Research classified by Journal of Economic Literature (JEL) codes

2023

• Liu, Jie & Wu, Chonglin & Zheng, Wanqing & Lin, Gengyan, 2023, "Monitor or manipulator? The effect of institutional ownership on market manipulation," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104471.
• Luo, Deqing & Yan, Jingzhou & Yan, Qianhui, 2023, "The duality of ESG: Impact of ratings and disagreement on stock crash risk in China," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104479.
• Joo, Young C. & Park, Sung Y., 2023, "Quantile connectedness between cryptocurrency and commodity futures," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104472.
• D’Ercole, Francesco & Wagner, Alexander F., 2023, "The green energy transition and the 2023 Banking Crisis," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104493.
• Ahn, Jungkyu & Ahn, Yongkil, 2023, "The tail risk surface," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104497.
• Yun, Jaesun & Kwon, Kyung Yoon, 2023, "Biweekly performance of low-risk anomalies over the FOMC cycle," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104498.
• Girard, Alexandre & Gnabo, Jean-Yves & Londoño van Rutten, Rodrigo, 2023, "Corporate lobbying and firm performance variability," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104524.
• André, Christophe & Caraiani, Petre & Gupta, Rangan, 2023, "Fiscal policy and stock markets at the effective lower bound," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104564.
• Oxley, Les & Hu, Yang & Corbet, Shaen & Goodell, John W., 2023, "Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104527.
• Lu, Jing & Chen, Rongze, 2023, "Do individual investors pay attention to the information acquisition activities of institutional investors?," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104579.
• Ferriani, Fabrizio & Gazzani, Andrea, 2023, "The invasion of Ukraine and the energy crisis: Comparative advantages in equity valuations," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104604.
• Durán-Santomil, Pablo & Otero-González, Luis & Domingues, Renato & Leite, Paulo, 2023, "Can managers’ characteristics explain European bond mutual fund performance?," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104626.
• Kaplanski, Guy, 2023, "The race to exploit anomalies and the cost of slow trading," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100754.
• Ashour, Samar & Hao, Grace Qing & Harper, Adam, 2023, "Investor sentiment, style investing, and momentum," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100755.
• Xu, Liao & Zhang, Xuan & Zhao, Jing, 2023, "Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100757.
• Qiu, Zhigang & Wang, Yanyi & Zhang, Shunming, 2023, "Market power, ambiguity, and market participation," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100761.
• Kanne, Stefan & Korn, Olaf & Uhrig-Homburg, Marliese, 2023, "Stock illiquidity and option returns," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100765.
• Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Orłowski, Piotr & Subrahmanyam, Marti G., 2023, "Informed options strategies before corporate events," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100766.
• Drummond, Philip A., 2023, "Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100768.
• Chen, Ding & Guo, Biao & Zhou, Guofu, 2023, "Firm fundamentals and the cross-section of implied volatility shapes," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100771.
• Rhodes, Meredith E. & Mason, Joseph R., 2023, "ETF ownership and firm-specific information in corporate bond returns," Journal of Financial Markets, Elsevier, volume 63, issue C, DOI: 10.1016/j.finmar.2022.100772.
• Isaenko, Sergey, 2023, "Transaction costs, frequent trading, and stock prices," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100775.
• Barinov, Alexander, 2023, "Profitability anomaly and aggregate volatility risk," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100782.
• Carverhill, Andrew & Luo, Dan, 2023, "A Bayesian analysis of time-varying jump risk in S&P 500 returns and options," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100786.
• Katti, Supriya & Lawrence, Edward R. & Raithatha, Mehul, 2023, "Risk disclosure in IPO advertisement and the quality of the firm," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100789.
• Chen, Qiang & Han, Yu, 2023, "Options market ambiguity and its information content," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100790.
• Ikeda, Naoshi, 2023, "Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100800.
• Kothari, Pratik & O’Doherty, Michael S., 2023, "Job postings and aggregate stock returns," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100804.
• Xu, Hui & Pennacchi, George G., 2023, "Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100805.
• Wei, Xu & Xiao, Xiao & Zhou, Yi & Zhou, Yimin, 2023, "Spillover effects between liquidity risks through endogenous debt maturity," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100814.
• Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2023, "Spoilt for choice: Determinants of market shares in fragmented equity markets," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100816.
• Crépellière, Tommy & Pelster, Matthias & Zeisberger, Stefan, 2023, "Arbitrage in the market for cryptocurrencies," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100817.
• Fardeau, Vincent, 2023, "Sequential entry in illiquid markets," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100818.
• Lee, Suzanne S., 2023, "The role of idiosyncratic jumps in stock markets," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2023.100820.
• Blau, Benjamin M. & Cox, Justin S. & Griffith, Todd G. & Voges, Ryan, 2023, "Daily short selling around reverse stock splits," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100832.
• Geraci, Marco Valerio & Gnabo, Jean-Yves & Veredas, David, 2023, "Common short selling and excess comovement: Evidence from a sample of LSE stocks," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100833.
• Khorram, Mehdi & Mo, Haitao & Sanger, Gary C., 2023, "Information flow and credit rating announcements," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100837.
• Hanauer, Matthias X. & Lesnevski, Pavel & Smajlbegovic, Esad, 2023, "Surprise in short interest," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100841.
• Angelidis, Timotheos & Tessaromatis, Nikolaos, 2023, "The disappearing profitability of volatility-managed equity factors," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100857.
• Altieri, Michela & Schnitzler, Jan, 2023, "Quarterly investment spikes, stock returns, and the investment factor," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100835.
• Merl, Robert & Palan, Stefan & Schmidt, Dominik & Stöckl, Thomas, 2023, "Insider trading regulation and trader migration," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100839.
• Gatchev, Vladimir A. & Seth, Rama & Singh, Ajai & Vishwanatha, S.R., 2023, "Price bands and their effects on equity markets: Evidence from a natural experiment," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100840.
• Bogousslavsky, Vincent & Muravyev, Dmitriy, 2023, "Who trades at the close? Implications for price discovery and liquidity," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100852.
• Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian, 2023, "Forecasting Stock Market Crashes via Machine Learning," Journal of Financial Stability, Elsevier, volume 65, issue C, DOI: 10.1016/j.jfs.2022.101099.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan & Vo, Xuan Vinh, 2023, "Portfolio diversification during the COVID-19 pandemic: Do vaccinations matter?," Journal of Financial Stability, Elsevier, volume 65, issue C, DOI: 10.1016/j.jfs.2023.101118.
• Chen, Xiangyu & Tongurai, Jittima, 2023, "Informational linkage and price discovery between China's futures and spot markets: Evidence from the US–China trade dispute," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100750.
• Ferko, Alex & Moin, Amani & Onur, Esen & Penick, Michael, 2023, "Who trades bitcoin futures and why?," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100778.
• Wilkoff, Sean & Yildiz, Serhat, 2023, "The behavior and determinants of illiquidity in the non-fungible tokens (NFTs) market," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100782.
• Chazi, Abdelaziz & Samet, Anis & Azad, A.S.M. Sohel, 2023, "Volatility and correlation of Islamic and conventional indices during crises," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100800.
• Ang, James & Wang, Jingfang, 2023, "The trade war's impact on the financial market: Observations from the historical global trade war - the Smoot Hawley Tariff Act," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100802.
• Vogt, Jan, 2023, "Managerial market timing under credit risk: How do timed buybacks and stock issuances influence the value of long-term shareholders?," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2023.100807.
• Ni, Yinan & Sun, Yanfei, 2023, "Environmental, social, and governance premium in Chinese stock markets," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2023.100811.
• Dang, Huong Dieu, 2023, "IPOs in New Zealand: Nonfinancial disclosures, valuation, and short-term performance," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100737.
• Dai, Bochuan & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2023, "Lottery stocks and stop-loss rules," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100748.
• Kohls, Tobias & Mager, Ferdinand, 2023, "Profitability and low-risk anomalies reexamined," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100776.
• Bassiouny, Aliaa & Kiryakos, Mariam & Tooma, Eskandar, 2023, "Examining the adaptive market hypothesis with calendar effects: International evidence and the impact of COVID-19," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100777.
• López, Raquel & Sevillano, María Caridad & Jareño, Francisco, 2023, "Uncertainty and US stock market dynamics," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2022.100779.
