Research classified by Journal of Economic Literature (JEL) codes

2023

• Hatzinikolaou Dimitris & Sarigiannidis Georgios, 2023, "A threshold model for the spread," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 1, pages 67-82, February, DOI: 10.1515/snde-2020-0007.
• Lux Thomas, 2023, "Approximate Bayesian inference for agent-based models in economics: a case study," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 423-447, September, DOI: 10.1515/snde-2021-0052.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garces, 2023, "Why Do Investors Buy Shares of Actively Managed Equity Mutual Funds? Considering the Correct Reference Portfolio from an Uninformed Investor’s Perspective," Finance, Presses universitaires de Grenoble, volume 44, issue 2, pages 69-111.
• Donia Aloui & Abderrazek Ben Maatoug, 2023, "Comment l'incertitude à l'égard de la politique économique peut-elle affecter le marché boursier français dans un environnement riche en données ?," Revue d'économie financière, Association d'économie financière, volume 0, issue 4, pages 275-288.
• Patozi, A., 2023, "Green Transmission: Monetary Policy in the Age of ESG," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2311, Jan.
• Simshauser, P., 2023, "The regulation of electricity transmission in Australia's National Electricity Market: user charges, investment and access," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2340, Dec.
• Simshauser, P., 2023, "On Static vs. Dynamic Line Ratings in Renewable Energy Zones," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2362, Dec.
• Simshauser, P. & Newbery, D., 2023, "Non-Firm vs. Priority Access: on the Long Run Average and Marginal Cost of Renewables in Australia," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2363, Dec.
• Warwick Anderson & Jędrzej Białkowski & Moritz Wagner, 2023, "The midterm election effect on US stock returns: Some practical considerations for investors," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 23/05, May.
• Pourpourides, Panayiotis, 2023, "Long-Term Nexus of Macroeconomic and Financial Fundamentals with Cryptocurrencies," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2023/23, Sep.
• Guglielmo Maria Caporale & Alex Plastun, 2023, "Seven Pitfalls of Technical Analysis," CESifo Working Paper Series, CESifo, number 10213.
• Michael D. Bauer & Daniel Huber & Glenn D. Rudebusch & Ole Wilms, 2023, "Where Is the Carbon Premium? Global Performance of Green and Brown Stocks," CESifo Working Paper Series, CESifo, number 10246.
• Adam Michael Bauer & Cristian Proistosescu & Gernot Wagner, 2023, "Carbon Dioxide as a Risky Asset," CESifo Working Paper Series, CESifo, number 10278.
• Guglielmo Maria Caporale & Nicola Spagnolo, 2023, "US Municipal Green Bonds and Financial Integration," CESifo Working Paper Series, CESifo, number 10323.
• Raphael Auer & Marc Farag & Ulf Lewrick & Lovrenc Orazem & Markus Zoss & Raphael A. Auer, 2023, "Banking in the Shadow of Bitcoin? The Institutional Adoption of Cryptocurrencies," CESifo Working Paper Series, CESifo, number 10355.
• Raphael Auer & Bruce Iwadate & Andreas Schrimpf & Alexander F. Wagner & Raphael A. Auer, 2023, "Global Production Linkages and Stock Market Comovement," CESifo Working Paper Series, CESifo, number 10492.
• Carlos Cañon & Eddie Gerba & Alberto Pambira & Evarist Stoja, 2023, "An Unconventional FX Tail Risk Story," CESifo Working Paper Series, CESifo, number 10629.
• Peter Andre & Philipp Schirmer & Johannes Wohlfart, 2023, "Mental Models of the Stock Market," CESifo Working Paper Series, CESifo, number 10691.
• Felix Haase & Matthias Neuenkirch, 2023, "Macroeconomic Expectations and State-Dependent Factor Returns," CESifo Working Paper Series, CESifo, number 10720.
• Scott Alan Carson & Wael M. Al-Sawai & Scott A. Carson, 2023, "Partially Adaptive Econometric Methods and Vertically Integrated Majors in the Oil and Gas Industry," CESifo Working Paper Series, CESifo, number 10733.
• Sophie Zhou & Frederick van der Ploeg & Rick van der Ploeg, 2023, "Structural Change and the Climate Risk Premium during the Green Transition," CESifo Working Paper Series, CESifo, number 10840.
