ei Thuzar, 2023, "The performance of bidding companies in merger and acquisition deals: An empirical study of domestic acquisitions in Hong Kong and Mainland China," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 168-180, DOI: 10.1016/j.qref.2020.09.003.
• Phan, Thi Nha Truc & Bertrand, Philippe & Vo, Xuan Vinh & Jones, Kirsten, 2023, "Investigating financial decision-making when facing skewed distributions of return: A survey study in Vietnam," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 318-329, DOI: 10.1016/j.qref.2021.04.015.
• Phan, Thi Nha Truc & Bertrand, Philippe & Phan, Hong Hai & Vo, Xuan Vinh, 2023, "The role of investor behavior in emerging stock markets: Evidence from Vietnam," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 367-376, DOI: 10.1016/j.qref.2021.07.001.
• Samet, Anis & Abdallah, Wissam & Abdallah, Abed AL-Nasser, 2023, "The geography and determinants of ADR holdings," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 228-243, DOI: 10.1016/j.qref.2023.01.009.
• Gil-Alana, Luis A. & Infante, Juan & Martín-Valmayor, Miguel Angel, 2023, "Persistence and long run co-movements across stock market prices," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 347-357, DOI: 10.1016/j.qref.2022.10.001.
• Chatjuthamard, Pattanaporn & Kijkasiwat, Ploypailin & Jiraporn, Pornsit & Lee, Sang Mook, 2023, "Customer concentration, managerial risk aversion, and independent directors: A quasi-natural experiment," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 358-368, DOI: 10.1016/j.qref.2022.10.002.
• Bond, Shaun & Wu, Wentao & Zheng, Suyan, 2023, "Seasonal patterns of earnings releases and post-earnings announcement drift," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 15-24, DOI: 10.1016/j.qref.2023.07.003.
• Li, Shaoyu & Zhu, Chunhui & Shang, Yuhuang, 2023, "Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 170-185, DOI: 10.1016/j.qref.2022.10.011.
• Serna, Gregorio, 2023, "On the predictive ability of conditional market skewness," The Quarterly Review of Economics and Finance, Elsevier, volume 91, issue C, pages 186-191, DOI: 10.1016/j.qref.2022.11.001.
• Fracasso, Laís Martins & Müller, Fernanda Maria & Ramos, Henrique Pinto & Righi, Marcelo Brutti, 2023, "Is there a risk premium? Evidence from thirteen measures," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 182-199, DOI: 10.1016/j.qref.2023.10.002.
• Chelikani, Surya & Marks, Joseph M. & Nam, Kiseok, 2023, "Volatility feedback effect and risk-return tradeoff," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 49-65, DOI: 10.1016/j.qref.2023.08.003.
• Le, Thanh Ha, 2023, "Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts," Renewable Energy, Elsevier, volume 202, issue C, pages 613-625, DOI: 10.1016/j.renene.2022.11.062.
• Imran, Zulfiqar Ali & Ahad, Muhammad, 2023, "Safe-haven properties of green bonds for industrial sectors (GICS) in the United States: Evidence from Covid-19 pandemic and Global Financial Crisis," Renewable Energy, Elsevier, volume 210, issue C, pages 408-423, DOI: 10.1016/j.renene.2023.04.033.
• Kotcharin, Suntichai & Maneenop, Sakkakom & Jaroenjitrkam, Anutchanat, 2023, "The impact of government policy responses on airline stock return during the COVID-19 crisis," Research in Transportation Economics, Elsevier, volume 99, issue C, DOI: 10.1016/j.retrec.2023.101298.
• Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2023, "Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 114-123, DOI: 10.1016/j.iref.2022.08.009.
• De Pace, Pierangelo & Rao, Jayant, 2023, "Comovement and instability in cryptocurrency markets," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 173-200, DOI: 10.1016/j.iref.2022.08.010.
• Gould, John & Yang, Joey W. & Singh, Ranjodh & Yeo, Ben, 2023, "The seasonality of lottery-like stock returns," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 383-400, DOI: 10.1016/j.iref.2022.09.004.
• Akbari, Amir & Carrieri, Francesca, 2023, "Global risk and market conditions," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 51-70, DOI: 10.1016/j.iref.2022.08.012.
• Zhang, Wenwen & Cao, Shuo & Zhang, Xuan & Qu, Xuefeng, 2023, "COVID-19 and stock market performance: Evidence from the RCEP countries," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 717-735, DOI: 10.1016/j.iref.2022.10.013.