• Ye, Zhengke & Jiang, Danling & Luo, Yunfeng, 2023, "Factor beta, overnight and intraday expected returns in China," Global Finance Journal, Elsevier, volume 56, issue C, DOI: 10.1016/j.gfj.2023.100827.
• Ostad, Parastoo & Mella, Javier, 2023, "The value relevance of corporate tax expenses in the presence of partisanship: International evidence," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100832.
• Wang, Ruolin & Basu, Anup & Clements, Adam, 2023, "Are credit default swaps still a sideshow? How information flow between equity and CDS markets has changed since the financial crisis," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100849.
• Leite, Brian J. & Uysal, Vahap B., 2023, "Does ESG matter to investors? ESG scores and the stock price response to new information," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100851.
• Zirek, Duygu & Unsal, Omer, 2023, "Green bonds: Do investors benefit from third-party certification?," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100872.
• Bao, May Xiaoyan & Crabtree, Aaron & Morris, Marc & Wan, Huishan, 2023, "Equity misvaluation and debt markets," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100902.
• Chernov, Mikhail & Creal, Drew & Hördahl, Peter, 2023, "Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds," Journal of International Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.jinteco.2022.103692.
• Huang, Yi & Lin, Chen & Liu, Sibo & Tang, Heiwai, 2023, "Trade networks and firm value: Evidence from the U.S.-China trade war," Journal of International Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jinteco.2023.103811.
• Sarker, Provash Kumer & Lau, Chi Keung Marco & Pradhan, Ashis Kumar, 2023, "Asymmetric effects of climate policy uncertainty and energy prices on bitcoin prices," Innovation and Green Development, Elsevier, volume 2, issue 2, DOI: 10.1016/j.igd.2023.100048.
• Xing, Jie & Ma, Jingtang & Yang, Wensheng, 2023, "Optimal entry decision of unemployment insurance under partial information," Insurance: Mathematics and Economics, Elsevier, volume 110, issue C, pages 31-52, DOI: 10.1016/j.insmatheco.2023.02.002.
• Lautier, Jackson P. & Pozdnyakov, Vladimir & Yan, Jun, 2023, "Pricing time-to-event contingent cash flows: A discrete-time survival analysis approach," Insurance: Mathematics and Economics, Elsevier, volume 110, issue C, pages 53-71, DOI: 10.1016/j.insmatheco.2023.02.003.
• Kamal, Javed Bin & Wohar, Mark, 2023, "Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic," International Economics, Elsevier, volume 173, issue C, pages 68-85, DOI: 10.1016/j.inteco.2022.11.001.
• Ferriani, Fabrizio & Gazzani, Andrea, 2023, "The impact of the war in Ukraine on energy prices: Consequences for firms’ financial performance," International Economics, Elsevier, volume 174, issue C, pages 221-230, DOI: 10.1016/j.inteco.2023.04.006.
• Stoja, Evarist & Polanski, Arnold & Nguyen, Linh H. & Pereverzin, Aleksandr, 2023, "Does systematic tail risk matter?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101698.
• Dai, Yingtong & Harris, Richard D.F., 2023, "Average tail risk and aggregate stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101699.
• Attig, Najah & Guedhami, Omrane & Nazaire, Gregory & Sy, Oumar, 2023, "What explains the benefits of international portfolio diversification?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 83, issue C, DOI: 10.1016/j.intfin.2022.101729.
• Griffith, Todd & Clancey-Shang, Danjue, 2023, "Cryptocurrency regulation and market quality," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 84, issue C, DOI: 10.1016/j.intfin.2023.101744.
• Bian, Jiangze & Chan, Kalok & Han, Bing & Shi, Donghui, 2023, "Cross-border equity flows and information transmission: Evidence from Chinese stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 84, issue C, DOI: 10.1016/j.intfin.2023.101755.
• Santi, Caterina & Zwinkels, Remco C.J., 2023, "Exploring style herding by mutual funds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101762.
• Kemal Tosun, Onur & Eshraghi, Arman & Muradoglu, Gulnur, 2023, "Learning financial survival from disasters," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101778.
• Li, Zhiyong & Wan, Yifan & Wang, Tianyi & Yu, Mei, 2023, "Factor-timing in the Chinese factor zoo: The role of economic policy uncertainty," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101782.