• Haroon Mumtaz & Roman Sustek, 2023, "Global house prices since 1950," Discussion Papers, Centre for Macroeconomics (CFM), number 2307, Feb.
• Ambrogio Cesa-Bianchi & Robert Czech & Fernando Eguren-Martin, 2023, "Dash for Dollars," Discussion Papers, Centre for Macroeconomics (CFM), number 2314, Apr.
• Tomohiro Hirano & Alexis Akira Toda, 2023, "Bubble Economics," Discussion Papers, Centre for Macroeconomics (CFM), number 2322, Nov.
• Lacroix, Jean & Mitchener, Kris James & Oosterlinck, Kim, 2023, "Domino Secessions: Evidence from the U.S," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 676.
• Sebastian Doerr & Egemen Eren & Semyon Malamud, 2023, "Money Market Funds and the Pricing of Near-Money Assets," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-04, Jan.
• Ana Mão-de-Ferro & Stefano Ramelli, 2023, "Inflation, the Corporate Greed Narrative, and the Value of Corporate Social Responsibility," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-06, Jan.
• Andreas G. F. Hoepner & Johannes Klausmann & Markus Leippold & Jordy Rillaerts, 2023, "Beyond Climate: The Impact of Biodiversity, Water, and Pollution on the CDS Term Structure," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-10, Feb, revised May 2023.
• John Y. Campbell & Can Gao & Ian Martin, 2023, "Debt and Deficits: Fiscal Analysis with Stationary Ratios," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-101, Nov.
• Johannes Breckenfelder & Pierre Collin-Dufresne & Stefano Corradin, 2023, "Is the Bond Market Competitive? Evidence From the ECB's Asset Purchase Programme," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-104, Nov.
• Turan G. Bali & Heiner Beckmeyer & Amit Goyal, 2023, "A Joint Factor Model for Bonds, Stocks, and Options," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-106, Nov.
• Amit Goyal & Sunil Wahal, 2023, "R&D, Innovation, and the Stock Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-107, Nov.
• Marco Di Maggio & Francesco A. Franzoni & Shimon Kogan & Ran Xing, 2023, "Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-108, Nov.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2023, "Large (and Deep) Factor Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-121, Dec.
• Antoine Didisheim & Shikun Ke & Bryan T. Kelly & Semyon Malamud, 2023, "Complexity in Factor Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-19, Mar.
• Andrea Barbon & Angelo Ranaldo, 2023, "NFT Bubbles," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-20, Mar.
• Markus Leippold & Tingyu Yu, 2023, "The Green Innovation Premium: Evidence from U.S. Patents and the Stock Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-21, Mar.
• Peteris Kloks & Edouard Mattille & Angelo Ranaldo, 2023, "Foreign Exchange Swap Liquidity," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-22, Mar.
• Alexandre Garel & Arthur Romec & Zacharias Sautner & Alexander F. Wagner, 2023, "Do Investors Care About Biodiversity?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-24, Mar.
• Marlon Azinovic & Harold L. Cole & Felix Kübler, 2023, "Asset Pricing in a Low Rate Environment," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-31, May.
• Marc Arnold & Nicola Kollman & Angel Tengulov, 2023, "Creditor Control Rights and the Pricing of Corporate Loans," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-35, Feb, revised Jun 2023.
• Li Lin & Didier Sornette, 2023, "A Parsimonious Inverse Cox-Ingersoll-Ross Process for Financial Price Modeling," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-41, Feb.
• Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2023, "Latent Factor Analysis in Short Panels," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-44, Jun.
• Pierre Collin-Dufresne & Julien Hugonnier & Elena Perazzi, 2023, "Admissible Surplus Dynamics and the Government Debt Puzzle," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-45, Jun.
• Stefan Pohl & Vesa Pursiainen, 2023, "The Role of Stock Indices in Analyst Career Outcomes and Stock Recommendations," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-50, Jun.
• Thorsten Hens & Ester Trutwin, 2023, "Modelling Sustainable Investing in the CAPM," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-56, Jun.
• Francesco D'Ercole & Alexander F. Wagner, 2023, "Green Stocks and the 2023 Banking Crisis," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-58, Jul.