• Yao, Youfu & Hong, Yun, 2023, "Can comment letters impact excess cash holdings? Evidence from China," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 900-922, DOI: 10.1016/j.iref.2022.11.003.
• Liu, Jun & Wu, Kai & Zhou, Ming, 2023, "News tone, investor sentiment, and liquidity premium," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 167-181, DOI: 10.1016/j.iref.2022.11.016.
• Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023, "The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 196-223, DOI: 10.1016/j.iref.2022.11.002.
• Sahibzada, Irfan Ullah, 2023, "To what extent do sovereign rating actions affect global equity market sectors?," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 240-261, DOI: 10.1016/j.iref.2022.11.026.
• Wu, Shue-Jen, 2023, "The role of the past long-run oil price changes in stock market," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 274-291, DOI: 10.1016/j.iref.2022.11.021.
• Meles, Antonio & Salerno, Dario & Sampagnaro, Gabriele & Verdoliva, Vincenzo & Zhang, Jianing, 2023, "The influence of green innovation on default risk: Evidence from Europe," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 692-710, DOI: 10.1016/j.iref.2022.11.036.
• Xiaoli, Gan & xiaoyi, Zhang & Xiaoyang, Ma & Khalid, Fahad, 2023, "Impact of financial environment on household risk financial asset selection: A micro perspective," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 137-145, DOI: 10.1016/j.iref.2023.01.009.
• Liu, Xiaoqun & Zhang, Yuchen & Tian, Mengqiao & Chao, Youcong, 2023, "Financial distress and jump tail risk: Evidence from China's listed companies," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 316-336, DOI: 10.1016/j.iref.2023.01.007.
• Wu, Gabriel Shui Tang & Wan, Wilson Tsz Shing, 2023, "What drives the cross-border spillover of climate transition risks? Evidence from global stock markets," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 432-447, DOI: 10.1016/j.iref.2023.01.027.
• Aoki, Yasuharu, 2023, "The effect of dividend smoothing on bond spreads: Evidence from Japan," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 621-637, DOI: 10.1016/j.iref.2023.02.018.
• Ali, Fahad & Sensoy, Ahmet & Goodell, John W., 2023, "Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 744-792, DOI: 10.1016/j.iref.2023.02.015.
• Noman, Abu Hanifa Md & Karim, Muhammad Mahmudul & Hassan, Mohammad Kabir & Khan, Muhammad Asif & Pervin, Sajeda, 2023, "COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 14-30, DOI: 10.1016/j.iref.2023.03.003.
• Miwa, Kotaro, 2023, "Divergent opinions on social media," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 182-196, DOI: 10.1016/j.iref.2023.03.004.
• Li, Zepei & Huang, Haizhen, 2023, "Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 31-45, DOI: 10.1016/j.iref.2023.02.004.
• Wang, Jie & Wang, Wanwan & Yuan, Fang, 2023, "Air pollution and corporate risk-taking: Evidence from China," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 570-586, DOI: 10.1016/j.iref.2023.04.001.
• Abakah, Emmanuel Joel Aikins & Wali Ullah, GM & Adekoya, Oluwasegun B. & Osei Bonsu, Christiana & Abdullah, Mohammad, 2023, "Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 218-243, DOI: 10.1016/j.iref.2023.04.028.
• Weigerding, Michael, 2023, "Long-term liquidity effects of large-scale asset purchase programs: Evidence from the euro covered bond market," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 244-264, DOI: 10.1016/j.iref.2023.04.010.
• Ni, Zhongxin & Wang, Linyu, 2023, "The predictability of skewness risk premium on stock returns: Evidence from Chinese market," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 576-594, DOI: 10.1016/j.iref.2023.05.010.
• Aloosh, Arash & Choi, Hyung-Eun & Ouzan, Samuel, 2023, "The tail wagging the dog: How do meme stocks affect market efficiency?," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 68-78, DOI: 10.1016/j.iref.2023.04.019.
• Lee, Byeung-Joo & Kwon, Ji Ho, 2023, "Output gap and consumption risk on the cross-section of stock returns in Korea," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 1020-1034, DOI: 10.1016/j.iref.2023.07.031.
• Spiropoulos, Helen & Zhao, Ruoyun, 2023, "Stock liquidity, cash flow sensitivity and the value of cash," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 1565-1581, DOI: 10.1016/j.iref.2023.07.035.
