Research classified by Journal of Economic Literature (JEL) codes

2022

• Hwang, Soosung & Cho, Youngha & Noh, Sanha, 2022, "The cost of overconfidence in public information," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101991.
• Kadıoğlu, Eyüp & Frömmel, Michael, 2022, "Manipulation in the bond market and the role of investment funds: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102000.
• Ekinci, Cumhur & Ersan, Oğuz, 2022, "High-frequency trading and market quality: The case of a “slightly exposed” market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102004.
• Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2022, "The impact and role of COVID-19 uncertainty: A global industry analysis," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.101837.
• Bahcivan, Hulusi & Karahan, Cenk C., 2022, "High frequency correlation dynamics and day-of-the-week effect: A score-driven approach in an emerging market stock exchange," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.102008.
• Patel, Ritesh & Goodell, John W. & Oriani, Marco Ercole & Paltrinieri, Andrea & Yarovaya, Larisa, 2022, "A bibliometric review of financial market integration literature," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102035.
• Zhao, Dongxu & Li, Kai, 2022, "Bounded rationality, adaptive behaviour, and asset prices," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102037.
• Asif, Raheel & Frömmel, Michael & Mende, Alexander, 2022, "The crisis alpha of managed futures: Myth or reality?," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102045.
• Tarlie, Martin B. & Sakoulis, Georgios & Henriksson, Roy, 2022, "Stock market bubbles and anti-bubbles," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2018.07.012.
• Nishide, Katsumasa & Tian, Yuan, 2022, "Brokered versus dealer markets: Impact of proprietary trading with transaction fees," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2019.101371.
• Meshcheryakov, Artem & Winters, Drew B., 2022, "Retail investor attention and the limit order book: Intraday analysis of attention-based trading," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2020.101627.
• Chiah, Mardy & Phan, Dinh Hoang Bach & Tran, Vuong Thao & Zhong, Angel, 2022, "Energy price uncertainty and the value premium," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102062.
• Eierle, Brigitte & Klamer, Sebastian & Muck, Matthias, 2022, "Does it really pay off for investors to consider information from social media?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102074.
• Su, Zhi & Lyu, Tongtong & Yin, Libo, 2022, "Are conditional illiquidity risks priced in China? A cross-sectional test," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102077.
• Yousaf, Imran & Nekhili, Ramzi & Gubareva, Mariya, 2022, "Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102082.
• Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022, "The role of asset payouts in the estimation of default barriers," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102091.
• Choi, Young Mok & Park, Kunsu, 2022, "Zero-leverage policy and stock price crash risk: Evidence from Korea," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102102.
• Virk, Nader Shahzad & Butt, Hilal Anwar, 2022, "Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102104.
• Yan, Yumeng & Xiong, Xiong & Li, Shuo & Lu, Lei, 2022, "Will temperature change reduce stock returns? Evidence from China," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102112.
• Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2022, "Mutual fund performance persistence: Factor models and portfolio size," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102133.
• Lehnert, Thorsten, 2022, "Flight-to-safety and retail investor behavior," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2022.102142.
• Chelley-Steeley, Patricia L. & Lambertides, Neophytos, 2022, "Trading activity around chapter 11 filing," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102130.
• Rocciolo, Francesco & Gheno, Andrea & Brooks, Chris, 2022, "Explaining abnormal returns in stock markets: An alpha-neutral version of the CAPM," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102143.
• Chen, Jiun-Lin & Glabadanidis, Paskalis & Sun, Mingwei, 2022, "The five-factor asset pricing model, short-term reversal, and ownership structure – the case of China," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102147.
• Guo, Shuxin & Yuan, Yue & Ma, Feng, 2022, "Cross-sectional seasonalities and seasonal reversals: Evidence from China," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102162.
• Aman, Hiroyuki & Moriyasu, Hiroshi, 2022, "Effect of corporate disclosure and press media on market liquidity: Evidence from Japan," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102167.