• Joshua Traut & Wolfgang Schadner, 2023, "Which is Worse: Heavy Tails or Volatility Clusters?," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-61, Aug.
• Crocker Herbert Liu & Charles Trzcinka & Ziwei Zhao, 2023, "Trading Halts and Price Informativeness," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-62, Aug.
• Crocker Franklin Allen & Marlene Haas & Matteo Pirovano & Angel Tengulov, 2023, "How Prevalent Are Short Squeezes? Evidence From the US and Europe," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-63, Aug.
• Florent Gallien & Sergei Glebkin & Serge Kassibrakis & Semyon Malamud & Alberto Teguia, 2023, "Price Formation in the Foreign Exchange Market," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-68, Aug.
• Martin Hoesli & Richard Malle, 2023, "Commercial Real Estate Prices in Europe After COVID-19," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-73, Aug.
• Alberto Quaini & Fabio Trojani & Ming Yuan, 2023, "Tradable Factor Risk Premia and Oracle Tests of Asset Pricing Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-81, Sep.
• Friedrich Baumann & Ali Kakhbod & Dmitry Livdan & Abdolreza Nazemi & Norman Schürhoff, 2023, "Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-85, Sep.
• Nicolas Camenzind & Damir Filipović, 2023, "Stripping the Swiss Discount Curve," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-97, Oct.
• Christophe Gouel & Qingyin Ma & John Stachurski, 2023, "Interest Rate Dynamics and Commodity Prices," Working Papers, CEPII research center, number 2023-21, Oct.
• Julio César Rodríguez-Burgos & Gerardo Hernández-del-Valle & Héctor Jasso-Fuentes, 2023, "Explicit formulae for the valuation of European options with price impacts," CEMLA Working Paper Series, CEMLA, number 04/2023, Apr.
• Simona Malovana & Dominika Ehrenbergerova & Zuzana Gric, 2023, "What Do Economists Think About the Green Transition? Exploring the Impact of Environmental Awareness," Working Papers, Czech National Bank, Research and Statistics Department, number 2023/6, May.
• Tomohiro Hirano & Alexis Akira Toda, 2023, "Bubble Necessity Theorem," CIGS Working Paper Series, The Canon Institute for Global Studies, number 23-011E, Jul.
• Tomohiro Hirano & Alexis Akira Toda, 2023, "Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation," CIGS Working Paper Series, The Canon Institute for Global Studies, number 23-014E, Aug.
• Tomohiro Hirano & Ryo Jinnai & Alexis Akira Toda, 2023, "Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles," CIGS Working Paper Series, The Canon Institute for Global Studies, number 23-015E, Aug.
• Ricardo Crisósotomo, 2023, "Medición del riesgo de transición en fondos de inversión," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Ramiro Losada, Albert Martínez Pastor, 2023, "Emisores de valores españoles y su relación con el cambio climático," CNMV Documentos de Trabajo, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas, number CNMV Documentos de Trabaj.
• Ricardo Crisóstomo, 2023, "Measuring Transition Risk in Investment Funds," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 8.
• Ramiro Losada, Albert Martínez Pastor, 2023, "Spanish securities issuers and their relstionship with climate change," CNMV Working Papers, CNMV- Spanish Securities Markets Commission - Research and Statistics Department, number CNMV Working Papers no. 8.
• Luis Fernando Melo-Velandia & Camilo Andrés Orozco-Vanegas & Daniel Parra-Amado, 2023, "Ofertas públicas de adquisición y su efecto sobre la rentabilidad de los mercados accionarios: el caso de Nutresa y sura en Colombia," Revista de Economía del Rosario, Universidad del Rosario, volume 26, issue 1, pages 1-37.
• Daniel Isaac Roque & Andrés Caicedo Carrero & Fidel de la Oliva De Con, 2023, "Medición de los factores que determinan la creación de valor en los sectores económicos colombianos: periodo 2016-2020," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 15, issue 1, pages 213-244.
• Ash, Thomas & Nikolaishvili, Giorgi & Struby, Ethan, 2023, "News Shocks under Financial Frictions: A comment on Görtz et al. (2022)," I4R Discussion Paper Series, The Institute for Replication (I4R), number 51.
• Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023, "Mental models of the stock market," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 406, DOI: 10.2139/ssrn.4589777.
• Dittmar, Robert F. & Schlag, Christian & Thimme, Julian, 2023, "Non-substitutable consumption growth risk," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 408, DOI: 10.2139/ssrn.3289249.
• Segal, Gill & Shaliastovich, Ivan, 2023, "Uncertainty, risk, and capital growth," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 388, DOI: 10.2139/ssrn.4465821.
• Mücke, Christian, 2023, "Bank dividend restrictions and banks' institutional investors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 392, DOI: 10.2139/ssrn.4498119.
• Jappelli, Ruggero & Pelizzon, Loriana & Subrahmanyam, Marti G., 2023, "Quantitative easing, the repo market, and the term structure of interest rates," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 395.
• Bagnara, Matteo & Goodarzi, Milad, 2023, "Clustering-based sector investing," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 397.
• Augustyniak, Maciej & Badescu, Alexandru & Bégin, Jean-François, 2023, "A discrete-time hedging framework with multiple factors and fat tails: On what matters," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 416-444, DOI: 10.1016/j.jeconom.2021.08.002.
• Choi, In & Lin, Rui & Shin, Yongcheol, 2023, "Canonical correlation-based model selection for the multilevel factors," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 22-44, DOI: 10.1016/j.jeconom.2021.09.008.
• Xiong, Ruoxuan & Pelger, Markus, 2023, "Large dimensional latent factor modeling with missing observations and applications to causal inference," Journal of Econometrics, Elsevier, volume 233, issue 1, pages 271-301, DOI: 10.1016/j.jeconom.2022.04.005.
• Todorov, Viktor & Zhang, Yang, 2023, "Bias reduction in spot volatility estimation from options," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 53-81, DOI: 10.1016/j.jeconom.2021.12.001.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023, "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 65-81, DOI: 10.1016/j.jeconom.2022.01.008.
• Andersen, Torben G. & Riva, Raul & Thyrsgaard, Martin & Todorov, Viktor, 2023, "Intraday cross-sectional distributions of systematic risk," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1394-1418, DOI: 10.1016/j.jeconom.2022.11.001.
• Boot, Tom, 2023, "Joint inference based on Stein-type averaging estimators in the linear regression model," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1542-1563, DOI: 10.1016/j.jeconom.2023.01.006.
• Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z., 2023, "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2266-2284, DOI: 10.1016/j.jeconom.2023.04.002.
• Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2023, "News-implied linkages and local dependency in the equity market," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 779-815, DOI: 10.1016/j.jeconom.2022.07.004.
• Dalderop, Jeroen, 2023, "Semiparametric estimation of latent variable asset pricing models," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.03.010.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.12.004.
• Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu, 2023, "Are bond returns predictable with real-time macro data?," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.09.008.
• Bandi, Federico M. & Tamoni, Andrea, 2023, "Business-cycle consumption risk and asset prices," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.012.
• Umlandt, Dennis, 2023, "Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.05.007.
• Pesaran, M. Hashem & Smith, Ron P., 2023, "Arbitrage pricing theory, the stochastic discount factor and estimation of risk premia from portfolios," Econometrics and Statistics, Elsevier, volume 26, issue C, pages 17-30, DOI: 10.1016/j.ecosta.2021.11.005.
• Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023, "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.101000.
• Karahan, Cenk C. & Soykök, Emre, 2023, "On illiquidity of an emerging sovereign bond market," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2023.101073.
• Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2023, "Expectation dispersion, uncertainty, and the reaction to news," European Economic Review, Elsevier, volume 154, issue C, DOI: 10.1016/j.euroecorev.2023.104440.
• Michau, Jean-Baptiste & Ono, Yoshiyasu & Schlegl, Matthias, 2023, "Wealth preference and rational bubbles," European Economic Review, Elsevier, volume 156, issue C, DOI: 10.1016/j.euroecorev.2023.104496.
• Lassance, Nathan & Vrins, Frédéric, 2023, "Portfolio selection: A target-distribution approach," European Journal of Operational Research, Elsevier, volume 310, issue 1, pages 302-314, DOI: 10.1016/j.ejor.2023.02.014.