• Fang, Yi & Chen, Yuzhi & Ren, Hang, 2023, "A factor pricing model based on machine learning algorithm," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 280-297, DOI: 10.1016/j.iref.2023.06.012.
• Yang, Mingjing & Cheng, Xiaoke & Guan, Jenny Xinjiao & Gao, Shenghao & Liu, Jia, 2023, "On the marketing effect of financial analysts: Evidence from investor bids in SEO auctions," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 408-428, DOI: 10.1016/j.iref.2023.06.030.
• Zhang, Bing, 2023, "Betting against low nominal prices: Evidence from China," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 476-500, DOI: 10.1016/j.iref.2023.06.017.
• Lee, Kiryoung & Cho, Juik, 2023, "Measuring Chinese climate uncertainty," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 891-901, DOI: 10.1016/j.iref.2023.07.004.
• Shehadeh, Ali A. & Zheng, Min, 2023, "Calendar anomalies in stock market returns: Evidence from Middle East countries," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 962-980, DOI: 10.1016/j.iref.2023.07.013.
• Li, Bo & Liu, Zhenya & Teka, Hanen & Wang, Shixuan, 2023, "The evolvement of momentum effects in China: Evidence from functional data analysis," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101833.
• Zhang, Qun & Zhang, Peihui & Liu, Hao, 2023, "Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? Evidence from China," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101839.
• Karkowska, Renata & Palczewski, Andrzej, 2023, "Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101872.
• Awijen, Haithem & Ben Zaied, Younes & Ben Lahouel, Béchir & Khlifi, Foued, 2023, "Machine learning for US cross-industry return predictability under information uncertainty," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101893.
• Liu, Yujun & Li, Zhongfei & Nekhili, Ramzi & Sultan, Jahangir, 2023, "Forecasting cryptocurrency returns with machine learning," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101905.
• Eom, Cheoljun & Park, Jong Won, 2023, "Price behavior of small-cap stocks and momentum: A study using principal component momentum," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101908.
• Xu, Ruihui & Zhang, Xuliang & Gozgor, Giray & Lau, Chi Keung Marco & Yan, Cheng, 2023, "Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101933.
• Umutlu, Mehmet & Yargı, Seher Gören & Zaremba, Adam, 2023, "Market segmentation and international diversification across country and industry portfolios," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101954.
• Hammouda, Amira & Saeed, Asif & Vidal, Marta & Vidal-García, Javier, 2023, "On the short-term persistence of mutual fund performance in Europe," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101963.
• Meng, Yongqiang & Shen, Dehua & Xiong, Xiong, 2023, "When stock price crash risk meets fundamentals," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101975.
• Cai, Wenwu & Lu, Jing & Zhao, Yuyang, 2023, "Do corporate site visits impact idiosyncratic volatility? Evidence from China," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.101992.
• Karagiorgis, Ariston & Drakos, Konstantinos, 2023, "A stochastic analysis of hedge funds’ higher moments," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102013.
• Antell, Jan & Vaihekoski, Mika, 2023, "Countercyclical and time-varying reward to risk and the equity premium," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102017.
• Grobys, Klaus, 2023, "A Fractal and Comparative View of the Memory of Bitcoin and S&P 500 Returns," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102021.
• Shanaev, Savva & Skorochodova, Arina & Vasenin, Mikhail, 2023, "LGBT CEOs and stock returns: Diagnosing rainbow ceilings and cliffs," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102063.
• Shi, Huai-Long & Chen, Huayi, 2023, "Revisiting asset co-movement: Does network topology really matter?," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102064.
• Yang, Baochen & Duan, Xianli & Ma, Yao, 2023, "Web search volume acceleration and cross-sectional returns," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102066.
• Aman, Hiroyuki & Kasuga, Norihiro & Moriyasu, Hiroshi, 2023, "Is soft information substitutive or complementary to hard news for investor attention? Evidence from corporate advertising in Japan," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102067.
• Ayoub, Mahmoud & Qadan, Mahmoud, 2023, "Does supporting Ukraine pay well? The performance of companies that suspended their business in Russia," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102071.
• Zhu, Zhaobo & Ding, Wenjie & Jin, Yi & Shen, Dehua, 2023, "Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102085.
