Research classified by Journal of Economic Literature (JEL) codes

2022

• González-Sánchez, Mariano, 2022, "Asset pricing models in emerging markets: Factorial approaches vs. information stochastic discount factor," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102394.
• Hain, Linda I. & Kölbel, Julian F. & Leippold, Markus, 2022, "Let’s get physical: Comparing metrics of physical climate risk," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102406.
• Sanford, Anthony, 2022, "Optimized portfolio using a forward-looking expected tail loss," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102421.
• Kaya, Orçun & Mostowfi, Mehdi, 2022, "Low-volatility strategies for highly liquid cryptocurrencies," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102422.
• Jiang, Wen & Xu, Qiuhua & Zhang, Ruige, 2022, "Tail-event driven network of cryptocurrencies and conventional assets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102424.
• Chen, Conghui & Liu, Lanlan, 2022, "How effective is China's cryptocurrency trading ban?," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102429.
• Ran, Rong & Li, Cheng & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2022, "State-dependent psychological anchors and momentum," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102436.
• Arfaoui, Nadia & Naoui, Kamel, 2022, "Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102462.
• Feng, Jingwen & Goodell, John W. & Shen, Dehua, 2022, "ESG rating and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102476.
• Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz, 2022, "From upstairs to downstairs trading: Evidence from a highly segmented market," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102518.
• Liu, Liu, 2022, "Learning about the persistence of recessions under ambiguity aversion," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102522.
• Biktimirov, Ernest N. & Afego, Pyemo N., 2022, "Does investors’ valuation of corporate environmental activities vary between developed and emerging market firms?," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102528.
• Cao, Zhen & Han, Liyan & Zhang, Qunzi, 2022, "Stock return predictability in China: Power of oil price trend," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102537.
• Fiordelisi, Franco & Galloppo, Giuseppe & Lattanzio, Gabriele, 2022, "Where does corporate social capital matter the most? Evidence From the COVID-19 crisis," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102538.
• Choi, Jaehyuk & Lu, Lei & Park, Heungju & Sohn, Sungbin, 2022, "The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102552.
• Hacıömeroğlu, Hande Ayaydın & Danışoğlu, Seza & Güner, Z. Nuray, 2022, "For the love of the environment: An analysis of Green versus Brown bonds during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102576.
• Kwon, Ji Ho, 2022, "More predictors of the investment opportunity set in the ICAPM," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102578.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Pergeris, Georgios, 2022, "Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102602.
• Liang, Qing & Li, Zhaohua, 2022, "Debt enforcement and the cost of debt financing in M&As," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102620.
• Grobys, Klaus & Huynh, Toan Luu Duc, 2022, "When Tether says “JUMP!” Bitcoin asks “How low?”," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102644.
• Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102657.
• Su, Hao & Ying, Chengwei & Zhu, Xiaoneng, 2022, "Disaster risk matters in the bond market," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102764.
• Pathak, Rajesh & Gupta, Ranjan Das, 2022, "Environmental, social and governance performance and earnings management – The moderating role of law code and creditor's rights," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102849.
• Hu, Yi & Jin, Shuchang & Gu, Qiankun & Tang, Ziling, 2022, "Can a not-for-profit minority institutional shareholder impede stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102961.
• Annaert, Jan & De Ceuster, Marc & Van Doninck, Freek, 2022, "Decomposing the idiosyncratic volatility anomaly among euro area stocks," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102672.
• Shahzad, Syed Jawad Hussain & Anas, Muhammad & Bouri, Elie, 2022, "Price explosiveness in cryptocurrencies and Elon Musk's tweets," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102695.
• Phin, Andrew & Prono, Todd & Reeves, Jonathan J. & Saxena, Konark, 2022, "Shifts in beta and the TARP announcement," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102704.
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2022, "How do financial and commodity markets volatility react to real economic activity?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102733.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2022, "Funding liquidity shocks and market liquidity providers," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102734.
• Ahn, Yongkil, 2022, "Asymmetric tail dependence in cryptocurrency markets: A Model-free approach," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102746.
• Li, Tongxia & Lu, Chun & Si, Ieong Cheng & Zhao, Zucheng, 2022, "Employment protection and the cost of equity capital: Evidence from wrongful discharge laws," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102765.
• Akron, Sagi & Taussig, Roi D., 2022, "Income statement leverage and expected stock returns," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102766.
• Wen, Fenghua & Zhang, Minzhi & Xiao, Jihong & Yue, Wei, 2022, "The impact of oil price shocks on the risk-return relation in the Chinese stock market," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102788.
