Research classified by Journal of Economic Literature (JEL) codes

2023

• Wu, Sang & Xue, Wenjie, 2023, "Accounting comparability and relative performance evaluation by capital markets," Journal of Accounting and Economics, Elsevier, volume 75, issue 1, DOI: 10.1016/j.jacceco.2022.101535.
• Chen, Jason V., 2023, "The wisdom of crowds and the market's response to earnings news: Evidence using the geographic dispersion of investors," Journal of Accounting and Economics, Elsevier, volume 75, issue 2, DOI: 10.1016/j.jacceco.2022.101567.
• deHaan, Ed & Li, Jiacui & Watts, Edward M., 2023, "Retail bond investors and credit ratings," Journal of Accounting and Economics, Elsevier, volume 76, issue 1, DOI: 10.1016/j.jacceco.2023.101587.
• Kostakis, Alexandros & Mu, Liangyi & Otsubo, Yoichi, 2023, "Detecting political event risk in the option market," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106624.
• Jia, Yuecheng & Simkins, Betty & Feng, Hongrui, 2023, "Political connections and short sellers," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106703.
• Guo, Laite, 2023, "Two faces of the size effect," Journal of Banking & Finance, Elsevier, volume 146, issue C, DOI: 10.1016/j.jbankfin.2022.106708.
• Cox, Justin & Woods, Donovan, 2023, "COVID-19 and market structure dynamics," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106362.
• Berkman, Henk & Malloch, Hamish, 2023, "Stock valuation during the COVID-19 pandemic: An explanation using option-based discount rates," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2021.106386.
• Tran, Nhu & Uzmanoglu, Cihan, 2023, "Reprint of: COVID-19, lockdowns, and the municipal bond market," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2023.106758.
• Hanauer, Matthias X. & Windmüller, Steffen, 2023, "Enhanced momentum strategies," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106712.
• Aretz, Kevin & Eser Arisoy, Y., 2023, "The Pricing of Skewness Over Different Return Horizons," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106713.
• Amin, Shehryar & Tédongap, Roméo, 2023, "The changing landscape of treasury auctions," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106714.
• Lu, Jing & Qiu, Yuhang, 2023, "Does non-punitive regulation diminish stock price crash risk?," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106731.
• Bereskin, Fred & Hsu, Po-Hsuan & Latham, William & Wang, Huijun, 2023, "So Sue Me! The cross section of stock returns related to patent infringement allegations," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106740.
• Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva, 2023, "Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106745.
• Huang, Hong-Gia & Tsai, Wei-Che & Weng, Pei-Shih & Yang, J. Jimmy, 2023, "Intraday momentum in the VIX futures market," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106746.
• Ho, Tuan & Kim, Kirak & Li, Yang & Xu, Fangming, 2023, "Can Real Options Explain the Skewness of Stock Returns?," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106751.
• Chen, Bei & Gan, Quan & Vasquez, Aurelio, 2023, "Anticipating jumps: Decomposition of straddle price," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2022.106755.
• Caglayan, Mustafa O. & Lawrence, Edward & Reyes-Peña, Robinson, 2023, "Hot potatoes: Underpricing of stocks following extreme negative returns," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106757.
• Cakici, Nusret & Zaremba, Adam, 2023, "Misery on Main Street, victory on Wall Street: Economic discomfort and the cross-section of global stock returns," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106760.
• Jaskowski, Marcin & Rettl, Daniel A., 2023, "Information acquisition costs and credit spreads," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106775.
• Anagnostopoulou, Seraina C. & Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2023, "Enhancement in a firm's information environment via options trading and the efficiency of corporate investment," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106809.
• Cong, Lin William & George, Nathan Darden & Wang, Guojun, 2023, "RIM-based value premium and factor pricing using value-price divergence," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106812.
• Heusel, Nicola & Mager, Ferdinand, 2023, "Pension funding and the cross section of stock returns - The case of Germany," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106816.
• LIN, Fengjiao & QIU, Zhigang & ZHENG, Weinan, 2023, "Cranes among chickens: The general-attention‐grabbing effect of daily price limits in China's stock market," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106818.
• Huber, Daniel & Jacobs, Heiko & Müller, Sebastian & Preissler, Fabian, 2023, "International factor models," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106819.