• Tang, Yumei & Chen, Xihui Haviour & Sarker, Provash Kumer & Baroudi, Sarra, 2023, "Asymmetric effects of geopolitical risks and uncertainties on green bond markets," Technological Forecasting and Social Change, Elsevier, volume 189, issue C, DOI: 10.1016/j.techfore.2023.122348.
• Richard Mawulawoea Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2023, "COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-40, Aug.
• Tatsuyoshi Okimoto & Sumiko Takaoka, 2023, "Sustainability and Credit Spreads in Japan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-44, Sep.
• van der Ploeg, Frederick & Emmerling, Johannes & Groom, Ben, 2023, "The social cost of carbon with intragenerational inequality and economic uncertainty," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 117898, Jan.
• Blasberg, Alexander & Kiesel, Rüdiger & Taschini, Luca, 2023, "Carbon default swap – disentangling the exposure to carbon risk through CDS," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118096, Jan.
• Vayanos, Dimitri & Woolley, Paul, 2023, "Asset management as creator of market inefficiency," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118540, Apr.
• Cañon, Carlos & Gerba, Eddie & Pambira, Alberto & Stoja, Evarist, 2023, "An unconventional FX tail risk story," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120052, Aug.
• Accominotti, Olivier & Albers, Thilo & Oosterlinck, Kim, 2024, "Selective default expectations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120657, Jun.
• Shamsi, Javad, 2023, "Understanding multi-layered sanctions: a firm-level analysis," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120744, Nov.
• Cho, Thummim & Polk, Christopher, 2024, "Putting the price in asset pricing," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120805, Dec.
• Barinov, Alexander & Chabakauri, Georgy, 2023, "Idiosyncratic volatility, growth options, and the cross-section of returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 120814, Dec.
• Bryzgalova, Svetlana & Huang, Jiantao & Julliard, Christian, 2023, "Bayesian solutions for the factor zoo: we just ran two quadrillion models," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 126151, Feb.
• Andreas Fuster & David Lucca & James Vickery, 2023, "Mortgage-backed securities," Chapters, Edward Elgar Publishing, chapter 15, in: Refet S. Gürkaynak & Jonathan H. Wright, "Research Handbook of Financial Markets".
• Antonio Focacci, 2023, "Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 2, pages 157-182, January, DOI: 10.1108/CFRI-07-2022-0110.
• Mengjiao Chen & Jinjuan Ren & Jingying Zhao, 2023, "The impact of corporate culture on stock price crash risk: a firm-level analysis," International Journal of Accounting & Information Management, Emerald Group Publishing Limited, volume 32, issue 1, pages 1-18, November, DOI: 10.1108/IJAIM-04-2023-0095.
• Nidhi Kaicker & Radhika Aggarwal, 2023, "Market Structure and Firm Level Returns: The Indian Evidence," International Journal of Global Business and Competitiveness, Springer, volume 18, issue 1, pages 59-69, June, DOI: 10.1007/s42943-023-00076-0.
• Andrea Schertler & Jarmo Beurden, 2023, "How relative competitive strength moderates stock price responses after European soccer tournaments," Journal of Business Economics, Springer, volume 93, issue 8, pages 1385-1414, October, DOI: 10.1007/s11573-023-01145-9.
• Tobias Götze & Marc Gürtler & Eileen Witowski, 2023, "Forecasting accuracy of machine learning and linear regression: evidence from the secondary CAT bond market," Journal of Business Economics, Springer, volume 93, issue 9, pages 1629-1660, November, DOI: 10.1007/s11573-023-01138-8.
• Lars Beckmann & Jörn Debener & Johannes Kriebel, 2023, "Understanding the determinants of bond excess returns using explainable AI," Journal of Business Economics, Springer, volume 93, issue 9, pages 1553-1590, November, DOI: 10.1007/s11573-023-01149-5.
• Costanza Torricelli & Eleonora Pellati, 2023, "Social bonds and the “social premium”," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 600-619, September, DOI: 10.1007/s12197-023-09620-3.
• Mehmet Sahiner & David G. McMillan & Dimos Kambouroudis, 2023, "Do artificial neural networks provide improved volatility forecasts: Evidence from Asian markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 723-762, September, DOI: 10.1007/s12197-023-09629-8.
• Yifan Liu & Leyuan You, 2023, "Does the market reward firms for being more green or less brown?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 3, pages 564-585, September, DOI: 10.1007/s12197-023-09633-y.