• Hanauer, Matthias X. & Kalsbach, Tobias, 2023, "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101022.
• Farooque, Omar Al & Baghdadi, Ghasan & Trinh, Hai Hong & Khandaker, Sarod, 2023, "Stock liquidity during COVID-19 crisis: A cross-country analysis of developed and emerging economies, and economic policy uncertainty," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101025.
• Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023, "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101049.
• Chen, Jia & Xu, Xin & Yao, Tong, 2023, "Capital mobility and the long-run return–risk trade-offs of industry portfolios," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 123-143, DOI: 10.1016/j.jempfin.2022.11.004.
• Lepori, Gabriele M., 2023, "Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 165-181, DOI: 10.1016/j.jempfin.2022.12.003.
• Wang, Yunqi & Zhou, Ti, 2023, "Out-of-sample equity premium prediction: The role of option-implied constraints," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 199-226, DOI: 10.1016/j.jempfin.2022.12.004.
• Han, Seung-Oh & Huh, Sahn-Wook & Park, Jeayoung, 2023, "Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 276-307, DOI: 10.1016/j.jempfin.2022.12.006.
• Pollastri, Alessandro & Rodrigues, Paulo & Schlag, Christian & Seeger, Norman J., 2023, "A jumping index of jumping stocks? An MCMC analysis of continuous-time models for individual stocks," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 322-341, DOI: 10.1016/j.jempfin.2022.11.007.
• Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2023, "Salience theory in price and trading volume: Evidence from China," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 38-61, DOI: 10.1016/j.jempfin.2022.11.005.
• Malliaropulos, Dimitris & Migiakis, Petros, 2023, "A global monetary policy factor in sovereign bond yields," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 445-465, DOI: 10.1016/j.jempfin.2022.12.011.
• Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P., 2023, "Can we forecast better in periods of low uncertainty? The role of technical indicators," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 1-12, DOI: 10.1016/j.jempfin.2022.12.014.
• Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong, 2023, "Option price implied information and REIT returns," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 13-28, DOI: 10.1016/j.jempfin.2022.12.013.
• Liu, Xin & Qiu, Zhigang & Shen, Luyao & Zheng, Weinan, 2023, "Coreversal: The booms and busts of arbitrage activities in China," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 51-65, DOI: 10.1016/j.jempfin.2023.01.001.
• Blanco, Ivan & De Jesus, Miguel & Remesal, Alvaro, 2023, "Overlapping momentum portfolios," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2023.02.002.
• Brennan, M.J. & Taylor, Alex P., 2023, "Expected returns and risk in the stock market," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 276-300, DOI: 10.1016/j.jempfin.2023.03.002.
• Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto, 2023, "US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 301-320, DOI: 10.1016/j.jempfin.2023.03.012.
• Yu, Deshui & Huang, Difang, 2023, "Cross-sectional uncertainty and expected stock returns," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 321-340, DOI: 10.1016/j.jempfin.2023.04.001.
• Yu, Deshui & Huang, Difang & Chen, Li, 2023, "Stock return predictability and cyclical movements in valuation ratios," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 36-53, DOI: 10.1016/j.jempfin.2023.02.004.
• Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi, 2023, "Disseminating information across connected firms — Analyst site visits can help," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 510-531, DOI: 10.1016/j.jempfin.2023.04.010.
• Liu, Zhenya & Lu, Shanglin & Li, Bo & Wang, Shixuan, 2023, "Time series momentum and reversal: Intraday information from realized semivariance," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 54-77, DOI: 10.1016/j.jempfin.2023.03.001.
• Hsu, Yen-Ju & Wang, Yanzhi, 2023, "Technology spillover, corporate investment, and stock returns," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 238-250, DOI: 10.1016/j.jempfin.2023.07.001.
• Zhu, Haibin & Bai, Lu & He, Lidan & Liu, Zhi, 2023, "Forecasting realized volatility with machine learning: Panel data perspective," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 251-271, DOI: 10.1016/j.jempfin.2023.07.003.
• Nguyen, Hoang & Javed, Farrukh, 2023, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 272-292, DOI: 10.1016/j.jempfin.2023.07.004.