• Chi, Yeguang & He, Jingbin & Ma, Xinru & Wu, Fei, 2023, "Institutional investor inattention bias in auctioned IPOs," Journal of Banking & Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jbankfin.2023.106831.
• Aitken, Michael & Cumming, Douglas & Zhan, Feng, 2023, "Algorithmic trading and market quality: International evidence of the impact of errors in colocation dates," Journal of Banking & Finance, Elsevier, volume 151, issue C, DOI: 10.1016/j.jbankfin.2023.106843.
• Bae, Jaewan & Kang, Jangkoo, 2023, "Human capital quality and stock returns," Journal of Banking & Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jbankfin.2023.106857.
• Merl, Robert & Stöckl, Thomas & Palan, Stefan, 2023, "Insider trading regulation and shorting constraints. Evaluating the joint effects of two market interventions," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2022.106490.
• Fernandez-Perez, Adrian & Indriawan, Ivan & Tse, Yiuman & Xu, Yahua, 2023, "Cross-asset time-series momentum: Crude oil volatility and global stock markets," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2022.106704.
• Zhang, Zhou, 2023, "Competition, investment reversibility, and equity risk premium," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106899.
• Li, Fengfei & Lin, Ji-Chai & Lin, Tse-Chun & Shang, Longfei, 2023, "Behavioral bias, distorted stock prices, and stock splits," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106939.
• Huang, Tao & Jiang, Liang & Li, Junye, 2023, "Downside variance premium, firm fundamentals, and expected corporate bond returns," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106946.
• Fetherolf, Raylin & Lovelace, Kelley Bergsma, 2023, "Dimensions of national culture and R2 around the world," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106949.
• Bianchi, Robert J. & Fan, John Hua & Miffre, Joëlle & Zhang, Tingxi, 2023, "Exploiting the dynamics of commodity futures curves," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106965.
• Chen, Chen & Dou, Ying & Kuang, Yu Flora & Naiker, Vic, 2023, "Do professional ties enhance board seat prospects of independent directors with tainted reputations?," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106972.
• Kumar, Rajnish & Lawrence, Edward R. & Prakash, Arun & Rodríguez, Iván M., 2023, "Additions to and deletions from the S&P 500 index: A resolution to the asymmetric price response puzzle," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106976.
• Faccini, Renato & Matin, Rastin & Skiadopoulos, George, 2023, "Dissecting climate risks: Are they reflected in stock prices?," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106948.
• Christensen, Bent Jesper & Kjær, Mads Markvart & Veliyev, Bezirgen, 2023, "The incremental information in the yield curve about future interest rate risk," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106973.
• Chen, Sipeng & Li, Gang, 2023, "Why does option-implied volatility forecast realized volatility? Evidence from news events," Journal of Banking & Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jbankfin.2023.107019.

2022

• Zhang, Congshan & Li, Jia & Todorov, Viktor & Tauchen, George, 2022, "Variation and efficiency of high-frequency betas," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 156-175, DOI: 10.1016/j.jeconom.2020.05.022.
• Fulop, Andras & Heng, Jeremy & Li, Junye & Liu, Hening, 2022, "Bayesian estimation of long-run risk models using sequential Monte Carlo," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 62-84, DOI: 10.1016/j.jeconom.2020.12.008.
• Anatolyev, Stanislav & Mikusheva, Anna, 2022, "Factor models with many assets: Strong factors, weak factors, and the two-pass procedure," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 103-126, DOI: 10.1016/j.jeconom.2021.01.002.
• Saart, Patrick W. & Xia, Yingcun, 2022, "Functional time series approach to analyzing asset returns co-movements," Journal of Econometrics, Elsevier, volume 229, issue 1, pages 127-151, DOI: 10.1016/j.jeconom.2020.11.012.
• Li, Yingying & Liu, Guangying & Zhang, Zhiyuan, 2022, "Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 422-451, DOI: 10.1016/j.jeconom.2021.02.007.
• Wan, Runqing & Fulop, Andras & Li, Junye, 2022, "Real-time Bayesian learning and bond return predictability," Journal of Econometrics, Elsevier, volume 230, issue 1, pages 114-130, DOI: 10.1016/j.jeconom.2020.04.052.
• Todorov, Viktor, 2022, "Nonparametric jump variation measures from options," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 255-280, DOI: 10.1016/j.jeconom.2021.04.005.