• Claudio Boido & Mauro Aliano & Giuseppe Galloppo, 2023, "Top-flight European football teams and stock returns: market reactions to sporting events," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 47, issue 4, pages 1041-1061, December, DOI: 10.1007/s12197-023-09643-w.
• Mohammad Al-Shboul & Aktham Maghyereh, 2023, "Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), volume 12, issue 1, pages 1-23, December, DOI: 10.1186/s40008-023-00306-x.
• Rocco Caferra & Gabriele Tedeschi & Andrea Morone, 2023, "Agents interaction and price dynamics: evidence from the laboratory," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 18, issue 2, pages 251-274, April, DOI: 10.1007/s11403-022-00366-5.
• Toshiaki Akinaga & Takanori Kudo & Kenju Akai, 2023, "Interaction between price and expectations in the jar-guessing experimental market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 18, issue 3, pages 491-532, July, DOI: 10.1007/s11403-022-00374-5.
• Jia-Ping Huang & Yang Zhang & Juanxi Wang, 2023, "Dynamic effects of social influence on asset prices," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 18, issue 3, pages 671-699, July, DOI: 10.1007/s11403-023-00382-z.
• M. Raddant & T. Di Matteo, 2023, "A look at financial dependencies by means of econophysics and financial economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, volume 18, issue 4, pages 701-734, October, DOI: 10.1007/s11403-023-00389-6.
• Zakaria Nejjari & Hanane Aamoum, 2023, "The Impact of Intellectual Capital on Profitability, Market Value, Productivity, and Return on Equity: Empirical Evidence from Moroccan ICT Firms," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), volume 14, issue 2, pages 1734-1748, June, DOI: 10.1007/s13132-022-00956-5.
• Jianjun Miao & Dongling Su, 2023, "Asset market equilibrium under rational inattention," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 75, issue 1, pages 1-30, January, DOI: 10.1007/s00199-021-01396-z.
• Lars Peter Hansen & Jianjun Miao, 2023, "Correction to: Asset pricing under smooth ambiguity in continuous time," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 75, issue 1, pages 291-292, January, DOI: 10.1007/s00199-022-01460-2.
• Feixue Gong & Gregory Phelan, 2023, "Collateral constraints, tranching, and price bases," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), volume 75, issue 2, pages 317-340, February, DOI: 10.1007/s00199-022-01414-8.
• Gu Wang & Jiaxuan Ye, 2023, "Fund Managers’ Competition for Investment Flows Based on Relative Performance," Journal of Optimization Theory and Applications, Springer, volume 198, issue 2, pages 605-643, August, DOI: 10.1007/s10957-023-02221-4.
• Matthias Blonski & Ulf Lilienfeld-Toal, 2023, "Moral hazard with excess returns," Mathematics and Financial Economics, Springer, number 6, December, DOI: 10.1007/s11579-023-00344-w.
• Erdinc Akyildirim & Ahmet Goncu & Alper Hekimoglu & Duc Khuong Nguyen & Ahmet Sensoy, 2023, "Statistical arbitrage: factor investing approach," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., volume 45, issue 4, pages 1295-1331, December, DOI: 10.1007/s00291-023-00733-z.
• Nektarios A. Michail & Konstantinos D. Melas, 2023, "Commodity Prices and Dry Bulk Shipping Stock Returns," Springer Proceedings in Business and Economics, Springer, chapter 0, in: Nicholas Tsounis & Aspasia Vlachvei, "Advances in Empirical Economic Research", DOI: 10.1007/978-3-031-22749-3_32.
• Hami Amiraslani & Karl V. Lins & Henri Servaes & Ane Tamayo, 2023, "Trust, social capital, and the bond market benefits of ESG performance," Review of Accounting Studies, Springer, volume 28, issue 2, pages 421-462, June, DOI: 10.1007/s11142-021-09646-0.
• Shengzhong Huang & Hongping Tan & Xiongyuan Wang & Changqiu Yu, 2023, "Valuation uncertainty and analysts’ use of DCF models," Review of Accounting Studies, Springer, volume 28, issue 2, pages 827-861, June, DOI: 10.1007/s11142-021-09658-w.
• Mia Hang Pham & Yulia Merkoulova & Chris Veld, 2023, "Credit risk assessment and executives’ legal expertise," Review of Accounting Studies, Springer, volume 28, issue 4, pages 2361-2400, December, DOI: 10.1007/s11142-022-09699-9.