• Liang, Chao & Xu, Yongan & Wang, Jianqiong & Yang, Mo, 2022, "Whether dimensionality reduction techniques can improve the ability of sentiment proxies to predict stock market returns," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102169.
• Zakamulin, Valeriy & Giner, Javier, 2022, "Time series momentum in the US stock market: Empirical evidence and theoretical analysis," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102173.
• Ngene, Geoffrey M. & Mungai, Ann Nduati, 2022, "Stock returns, trading volume, and volatility: The case of African stock markets," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102176.
• Monaco, Eleonora & Ibikunle, Gbenga & Palumbo, Riccardo & Zhang, Zeyu, 2022, "The liquidity and trading activity effects of acquisition payment methods: Evidence from the announcements of private firms' acquisitions," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102187.
• Zuo, Junqing & Zhang, Wei & Hu, Mingya & Feng, Xu & Zou, Gaofeng, 2022, "Employee relations and stock price crash risk: Evidence from employee lawsuits," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102188.
• Shi, Yukun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng, 2022, "Market co-movement between credit default swap curves and option volatility surfaces," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102192.
• Geng, Yuedan & Ye, Qiang & Jin, Yu & Shi, Wen, 2022, "Crowd wisdom and internet searches: What happens when investors search for stocks?," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102208.
• Chen, Ka-Hin & Lai, Tze Leung & Liu, Qingfu & Wang, Chuanjie, 2022, "Beyond the blockchain announcement: Signaling credibility and market reaction," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102209.
• Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022, "Cryptocurrency returns under empirical asset pricing," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102216.
• Li, Lu & Li, Yihang & Wang, Xueding & Xiao, Tusheng & Zhu, Hongjun, 2022, "Hedge fund networks, information dissemination, and stock price comovement: Evidence from China," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102224.
• Zeng, Kailin & Tang, Ting & Liu, Fangbiao & Atta Mills, Ebenezer Fiifi Emire, 2022, "Innovation links, information diffusion, and return predictability: Evidence from China," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102225.
• Ham, Hyuna & Ryu, Doojin & Webb, Robert I., 2022, "The effects of overnight events on daytime trading sessions," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102228.
• Xu, Alan, 2022, "Air pollution and mediation effects in stock market, longitudinal evidence from China," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102252.
• Liu, Jie & Wu, Chonglin & Yuan, Lin & Liu, Jia, 2022, "Opening price manipulation and its value influences," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102256.
• Das, Debojyoti & Bhatia, Vaneet & Kumar, Surya Bhushan & Basu, Sankarshan, 2022, "Do precious metals hedge crude oil volatility jumps?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102257.
• Dieci, Roberto & Gardini, Laura & Westerhoff, Frank, 2022, "On the destabilizing nature of capital gains taxes," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102258.
• Cai, Haidong & Jiang, Ying & Liu, Xiaoquan, 2022, "Investor attention, aggregate limit-hits, and stock returns," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102265.
• Güner, Z. Nuray & Önder, Zeynep, 2022, "Bank affiliation and discounts on closed-end funds," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102266.
• Reboredo, Juan C. & Ugolini, Andrea, 2022, "Climate transition risk, profitability and stock prices," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102271.
• Shi, Yunkun & Stasinakis, Charalampos & Xu, Yaofei & Yan, Cheng & Zhang, Xuan, 2022, "Stock price default boundary: A Black-Cox model approach," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102284.
• Shi, Yukun & Chen, Ding & Guo, Biao & Xu, Yaofei & Yan, Cheng, 2022, "The information content of CDS implied volatility and associated trading strategies," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102295.
• Yousaf, Imran & Youssef, Manel & Goodell, John W., 2022, "Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102322.
• Liao, Yixin & Coakley, Jerry & Kellard, Neil, 2022, "Index tracking and beta arbitrage effects in comovement," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102330.
• Ho, Thang, 2022, "Climate change news sensitivity and mutual fund performance," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102331.