• Chatterjee, Sris & Gu, Xian & Hasan, Iftekhar & Lu, Haitian, 2023, "Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 334-348, DOI: 10.1016/j.jempfin.2023.08.003.
• Tong, Chen & Huang, Zhuo & Wang, Tianyi & Zhang, Cong, 2023, "The effects of economic uncertainty on financial volatility: A comprehensive investigation," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 369-389, DOI: 10.1016/j.jempfin.2023.08.004.
• Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei, 2023, "Macroeconomic news and price synchronicity," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 390-412, DOI: 10.1016/j.jempfin.2023.08.002.
• Bradrania, Reza & Wu, Winston, 2023, "Foreign institutions, local investors and momentum trading," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 40-64, DOI: 10.1016/j.jempfin.2023.05.005.
• Ghosh, Anisha & Linton, Oliver, 2023, "Estimation with mixed data frequencies: A bias-correction approach," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.07.005.
• Leong, Minhao & Kwok, Simon, 2023, "The pricing of jump and diffusive risks in the cross-section of cryptocurrency returns," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101420.
• Maio, Paulo & Zeng, Ming, 2023, "On the driving forces of real exchange rates: Is the Japanese Yen different?," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101423.
• Berardi, Andrea, 2023, "Term premia and short rate expectations in the euro area," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101424.
• Jia, Yuecheng & Wu, Yangru & Yan, Shu & Liu, Yuzheng, 2023, "A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101428.
• Souropanis, Ioannis & Vivian, Andrew, 2023, "Forecasting realized volatility with wavelet decomposition," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101432.
• Branger, Nicole & Flacke, René Marian & Meyerhof, Paul & Windmüller, Steffen, 2023, "Stock returns in global value chains: The role of upstreamness and downstreamness," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101437.
• Ahn, Jungkyu & Ahn, Yongkil, 2023, "What drives the TIPS–Treasury bond mispricing?," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101438.
• Soebhag, Amar, 2023, "Option gamma and stock returns," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101442.
• Li, Jingpeng & Umar, Muhammad & Huo, Jiale, 2023, "The spillover effect between Chinese crude oil futures market and Chinese green energy stock market," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106568.
• Prokopczuk, Marcel & Symeonidis, Lazaros & Wese Simen, Chardin & Wichmann, Robert, 2023, "Convenience yield risk," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106536.
• Martiradonna, Monica & Romagnoli, Silvia & Santini, Amia, 2023, "The beneficial role of green bonds as a new strategic asset class: Dynamic dependencies, allocation and diversification before and during the pandemic era," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106587.
• Millischer, Laurent & Evdokimova, Tatiana & Fernandez, Oscar, 2023, "The carrot and the stock: In search of stock-market incentives for decarbonization," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106615.
• Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray, 2023, "Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106627.
• Dong, Xiyong & Yoon, Seong-Min, 2023, "Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106680.
• Abdollahi, Hooman, 2023, "Oil price volatility and new evidence from news and Twitter," Energy Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.eneco.2023.106711.
• Liao, Ling & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda & Gehricke, Sebastian, 2023, "The role of fundamentals and policy in New Zealand's carbon prices," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106737.
• Nguyen, Hoang & Virbickaitė, Audronė, 2023, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106738.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri & Moussa, Faten, 2023, "Does green improve portfolio optimisation?," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106831.
• Cheikh, Nidhaleddine Ben & Zaied, Younes Ben, 2023, "Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106861.
• Al-Fayoumi, Nedal & Bouri, Elie & Abuzayed, Bana, 2023, "Decomposed oil price shocks and GCC stock market sector returns and volatility," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106930.
• Zhang, Jiaming & Guo, Songlin & Dou, Bin & Xie, Bingyuan, 2023, "Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107083.
• Hoque, Mohammad Enamul & Soo-Wah, Low & Billah, Mabruk, 2023, "Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107034.
• Perera, Kasun & Kuruppuarachchi, Duminda & Kumarasinghe, Sriyalatha & Suleman, Muhammad Tahir, 2023, "The impact of carbon disclosure and carbon emissions intensity on firms' idiosyncratic volatility," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107053.