• Wen Lin & Argyro Panaretou & Grzegorz Pawlina & Catherine Shakespeare, 2023, "What can we learn about credit risk from debt valuation adjustments?," Review of Accounting Studies, Springer, volume 28, issue 4, pages 2556-2588, December, DOI: 10.1007/s11142-022-09705-0.
• Valentin Haag & Christian Koziol, 2023, "Company Cost of Capital and Leverage: A Simplified Textbook Relationship Revisited," Schmalenbach Journal of Business Research, Springer, volume 75, issue 1, pages 37-69, March, DOI: 10.1007/s41471-022-00144-w.
• Matthias Horn, 2023, "The Influence of ESG Ratings On Idiosyncratic Stock Risk: The Unrated, the Good, the Bad, and the Sinners," Schmalenbach Journal of Business Research, Springer, volume 75, issue 3, pages 415-442, September, DOI: 10.1007/s41471-023-00155-1.
• Cristiane Gea & Marcelo Cabus Klotzle & Luciano Vereda & Antonio Carlos Figueiredo Pinto, 2023, "Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?," SN Business & Economics, Springer, volume 3, issue 1, pages 1-37, January, DOI: 10.1007/s43546-022-00400-5.
• Meskat Ibne Sharif, 2023, "Parametric test of liquidity wavering in response to the dynamic equity constituents," SN Business & Economics, Springer, volume 3, issue 1, pages 1-26, January, DOI: 10.1007/s43546-023-00419-2.
• Oghenovo A. Obrimah, 2023, "Underpricing of initial public offerings (IPOs) and the credibility of underwriters’ pricing services," SN Business & Economics, Springer, volume 3, issue 2, pages 1-33, February, DOI: 10.1007/s43546-022-00415-y.
• Naga Pillada & Sangeetha Rangasamy, 2023, "An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC–GARCH model," SN Business & Economics, Springer, volume 3, issue 2, pages 1-16, February, DOI: 10.1007/s43546-023-00434-3.
• K. Hafsal & S. Raja Sethu Durai, 2023, "Fundamental and bubble spillovers in stock markets: a common trend approach," SN Business & Economics, Springer, volume 3, issue 3, pages 1-17, March, DOI: 10.1007/s43546-023-00437-0.
• Ujjal Chatterjee, 2023, "Predicting economic growth: evidence from real-estate loans securitization," SN Business & Economics, Springer, volume 3, issue 3, pages 1-20, March, DOI: 10.1007/s43546-023-00456-x.
• Leonardo Quero Virla, 2023, "An empirical characterization of volatility in the German stock market," SN Business & Economics, Springer, volume 3, issue 7, pages 1-19, July, DOI: 10.1007/s43546-023-00508-2.
• Kazım Berk Küçüklerli & Veysel Ulusoy, 2023, "The time-varying correlation between popular narratives and TRY/USD FX rate: Evidence from a DCC-GARCH model," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 13, issue 4, pages 1-3.
• Johan Knif & James W. Kolari & Gregory Koutmos & Seppo Pynonen, 2023, "Modeling the Time Variation in Factor Exposures," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 12, issue 2, pages 1-2.
• Aliano Mauro & Boido Claudio & Galloppo Giuseppe, 2023, "The Impact of the Financial and the Health Crisis on Listed Hotel Stocks," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, volume 12, issue 2, pages 1-3.
• Scheicher, Martin, 2023, "Intermediation in US and EU bond and swap markets: stylised facts, trends and impact of the coronavirus (COVID-19) crisis in March 2020," ESRB Occasional Paper Series, European Systemic Risk Board, number 24, Nov.
• Giulio Bottazzi & Daniele Giachini & Matteo Ottaviani, 2023, "Market selection and learning under model misspecification," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/18, May.
• Caterina Conigliani & Martina Iorio & Salvatore Monni, 2023, "Water, energy and human development in the Brazilian Amazon: a municipal Human Development Index adjusted for accesses," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 3, pages 318-328, March, DOI: 10.9770/jesi.2023.10.3(21).
• Gábor Bóta & Mihály Ormos & Imrich Antalík, 2023, "Oil price and stock returns in Europe," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, volume 10, issue 3, pages 329-339, March, DOI: 10.9770/jesi.2023.10.3(22).