• Şoiman, Florentina & Dumas, Jean-Guillaume & Jimenez-Garces, Sonia, 2023, "What drives DeFi market returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101786.
• Baldwin, Kenneth & Alhalboni, Maryam, 2023, "A value-based measure of market power for the participatory deposits of Islamic banks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 87, issue C, DOI: 10.1016/j.intfin.2023.101809.
• Badics, Milan Csaba & Huszar, Zsuzsa R. & Kotro, Balazs B., 2023, "The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101837.
• Zhang, Junsheng & Peng, Zezhi & Zeng, Yamin & Yang, Haisheng, 2023, "Do big data mutual funds outperform?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101842.
• Sakemoto, Ryuta, 2023, "The long-run risk premium in the intertemporal CAPM: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101854.
• Li, Jinxian & Gong, Yujing & Ho, Kung-Cheng & Zhang, Cheng, 2023, "Trust and price efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101855.
• Scharnowski, Matthias & Scharnowski, Stefan & Zimmermann, Lukas, 2023, "Fan tokens: Sports and speculation on the blockchain," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101880.
• Borup, Daniel & Christensen, Bent Jesper & Mühlbach, Nicolaj Søndergaard & Nielsen, Mikkel Slot, 2023, "Targeting predictors in random forest regression," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 841-868, DOI: 10.1016/j.ijforecast.2022.02.010.
• Chay, J.B. & Chong, Byung-Uk & Im, Hyun Joong, 2023, "Dividend taxes and investment efficiency: Evidence from the 2003 U.S. personal taxation reform," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101514.
• Campbell, Brett & Drake, Michael & Thornock, Jacob & Twedt, Brady, 2023, "Earnings Virality," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101517.
• De Franco, Gus & Shohfi, Thomas & Xu, Da & Zhu, Zhiwei (Vivi), 2023, "Fixed income conference calls," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101518.
• Wu, Sang & Xue, Wenjie, 2023, "Accounting comparability and relative performance evaluation by capital markets," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101535.
• Chen, Jason V., 2023, "The wisdom of crowds and the market's response to earnings news: Evidence using the geographic dispersion of investors," Journal of Accounting and Economics, Elsevier, volume 75, issue 2, DOI: 10.1016/j.jacceco.2022.101567.
• deHaan, Ed & Li, Jiacui & Watts, Edward M., 2023, "Retail bond investors and credit ratings," Journal of Accounting and Economics, Elsevier, volume 76, issue 1, DOI: 10.1016/j.jacceco.2023.101587.
• Kostakis, Alexandros & Mu, Liangyi & Otsubo, Yoichi, 2023, "Detecting political event risk in the option market," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106624.
• Jia, Yuecheng & Simkins, Betty & Feng, Hongrui, 2023, "Political connections and short sellers," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106703.
• Guo, Laite, 2023, "Two faces of the size effect," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106708.
• Cox, Justin & Woods, Donovan, 2023, "COVID-19 and market structure dynamics," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106362.
• Berkman, Henk & Malloch, Hamish, 2023, "Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106386.
• Tran, Nhu & Uzmanoglu, Cihan, 2023, "Reprint of: COVID-19, lockdowns, and the municipal bond market," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2023.106758.
• Hanauer, Matthias X. & Windmüller, Steffen, 2023, "Enhanced momentum strategies," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106712.
• Aretz, Kevin & Eser Arisoy, Y., 2023, "The Pricing of Skewness Over Different Return Horizons," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106713.
• Amin, Shehryar & Tédongap, Roméo, 2023, "The changing landscape of treasury auctions," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106714.
• Lu, Jing & Qiu, Yuhang, 2023, "Does non-punitive regulation diminish stock price crash risk?," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106731.
• Bereskin, Fred & Hsu, Po-Hsuan & Latham, William & Wang, Huijun, 2023, "So Sue Me! The cross section of stock returns related to patent infringement allegations," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106740.
• Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva, 2023, "Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106745.
• Huang, Hong-Gia & Tsai, Wei-Che & Weng, Pei-Shih & Yang, J. Jimmy, 2023, "Intraday momentum in the VIX futures market," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106746.