• Ren, Boru & Lucey, Brian, 2022, "Do clean and dirty cryptocurrency markets herd differently?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102795.
• Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2022, "Price discovery between forward-looking SOFR and LIBOR," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102797.
• Jin, Justin & Liu, Yi & Zhang, Zehua & Zhao, Ran, 2022, "Voluntary disclosure of pandemic exposure and stock price crash risk," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102799.
• Quiroga-Garcia, Raquel & Pariente-Martinez, Natalia & Arenas-Parra, Mar, 2022, "Evidence for round number effects in cryptocurrencies prices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102811.
• Cao, Zhiqi & Wu, Wenfeng, 2022, "Ownership breadth: Investor recognition or short-sale constraints?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102847.
• Zhen, Fang & Chen, Jingnan, 2022, "A closed-form mean–variance–skewness portfolio strategy," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102933.
• Wu, Keping & Fu, Yumei & Kong, Dongmin, 2022, "Does the digital transformation of enterprises affect stock price crash risk?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102888.
• Lee, Kiryoung, 2022, "Which uncertainty measures matter for the cross-section of corporate bond returns? Evidence from the U.S. during 1973–2020," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102913.
• Dang, Man & Puwanenthiren, Premkanth & Nguyen, Manh Toan & Hoang, Viet Anh & Mazur, Mieszko & Henry, Darren, 2022, "Does managerial tone matter for stock liquidity? Evidence from textual disclosures," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102917.
• González-Pla, Francisco & Lovreta, Lidija, 2022, "Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102931.
• Boubaker, Sabri & Goodell, John W. & Pandey, Dharen Kumar & Kumari, Vineeta, 2022, "Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102934.
• Li, Quan & Zhang, Kai & Wang, Li, 2022, "Where's the green bond premium? Evidence from China," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102950.
• Bae, Jaewan & Kang, Jangkoo, 2022, "Aggregate recruiting intensity and cross-sectional stock returns," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102947.
• Lu, Jing & Yang, Nien-Tzu & Ho, Keng-Yu & Ko, Kuan-Cheng, 2022, "Lottery demand and the asset growth anomaly," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102988.
• Božović, Miloš, 2022, "A common pattern across asset pricing anomalies," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103004.
• Mei, Dexiang & Xie, Yutang, 2022, "U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103028.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Pietraszewski, Piotr & Schabek, Tomasz, 2022, "Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.102986.
• Yemba, Boniface P., 2022, "User cost of foreign monetary assets under dollarization," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103023.
• Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022, "The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103031.
• Cao, Guangxi & Xie, Wenhao, 2022, "Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103070.
• Scharnowski, Stefan, 2022, "Central bank speeches and digital currency competition," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103072.
• Burke, Matt & Fry, John & Kemp, Sean & Woodhouse, Drew, 2022, "Attention to Authority: The behavioural finance of Covid-19," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103081.
• Saggu, Aman, 2022, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103096.
• Tosun, Onur Kemal, 2022, "Do investors react differently? Evidence from hospitality sector during the covid-19 pandemic," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103099.
• Yao, Shouyu & Qin, Yuanyuan & Cheng, Feiyang & Wu, Ji(George) & Goodell, John.W., 2022, "Missing momentum in China: Considering individual investor preference," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103110.
• Long, Huaigang & Demir, Ender & Będowska-Sójka, Barbara & Zaremba, Adam & Shahzad, Syed Jawad Hussain, 2022, "Is geopolitical risk priced in the cross-section of cryptocurrency returns?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103131.
• Hong, Sanghyun, 2022, "Transactions costs and the equity premium puzzle," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103145.
• Aloosh, Arash & Ouzan, Samuel & Shahzad, Syed Jawad Hussain, 2022, "Bubbles across Meme Stocks and Cryptocurrencies," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103155.
• Fan, Qingqian & Feng, Sixian, 2022, "An empirical study on the characterization of implied volatility and pricing in the Chinese option market," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103160.
• Smyth, William & Broby, Daniel, 2022, "An enhanced Gerber statistic for portfolio optimization," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103229.
• Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022, "Network connectedness of environmental attention—Green and dirty assets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103209.
• Neszveda, Gábor & Till, Gábor & Timár, Barnabás & Varga, Marcell, 2022, "Is short-term reversal driven by liquidity provision in emerging markets? Evidence from China," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103220.
• Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2022, "The announcement effects of a change in the Bank of Japan’s ETF purchase program: An event study," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103230.