• Karahan, Cenk C. & Soykök, Emre, 2022, "Term premium dynamics in an emerging market: Risk, liquidity, and behavioral factors," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102355.
• Zhu, Qi & Jin, Sisi & Huang, Yuxuan & Yan, Cheng & Chen, Chuanglian, 2022, "Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102377.
• Chen, Rongxin & Lepori, Gabriele M. & Tai, Chung-Ching & Sung, Ming-Chien, 2022, "Can salience theory explain investor behaviour? Real-world evidence from the cryptocurrency market," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102419.
• Sun, Yang & Zhang, Xuan & Zhang, Zhekai, 2022, "The reduced-rank beta in linear stochastic discount factor models," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102421.
• Marsat, Sylvain & Pijourlet, Guillaume & Ullah, Muhammad, 2022, "Does environmental performance help firms to be more resilient against environmental controversies? International evidence," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102028.
• Ahn, Yongkil, 2022, "The anatomy of the disposition effect: Which factors are most important?," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102040.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Umar, Zaghum, 2022, "Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102042.
• Sheng, Hainan, 2022, "Option measures and stock characteristics," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102058.
• Naffa, Helena & Fain, Máté, 2022, "A factor approach to the performance of ESG leaders and laggards," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102073.
• Papailias, Fotis, 2022, "US and EA yield curve persistence during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102087.
• Kim, S. Thomas, 2022, "Is it worth to hold bitcoin?," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102090.
• Dowling, Michael, 2022, "Fertile LAND: Pricing non-fungible tokens," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102096.
• Dowling, Michael, 2022, "Is non-fungible token pricing driven by cryptocurrencies?," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102097.
• Umutlu, Mehmet & Yargı, Seher Gören, 2022, "To diversify or not to diversify internationally?," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102110.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2022, "Do investors value environmental sustainability? Evidence from the FTSE Environmental Opportunities 100 index," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102112.
• Hattori, Takahiro, 2022, "Information content and market liquidity in the fixed income market: Evidence from the swaption market," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102117.
• NguyenHuu, Tam, 2022, "The impacts of rare disasters on asset returns and risk premiums in advanced economies (1870–2015)," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102118.
• Alanya-Beltran, Willy, 2022, "Modelling stock returns volatility with dynamic conditional score models and random shifts," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102121.
• Carrasco, Ignacio & Hansen, Erwin, 2022, "Asset pricing model uncertainty and portfolio choice," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102144.
• Huang, Wei & Luo, Yan & Zhang, Chenyang, 2022, "Accounting-based downside risk and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102152.
• Coën, Alain & Desfleurs, Aurélie, 2022, "The relative performance of green REITs: Evidence from financial analysts’ forecasts and abnormal returns," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102163.
• Qadan, Mahmoud & Shuval, Kerem, 2022, "Variance risk and the idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102176.
• Bae, Kwangil & Lee, Soonhee, 2022, "Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102177.
• Apergis, Nicholas, 2022, "Overconfidence and US stock market returns," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102186.
• Nieto, Belén & Rubio, Gonzalo, 2022, "The risk aversion and uncertainty channels between finance and macroeconomics," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102188.
• Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022, "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102189.
• Lee, Sangki & Lee, Dongyoup & Hong, Chunghun & Park, Myung-Ho, 2022, "Performance of socially responsible firms during the COVID-19 crisis and trading behavior by investor type: Evidence from the Korean stock market," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102660.
• Ke, Yun, 2022, "The impact of COVID-19 on firms’ cost of equity capital: Early evidence from U.S. public firms," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102242.
• Zhao, Lu & Lin, Lei, 2022, "Does behavioral-motivated volatility effect explain the beta anomaly? Evidence from China," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102265.
• Al Guindy, Mohamed, 2022, "Fear and hope in financial social networks: Evidence from COVID-19," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102271.
• Aharon, David Y. & Baig, Ahmed S. & DeLisle, R. Jared, 2022, "The impact of government interventions on cross-listed securities: Evidence from the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102276.