• Ho, Tuan & Kim, Kirak & Li, Yang & Xu, Fangming, 2023, "Can Real Options Explain the Skewness of Stock Returns?," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106751.
• Chen, Bei & Gan, Quan & Vasquez, Aurelio, 2023, "Anticipating jumps: Decomposition of straddle price," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2022.106755.
• Caglayan, Mustafa O. & Lawrence, Edward & Reyes-Peña, Robinson, 2023, "Hot potatoes: Underpricing of stocks following extreme negative returns," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106757.
• Cakici, Nusret & Zaremba, Adam, 2023, "Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106760.
• Jaskowski, Marcin & Rettl, Daniel A., 2023, "Information acquisition costs and credit spreads," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106775.
• Anagnostopoulou, Seraina C. & Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2023, "Enhancement in a firm's information environment via options trading and the efficiency of corporate investment," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106809.
• Cong, Lin William & George, Nathan Darden & Wang, Guojun, 2023, "RIM-based value premium and factor pricing using value-price divergence," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106812.
• Heusel, Nicola & Mager, Ferdinand, 2023, "Pension funding and the cross section of stock returns - The case of Germany," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106816.
• LIN, Fengjiao & QIU, Zhigang & ZHENG, Weinan, 2023, "Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106818.
• Huber, Daniel & Jacobs, Heiko & Müller, Sebastian & Preissler, Fabian, 2023, "International factor models," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106819.
• Chi, Yeguang & He, Jingbin & Ma, Xinru & Wu, Fei, 2023, "Institutional investor inattention bias in auctioned IPOs," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106831.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2023, "Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates," Journal of Banking & Finance, Elsevier, volume 151, issue C, DOI: 10.1016/j.jbankfin.2023.106843.
• Bae, Jaewan & Kang, Jangkoo, 2023, "Human capital quality and stock returns," Journal of Banking & Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jbankfin.2023.106857.
• Merl, Robert & Stöckl, Thomas & Palan, Stefan, 2023, "Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2022.106490.
• Fernandez-Perez, Adrian & Indriawan, Ivan & Tse, Yiuman & Xu, Yahua, 2023, "Cross-asset time-series momentum: Crude oil volatility and global stock markets," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2022.106704.
• Zhang, Zhou, 2023, "Competition, investment reversibility, and equity risk premium," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106899.
• Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun & Shang, Longfei, 2023, "Behavioral bias, distorted stock prices, and stock splits," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106939.
• Huang, Tao & Jiang, Liang & Li, Junye, 2023, "Downside variance premium, firm fundamentals, and expected corporate bond returns," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106946.
• Fetherolf, Raylin & Lovelace, Kelley Bergsma, 2023, "Dimensions of national culture and R2 around the world," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106949.
• Bianchi, Robert J. & Fan, John Hua & Miffre, Joëlle & Zhang, Tingxi, 2023, "Exploiting the dynamics of commodity futures curves," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106965.
• Chen, Chen & Dou, Ying & Kuang, Yu Flora & Naiker, Vic, 2023, "Do professional ties enhance board seat prospects of independent directors with tainted reputations?," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106972.
• Kumar, Rajnish & Lawrence, Edward R. & Prakash, Arun & Rodríguez, Iván M., 2023, "Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106976.
• Faccini, Renato & Matin, Rastin & Skiadopoulos, George, 2023, "Dissecting climate risks: Are they reflected in stock prices?," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106948.
• Christensen, Bent Jesper & Kjær, Mads Markvart & Veliyev, Bezirgen, 2023, "The incremental information in the yield curve about future interest rate risk," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106973.
• Chen, Sipeng & Li, Gang, 2023, "Why does option-implied volatility forecast realized volatility? Evidence from news events," Journal of Banking & Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jbankfin.2023.107019.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2023, "Industry momentum in Latin America," Journal of Business Research, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbusres.2023.113711.
• Angerer, Martin & Neugebauer, Tibor & Shachat, Jason, 2023, "Arbitrage bots in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, volume 206, issue C, pages 262-278, DOI: 10.1016/j.jebo.2022.12.004.