• Christensen, Jens H.E. & Spiegel, Mark M., 2022, "Monetary reforms and inflation expectations in Japan: Evidence from inflation-indexed bonds," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 410-431, DOI: 10.1016/j.jeconom.2021.10.007.
• Urbański, Stanisław & Zarzecki, Dariusz, 2022, "The Fama-French model for estimating the cost of equity capital: The impact of real options of investment projects," Economic Systems, Elsevier, volume 46, issue 1, DOI: 10.1016/j.ecosys.2021.100874.
• Roy, Rahul & Shijin, Santhakumar, 2022, "The saving, human wealth and asset pricing nexus: Evidence from around the world," Economic Systems, Elsevier, volume 46, issue 2, DOI: 10.1016/j.ecosys.2022.100977.
• Gnewuch, Matthias, 2022, "Spillover effects of sovereign debt-based quantitative easing in the euro area," European Economic Review, Elsevier, volume 145, issue C, DOI: 10.1016/j.euroecorev.2022.104133.
• Merella, Vincenzo & Satchell, Stephen E., 2022, "By force of confidence," European Economic Review, Elsevier, volume 150, issue C, DOI: 10.1016/j.euroecorev.2022.104311.
• Ballotta, Laura & Rayée, Grégory, 2022, "Smiles & smirks: Volatility and leverage by jumps," European Journal of Operational Research, Elsevier, volume 298, issue 3, pages 1145-1161, DOI: 10.1016/j.ejor.2021.08.023.
• Frömmel, Michael & Han, Xing & Li, Youwei & Vigne, Samuel A., 2022, "Low liquidity beta anomaly in China," Emerging Markets Review, Elsevier, volume 50, issue C, DOI: 10.1016/j.ememar.2021.100832.
• Shen, Haomin & Cheng, Xiaoke & Ouyang, Caiyue & Li, Ya & Chan, Kam C., 2022, "Does share pledging affect firms' use of derivatives? Evidence from China," Emerging Markets Review, Elsevier, volume 50, issue C, DOI: 10.1016/j.ememar.2021.100841.
• Ryu, Doojin & Yang, Heejin & Yu, Jinyoung, 2022, "Insider trading and information asymmetry: Evidence from the Korea Exchange," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100847.
• Asif, Raheel & Frömmel, Michael, 2022, "Exchange rate exposure for exporting and domestic firms in central and Eastern Europe," Emerging Markets Review, Elsevier, volume 51, issue PA, DOI: 10.1016/j.ememar.2021.100863.
• Dong, Yan & Huang, Jun, 2022, "Price limits, investor sentiment, and initial public offering underpricing: A quasi-natural experiment based on ChiNext," Emerging Markets Review, Elsevier, volume 51, issue PB, DOI: 10.1016/j.ememar.2022.100893.
• Jang, Hyeonung & Seo, Byoung Ki, 2022, "Transmission of central bank communication to emerging economies: Evidence from the Korean stock market," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100905.
• Eraslan, Veysel & Omole, John & Sensoy, Ahmet & Ozdamar, Melisa, 2022, "Other people's money: A comparison of institutional investors," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100914.
• Yang, Baohua & Zhou, Yingluo & Zhou, Zhong-Guo, 2022, "Strategic behavior of insiders in initial underpricing and long-run underperformance," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100940.
• Hu, Xiaolu & Zhong, Angel & Cao, Youdan, 2022, "Greenium in the Chinese corporate bond market," Emerging Markets Review, Elsevier, volume 53, issue C, DOI: 10.1016/j.ememar.2022.100946.
• Bian, Jiangze & Su, Tie & Wang, Jun, 2022, "Non-marketability and one-day selling lockup," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 1-23, DOI: 10.1016/j.jempfin.2021.10.006.
• Adcock, Christopher & Bessler, Wolfgang & Conlon, Thomas, 2022, "Characteristic-sorted portfolios and macroeconomic risks—An orthogonal decomposition," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 24-50, DOI: 10.1016/j.jempfin.2021.11.001.
• Zhang, Han & Guo, Bin & Liu, Lanbiao, 2022, "The time-varying bond risk premia in China," Journal of Empirical Finance, Elsevier, volume 65, issue C, pages 51-76, DOI: 10.1016/j.jempfin.2021.11.004.
• Dierkes, Maik & Krupski, Jan, 2022, "Isolating momentum crashes," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2021.12.001.