• Lian, Yu-Min & Chen, Jun-Home, 2022, "Foreign exchange option pricing under regime switching with asymmetrical jumps," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102294.
• Simeth, Nagihan, 2022, "The value of external reviews in the secondary green bond market," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102306.
• Kiss, Tamás & Mazur, Stepan & Nguyen, Hoang, 2022, "Predicting returns and dividend growth — The role of non-Gaussian innovations," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102315.
• Taussig, Roi D., 2022, "Market prices, analysts' predictions, and Covid19," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102343.
• Bakry, Walid & Kavalmthara, Peter John & Saverimuttu, Vivienne & Liu, Yiyang & Cyril, Sajan, 2022, "Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102350.
• Shen, YuJan & Shen, KuanFu, 2022, "Short-term contrarian profits and the disposition effect," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102380.
• Bellón, Carlos & Figuerola-Ferretti, Isabel, 2022, "Bubbles in Ethereum," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102387.
• Lee, Kiryoung & Joen, Yoontae & Kim, Minki, 2022, "Which uncertainty measures matter for the cross-section of stock returns?#," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102390.
• González-Sánchez, Mariano, 2022, "Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102394.
• Hain, Linda I. & Kölbel, Julian F. & Leippold, Markus, 2022, "Let’s get physical: Comparing metrics of physical climate risk," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102406.
• Sanford, Anthony, 2022, "Optimized portfolio using a forward-looking expected tail loss," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102421.
• Kaya, Orçun & Mostowfi, Mehdi, 2022, "Low-volatility strategies for highly liquid cryptocurrencies," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102422.
• Jiang, Wen & Xu, Qiuhua & Zhang, Ruige, 2022, "Tail-event driven network of cryptocurrencies and conventional assets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102424.
• Chen, Conghui & Liu, Lanlan, 2022, "How effective is China's cryptocurrency trading ban?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102429.
• Ran, Rong & Li, Cheng & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2022, "State-dependent psychological anchors and momentum," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102436.
• Arfaoui, Nadia & Naoui, Kamel, 2022, "Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102462.
• Feng, Jingwen & Goodell, John W. & Shen, Dehua, 2022, "ESG rating and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102476.
• Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz, 2022, "From upstairs to downstairs trading: Evidence from a highly segmented market," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102518.
• Liu, Liu, 2022, "Learning about the persistence of recessions under ambiguity aversion," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102522.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2022, "Does investors’ valuation of corporate environmental activities vary between developed and emerging market firms?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102528.
• Cao, Zhen & Han, Liyan & Zhang, Qunzi, 2022, "Stock return predictability in China: Power of oil price trend," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102537.
• Fiordelisi, Franco & Galloppo, Giuseppe & Lattanzio, Gabriele, 2022, "Where does corporate social capital matter the most? Evidence From the COVID-19 crisis," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102538.
• Choi, Jaehyuk & Lu, Lei & Park, Heungju & Sohn, Sungbin, 2022, "The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102552.
• Hacıömeroğlu, Hande Ayaydın & Danışoğlu, Seza & Güner, Z. Nuray, 2022, "For the love of the environment: An analysis of Green versus Brown bonds during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102576.
• Kwon, Ji Ho, 2022, "More predictors of the investment opportunity set in the ICAPM," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102578.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Pergeris, Georgios, 2022, "Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102602.
• Liang, Qing & Li, Zhaohua, 2022, "Debt enforcement and the cost of debt financing in M&As," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102620.
• Grobys, Klaus & Huynh, Toan Luu Duc, 2022, "When Tether says “JUMP!” Bitcoin asks “How low?”," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102644.
• Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102657.
• Su, Hao & Ying, Chengwei & Zhu, Xiaoneng, 2022, "Disaster risk matters in the bond market," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102764.
• Pathak, Rajesh & Gupta, Ranjan Das, 2022, "Environmental, social and governance performance and earnings management – The moderating role of law code and creditor's rights," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102849.
