Research classified by Journal of Economic Literature (JEL) codes

2022

• Chen, Hsuan-Chi & Chou, Robin K. & Lin, Chih-Yung & Lu, Chien-Lin, 2022, "Bank loans during the 2008 quantitative easing," Journal of Financial Stability, Elsevier, volume 59, issue C, DOI: 10.1016/j.jfs.2022.100974.
• Jarrow, Robert & Lamichhane, Sujan, 2022, "Risk premia, asset price bubbles, and monetary policy," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101005.
• Corvino, Raffaele & Fusai, Gianluca, 2022, "Default risk premium and asset prices," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101014.
• Chung, Chune Young & Hur, Seok-Kyun & Wang, Kainan, 2022, "A perfect storm in the financial market," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101034.
• Auer, Raphael & Tercero-Lucas, David, 2022, "Distrust or speculation? The socioeconomic drivers of U.S. cryptocurrency investments," Journal of Financial Stability, Elsevier, volume 62, issue C, DOI: 10.1016/j.jfs.2022.101066.
• Karydas, Christos & Xepapadeas, Anastasios, 2022, "Climate change financial risks: Implications for asset pricing and interest rates," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101061.
• Balli, Faruk & Chowdhury, Md Iftekhar Hasan & de Bruin, Anne, 2022, "Transition to Islamic equities: Systematic risk and Shari'ah compliance," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2020.100552.
• Naumer, Hans-Jörg & Yurtoglu, Burcin, 2022, "It is not only what you say, but how you say it: ESG, corporate news, and the impact on CDS spreads," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100571.
• Lajili Jarjir, Souad & Nasreddine, Aya & Desban, Marc, 2022, "Corporate social responsibility as a common risk factor," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100577.
• Lei, Adrian C.H. & Song, Chen, 2022, "Economic policy uncertainty and stock market activity: Evidence from China," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100581.
• Jiao, Feng & Liu, Qingfu & Tse, Yiuman & Wang, Zhiqin, 2022, "Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2021.100619.
• Rutkowska-Ziarko, Anna & Markowski, Lesław & Pyke, Christopher & Amin, Saqib, 2022, "Conventional and downside CAPM: The case of London stock exchange," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100759.
• Benigno, Pierpaolo & Schilling, Linda M. & Uhlig, Harald, 2022, "Cryptocurrencies, currency competition, and the impossible trinity," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103601.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022, "Sovereign risk and financial risk," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103603.
• Kang, Boda & Shen, Yang & Zhu, Dan & Ziveyi, Jonathan, 2022, "Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 96-127, DOI: 10.1016/j.insmatheco.2022.03.012.
• Fan, Zhenzhen & Paseka, Alexander & Qi, Zhen & Zhang, Qi, 2022, "Currency carry trade: The decline in performance after the 2008 Global Financial Crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101460.
• Lin, Qi, 2022, "Understanding idiosyncratic momentum in the Chinese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101469.
• Dong, Liang & Kot, Hung Wan & Lam, Keith S.K. & Liu, Ming, 2022, "Co-skewness and expected return: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101479.
• Jin, Xiaoye, 2022, "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101481.
• Ur Rehman, Mobeen & Al Rababa'a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Vo, Xuan Vinh, 2022, "Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101495.
• Dong, Dayong & Wu, Keke & Fang, Jianchun & Gozgor, Giray & Yan, Cheng, 2022, "Investor attention factors and stock returns: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101499.
• Grobys, Klaus & Dufitinema, Josephine & Sapkota, Niranjan & Kolari, James W., 2022, "What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101534.
• Luo, Di, 2022, "ESG, liquidity, and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101526.
• Cho, Sungjun & Hyde, Stuart & Liu, Liu, 2022, "The yen–dollar risk premium: A story of regime shifts in bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101531.
• Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2022, "Measuring market integration during crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101555.
• Wang, Ling, 2022, "The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101593.
• Cohen, Lior, 2022, "Examining QE’s bang for the Buck: Does Quantitative easing reduce credit and liquidity risks and stimulate real economic activity?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101596.
• Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2022, "The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101598.
• Chen, Rongxin & Lepori, Gabriele M. & Tai, Chung-Ching & Sung, Ming-Chien, 2022, "Explaining cryptocurrency returns: A prospect theory perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101599.
• Kolari, James W. & Huang, Jianhua Z. & Butt, Hilal Anwar & Liao, Huiling, 2022, "International tests of the ZCAPM asset pricing model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101607.
• Bonaparte, Yosef, 2022, "Time horizon and cryptocurrency ownership: Is crypto not speculative?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101609.