• Ahmet Faruk Aysan & Ali Yavuz Polat & Hasan Tekin & Ahmet Semih Tunalı, 2023, "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," Defence and Peace Economics, Taylor & Francis Journals, volume 34, issue 6, pages 791-809, August, DOI: 10.1080/10242694.2022.2062981.
• Andreas Kick & Horst Rottmann, 2023, "The relevance of banks to the European stock market," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 12, pages 1432-1459, August, DOI: 10.1080/1351847X.2022.2134811.
• Wenna Lu & Laurence Copeland & Yongdeng Xu, 2023, "The pricing of unexpected volatility in the currency market," The European Journal of Finance, Taylor & Francis Journals, volume 29, issue 17, pages 2032-2046, November, DOI: 10.1080/1351847X.2023.2190464.
• Dongho Song & Jenny Tang, 2023, "News-Driven Uncertainty Fluctuations," Journal of Business & Economic Statistics, Taylor & Francis Journals, volume 41, issue 3, pages 968-982, July, DOI: 10.1080/07350015.2022.2097912.
• Guglielmo Maria Caporale & Alex Plastun, 2023, "Witching days and abnormal profits in the us stock market," Cogent Economics & Finance, Taylor & Francis Journals, volume 11, issue 1, pages 2182016-218, December, DOI: 10.1080/23322039.2023.2182016.
• Frédéric Vrins & Linqi Wang, 2023, "Asymmetric short-rate model without lower bound," Quantitative Finance, Taylor & Francis Journals, volume 23, issue 2, pages 279-295, February, DOI: 10.1080/14697688.2022.2156384.
• Camille Macaire & Alain Naef, 2023, "Greening monetary policy: evidence from the People’s Bank of China," Climate Policy, Taylor & Francis Journals, volume 23, issue 1, pages 138-149, January, DOI: 10.1080/14693062.2021.2013153.
• Ahadzie, Richard Mawulawoe & Daugaard, Dan & Kangogo, Moses & Khan, Faisal & Vespignani, Joaquin, 2023, "Covid-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2023-03.
• Paul J. Irvine & Egle Karmaziene, 2023, "Competing for Dark Trades," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-020/IV, Apr.
• Philippe Loyson & Rianne Luijendijk & Sweder van Wijnbergen, 2023, "The pricing of climate transition risk in Europe’s equity market," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 23-041/IV, Jul.
• Cassella, Stefano & Golez, Benjamin & Gulen, H. & Kelly, Peter, 2023, "Horizon bias and the term structure of equity returns," Other publications TiSEM, Tilburg University, School of Economics and Management, number 2e72bbd4-bdc8-434c-a55c-e.
• Yusuke Tanahara & Kento Tango & Yoshiyuki Nakazono, 2023, "Information Effects of Monetary Policy," TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University, number 41, Jul.
• Florent Kanga GBONGUE & Lambert N’Galadjo BAMBA, 2023, "Le modèle hybride de la structure par terme des primes souveraines de crédit et de liquidité dans la zone UEMOA," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 57, pages 101-145.
• Damien KUNJAL, 2023, "The Role of Investor Attention in ETF Liquidity," Journal of Economics and Financial Analysis, Tripal Publishing House, volume 7, issue 2, pages 45-64, DOI: 10.1991/jefa.v7i2.a62.
• Matthias Neuenkirch & Maria Repko & Enzo Weber, 2023, "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," Working Paper Series, University of Trier, Research Group Quantitative Finance and Risk Analysis, number 2023-02.
• Felix Haase & Matthias Neuenkirch, 2023, "Macroeconomic Expectations and State-Dependent Factor Returns," Research Papers in Economics, University of Trier, Department of Economics, number 2023-09.
• Kim, Daniel & Pouget, Sébastien, 2023, "Do carbon emissions affect the cost of capital? Primary versus secondary corporate bond markets," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1472, Sep, revised Nov 2025.
• Fève, Patrick & Moura, Alban, 2023, "Frictionless house-price momentum," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1488, Nov.
• Francisco Roch & Francisco Roldán, 2023, "Uncertainty Premia, Sovereign Default Risk, and State-Contingent Debt," Journal of Political Economy Macroeconomics, University of Chicago Press, volume 1, issue 2, pages 334-370, DOI: 10.1086/723950.
• Athanasios Geromichalos & Lucas Herrenbrueck & Sukjoon Lee, 2023, "Asset Safety versus Asset Liquidity," Journal of Political Economy, University of Chicago Press, volume 131, issue 5, pages 1172-1212, DOI: 10.1086/722225.