• Hu, Yi & Jin, Shuchang & Gu, Qiankun & Tang, Ziling, 2022, "Can a not-for-profit minority institutional shareholder impede stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102961.
• Annaert, Jan & De Ceuster, Marc & Van Doninck, Freek, 2022, "Decomposing the idiosyncratic volatility anomaly among euro area stocks," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102672.
• Shahzad, Syed Jawad Hussain & Anas, Muhammad & Bouri, Elie, 2022, "Price explosiveness in cryptocurrencies and Elon Musk's tweets," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102695.
• Phin, Andrew & Prono, Todd & Reeves, Jonathan J. & Saxena, Konark, 2022, "Shifts in beta and the TARP announcement," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102704.
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2022, "How do financial and commodity markets volatility react to real economic activity?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102733.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2022, "Funding liquidity shocks and market liquidity providers," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102734.
• Ahn, Yongkil, 2022, "Asymmetric tail dependence in cryptocurrency markets: A Model-free approach," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102746.
• Li, Tongxia & Lu, Chun & Si, Ieong Cheng & Zhao, Zucheng, 2022, "Employment protection and the cost of equity capital: Evidence from wrongful discharge laws," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102765.
• Akron, Sagi & Taussig, Roi D., 2022, "Income statement leverage and expected stock returns," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102766.
• Wen, Fenghua & Zhang, Minzhi & Xiao, Jihong & Yue, Wei, 2022, "The impact of oil price shocks on the risk-return relation in the Chinese stock market," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102788.
• Ren, Boru & Lucey, Brian, 2022, "Do clean and dirty cryptocurrency markets herd differently?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102795.
• Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2022, "Price discovery between forward-looking SOFR and LIBOR," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102797.
• Jin, Justin & Liu, Yi & Zhang, Zehua & Zhao, Ran, 2022, "Voluntary disclosure of pandemic exposure and stock price crash risk," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102799.
• Quiroga-Garcia, Raquel & Pariente-Martinez, Natalia & Arenas-Parra, Mar, 2022, "Evidence for round number effects in cryptocurrencies prices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102811.
• Cao, Zhiqi & Wu, Wenfeng, 2022, "Ownership breadth: Investor recognition or short-sale constraints?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102847.
• Zhen, Fang & Chen, Jingnan, 2022, "A closed-form mean–variance–skewness portfolio strategy," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102933.
• Wu, Keping & Fu, Yumei & Kong, Dongmin, 2022, "Does the digital transformation of enterprises affect stock price crash risk?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102888.
• Lee, Kiryoung, 2022, "Which uncertainty measures matter for the cross-section of corporate bond returns? Evidence from the U.S. during 1973–2020," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102913.
• Dang, Man & Puwanenthiren, Premkanth & Nguyen, Manh Toan & Hoang, Viet Anh & Mazur, Mieszko & Henry, Darren, 2022, "Does managerial tone matter for stock liquidity? Evidence from textual disclosures," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102917.
• González-Pla, Francisco & Lovreta, Lidija, 2022, "Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102931.
• Boubaker, Sabri & Goodell, John W. & Pandey, Dharen Kumar & Kumari, Vineeta, 2022, "Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102934.
• Li, Quan & Zhang, Kai & Wang, Li, 2022, "Where's the green bond premium? Evidence from China," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102950.
• Bae, Jaewan & Kang, Jangkoo, 2022, "Aggregate recruiting intensity and cross-sectional stock returns," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102947.
• Lu, Jing & Yang, Nien-Tzu & Ho, Keng-Yu & Ko, Kuan-Cheng, 2022, "Lottery demand and the asset growth anomaly," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102988.
• Božović, Miloš, 2022, "A common pattern across asset pricing anomalies," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103004.
• Mei, Dexiang & Xie, Yutang, 2022, "U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103028.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Pietraszewski, Piotr & Schabek, Tomasz, 2022, "Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.102986.