• Bessler, Wolfgang & Vendrasco, Marco, 2022, "Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101612.
• Shi, Huai-Long & Zhou, Wei-Xing, 2022, "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101631.
• Karagiorgis, Ariston & Drakos, Konstantinos, 2022, "The Skewness-Kurtosis plane for non-Gaussian systems: The case of hedge fund returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101639.
• Fu, Chengbo & Huang, Qiping & Tang, Hongfei, 2022, "Do ETFs affect ADRs and U.S. domestic stocks differently?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101643.
• Tang, Chun & Liu, Xiaoxing & Zhou, Donghai, 2022, "Financial market resilience and financial development: A global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101650.
• Wei, Xin & Liu, Xi & Zhang, Xueyong, 2022, "Shadow banking and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101645.
• Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent, 2022, "Retail vs institutional investor attention in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101674.
• He, Mengxi & Zhang, Yaojie, 2022, "Climate policy uncertainty and the stock return predictability of the oil industry," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101675.
• Gong, Xu & Fu, Chengbo & Huang, Qiping & Lin, Meimei, 2022, "International political uncertainty and climate risk in the stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101683.
• Boulton, Thomas J., 2022, "Economic policy uncertainty and international IPO underpricing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101689.
• Benkraiem, Ramzi & Goutte, Stéphane & Saadi, Samir & Zhu, Hui & Zhu, Steven, 2022, "Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101690.
• Ball, Ray & Nikolaev, Valeri V., 2022, "On earnings and cash flows as predictors of future cash flows," Journal of Accounting and Economics, Elsevier, volume 73, issue 1, DOI: 10.1016/j.jacceco.2021.101430.
• Hsu, Charles & Wang, Rencheng & Whipple, Benjamin C., 2022, "Non-GAAP earnings and stock price crash risk," Journal of Accounting and Economics, Elsevier, volume 73, issue 2, DOI: 10.1016/j.jacceco.2021.101473.
• Tseng, Kevin, 2022, "Learning from the Joneses: Technology spillover, innovation externality, and stock returns," Journal of Accounting and Economics, Elsevier, volume 73, issue 2, DOI: 10.1016/j.jacceco.2022.101478.
• Dichev, Ilia D. & Qian, Jingyi, 2022, "The benefits of transaction-level data: The case of NielsenIQ scanner data," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101495.
• Neilson, Jed J., 2022, "Investor information gathering and the resolution of uncertainty," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101513.
• Chen, Chun-Da & Su, Ching-Hui (Joan) & Chen, Ming-Hsiang, 2022, "Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns," Journal of Air Transport Management, Elsevier, volume 102, issue C, DOI: 10.1016/j.jairtraman.2022.102229.
• Berardi, Andrea & Plazzi, Alberto, 2022, "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106286.
• Kemme, David M. & McInish, Thomas H. & Zhang, Jiang, 2022, "Market fairness and efficiency: Evidence from the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106309.
• Spilker, Harold D., 2022, "Hedge fund family ties," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106326.
• Borochin, Paul & Rush, Stephen, 2022, "Information networks in the financial sector and systemic risk," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106327.
• Du, Qianqian & Liang, Dawei & Chen, Zilin & Tu, Jun, 2022, "Concept links and return momentum," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106329.
• Christensen, Jens H.E. & Gillan, James M., 2022, "Does quantitative easing affect market liquidity?," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106349.
• Rohleder, Martin & Wilkens, Marco & Zink, Jonas, 2022, "The effects of mutual fund decarbonization on stock prices and carbon emissions," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106352.
• Gao, Yang & Leung, Henry & Satchell, Stephen, 2022, "Partial moment momentum," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106361.
• Mao, Mike Qinghao & Wong, Ching Hin, 2022, "Why have target-date funds performed better in the COVID-19 selloff than the 2008 selloff?," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106367.
• Jacobs, Kris & Li, Yu & Pirrong, Craig, 2022, "Supply, demand, and risk premiums in electricity markets," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106390.
• Shackleton, Mark & Yan, Jiali & Yao, Yaqiong, 2022, "What drives a firm's ES performance? Evidence from stock returns," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106304.
• Park, Sunjin, 2022, "Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106393.
• Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu, 2022, "The Correlation Risk Premium: International Evidence," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106399.
• Bordo, Michael D. & Duca, John V., 2022, "How new Fed corporate bond programs cushioned the Covid-19 recession," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2022.106413.
• Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2022, "Momentum-Managed Equity Factors," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2021.106251.
• van Zundert, Jeroen & Driessen, Joost, 2022, "Stocks versus corporate bonds: A cross-sectional puzzle," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106447.
• Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert, 2022, "What can we learn from firm-level jump-induced tail risk around earnings announcements?," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106409.
• Nezafat, Mahdi & Shen, Tao & Wang, Qinghai & Wu, Julie, 2022, "Longs, shorts, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106410.
• Ye, Xiaoxia & Yu, Fan & Zhao, Ran, 2022, "Credit derivatives and corporate default prediction," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106418.
• Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2022, "The conditional impact of investor sentiment in global stock markets: A two-channel examination," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106458.
• Gkougkousi, Xanthi & John, Kose & Radhakrishnan, Suresh & Sadka, Gil & Saunders, Anthony, 2022, "Cross-sectional dispersion and bank performance," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106461.
• Bianchi, Daniele & Babiak, Mykola, 2022, "On the performance of cryptocurrency funds," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106467.
• Han, Song & Nikolaou, Kleopatra & Tase, Manjola, 2022, "Trading relationships in secured markets: Evidence from triparty repos," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106486.
• Paudel, Shishir & Silveri, Sabatino (Dino) & Wu, Mark, 2022, "Investor sentiment and asset prices: Evidence from the ex-day," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106492.
• Lioui, Abraham & Tarelli, Andrea, 2022, "Chasing the ESG factor," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106498.
• Barro, Diana & Consigli, Giorgio & Varun, Vivek, 2022, "A stochastic programming model for dynamic portfolio management with financial derivatives," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106445.
• Eisl, Alexander & Ochs, Christian & Staghøj, Jonas & Subrahmanyam, Marti G., 2022, "Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106485.
• Lyu, Huaili & Wang, Wenming & Xu, Si & Zhou, Jingting, 2022, "Individual investment bankers’ reputation concerns and bond yield spreads: Evidence from China," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106508.
• Chen, Catherine Huirong & Choy, Siu Kai & Tan, Yongxian, 2022, "The cash conversion cycle spread: International evidence," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106517.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2022, "Index fund trading costs are inversely related to fund and family size," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106527.
• McKeever, Daniel & Rydqvist, Kristian, 2022, "Tax-loss harvesting under uncertainty," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106528.
• Hung, Weifeng & Lin, Ching-Ting & Yang, J. Jimmy, 2022, "Aggregate 52-week high, limited attention, and time-varying momentum profits," Journal of Banking & Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jbankfin.2022.106531.
• Filardo, Andrew & Hubert, Paul & Rungcharoenkitkul, Phurichai, 2022, "Monetary policy reaction function and the financial cycle," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106536.
• Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022, "Trading volume and liquidity provision in cryptocurrency markets," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106547.
• Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel, 2022, "How do corporate bond investors measure performance? Evidence from mutual fund flows," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106553.
• Elfers, Ferdinand & Koenraadt, Jeroen, 2022, "What you don’t know won’t hurt you: Market monitoring and bank supervisors’ preference for private information," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106572.
• Tran, Nhu & Uzmanoglu, Cihan, 2022, "COVID-19, lockdowns, and the municipal bond market," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106590.
• Konstantinidi, Theodosia, 2022, "Firm life cycle, expectation errors and future stock returns," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106591.
• Cenesizoglu, Tolga, 2022, "Return decomposition over the business cycle," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106592.
• De Rossi, Giuliano & Steliaros, Michael, 2022, "The Shift from Active to Passive and its Effect on Intraday Stock Dynamics," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106595.
• Chue, Timothy K. & Xu, Jin Karen, 2022, "Profitability, asset investment, and aggregate stock returns," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106597.
• Hoang, Lai T. & Baur, Dirk G., 2022, "Loaded for bear: Bitcoin private wallets, exchange reserves and prices," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106622.
• Wagner, Moritz & Lee, John Byong-Tek & Margaritis, Dimitris, 2022, "Mutual fund flows and seasonalities in stock returns," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106623.
• Hollstein, Fabian & Prokopczuk, Marcel, 2022, "Testing Factor Models in the Cross-Section," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106626.
• Backwell, Alex & Hayes, Joshua, 2022, "Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106669.
• Gruenthaler, Thomas & Lorenz, Friedrich & Meyerhof, Paul, 2022, "Option-based intermediary leverage," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106670.
• Jin, Hong-min & Su, Zhong-qin & Wang, Lu & Xiao, Zuoping, 2022, "Do academic independent directors matter? Evidence from stock price crash risk," Journal of Business Research, Elsevier, volume 144, issue C, pages 1129-1148, DOI: 10.1016/j.jbusres.2022.02.054.
• Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022, "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 19-48, DOI: 10.1016/j.jebo.2021.11.019.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 443-472, DOI: 10.1016/j.jebo.2021.11.026.
• Klein, Tony, 2022, "Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock," Journal of Economic Behavior & Organization, Elsevier, volume 194, issue C, pages 264-286, DOI: 10.1016/j.jebo.2021.11.028.
• Nishiwaki, Takashi, 2022, "Impact of different investment horizons in heterogeneous agent models: Do long-term traders bring market stability?," Journal of Economic Behavior & Organization, Elsevier, volume 196, issue C, pages 393-401, DOI: 10.1016/j.jebo.2022.02.005.
• Kraft, Holger & Meyer-Wehmann, André & Seifried, Frank Thomas, 2022, "Endogenous habits and equilibrium asset prices," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 279-300, DOI: 10.1016/j.jebo.2022.03.005.
• Cui, Xuegang & Feltovich, Nick & Zhang, Kun, 2022, "Incentive schemes, framing, and market behaviour: Evidence from an asset-market experiment," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 301-324, DOI: 10.1016/j.jebo.2022.03.007.
• Lansing, Kevin J. & LeRoy, Stephen F. & Ma, Jun, 2022, "Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 50-72, DOI: 10.1016/j.jebo.2022.01.028.
• Gardini, L. & Radi, D. & Schmitt, N. & Sushko, I. & Westerhoff, F., 2022, "Causes of fragile stock market stability," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 483-498, DOI: 10.1016/j.jebo.2022.06.009.
• Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Saidi, Sana & Sellami, Mohamed, 2022, "Global pandemic crisis and risk contagion in GCC stock markets," Journal of Economic Behavior & Organization, Elsevier, volume 202, issue C, pages 746-761, DOI: 10.1016/j.jebo.2022.08.036.
• He, Xue-Zhong & Li, Kai & Santi, Caterina & Shi, Lei, 2022, "Social interaction, volatility clustering, and momentum," Journal of Economic Behavior & Organization, Elsevier, volume 203, issue C, pages 125-149, DOI: 10.1016/j.jebo.2022.05.029.
• Sonenshine, Ralph & Kumari, Sapna, 2022, "The differential impact of political risk factors on emerging market bond spreads and credit rating outlooks," Journal of Economics and Business, Elsevier, volume 120, issue C, DOI: 10.1016/j.jeconbus.2022.106066.
• Wang, He & Yao, Yang & Zhou, Yue, 2022, "Markets price politicians: Evidence from China’s municipal bond markets," Journal of Economics and Business, Elsevier, volume 122, issue C, DOI: 10.1016/j.jeconbus.2022.106083.
• Anna Battauz & Marzia De Donno & Janusz Gajda & Alessandro Sbuelz, 2022, "Optimal exercise of American put options near maturity: A new economic perspective," Review of Derivatives Research, Springer, volume 25, issue 1, pages 23-46, April, DOI: 10.1007/s11147-021-09180-w.
• Kazuhiro Takino, 2022, "The impact of non-cash collateralization on the over-the-counter derivatives markets," Review of Derivatives Research, Springer, volume 25, issue 2, pages 137-171, July, DOI: 10.1007/s11147-021-09184-6.
• Philip Stahl, 2022, "Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX Index," Review of Derivatives Research, Springer, volume 25, issue 3, pages 315-339, October, DOI: 10.1007/s11147-022-09190-2.
• Liang-Chih Liu & Chun-Yuan Chiu & Chuan-Ju Wang & Tian-Shyr Dai & Hao-Han Chang, 2022, "Analytical pricing formulae for vulnerable vanilla and barrier options," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 1, pages 137-170, January, DOI: 10.1007/s11156-021-00990-5.
• Jungshik Hur & Vivek Singh, 2022, "The role of investor attention in idiosyncratic volatility puzzle and new results," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 1, pages 409-434, January, DOI: 10.1007/s11156-021-00999-w.
• Audrey Hsu & Cheng-Few Lee & Sophia Liu, 2022, "Book-tax differences, CEO overconfidence, and bank loan contracting," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 437-472, February, DOI: 10.1007/s11156-021-00992-3.
• Cathy Xuying Cao & Chongyang Chen & Ekaterina E. Emm & Bo Han, 2022, "Corporate diversification and seasoned equity offering performance," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 581-614, February, DOI: 10.1007/s11156-021-01003-1.
• Ahmed S. Baig & Benjamin M. Blau & R. Jared DeLisle, 2022, "Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 2, pages 615-647, February, DOI: 10.1007/s11156-021-01004-0.