• Bakas, Dimitrios & Magkonis, Georgios & Oh, Eun Young, 2022, "What drives volatility in Bitcoin market?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103237.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2022, "Foreign institutions and the behavior of liquidity following macroeconomic announcements," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103239.
• Chu, Pyung Kun, 2022, "Semibeta asset pricing in the Korean stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103245.
• Chiou, Calvin J. & Zhou, Xiaozhou & Chan, Chang, 2022, "A taxonomy of individual liquidity provision: Evidence from the Taiwan stock exchange," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103246.
• Altman, Edward I. & Hu, Xiaolu & Yu, Jing, 2022, "Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103247.
• Bingler, Julia Anna & Colesanti Senni, Chiara & Monnin, Pierre, 2022, "Understand what you measure: Where climate transition risk metrics converge and why they diverge," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103265.
• Sim, Myounghwa & Kim, Hee-Eun, 2022, "Salience theory and enhancing momentum profits," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103274.
• Koziol, Christian & Proelss, Juliane & Roßmann, Philipp & Schweizer, Denis, 2022, "The price of being green," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103285.
• Zhang, Zehua & Zhao, Ran, 2022, "Carbon emission and credit default swaps," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103286.
• Yang, Liuyong & Long, Yijia & Long, Huaigang & Zaremba, Adam & Zhou, Wenyu, 2022, "Is tail risk priced in the cross-section of Chinese mutual fund returns?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103298.
• Hong, Weiting, 2022, "Trade momentum for alpha," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103300.
• Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022, "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103302.
• Toraubally, Waseem A., 2022, "Price dispersion and vanilla options in a financial market game," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103305.
• Zhang, Zhiyuan & Sun, Qinglin & Ma, Yongfan, 2022, "The hedge and safe haven properties of non-fungible tokens (NFTs): Evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103315.
• Li, Yan & Liang, Chao & Huynh, Toan Luu Duc, 2022, "Forecasting US stock market returns by the aggressive stock-selection opportunity," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103323.
• Ahn, Jungkyu & Ahn, Yongkil, 2022, "Demystifying the US Treasury floating rate note puzzle: A swap market perspective," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103362.
• Huang, Tao & Li, Junye & Wu, Fei & Zhu, Ning, 2022, "R&D information quality and stock returns," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100599.
• Blocher, Jesse & Zhang, Chi, 2022, "Who is buying and (not) lending when shorts are selling?," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100615.
• Lu, Yan & Mortal, Sandra & Ray, Sugata, 2022, "Hedge fund hold ’em," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100616.
• Wang, Xinjie & Zhong, Zhaodong (Ken), 2022, "Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100617.
• Zhou, Yi, 2022, "Option trading volume by moneyness, firm fundamentals, and expected stock returns," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100648.
• Kaeck, Andreas & van Kervel, Vincent & Seeger, Norman J., 2022, "Price impact versus bid–ask spreads in the index option market," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100675.
• Luque, Jaime, 2022, "The repo channel of cross-border lending in the European sovereign debt crisis," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100679.
• Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022, "Contagious margin calls: How COVID-19 threatened global stock market liquidity," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100689.
• Hauser, Shmuel & Kedar-Levy, Haim & Milo, Orit, 2022, "Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2022.100705.
• Borup, Daniel & Schütte, Erik Christian Montes, 2022, "Asset pricing with data revisions," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100620.
• Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya, 2022, "Recovery from fast crashes: Role of mutual funds," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100646.
• Han, Song & Huang, Alan Guoming & Kalimipalli, Madhu & Wang, Ke, 2022, "Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100655.
• Fang, Xuyun & Jiang, Zhiqian & Liu, Baixiao & McConnell, John J. & Zhou, Mingshan, 2022, "Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100656.
• Han, Lin & Cheng, Xiaoke & Chan, Kam C. & Gao, Shenghao, 2022, "Does air pollution affect seasoned equity offering pricing? Evidence from investor bids," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100657.
• Han, Chulwoo & Kang, Jangkoo & Kim, Sun Yung, 2022, "Betting against analyst target price," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100677.
• Guo, Xu & Lin, Hai & Wu, Chunchi & Zhou, Guofu, 2022, "Predictive information in corporate bond yields," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100687.
• Bansal, Naresh & Stivers, Chris, 2022, "Bond risk’s role in the equity risk-return tradeoff," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2021.100701.
• Schneider, Andrés, 2022, "Who should buy stocks when volatility spikes?," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2021.100702.