• Yemba, Boniface P., 2022, "User cost of foreign monetary assets under dollarization," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103023.
• Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022, "The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103031.
• Cao, Guangxi & Xie, Wenhao, 2022, "Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103070.
• Scharnowski, Stefan, 2022, "Central bank speeches and digital currency competition," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103072.
• Burke, Matt & Fry, John & Kemp, Sean & Woodhouse, Drew, 2022, "Attention to Authority: The behavioural finance of Covid-19," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103081.
• Saggu, Aman, 2022, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103096.
• Tosun, Onur Kemal, 2022, "Do investors react differently? Evidence from hospitality sector during the covid-19 pandemic," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103099.
• Yao, Shouyu & Qin, Yuanyuan & Cheng, Feiyang & Wu, Ji(George) & Goodell, John.W., 2022, "Missing momentum in China: Considering individual investor preference," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103110.
• Long, Huaigang & Demir, Ender & Będowska-Sójka, Barbara & Zaremba, Adam & Shahzad, Syed Jawad Hussain, 2022, "Is geopolitical risk priced in the cross-section of cryptocurrency returns?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103131.
• Hong, Sanghyun, 2022, "Transactions costs and the equity premium puzzle," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103145.
• Aloosh, Arash & Ouzan, Samuel & Shahzad, Syed Jawad Hussain, 2022, "Bubbles across Meme Stocks and Cryptocurrencies," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103155.
• Fan, Qingqian & Feng, Sixian, 2022, "An empirical study on the characterization of implied volatility and pricing in the Chinese option market," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103160.
• Smyth, William & Broby, Daniel, 2022, "An enhanced Gerber statistic for portfolio optimization," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103229.
• Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022, "Network connectedness of environmental attention—Green and dirty assets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103209.
• Neszveda, Gábor & Till, Gábor & Timár, Barnabás & Varga, Marcell, 2022, "Is short-term reversal driven by liquidity provision in emerging markets? Evidence from China," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103220.
• Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2022, "The announcement effects of a change in the Bank of Japan’s ETF purchase program: An event study," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103230.
• Bakas, Dimitrios & Magkonis, Georgios & Oh, Eun Young, 2022, "What drives volatility in Bitcoin market?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103237.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2022, "Foreign institutions and the behavior of liquidity following macroeconomic announcements," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103239.
• Chu, Pyung Kun, 2022, "Semibeta asset pricing in the Korean stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103245.
• Chiou, Calvin J. & Zhou, Xiaozhou & Chan, Chang, 2022, "A taxonomy of individual liquidity provision: Evidence from the Taiwan stock exchange," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103246.
• Altman, Edward I. & Hu, Xiaolu & Yu, Jing, 2022, "Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103247.
• Bingler, Julia Anna & Colesanti Senni, Chiara & Monnin, Pierre, 2022, "Understand what you measure: Where climate transition risk metrics converge and why they diverge," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103265.
• Sim, Myounghwa & Kim, Hee-Eun, 2022, "Salience theory and enhancing momentum profits," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103274.
• Koziol, Christian & Proelss, Juliane & Roßmann, Philipp & Schweizer, Denis, 2022, "The price of being green," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103285.
• Zhang, Zehua & Zhao, Ran, 2022, "Carbon emission and credit default swaps," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103286.
• Yang, Liuyong & Long, Yijia & Long, Huaigang & Zaremba, Adam & Zhou, Wenyu, 2022, "Is tail risk priced in the cross-section of Chinese mutual fund returns?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103298.
• Hong, Weiting, 2022, "Trade momentum for alpha," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103300.
• Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022, "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103302.
• Toraubally, Waseem A., 2022, "Price dispersion and vanilla options in a financial market game," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103305.
• Zhang, Zhiyuan & Sun, Qinglin & Ma, Yongfan, 2022, "The hedge and safe haven properties of non-fungible tokens (NFTs): Evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103315.