• Linda H. Chen & Wei Huang & George J. Jiang & Kevin X. Zhu, 2022, "Why do investors discount earnings announced late?," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 3, pages 977-1014, April, DOI: 10.1007/s11156-021-01015-x.
• Luiz Vitiello & Ser-Huang Poon, 2022, "Option pricing with random risk aversion," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 4, pages 1665-1684, May, DOI: 10.1007/s11156-021-01034-8.
• Irfan Safdar & Michael Neel & Babatunde Odusami, 2022, "Accounting information and left-tail risk," Review of Quantitative Finance and Accounting, Springer, volume 58, issue 4, pages 1709-1740, May, DOI: 10.1007/s11156-021-01036-6.
• Marko Krause & Alexander Lahmann, 2022, "Differential taxation and security market lines–a clarification," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 1, pages 171-203, July, DOI: 10.1007/s11156-022-01040-4.
• Zi-Mei Wang & Donald Lien, 2022, "Is maximum daily return a lottery? Evidence from monthly revenue announcements," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 545-600, August, DOI: 10.1007/s11156-022-01051-1.
• Osman Kilic & Joseph M. Marks & Kiseok Nam, 2022, "Predictable asset price dynamics, risk-return tradeoff, and investor behavior," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 2, pages 749-791, August, DOI: 10.1007/s11156-022-01057-9.
• Maretno A. Harjoto & Andreas G. F. Hoepner & Marcus A. Nilsson, 2022, "Bondholders’ returns and stakeholders’ interests," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 4, pages 1271-1301, November, DOI: 10.1007/s11156-022-01075-7.
• Wei Zhang & Xiong Xiong & Guanying Wang & Jing Li, 2022, "The accounting and trading information channels of excess control rights on IPO long-term return in China," Review of Quantitative Finance and Accounting, Springer, volume 59, issue 4, pages 1609-1646, November, DOI: 10.1007/s11156-022-01084-6.
• Michael Berlemann & Vera Jahn & Robert Lehmann, 2022, "Is the German Mittelstand more resistant to crises?," Small Business Economics, Springer, volume 59, issue 3, pages 1169-1195, October, DOI: 10.1007/s11187-021-00573-7.
• Neszveda, Gábor & Csillag, Balázs, 2022, "Gyorsjelentés - lassú árfolyam? A gyorsjelentés utáni árfolyamsodródás vizsgálata a magyar részvénypiacon
  [Post-earnings announcement drift on the Hungarian stock market]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 7, pages 801-824, DOI: 10.18414/KSZ.2022.7-8.801.
• Takács, András & Várkonyi, Patrik, 2022, "A hazai kis- és középvállalati szektor vállalatértékelési sajátosságai
  [Specialities in the valuation of Hungarian SMEs]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), volume 0, issue 10, pages 1195-1212, DOI: 10.18414/KSZ.2022.10.1195.
• Tanweer Akram & Khawaja Mamun, 2022, "A GARCH Approach to Modeling Chilean Long-Term Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1008, May.
• Tanweer Akram & Khawaja Mamun, 2022, "The Dynamics of Monthly Changes in US Swap Yields: A Keynesian Perspective," Economics Working Paper Archive, Levy Economics Institute, number wp_1011, Sep.
• Tanweer Akram & Khawaja Mamun, 2022, "An Analysis of UK Swap Yields," Economics Working Paper Archive, Levy Economics Institute, number wp_1012, Dec.
• Deimantė Teresienė & Linas Jurkšas & Rokas Kaminskas, 2022, "ECB monetary policy communication: does it move euro area yields?," Bank of Lithuania Discussion Paper Series, Bank of Lithuania, number 28, Apr.
• Ega Annisa Rizti & Berly Martawardaya, 2022, "Does It Pay to be Good? The Performance of Indonesian Green Companies from 2009–2018," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, volume 68, pages 17-36, Juni.
• Sirnes Espen, 2022, "Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy," Review of Economics, De Gruyter, volume 73, issue 1, pages 57-77, April, DOI: 10.1515/roe-2021-0015.
• Kwaku Boafo Baidoo, 2022, "Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, volume 8, issue 2, pages 233-243, DOI: 10.11118/ejobsat.2022.013.
• Balazs J. Csillag & Marcell P. Granat & Gabor Neszveda, 2022, "Media Attention to Environmental Issues and ESG Investing," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 21, issue 4, pages 129-149.
• Laszlo Bokor, 2022, "Regulatory and Market Trends for ESG Bonds and Funds, and Some of the Associated Risks of Sovereigns," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 21, issue 4, pages 150-179.