• O’Donoghue, Shawn M., 2022, "Transaction fees: Impact on institutional order types, commissions, and execution quality," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100717.
• Ince, Baris, 2022, "Liquidity components: Commonality in liquidity, underreaction, and equity returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100730.
• Chen, Xi & Wang, Junbo & Wu, Chunchi, 2022, "Jump and volatility risk in the cross-section of corporate bond returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100733.
• Cornaggia, Kimberly & Hund, John & Nguyen, Giang, 2022, "Investor attention and municipal bond returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100738.
• Ardia, David & Bluteau, Keven & Boudt, Kris, 2022, "Media abnormal tone, earnings announcements, and the stock market," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2021.100683.
• Montone, Maurizio, 2022, "Does the U.S. president affect the stock market?," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2021.100704.
• Poon, Percy & Yao, Tong & Zhang, Andrew (Jianzhong), 2022, "The alphas of beta and idiosyncratic volatility," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100720.
• Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2022, "Climate events and return comovement," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100731.
• Long, Huaigang & Zaremba, Adam & Zhou, Wenyu & Bouri, Elie, 2022, "Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100736.
• Wang, F. Albert, 2022, "Double leverage cycle, interest rate, and financial crisis," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100959.
• Zaremba, Adam & Cakici, Nusret & Demir, Ender & Long, Huaigang, 2022, "When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100964.
• Chen, Hsuan-Chi & Chou, Robin K. & Lin, Chih-Yung & Lu, Chien-Lin, 2022, "Bank loans during the 2008 quantitative easing," Journal of Financial Stability, Elsevier, volume 59, issue C, DOI: 10.1016/j.jfs.2022.100974.
• Jarrow, Robert & Lamichhane, Sujan, 2022, "Risk premia, asset price bubbles, and monetary policy," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101005.
• Corvino, Raffaele & Fusai, Gianluca, 2022, "Default risk premium and asset prices," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101014.
• Chung, Chune Young & Hur, Seok-Kyun & Wang, Kainan, 2022, "A perfect storm in the financial market," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101034.
• Auer, Raphael & Tercero-Lucas, David, 2022, "Distrust or speculation? The socioeconomic drivers of U.S. cryptocurrency investments," Journal of Financial Stability, Elsevier, volume 62, issue C, DOI: 10.1016/j.jfs.2022.101066.
• Karydas, Christos & Xepapadeas, Anastasios, 2022, "Climate change financial risks: Implications for asset pricing and interest rates," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101061.
• Balli, Faruk & Chowdhury, Md Iftekhar Hasan & de Bruin, Anne, 2022, "Transition to Islamic equities: Systematic risk and Shari'ah compliance," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2020.100552.
• Naumer, Hans-Jörg & Yurtoglu, Burcin, 2022, "It is not only what you say, but how you say it: ESG, corporate news, and the impact on CDS spreads," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100571.
• Lajili Jarjir, Souad & Nasreddine, Aya & Desban, Marc, 2022, "Corporate social responsibility as a common risk factor," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100577.
• Lei, Adrian C.H. & Song, Chen, 2022, "Economic policy uncertainty and stock market activity: Evidence from China," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100581.
• Jiao, Feng & Liu, Qingfu & Tse, Yiuman & Wang, Zhiqin, 2022, "Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2021.100619.
• Rutkowska-Ziarko, Anna & Markowski, Lesław & Pyke, Christopher & Amin, Saqib, 2022, "Conventional and downside CAPM: The case of London stock exchange," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100759.
• Benigno, Pierpaolo & Schilling, Linda M. & Uhlig, Harald, 2022, "Cryptocurrencies, currency competition, and the impossible trinity," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103601.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022, "Sovereign risk and financial risk," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103603.
• Kang, Boda & Shen, Yang & Zhu, Dan & Ziveyi, Jonathan, 2022, "Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 96-127, DOI: 10.1016/j.insmatheco.2022.03.012.
• Fan, Zhenzhen & Paseka, Alexander & Qi, Zhen & Zhang, Qi, 2022, "Currency carry trade: The decline in performance after the 2008 Global Financial Crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101460.
• Lin, Qi, 2022, "Understanding idiosyncratic momentum in the Chinese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101469.
• Dong, Liang & Kot, Hung Wan & Lam, Keith S.K. & Liu, Ming, 2022, "Co-skewness and expected return: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101479.
• Jin, Xiaoye, 2022, "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101481.
• Ur Rehman, Mobeen & Al Rababa'a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Vo, Xuan Vinh, 2022, "Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101495.