• Cao, Ji & Rieger, Marc Oliver & Zhao, Lei, 2023, "Safety first, loss probability, and the cross section of expected stock returns," Journal of Economic Behavior & Organization, Elsevier, volume 211, issue C, pages 345-369, DOI: 10.1016/j.jebo.2023.04.022.
• Hirota, Shinichi, 2023, "Money supply, opinion dispersion, and stock prices," Journal of Economic Behavior & Organization, Elsevier, volume 212, issue C, pages 1286-1310, DOI: 10.1016/j.jebo.2023.06.014.
• Hoyer, Karlijn & Zeisberger, Stefan & Breugelmans, Seger M. & Zeelenberg, Marcel, 2023, "A culture of greed: Bubble formation in experimental asset markets with greedy and non-greedy traders," Journal of Economic Behavior & Organization, Elsevier, volume 212, issue C, pages 32-52, DOI: 10.1016/j.jebo.2023.05.005.
• Abudy, Menachem (Meni) & Shust, Efrat, 2023, "Does market design contribute to market stability? Indications from a corporate bond exchange during the COVID-19 crisis," Journal of Economics and Business, Elsevier, volume 123, issue C, DOI: 10.1016/j.jeconbus.2022.106105.
• Sekandary, Ghezal & Bask, Mikael, 2023, "Monetary policy uncertainty, monetary policy surprises and stock returns," Journal of Economics and Business, Elsevier, volume 124, issue C, DOI: 10.1016/j.jeconbus.2022.106106.
• Kohls, Tobias & Mager, Ferdinand & Regele, Tobias, 2023, "Competitive advantage and firm, industry, and country effects: An asset pricing perspective," Journal of Economics and Business, Elsevier, volume 127, issue C, DOI: 10.1016/j.jeconbus.2023.106137.

2022

• Urbański, Stanisław & Zarzecki, Dariusz, 2022, "The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100874.
• Roy, Rahul & Shijin, Santhakumar, 2022, "The saving, human wealth and asset pricing nexus: Evidence from around the world," Economic Systems, Elsevier, volume 46, issue 2, DOI: 10.1016/j.ecosys.2022.100977.
• Gnewuch, Matthias, 2022, "Spillover effects of sovereign debt-based quantitative easing in the euro area," European Economic Review, Elsevier, volume 145, issue C, DOI: 10.1016/j.euroecorev.2022.104133.
• Merella, Vincenzo & Satchell, Stephen E., 2022, "By force of confidence," European Economic Review, Elsevier, volume 150, issue C, DOI: 10.1016/j.euroecorev.2022.104311.
• Ballotta, Laura & Rayée, Grégory, 2022, "Smiles & smirks: Volatility and leverage by jumps," European Journal of Operational Research, Elsevier, volume 298, issue 3, pages 1145-1161, DOI: 10.1016/j.ejor.2021.08.023.
• Frömmel, Michael & Han, Xing & Li, Youwei & Vigne, Samuel A., 2022, "Low liquidity beta anomaly in China," Emerging Markets Review, Elsevier, volume 50, issue C, DOI: 10.1016/j.ememar.2021.100832.
• Shen, Haomin & Cheng, Xiaoke & Ouyang, Caiyue & Li, Ya & Chan, Kam C., 2022, "Does share pledging affect firms' use of derivatives? Evidence from China," Emerging Markets Review, Elsevier, volume 50, issue C, DOI: 10.1016/j.ememar.2021.100841.
• Ryu, Doojin & Yang, Heejin & Yu, Jinyoung, 2022, "Insider trading and information asymmetry: Evidence from the Korea Exchange," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100847.
• Asif, Raheel & Frömmel, Michael, 2022, "Exchange rate exposure for exporting and domestic firms in central and Eastern Europe," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100863.
• Dong, Yan & Huang, Jun, 2022, "Price limits, investor sentiment, and initial public offering underpricing: A quasi-natural experiment based on ChiNext," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2022.100893.
• Jang, Hyeonung & Seo, Byoung Ki, 2022, "Transmission of central bank communication to emerging economies: Evidence from the Korean stock market," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100905.
• Eraslan, Veysel & Omole, John & Sensoy, Ahmet & Ozdamar, Melisa, 2022, "Other people's money: A comparison of institutional investors," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100914.
• Yang, Baohua & Zhou, Yingluo & Zhou, Zhong-Guo, 2022, "Strategic behavior of insiders in initial underpricing and long-run underperformance," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100940.