• Lorant Kaszab & Ales Marsal & Katrin Rabitsch, 2022, "Asset Pricing with Free Entry and Exit of Firms," MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary), number 2022/5.
• Costanza Torricelli & Eleonora Pellati, 2022, "Social Bonds and the “Social Premiumâ€," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0085, Apr.
• Marianna Brunetti & Roberta de Luca, 2022, "Pre-selection in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0089, Nov.
• Marianna Brunetti & Roberta de Luca, 2022, "Sensitivity of profitability in cointegration-based pairs trading," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance), Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi", number 0090, Nov.
• Antoine Parent & Pierre-Charles Pradier, 2022, "A la Recherche du Temps Perdu : Legal and Quantitative Analysis of the First Documented Option Market - Paris 1844-1939," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 22018, Oct.
• Agata Gniadkowska-Szymańska, 2022, "The liquidity of shares and the risk of bankruptcy," Bank i Kredyt, Narodowy Bank Polski, volume 53, issue 6, pages 565-586.
• Markus K. Brunnermeier & Sebastian A. Merkel & Yuliy Sannikov, 2022, "Debt as Safe Asset," NBER Working Papers, National Bureau of Economic Research, Inc, number 29626, Jan.
• Isaac Ehrlich & Yong Yin, 2022, "A Cross-Country Comparison of Old-Age Financial Readiness in Asian Countries versus the United States: The Case of Japan and the Republic of Korea," NBER Working Papers, National Bureau of Economic Research, Inc, number 29649, Jan.
• Ralph S. J. Koijen & Motohiro Yogo, 2022, "Understanding the Ownership Structure of Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29679, Jan.
• Eduardo Dávila & Daniel D. Graves & Cecilia Parlatore, 2022, "The Value of Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 29744, Feb.
• Tomohiro Hirano & Joseph E. Stiglitz, 2022, "Land Speculation and Wobbly Dynamics with Endogenous Phase Transitions," NBER Working Papers, National Bureau of Economic Research, Inc, number 29745, Feb.
• Stefan Nagel & Zhengyang Xu, 2022, "Dynamics of Subjective Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 29803, Feb.
• Ricardo J. Caballero & Alp Simsek, 2022, "A Note on Temporary Supply Shocks with Aggregate Demand Inertia," NBER Working Papers, National Bureau of Economic Research, Inc, number 29815, Mar.
• Min Dai & Cong Qin & Neng Wang, 2022, "Dynamic Trading with Realization Utility," NBER Working Papers, National Bureau of Economic Research, Inc, number 29821, Mar.
• Martin Lettau, 2022, "High-Dimensional Factor Models with an Application to Mutual Fund Characteristics," NBER Working Papers, National Bureau of Economic Research, Inc, number 29833, Mar.
• Pierre-Olivier Gourinchas & Walker D. Ray & Dimitri Vayanos, 2022, "A Preferred-Habitat Model of Term Premia, Exchange Rates, and Monetary Policy Spillovers," NBER Working Papers, National Bureau of Economic Research, Inc, number 29875, Mar.
• Thomas Ernst & Chester S. Spatt, 2022, "Payment for Order Flow And Asset Choice," NBER Working Papers, National Bureau of Economic Research, Inc, number 29883, Mar.
• Bo Becker & Victoria Ivashina, 2022, "Disruption and Credit Markets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29890, Mar.
• Maryam Farboodi & Dhruv Singal & Laura Veldkamp & Venky Venkateswaran, 2022, "Valuing Financial Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 29894, Mar.
• Zhiguo He & Zhaogang Song, 2022, "Agency MBS as Safe Assets," NBER Working Papers, National Bureau of Economic Research, Inc, number 29899, Apr.
• John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2022, "Idiosyncratic Equity Risk Two Decades Later," NBER Working Papers, National Bureau of Economic Research, Inc, number 29916, Apr.
• Wei Jiang & Thomas J. Sargent & Neng Wang & Jinqiang Yang, 2022, "A p Theory of Taxes and Debt Management," NBER Working Papers, National Bureau of Economic Research, Inc, number 29931, Apr.
• Hang Bai & Erica X. N. Li & Chen Xue & Lu Zhang, 2022, "Asymmetric Investment Rates," NBER Working Papers, National Bureau of Economic Research, Inc, number 29957, Apr.
• David Lucca & Jonathan H. Wright, 2022, "The Narrow Channel of Quantitative Easing: Evidence from YCC Down Under," NBER Working Papers, National Bureau of Economic Research, Inc, number 29971, Apr.
• Klaus Adam & Stefan Nagel, 2022, "Expectations Data in Asset Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 29977, Apr.