• Shan, Chenyu & Tang, Dragon Yongjun & Wang, Sarah Qian & Zhang, Chang, 2022, "The diversification benefits and policy risks of accessing China’s stock market," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 155-175, DOI: 10.1016/j.jempfin.2022.01.001.
• Bui, Dien Giau & Hasan, Iftekhar & Lin, Chih-Yung & Zhai, Rui-Xiang, 2022, "Income, trading, and performance: Evidence from retail investors," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 176-195, DOI: 10.1016/j.jempfin.2022.01.006.
• Jo, Yonghwan & Kim, Jihee & Santos, Francisco, 2022, "The impact of liquidity risk in the Chinese banking system on the global commodity markets," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 23-50, DOI: 10.1016/j.jempfin.2021.12.003.
• Ismailescu, Iuliana & Col, Burcin, 2022, "Cross-border M&As and credit risk: Evidence from the CDS market," Journal of Empirical Finance, Elsevier, volume 66, issue C, pages 51-73, DOI: 10.1016/j.jempfin.2021.12.002.
• Cotter, John & Salvador, Enrique, 2022, "The non-linear trade-off between return and risk and its determinants," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 100-132, DOI: 10.1016/j.jempfin.2022.03.002.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2022, "The anatomy of a fee change — evidence from cryptocurrency markets," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 152-167, DOI: 10.1016/j.jempfin.2022.03.003.
• Cavalcante-Filho, Elias & Chague, Fernando & De-Losso, Rodrigo & Giovannetti, Bruno, 2022, "US risk premia under emerging markets constraints," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 217-230, DOI: 10.1016/j.jempfin.2022.03.005.
• Zhao, Albert Bo & Cheng, Tingting, 2022, "Stock return prediction: Stacking a variety of models," Journal of Empirical Finance, Elsevier, volume 67, issue C, pages 288-317, DOI: 10.1016/j.jempfin.2022.04.001.
• Mao, Mike Qinghao & Wong, Ching Hin, 2022, "Managerial commitment and heterogeneity in target-date funds," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 1-19, DOI: 10.1016/j.jempfin.2022.05.001.
• Jiao, Yawen, 2022, "Decision-based trades: An analysis of institutional investors’ information advantages," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 104-115, DOI: 10.1016/j.jempfin.2022.07.009.
• Lin, Hai & Tao, Xinyuan & Wu, Chunchi, 2022, "Forecasting earnings with combination of analyst forecasts," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 133-159, DOI: 10.1016/j.jempfin.2022.07.003.
• Qiao, Zhuo & Wang, Yan & Lam, Keith S.K., 2022, "New evidence on Bayesian tests of global factor pricing models," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 160-172, DOI: 10.1016/j.jempfin.2022.07.002.
• Velliscig, Giulio & Floreani, Josanco & Polato, Maurizio, 2022, "How do bail-in amendments in Directive (EU) 2017/2399 affect the subordinated bond yields of EU G-SIBs?," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 173-189, DOI: 10.1016/j.jempfin.2022.07.007.
• Gu, Chen & Chen, Denghui & Stan, Raluca & Shen, Aizhong, 2022, "It is not just What you say, but How you say it: Why tonality matters in central bank communication," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 216-231, DOI: 10.1016/j.jempfin.2022.07.008.
• Hsieh, Wen-Liang G. & Wu, Wei-Shao & Tu, Anthony H., 2022, "Religiosity and sovereign credit quality," Journal of Empirical Finance, Elsevier, volume 68, issue C, pages 84-103, DOI: 10.1016/j.jempfin.2022.07.004.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2022, "Bitcoin unchained: Determinants of cryptocurrency exchange liquidity," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 106-122, DOI: 10.1016/j.jempfin.2022.08.004.
• Lan, Chunhua & Doan, Bao, 2022, "Stock price movements: Evidence from global equity markets," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 123-143, DOI: 10.1016/j.jempfin.2022.09.001.
• Kwon, Kyung Yoon & Min, Byoung-Kyu & Sun, Chenfei, 2022, "Enhancing the profitability of lottery strategies," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 166-184, DOI: 10.1016/j.jempfin.2022.09.003.
• Dong, Liang & Dai, Yiqing & Haque, Tariq & Kot, Hung Wan & Yamada, Takeshi, 2022, "Coskewness and reversal of momentum returns: The US and international evidence," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 241-264, DOI: 10.1016/j.jempfin.2022.10.004.