• Dong, Dayong & Wu, Keke & Fang, Jianchun & Gozgor, Giray & Yan, Cheng, 2022, "Investor attention factors and stock returns: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101499.
• Grobys, Klaus & Dufitinema, Josephine & Sapkota, Niranjan & Kolari, James W., 2022, "What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101534.
• Luo, Di, 2022, "ESG, liquidity, and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101526.
• Cho, Sungjun & Hyde, Stuart & Liu, Liu, 2022, "The yen–dollar risk premium: A story of regime shifts in bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101531.
• Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2022, "Measuring market integration during crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101555.
• Wang, Ling, 2022, "The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101593.
• Cohen, Lior, 2022, "Examining QE’s bang for the Buck: Does Quantitative easing reduce credit and liquidity risks and stimulate real economic activity?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101596.
• Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2022, "The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101598.
• Chen, Rongxin & Lepori, Gabriele M. & Tai, Chung-Ching & Sung, Ming-Chien, 2022, "Explaining cryptocurrency returns: A prospect theory perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101599.
• Kolari, James W. & Huang, Jianhua Z. & Butt, Hilal Anwar & Liao, Huiling, 2022, "International tests of the ZCAPM asset pricing model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101607.
• Bonaparte, Yosef, 2022, "Time horizon and cryptocurrency ownership: Is crypto not speculative?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101609.
• Bessler, Wolfgang & Vendrasco, Marco, 2022, "Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101612.
• Shi, Huai-Long & Zhou, Wei-Xing, 2022, "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101631.
• Karagiorgis, Ariston & Drakos, Konstantinos, 2022, "The Skewness-Kurtosis plane for non-Gaussian systems: The case of hedge fund returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101639.
• Fu, Chengbo & Huang, Qiping & Tang, Hongfei, 2022, "Do ETFs affect ADRs and U.S. domestic stocks differently?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101643.
• Tang, Chun & Liu, Xiaoxing & Zhou, Donghai, 2022, "Financial market resilience and financial development: A global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101650.
• Wei, Xin & Liu, Xi & Zhang, Xueyong, 2022, "Shadow banking and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101645.
• Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent, 2022, "Retail vs institutional investor attention in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101674.
• He, Mengxi & Zhang, Yaojie, 2022, "Climate policy uncertainty and the stock return predictability of the oil industry," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101675.
• Gong, Xu & Fu, Chengbo & Huang, Qiping & Lin, Meimei, 2022, "International political uncertainty and climate risk in the stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101683.
• Boulton, Thomas J., 2022, "Economic policy uncertainty and international IPO underpricing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101689.
• Benkraiem, Ramzi & Goutte, Stéphane & Saadi, Samir & Zhu, Hui & Zhu, Steven, 2022, "Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101690.
• Ball, Ray & Nikolaev, Valeri V., 2022, "On earnings and cash flows as predictors of future cash flows," Journal of Accounting and Economics, Elsevier, volume 73, issue 1, DOI: 10.1016/j.jacceco.2021.101430.
• Hsu, Charles & Wang, Rencheng & Whipple, Benjamin C., 2022, "Non-GAAP earnings and stock price crash risk," Journal of Accounting and Economics, Elsevier, volume 73, issue 2, DOI: 10.1016/j.jacceco.2021.101473.
• Tseng, Kevin, 2022, "Learning from the Joneses: Technology spillover, innovation externality, and stock returns," Journal of Accounting and Economics, Elsevier, volume 73, issue 2, DOI: 10.1016/j.jacceco.2022.101478.
• Dichev, Ilia D. & Qian, Jingyi, 2022, "The benefits of transaction-level data: The case of NielsenIQ scanner data," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101495.
• Neilson, Jed J., 2022, "Investor information gathering and the resolution of uncertainty," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101513.
• Chen, Chun-Da & Su, Ching-Hui (Joan) & Chen, Ming-Hsiang, 2022, "Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns," Journal of Air Transport Management, Elsevier, volume 102, issue C, DOI: 10.1016/j.jairtraman.2022.102229.
• Berardi, Andrea & Plazzi, Alberto, 2022, "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106286.
• Kemme, David M. & McInish, Thomas H. & Zhang, Jiang, 2022, "Market fairness and efficiency: Evidence from the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106309.
• Spilker, Harold D., 2022, "Hedge fund family ties," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106326.
• Borochin, Paul & Rush, Stephen, 2022, "Information networks in the financial sector and systemic risk," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106327.