• Lee H. Seltzer & Laura Starks & Qifei Zhu, 2022, "Climate Regulatory Risk and Corporate Bonds," NBER Working Papers, National Bureau of Economic Research, Inc, number 29994, Apr.
• Priit Jeenas & Ricardo Lagos, 2022, "Q-Monetary Transmission," NBER Working Papers, National Bureau of Economic Research, Inc, number 30023, May.
• David Hirshleifer & Yushui Shi & Weili Wu, 2022, "Do Sell-Side Analysts Say “Buy” While Whispering “Sell”?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30032, May.
• Naz Koont & Yiming Ma & Lubos Pastor & Yao Zeng, 2022, "Steering a Ship in Illiquid Waters: Active Management of Passive Funds," NBER Working Papers, National Bureau of Economic Research, Inc, number 30039, May.
• Zefeng Chen & Zhengyang Jiang & Hanno Lustig & Stijn Van Nieuwerburgh & Mindy Z. Xiaolan, 2022, "Exorbitant Privilege Gained and Lost: Fiscal Implications," NBER Working Papers, National Bureau of Economic Research, Inc, number 30059, May.
• Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2022, "A Structural Approach to High-Frequency Event Studies: The Fed and Markets as Case History," NBER Working Papers, National Bureau of Economic Research, Inc, number 30072, May.
• Zhengyang Jiang & Arvind Krishnamurthy & Hanno Lustig, 2022, "The Rest of the World’s Dollar-Weighted Return on U.S. Treasurys," NBER Working Papers, National Bureau of Economic Research, Inc, number 30089, May.
• Ricardo J. Caballero & Alp Simsek, 2022, "A Monetary Policy Asset Pricing Model," NBER Working Papers, National Bureau of Economic Research, Inc, number 30132, Jun.
• Xiang Fang & Yang Liu & Nikolai Roussanov, 2022, "Getting to the Core: Inflation Risks Within and Across Asset Classes," NBER Working Papers, National Bureau of Economic Research, Inc, number 30169, Jun.
• Ralph S. J. Koijen & Hae Kang Lee & Stijn Van Nieuwerburgh, 2022, "Aggregate Lapsation Risk," NBER Working Papers, National Bureau of Economic Research, Inc, number 30187, Jun.
• Charles W. Calomiris & Joanna Harris & Harry Mamaysky & Cristina Tessari, 2022, "Fed Implied Market Prices and Risk Premia," NBER Working Papers, National Bureau of Economic Research, Inc, number 30210, Jul.
• Wenxin Du & Benjamin M. Hébert & Wenhao Li, 2022, "Intermediary Balance Sheets and the Treasury Yield Curve," NBER Working Papers, National Bureau of Economic Research, Inc, number 30222, Jul.
• Winston Wei Dou & Leonid Kogan & Wei Wu, 2022, "Common Fund Flows: Flow Hedging and Factor Pricing," NBER Working Papers, National Bureau of Economic Research, Inc, number 30234, Jul.
• Leonid Kogan & Jun Li & Harold Zhang, 2022, "Operating Hedge and Gross Profitability Premium," NBER Working Papers, National Bureau of Economic Research, Inc, number 30241, Jul.
• Harald Uhlig, 2022, "A Luna-tic Stablecoin Crash," NBER Working Papers, National Bureau of Economic Research, Inc, number 30256, Jul.
• Yacine Aït-Sahalia & Jianqing Fan & Lirong Xue & Yifeng Zhou, 2022, "How and When are High-Frequency Stock Returns Predictable?," NBER Working Papers, National Bureau of Economic Research, Inc, number 30366, Aug.
• Leland Farmer & Roger Farmer, 2022, "Zoomers and Boomers: Asset Prices and Intergenerational Inequality," NBER Working Papers, National Bureau of Economic Research, Inc, number 30419, Sep.
• Viral V. Acharya & Timothy Johnson & Suresh Sundaresan & Tuomas Tomunen, 2022, "Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress," NBER Working Papers, National Bureau of Economic Research, Inc, number 30445, Sep.
• Michael D. Bauer & Carolin Pflueger & Adi Sunderam, 2022, "Perceptions about Monetary Policy," NBER Working Papers, National Bureau of Economic Research, Inc, number 30480, Sep.
• Emil Siriwardane & Adi Sunderam & Jonathan L. Wallen, 2022, "Segmented Arbitrage," NBER Working Papers, National Bureau of Economic Research, Inc, number 30561, Oct.
• Florian Berg & Julian F. Koelbel & Anna Pavlova & Roberto Rigobon, 2022, "ESG Confusion and Stock Returns: Tackling the Problem of Noise," NBER Working Papers, National Bureau of Economic Research, Inc, number 30562, Oct.
