Research classified by Journal of Economic Literature (JEL) codes

2023

• 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.
• Copestake, Alexander & Furceri, Davide & Gonzalez-Dominguez, Pablo, 2023, "Crypto market responses to digital asset policies," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110949.
• Wang, Liang, 2023, "Mitigating firm-level political risk in China: The role of multiple large shareholders," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110960.
• Apergis, Nicholas, 2023, "The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111026.
• Liao, Shushu, 2023, "The Russia–Ukraine outbreak and the value of renewable energy," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111045.
• Dombrowski, Niclas & Drobetz, Wolfgang & Momtaz, Paul P., 2023, "Performance measurement of crypto funds," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111118.
• Auh, Jun Kyung & Cho, Wonho, 2023, "Factor-based portfolio optimization," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111137.
• Sakariyahu, Rilwan & Lawal, Rodiat & Oyekola, Olayinka & Dosumu, Oluwatoyin Esther & Adigun, Rasheed, 2023, "Natural disasters, investor sentiments and stock market reactions: Evidence from Turkey–Syria earthquakes," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111153.
• Koziol, Christian & Kuhn, Simon, 2023, "The impact of regulation on risk and return," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111154.
• Sun, Yuzhe & Zhang, Shunming, 2023, "Heterogeneity of probability weighting in investment decisions," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111156.
• Dosumu, Oluwatoyin Esther & Sakariyahu, Rilwan & Oyekola, Olayinka & Lawal, Rodiat, 2023, "Panic bank runs, global market contagion and the financial consequences of social media," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111170.
• Drummond, Philip A., 2023, "Variable trading hours and market reactions to earnings announcements," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111199.
• Sakariyahu, Rilwan & Lawal, Rodiat & Yusuf, Abdulmueez & Olatunji, Abdulganiyu, 2023, "Mass shootings, investors’ panic, and market anomalies," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111284.
• Biktimirov, Ernest N. & Biktimirova, Liana E., 2023, "All topics are not created equal: Sentiment and hype of business media topics and the bitcoin market," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111311.
• Topaloğlu-Bozkurt, Ayça & Tanyeri-Günsür, Başak, 2023, "Pricing the net benefits of a public loan guarantee scheme in a developing market," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111353.
• Li, Zhiyong & Wang, Haixu & Yu, Mei, 2023, "Beyond rocket science: A factor model for convertible bond returns," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111362.
• Jung, Woosung & Kim, Donghyun & Sul, Hong Kee, 2023, "Investment behavior of retail investors in response to COVID-19 economic impact payments," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111370.
• Liu, Yangyi & Luo, Ronghua & Zhao, Senyang, 2023, "Improving factor momentum: Statistical significance matters," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111444.
• 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.
• Clancey-Shang, Danjue, 2023, "COVID lockdown, Robinhood traders, and liquidity in stock and option markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102837.
• Ergun, Lerby M., 2023, "Extreme downside risk in the cross-section of asset returns," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102840.
• Kim, Jae H. & Shamsuddin, Abul, 2023, "Stock market anomalies: An extreme bounds analysis," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102841.
• Karim, Muhammad Mahmudul & Ali, Md Hakim & Yarovaya, Larisa & Uddin, Md Hamid & Hammoudeh, Shawkat, 2023, "Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102894.
• Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2023, "When do investors go green? Evidence from a time-varying asset-pricing model," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102898.
• Yousefi, Hamed & Yung, Kenneth & Najand, Mohammad, 2023, "From low resource slack to inflexibility: The share price effect of operational efficiency," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102927.
• Cook, Douglas O. & Via, M. Tony, 2023, "Organizational capital and firm risk – Testing the outside option," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103344.
• Karmaziene, Egle, 2023, "The greater the volume, the greater the analyst," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103377.
• Bonaparte, Yosef & Chatrath, Arjun & Christie-David, Rohan, 2023, "S&P volatility, VIX, and asymptotic volatility estimates," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103392.
• Yu, Jize & Zhang, Li & Peng, Lijuan & Wu, Rui, 2023, "Which component of air quality index drives stock price volatility in China: a decomposition-based forecasting method," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103406.
• Dumrose, Maurice & Höck, André, 2023, "Corporate Carbon-Risk and Credit-Risk: The Impact of Carbon-Risk Exposure and Management on Credit Spreads in Different Regulatory Environments," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103414.
• Yang, Mo & Li, Yan & Dong, Dayong, 2023, "Strategic information disclosure and the cost of equity capital: Evidence from China," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103418.