• Yang, Shuwen & Aretz, Kevin & Liu, Hening & Zhang, Yuzhao, 2022, "Consumption risks in option returns," Journal of Empirical Finance, Elsevier, volume 69, issue C, pages 285-302, DOI: 10.1016/j.jempfin.2022.10.001.
• Clerides, Sofronis & Krokida, Styliani-Iris & Lambertides, Neophytos & Tsouknidis, Dimitris, 2022, "What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?," Energy Economics, Elsevier, volume 105, issue C, DOI: 10.1016/j.eneco.2021.105743.
• Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022, "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105802.
• Elsayed, Ahmed H. & Naifar, Nader & Nasreen, Samia & Tiwari, Aviral Kumar, 2022, "Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic," Energy Economics, Elsevier, volume 107, issue C, DOI: 10.1016/j.eneco.2022.105842.
• Ignatieva, Katja & Wong, Patrick, 2022, "Modelling high frequency crude oil dynamics using affine and non-affine jump–diffusion models," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105873.
• Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022, "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2021.105258.
• Zhang, Xinxin & Bouri, Elie & Xu, Yahua & Zhang, Gongqiu, 2022, "The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105950.
• Umar, Zaghum & Aharon, David Y. & Esparcia, Carlos & AlWahedi, Wafa, 2022, "Spillovers between sovereign yield curve components and oil price shocks," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105963.
• Bonaldo, Cinzia & Caporin, Massimiliano & Fontini, Fulvio, 2022, "The relationship between day-ahead and future prices in electricity markets: An empirical analysis on Italy, France, Germany, and Switzerland," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.105977.
• Xiao, Jihong & Chen, Xian & Li, Yang & Wen, Fenghua, 2022, "Oil price uncertainty and stock price crash risk: Evidence from China," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106118.
• Chen, Chun-Da & Demirer, Rıza, 2022, "Oil beta uncertainty and global stock returns," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106150.
• Huang, Zhehao & Dong, Hao & Jia, Shuaishuai, 2022, "Equilibrium pricing for carbon emission in response to the target of carbon emission peaking," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106160.
• Apergis, Nicholas & Poufinas, Thomas & Antonopoulos, Alexandros, 2022, "ESG scores and cost of debt," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106186.
• Lei, Heng & Xue, Minggao & Liu, Huiling, 2022, "Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106189.
• Zhu, Qi & Jin, Sisi & Huang, Yuxuan & Yan, Cheng, 2022, "Oil price uncertainty and stock price informativeness: Evidence from listed U.S. companies," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106197.
• Yousaf, Imran & Nekhili, Ramzi & Umar, Muhammad, 2022, "Extreme connectedness between renewable energy tokens and fossil fuel markets," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106305.
• Jankovic, Irena & Vasic, Vladimir & Kovacevic, Vlado, 2022, "Does transparency matter? Evidence from panel analysis of the EU government green bonds," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106325.
• Ewald, Christian-Oliver & Haugom, Erik & Lien, Gudbrand & Størdal, Ståle & Wu, Yuexiang, 2022, "Trading time seasonality in commodity futures: An opportunity for arbitrage in the natural gas and crude oil markets?," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106324.
• Prodromou, Tina & Demirer, Riza, 2022, "Oil price shocks and cost of capital: Does market liquidity play a role?," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106340.
• Borghesi, S. & Castellini, M. & Comincioli, N. & Donadelli, M. & Gufler, I. & Vergalli, S., 2022, "European green policy announcements and sectoral stock returns," Energy Policy, Elsevier, volume 166, issue C, DOI: 10.1016/j.enpol.2022.113004.
• Song, Yu & Chen, Bo & Hou, Na & Yang, Yi, 2022, "Terrorist attacks and oil prices: A time-varying causal relationship analysis," Energy, Elsevier, volume 246, issue C, DOI: 10.1016/j.energy.2022.123340.
• Hitz, Lukas & Mustafi, Ismail H. & Zimmermann, Heinz, 2022, "The pricing of volatility risk in the US equity market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101951.
• Smales, L.A., 2022, "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101972.
• Mazouz, Khelifa & Wu, Yuliang, 2022, "Why do firm fundamentals predict returns? Evidence from short selling activity," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101974.
• Ahmad, Fawad & Oriani, Raffaele, 2022, "Investor attention, information acquisition, and value premium: A mispricing perspective," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101976.
• 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.