• Stijn Van Nieuwerburgh, 2022, "The Remote Work Revolution: Impact on Real Estate Values and the Urban Environment," NBER Working Papers, National Bureau of Economic Research, Inc, number 30662, Nov.
• Samuel M. Hartzmark & David H. Solomon, 2022, "Predictable Price Pressure," NBER Working Papers, National Bureau of Economic Research, Inc, number 30688, Nov.
• Georgij Alekseev & Stefano Giglio & Quinn Maingi & Julia Selgrad & Johannes Stroebel, 2022, "A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios," NBER Working Papers, National Bureau of Economic Research, Inc, number 30703, Dec.
• Alexandra M. Tabova & Francis E. Warnock, 2022, "Preferred Habitats and Timing in the World’s Safe Asset," NBER Working Papers, National Bureau of Economic Research, Inc, number 30722, Dec.
• Joachim Freyberger & Björn Höppner & Andreas Neuhierl & Michael Weber, 2022, "Missing Data in Asset Pricing Panels," NBER Working Papers, National Bureau of Economic Research, Inc, number 30761, Dec.
• Harrison Hong & Edward P. Shore, 2022, "Corporate Social Responsibility," NBER Working Papers, National Bureau of Economic Research, Inc, number 30771, Dec.
• Lin William Cong & Guanhao Feng & Jingyu He & Xin He, 2022, "Growing the Efficient Frontier on Panel Trees," NBER Working Papers, National Bureau of Economic Research, Inc, number 30805, Dec.
• Teplova, T. & Sokolova, T. & Tomtosov, A. & Buchko, D. & Nikulin, D., 2022, "The sentiment of private investors in explaining the differences in the trade characteristics of the Russian market stocks," Journal of the New Economic Association, New Economic Association, volume 53, issue 1, pages 53-84, DOI: 10.31737/2221-2264-2022-53-1-3.
• Zelenkov, Yu. & Solntsev, I., 2022, "Predicting the value of professional sport clubs. A study of European soccer, 2005-2018," Journal of the New Economic Association, New Economic Association, volume 56, issue 4, pages 28-46, DOI: 10.31737/2221-2264-2022-56-4-2.
• Timothy C. Johnson, 2022, "Economic Uncertainty, Aggregate Debt, and the Real Effects of Corporate Finance," Critical Finance Review, now publishers, volume 11, issue 1, pages 79-116, February, DOI: 10.1561/104.00000068.
• Xing Han, 2022, "Understanding the Performance of Components in Betting Against Beta," Critical Finance Review, now publishers, volume 11, issue 1, pages 1-36, February, DOI: 10.1561/104.00000099.
• Hyuna Park, 2022, "An Intangible-Adjusted Book-to-Market Ratio Still Predicts Stock Returns," Critical Finance Review, now publishers, volume 11, issue 2, pages 265-297, May, DOI: 10.1561/104.00000100.
• Paul Borochin & Yanhui Zhao, 2022, "Risk Neutral Skewness Predicts Price Rebounds and So Can Improve Momentum Performance," Critical Finance Review, now publishers, volume 11, issue 2, pages 383-429, May, DOI: 10.1561/104.00000101.
• Gunter Löffler, 2022, "Equity Premium Forecasts Tend to Perform Worse Against a Buy-and-Hold Benchmark," Critical Finance Review, now publishers, volume 11, issue 1, pages 65-77, February, DOI: 10.1561/104.00000110.
• Andrew Y. Chen & Tom Zimmermann, 2022, "Open Source Cross-Sectional Asset Pricing," Critical Finance Review, now publishers, volume 11, issue 2, pages 207-264, May, DOI: 10.1561/104.00000112.
• Bryan Kelly & Seth Pruitt, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios: A Comment," Critical Finance Review, now publishers, volume 11, issue 2, pages 375-381, May, DOI: 10.1561/104.00000114.
• Thiago de Oliveira Souza, 2022, "Dissecting Market Expectations in the Cross-Section of Book-to-Market Ratios," Critical Finance Review, now publishers, volume 11, issue 2, pages 361-373, May, DOI: 10.1561/104.00000116.
• John Adams & Darren Hayunga & Sattar Mansi, 2022, "Scale and Performance in Active Management are Not Negatively Related," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 541-592, August, DOI: 10.1561/104.00000120.
• Charles Martineau, 2022, "Rest in Peace Post-Earnings Announcement Drift," Critical Finance Review, now publishers, volume 11, issue 3-4, pages 613-646, August, DOI: 10.1561/104.00000122.