• Kong, Fanna & Gao, Zhuoqiong & Oprean-Stan, Camelia, 2023, "Green bond in China: An effective hedge against global supply chain pressure?," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107167.
• Zhong, Yufei & Chen, Xuesheng & Wang, Chengfang & Wang, Zhixian & Zhang, Yuchen, 2023, "The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107194.
• Siddique, Md. Abubakar & Nobanee, Haitham & Hasan, Md. Bokhtiar & Uddin, Gazi Salah & Hossain, Md. Naiem & Park, Donghyun, 2023, "How do energy markets react to climate policy uncertainty? Fossil vs. renewable and low-carbon energy assets," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107195.
• Zhang, Teng & Xu, Zhiwei & Li, Jiaqi, 2023, "The asset pricing implications of global oil price uncertainty: Evidence from the cross-section of Chinese stock returns," Energy, Elsevier, volume 285, issue C, DOI: 10.1016/j.energy.2023.129407.
• Del Angel, Marco & Fohlin, Caroline & Weidenmier, Marc D., 2023, "Stock returns and the Spanish flu, 1918–1920," Explorations in Economic History, Elsevier, volume 90, issue C, DOI: 10.1016/j.eeh.2023.101543.
• Aono, Kohei & Okimoto, Tatsuyoshi, 2023, "When does the Japan Empowering Women Index outperform its parent and the ESG Select Leaders Indexes?," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102428.
• Chatoro, Marian & Mitra, Sovan & Pantelous, Athanasios A. & Shao, Jia, 2023, "Catastrophe bond pricing in the primary market: The issuer effect and pricing factors," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102431.
• Noori, Mohammad & Hitaj, Asmerilda, 2023, "Dissecting hedge funds' strategies," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102453.
• Liu, Jinjing, 2023, "A novel downside beta and expected stock returns," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102455.
• Liu, Jing & He, Qiubei & Li, Yan & Huynh, Luu Duc Toan & Liang, Chao, 2023, "The change in stock-selection risk and stock market returns," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102457.
• Aloui, Donia & Benkraiem, Ramzi & Guesmi, Khaled & Vigne, Samuel, 2023, "The European Central Bank and green finance: How would the green quantitative easing affect the investors' behavior during times of crisis?," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102464.
• Fan, Rui & Talavera, Oleksandr & Tran, Vu, 2023, "Information flows and the law of one price," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102466.
• Lee, Chien-Chiang & Wang, Chih-Wei & Xu, Zhi-Ting, 2023, "Signaling effect of cash holdings adjustment before bond issuance," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102470.
• Zhu, Hongbing & Yang, Lihua & Xu, Changxin, 2023, "Tracking investor gambling intensity," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2022.102468.
• Santi, Caterina, 2023, "Investor climate sentiment and financial markets," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102490.
• Mansley, Nick & Wang, Zilong & Weng, Xiaoyu & Zhang, Wenjing, 2023, "Good growth, bad growth: Market reaction to capital raising for REIT expansion," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102499.
• Dempsey, Stephen J. & Sheng, Hainan, 2023, "Dividend change announcements, ROE, and the cost of equity capital," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102506.
• Xu, Shaojun, 2023, "Behavioral asset pricing under expected feedback mode," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102508.
• Huynh, Nhan, 2023, "Unemployment beta and the cross-section of stock returns: Evidence from Australia," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102522.
• Feng, Ling & Wang, Jieyu, 2023, "Random sources correlations and carbon futures pricing," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102529.
• Qiu, Rui & Liu, Jing & Li, Yan, 2023, "Long-term adjusted volatility: Powerful capability in forecasting stock market returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102530.
• Grobys, Klaus, 2023, "Correlation versus co-fractality: Evidence from foreign-exchange-rate variances," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102531.
• Patel, Mayank & Madhavan, Vinodh & Gupta, Supratim Das & Kumar, Satish, 2023, "Performance persistence and style consistency of Indian fixed income mutual funds – A longitudinal study," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102535.
• Shi, Lisi & Ho, Kung-Cheng & Liu, Ming-Yu, 2023, "Does societal trust make managers more trustworthy?," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102537.
• Insana, Alessandra, 2023, "Betting against beta with intraday and overnight signals," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102542.