• Hu, Xiaolu & Zhong, Angel & Cao, Youdan, 2022, "Greenium in the Chinese corporate bond market," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100946.
• Bian, Jiangze & Su, Tie & Wang, Jun, 2022, "Non-marketability and one-day selling lockup," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 1-23, DOI: 10.1016/j.jempfin.2021.10.006.
• Adcock, Christopher & Bessler, Wolfgang & Conlon, Thomas, 2022, "Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 24-50, DOI: 10.1016/j.jempfin.2021.11.001.
• Zhang, Han & Guo, Bin & Liu, Lanbiao, 2022, "The time-varying bond risk premia in China," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 51-76, DOI: 10.1016/j.jempfin.2021.11.004.
• Dierkes, Maik & Krupski, Jan, 2022, "Isolating momentum crashes," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2021.12.001.
• Shan, Chenyu & Tang, Dragon Yongjun & Wang, Sarah Qian & Zhang, Chang, 2022, "The diversification benefits and policy risks of accessing China’s stock market," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 155-175, DOI: 10.1016/j.jempfin.2022.01.001.
• Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Zhai, Rui-Xiang, 2022, "Income, trading, and performance: Evidence from retail investors," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 176-195, DOI: 10.1016/j.jempfin.2022.01.006.
• Jo, Yonghwan & Kim, Jihee & Santos, Francisco, 2022, "The impact of liquidity risk in the Chinese banking system on the global commodity markets," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 23-50, DOI: 10.1016/j.jempfin.2021.12.003.
• Ismailescu, Iuliana & Col, Burcin, 2022, "Cross-border M&As and credit risk: Evidence from the CDS market," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 51-73, DOI: 10.1016/j.jempfin.2021.12.002.
• Cotter, John & Salvador, Enrique, 2022, "The non-linear trade-off between return and risk and its determinants," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 100-132, DOI: 10.1016/j.jempfin.2022.03.002.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2022, "The anatomy of a fee change — evidence from cryptocurrency markets," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 152-167, DOI: 10.1016/j.jempfin.2022.03.003.
• Cavalcante-Filho, Elias & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2022, "US risk premia under emerging markets constraints," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 217-230, DOI: 10.1016/j.jempfin.2022.03.005.
• Zhao, Albert Bo & Cheng, Tingting, 2022, "Stock return prediction: Stacking a variety of models," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 288-317, DOI: 10.1016/j.jempfin.2022.04.001.
• Mao, Mike Qinghao & Wong, Ching Hin, 2022, "Managerial commitment and heterogeneity in target-date funds," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2022.05.001.
• Jiao, Yawen, 2022, "Decision-based trades: An analysis of institutional investors’ information advantages," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 104-115, DOI: 10.1016/j.jempfin.2022.07.009.
• Lin, Hai & Tao, Xinyuan & Wu, Chunchi, 2022, "Forecasting earnings with combination of analyst forecasts," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 133-159, DOI: 10.1016/j.jempfin.2022.07.003.
• Qiao, Zhuo & Wang, Yan & Lam, Keith S.K., 2022, "New evidence on Bayesian tests of global factor pricing models," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 160-172, DOI: 10.1016/j.jempfin.2022.07.002.
• Velliscig, Giulio & Floreani, Josanco & Polato, Maurizio, 2022, "How do bail-in amendments in Directive (EU) 2017/2399 affect the subordinated bond yields of EU G-SIBs?," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 173-189, DOI: 10.1016/j.jempfin.2022.07.007.
• Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong, 2022, "It is not just What you say, but How you say it: Why tonality matters in central bank communication," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 216-231, DOI: 10.1016/j.jempfin.2022.07.008.
• Hsieh, Wen-Liang G. & Wu, Wei-Shao & Tu, Anthony H., 2022, "Religiosity and sovereign credit quality," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 84-103, DOI: 10.1016/j.jempfin.2022.07.004.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2022, "Bitcoin unchained: Determinants of cryptocurrency exchange liquidity," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 106-122, DOI: 10.1016/j.jempfin.2022.08.004.