• Peter DeMarzo & Zhiguo He & Fabrice Tourre, 2023, "Sovereign Debt Ratchets and Welfare Destruction," Journal of Political Economy, University of Chicago Press, volume 131, issue 10, pages 2825-2892, DOI: 10.1086/724571.
• Serena Sordi & Ahmad Naimzada & Marwil J. Dávila-Fernández, 2023, "A discrete-time dynamic model of real-financial markets interactions," Department of Economics University of Siena, Department of Economics, University of Siena, number 906, Dec.
• KUNJAL, Damien, 2023, "Investor Attention And Exchange Traded Fund Returns In South Africa: The Role Of Investors’ Internet Search Activity," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", volume 27, issue 3, pages 40-56, September.
• Stereńczak Szymon & Kubiak Jarosław, 2023, "The choice of external financing source: The role of company size and stock liquidity," Economics and Business Review, Sciendo, volume 9, issue 3, pages 44-65, October, DOI: 10.18559/ebr.2023.3.800.
• Liu Kerry, 2023, "The Effects of Foreign Participation on Chinese Government Bond Yields," Folia Oeconomica Stetinensia, Sciendo, volume 23, issue 2, pages 222-240, December, DOI: 10.2478/foli-2023-0028.
• Gavrilova Daria, 2023, "The Price Impact of S&P 500 Affiliation," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 1, pages 42-61, April, DOI: 10.2478/subboec-2023-0003.
• Furdui Călin & Șfabu Dorina Teodora, 2023, "The European Banks Under the Shock of the Russian Invasion of 2022: An Event Study Approach," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 1, pages 62-77, April, DOI: 10.2478/subboec-2023-0004.
• Dimcea Andrei, 2023, "The Impact of Social Norms on Stock Liquidity," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, volume 68, issue 1, pages 78-99, April, DOI: 10.2478/subboec-2023-0005.
• Mitsuru Katagiri & Junnosuke Shino & Koji Takahashi, 2023, "To Lend or Not to Lend: The Bank of Japan’s ETF Purchase Program and Securities Lending," Working Papers, Waseda University, Faculty of Political Science and Economics, number 2304, Aug.
• Lea Steininger & Alexander A. Popov, 2023, "Monetary Policy and Local Industry Structure," Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics, number wuwp333, Feb.
• Popov, Alexander A. & Steininger, Lea, 2023, "Monetary Policy and Local Industry Structure," Department of Economics Working Paper Series, WU Vienna University of Economics and Business, number 333, Feb.
• Michele Manna & Stefano Nobili, 2023, "Banks' holdings of and trading in government bonds," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 1, pages 257-283, January, DOI: 10.1002/ijfe.2419.
• Semei Coronado & Rangan Gupta & Saban Nazlioglu & Omar Rojas, 2023, "Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 2239-2247, July, DOI: 10.1002/ijfe.2534.
• Mushtaq Hussain Khan & Junaid Ahmed & Mazhar Mughal & Imtiaz Hussain Khan, 2023, "Oil price volatility and stock returns: Evidence from three oil‐price wars," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 3162-3182, July, DOI: 10.1002/ijfe.2588.
• Xiaoxi Liu & Jinming Xie, 2023, "Forecasting swap rate volatility with information from swaptions," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 43, issue 4, pages 455-479, April, DOI: 10.1002/fut.22395.
• Francesco Bianchi & Howard Kung & Mikhail Tirskikh, 2023, "The origins and effects of macroeconomic uncertainty," Quantitative Economics, Econometric Society, volume 14, issue 3, pages 855-896, July, DOI: 10.3982/QE1979.
• Amit Goyal & Avanidhar Subrahmanyam & Bhaskaran Swaminathan, 2023, "Illiquidity and the cost of equity capital: Evidence from actual estimates of capital cost for U.S. data," Review of Financial Economics, John Wiley & Sons, volume 41, issue 4, pages 364-391, October, DOI: 10.1002/rfe.1179.
• Gemma Estrada & Resi Ong Olivares & Donghyun Park & Shu Tian, 2023, "Climate-Related Transition Risk and Corporate Debt Financing: Evidence from Southeast Asia," Asian Development Review (ADR), World Scientific Publishing Co. Pte. Ltd., volume 40, issue 02, pages 87-110, September, DOI: 10.1142/S0116110523400036.