• Li, Yan & Liang, Chao & Huynh, Toan Luu Duc, 2022, "Forecasting US stock market returns by the aggressive stock-selection opportunity," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103323.
• Ahn, Jungkyu & Ahn, Yongkil, 2022, "Demystifying the US Treasury floating rate note puzzle: A swap market perspective," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103362.
• Huang, Tao & Li, Junye & Wu, Fei & Zhu, Ning, 2022, "R&D information quality and stock returns," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100599.
• Blocher, Jesse & Zhang, Chi, 2022, "Who is buying and (not) lending when shorts are selling?," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100615.
• Lu, Yan & Mortal, Sandra & Ray, Sugata, 2022, "Hedge fund hold ’em," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100616.
• Wang, Xinjie & Zhong, Zhaodong (Ken), 2022, "Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100617.
• Zhou, Yi, 2022, "Option trading volume by moneyness, firm fundamentals, and expected stock returns," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100648.
• Kaeck, Andreas & van Kervel, Vincent & Seeger, Norman J., 2022, "Price impact versus bid–ask spreads in the index option market," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100675.
• Luque, Jaime, 2022, "The repo channel of cross-border lending in the European sovereign debt crisis," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100679.
• Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022, "Contagious margin calls: How COVID-19 threatened global stock market liquidity," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100689.
• Hauser, Shmuel & Kedar-Levy, Haim & Milo, Orit, 2022, "Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2022.100705.
• Borup, Daniel & Schütte, Erik Christian Montes, 2022, "Asset pricing with data revisions," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100620.
• Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya, 2022, "Recovery from fast crashes: Role of mutual funds," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100646.
• Han, Song & Huang, Alan Guoming & Kalimipalli, Madhu & Wang, Ke, 2022, "Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100655.
• Fang, Xuyun & Jiang, Zhiqian & Liu, Baixiao & McConnell, John J. & Zhou, Mingshan, 2022, "Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100656.
• Han, Lin & Cheng, Xiaoke & Chan, Kam C. & Gao, Shenghao, 2022, "Does air pollution affect seasoned equity offering pricing? Evidence from investor bids," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100657.
• Han, Chulwoo & Kang, Jangkoo & Kim, Sun Yung, 2022, "Betting against analyst target price," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100677.
• Guo, Xu & Lin, Hai & Wu, Chunchi & Zhou, Guofu, 2022, "Predictive information in corporate bond yields," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100687.
• Bansal, Naresh & Stivers, Chris, 2022, "Bond risk’s role in the equity risk-return tradeoff," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2021.100701.
• Schneider, Andrés, 2022, "Who should buy stocks when volatility spikes?," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2021.100702.
• O’Donoghue, Shawn M., 2022, "Transaction fees: Impact on institutional order types, commissions, and execution quality," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100717.
• Ince, Baris, 2022, "Liquidity components: Commonality in liquidity, underreaction, and equity returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100730.
• Chen, Xi & Wang, Junbo & Wu, Chunchi, 2022, "Jump and volatility risk in the cross-section of corporate bond returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100733.
• Cornaggia, Kimberly & Hund, John & Nguyen, Giang, 2022, "Investor attention and municipal bond returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100738.
• Ardia, David & Bluteau, Keven & Boudt, Kris, 2022, "Media abnormal tone, earnings announcements, and the stock market," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2021.100683.
• Montone, Maurizio, 2022, "Does the U.S. president affect the stock market?," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2021.100704.
• Poon, Percy & Yao, Tong & Zhang, Andrew (Jianzhong), 2022, "The alphas of beta and idiosyncratic volatility," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100720.
• Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2022, "Climate events and return comovement," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100731.
• Long, Huaigang & Zaremba, Adam & Zhou, Wenyu & Bouri, Elie, 2022, "Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100736.
• Wang, F. Albert, 2022, "Double leverage cycle, interest rate, and financial crisis," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100959.
• Zaremba, Adam & Cakici, Nusret & Demir, Ender & Long, Huaigang, 2022, "When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100964.