• de Castro, Jessica & Piccoli, Pedro, 2023, "Do online searches actually measure future retail investor trades?," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102552.
• Hsin, Chin-Wen & Peng, Shu-Cing, 2023, "Investor propensity to speculate and price delay in emerging markets," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102557.
• Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia, 2023, "Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2022.102304.
• Chuliá, Helena & Mosquera-López, Stephania & Uribe, Jorge M., 2023, "Nonlinear market liquidity: An empirical examination," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102532.
• Ma, Tian & Leong, Wen Jun & Jiang, Fuwei, 2023, "A latent factor model for the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102555.
• Wadud, Sania & Gronwald, Marc & Durand, Robert B. & Lee, Seungho, 2023, "Co-movement between commodity and equity markets revisited—An application of the Thick Pen method," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102568.
• Jin, Xing & Hong, Yi, 2023, "Jump-diffusion volatility models for variance swaps: An empirical performance analysis," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102606.
• Dunbar, Kwamie, 2023, "CBDC uncertainty: Financial market implications," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102607.
• Xu, Liao & Xue, Mingqi & Zhang, Xuan & Zhao, Yang, 2023, "Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102608.
• Bao, Wei & Guo, Shijun & Peng, Diefeng & Rao, Yulei, 2023, "Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102616.
• Escobar-Anel, Marcos & Rastegari, Javad & Stentoft, Lars, 2023, "Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102622.
• Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Alam, Masud & Abedin, Mohammad Zoynul & Shi, Baofeng, 2023, "NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102642.
• Abad, David & Nieto, Belén & Pascual, Roberto & Rubio, Gonzalo, 2023, "Market-wide illiquidity and the distribution of non-parametric stochastic discount factors," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102650.
• Aharon, David Y. & Butt, Hassan Anjum & Jaffri, Ali & Nichols, Brian, 2023, "Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102651.
• Ammari, Aymen & Chebbi, Kaouther & Ben Arfa, Nouha, 2023, "How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102633.
• Ferriani, Fabrizio, 2023, "Issuing bonds during the Covid-19 pandemic: Was there an ESG premium?," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102653.
• Jiang, Fei & Kong, Dongmin & Lu, Zhengfei & Ma, Yongqiang & Yi, Yang, 2023, "Geographic dispersion and corporate resilience during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102684.
• Zhang, Zehua & Zhao, Ran, 2023, "Good volatility, bad volatility, and the cross section of cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102712.
• Lee, Eugenia Y. & Ha, Wonsuk, 2023, "Electronic voting in shareholder meetings and the market value of cash holdings," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102718.
• Xiao, Qin & Yan, Meilan & Zhang, Dalu, 2023, "Commodity market financialization, herding and signals: An asymmetric GARCH R-vine copula approach," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102743.
• Eun, Cheol & Lee, Kyuseok & Wei, Fengrong, 2023, "Dual role of the country factors in international asset pricing: The local factors and proxies for the global factors," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102760.
• Isakin, Maksim & Pu, Xiaoling, 2023, "Dispersion in news sentiment and corporate bond returns," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102761.
• Gric, Zuzana & Bajzík, Josef & Badura, Ondřej, 2023, "Does sentiment affect stock returns? A meta-analysis across survey-based measures," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102773.
• Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023, "Stock market reactions to monetary policy surprises under uncertainty," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102783.
• Grobys, Klaus, 2023, "A finite-time singularity in the dynamics of the US equity market: Will the US equity market eventually collapse?," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102787.
• Deng, Qi & Dai, Lunge & Yang, Zixin & Zhou, Zhong-Guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2023, "The impacts of regulation regime changes on ChiNext IPOs: Effects of 2013 and 2020 reforms on initial return, fair value and overreaction," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102794.
• Javadi, Siamak & Li, Weiping & Nejadmalayeri, Ali, 2023, "Contingent capital conversion under dual asset and equity jump–diffusions," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102798.
• Chen, Yu-Lun, 2023, "The crucial role of the five-year Treasury in the US yield curve," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102828.
• Migliavacca, Milena & Goodell, John W. & Paltrinieri, Andrea, 2023, "A bibliometric review of portfolio diversification literature," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102836.