• Lan, Chunhua & Doan, Bao, 2022, "Stock price movements: Evidence from global equity markets," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 123-143, DOI: 10.1016/j.jempfin.2022.09.001.
• Kwon, Kyung Yoon & Min, Byoung-Kyu & Sun, Chenfei, 2022, "Enhancing the profitability of lottery strategies," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 166-184, DOI: 10.1016/j.jempfin.2022.09.003.
• Dong, Liang & Dai, Yiqing & Haque, Tariq & Kot, Hung Wan & Yamada, Takeshi, 2022, "Coskewness and reversal of momentum returns: The US and international evidence," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 241-264, DOI: 10.1016/j.jempfin.2022.10.004.
• Yang, Shuwen & Aretz, Kevin & Liu, Hening & Zhang, Yuzhao, 2022, "Consumption risks in option returns," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 285-302, DOI: 10.1016/j.jempfin.2022.10.001.
• Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022, "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105743.
• Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022, "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105802.
• Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia & Tiwari, Aviral Kumar, 2022, "Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105842.
• Ignatieva, Katja & Wong, Patrick, 2022, "Modelling high frequency crude oil dynamics using affine and non-affine jump–diffusion models," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105873.
• Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022, "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2021.105258.
• Zhang, Xinxin & Bouri, Elie & Xu, Yahua & Zhang, Gongqiu, 2022, "The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105950.
• Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa, 2022, "Spillovers between sovereign yield curve components and oil price shocks," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105963.
• Bonaldo, Cinzia & Caporin, Massimiliano & Fontini, Fulvio, 2022, "The relationship between day-ahead and future prices in electricity markets: An empirical analysis on Italy, France, Germany, and Switzerland," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.105977.
• Xiao, Jihong & Chen, Xian & Li, Yang & Wen, Fenghua, 2022, "Oil price uncertainty and stock price crash risk: Evidence from China," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106118.
• Chen, Chun-Da & Demirer, Rıza, 2022, "Oil beta uncertainty and global stock returns," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106150.
• Huang, Zhehao & Dong, Hao & Jia, Shuaishuai, 2022, "Equilibrium pricing for carbon emission in response to the target of carbon emission peaking," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106160.
• Apergis, Nicholas & Poufinas, Thomas & Antonopoulos, Alexandros, 2022, "ESG scores and cost of debt," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106186.
• Lei, Heng & Xue, Minggao & Liu, Huiling, 2022, "Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106189.
• Zhu, Qi & Jin, Sisi & Huang, Yuxuan & Yan, Cheng, 2022, "Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106197.
• Yousaf, Imran & Nekhili, Ramzi & Umar, Muhammad, 2022, "Extreme connectedness between renewable energy tokens and fossil fuel markets," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106305.
• Jankovic, Irena & Vasic, Vladimir & Kovacevic, Vlado, 2022, "Does transparency matter? Evidence from panel analysis of the EU government green bonds," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106325.
• Ewald, Christian-Oliver & Haugom, Erik & Lien, Gudbrand & Størdal, Ståle & Wu, Yuexiang, 2022, "Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106324.
• Prodromou, Tina & Demirer, Riza, 2022, "Oil price shocks and cost of capital: Does market liquidity play a role?," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106340.
• Borghesi, S. & Castellini, M. & Comincioli, N. & Donadelli, M. & Gufler, I. & Vergalli, S., 2022, "European green policy announcements and sectoral stock returns," Energy Policy, Elsevier, volume 166, issue C, DOI: 10.1016/j.enpol.2022.113004.
• Song, Yu & Chen, Bo & Hou, Na & Yang, Yi, 2022, "Terrorist attacks and oil prices: A time-varying causal relationship analysis," Energy, Elsevier, volume 246, issue C, DOI: 10.1016/j.energy.2022.123340.
• Hitz, Lukas & Mustafi, Ismail H. & Zimmermann, Heinz, 2022, "The pricing of volatility risk in the US equity market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101951.
• Smales, L.A., 2022, "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101972.
• Mazouz, Khelifa & Wu, Yuliang, 2022, "Why do firm fundamentals predict returns? Evidence from short selling activity," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101974.
• Ahmad, Fawad & Oriani, Raffaele, 2022, "Investor attention, information acquisition, and value premium: A mispricing perspective," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101976.