• Du, Qianqian & Liang, Dawei & Chen, Zilin & Tu, Jun, 2022, "Concept links and return momentum," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106329.
• Christensen, Jens H.E. & Gillan, James M., 2022, "Does quantitative easing affect market liquidity?," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106349.
• Rohleder, Martin & Wilkens, Marco & Zink, Jonas, 2022, "The effects of mutual fund decarbonization on stock prices and carbon emissions," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106352.
• Gao, Yang & Leung, Henry & Satchell, Stephen, 2022, "Partial moment momentum," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106361.
• Mao, Mike Qinghao & Wong, Ching Hin, 2022, "Why have target-date funds performed better in the COVID-19 selloff than the 2008 selloff?," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106367.
• Jacobs, Kris & Li, Yu & Pirrong, Craig, 2022, "Supply, demand, and risk premiums in electricity markets," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106390.
• Shackleton, Mark & Yan, Jiali & Yao, Yaqiong, 2022, "What drives a firm's ES performance? Evidence from stock returns," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106304.
• Park, Sunjin, 2022, "Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106393.
• Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu, 2022, "The Correlation Risk Premium: International Evidence," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106399.
• Bordo, Michael D. & Duca, John V., 2022, "How new Fed corporate bond programs cushioned the Covid-19 recession," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2022.106413.
• Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2022, "Momentum-Managed Equity Factors," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2021.106251.
• van Zundert, Jeroen & Driessen, Joost, 2022, "Stocks versus corporate bonds: A cross-sectional puzzle," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106447.
• Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert, 2022, "What can we learn from firm-level jump-induced tail risk around earnings announcements?," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106409.
• Nezafat, Mahdi & Shen, Tao & Wang, Qinghai & Wu, Julie, 2022, "Longs, shorts, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106410.
• Ye, Xiaoxia & Yu, Fan & Zhao, Ran, 2022, "Credit derivatives and corporate default prediction," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106418.
• Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2022, "The conditional impact of investor sentiment in global stock markets: A two-channel examination," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106458.
• Gkougkousi, Xanthi & John, Kose & Radhakrishnan, Suresh & Sadka, Gil & Saunders, Anthony, 2022, "Cross-sectional dispersion and bank performance," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106461.
• Bianchi, Daniele & Babiak, Mykola, 2022, "On the performance of cryptocurrency funds," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106467.
• Han, Song & Nikolaou, Kleopatra & Tase, Manjola, 2022, "Trading relationships in secured markets: Evidence from triparty repos," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106486.
• Paudel, Shishir & Silveri, Sabatino (Dino) & Wu, Mark, 2022, "Investor sentiment and asset prices: Evidence from the ex-day," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106492.
• Lioui, Abraham & Tarelli, Andrea, 2022, "Chasing the ESG factor," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106498.
• Barro, Diana & Consigli, Giorgio & Varun, Vivek, 2022, "A stochastic programming model for dynamic portfolio management with financial derivatives," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106445.
• Eisl, Alexander & Ochs, Christian & Staghøj, Jonas & Subrahmanyam, Marti G., 2022, "Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106485.
• Lyu, Huaili & Wang, Wenming & Xu, Si & Zhou, Jingting, 2022, "Individual investment bankers’ reputation concerns and bond yield spreads: Evidence from China," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106508.
• Chen, Catherine Huirong & Choy, Siu Kai & Tan, Yongxian, 2022, "The cash conversion cycle spread: International evidence," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106517.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2022, "Index fund trading costs are inversely related to fund and family size," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106527.
• McKeever, Daniel & Rydqvist, Kristian, 2022, "Tax-loss harvesting under uncertainty," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106528.
• Hung, Weifeng & Lin, Ching-Ting & Yang, J. Jimmy, 2022, "Aggregate 52-week high, limited attention, and time-varying momentum profits," Journal of Banking & Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jbankfin.2022.106531.
• Filardo, Andrew & Hubert, Paul & Rungcharoenkitkul, Phurichai, 2022, "Monetary policy reaction function and the financial cycle," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106536.
• Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022, "Trading volume and liquidity provision in cryptocurrency markets," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106547.
• Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel, 2022, "How do corporate bond investors measure performance? Evidence from mutual fund flows," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106553.
• Elfers, Ferdinand & Koenraadt, Jeroen, 2022, "What you don’t know won’t hurt you: Market monitoring and bank supervisors’ preference for private information," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106572.
• Tran, Nhu & Uzmanoglu, Cihan, 2022, "COVID-19, lockdowns, and the municipal bond market," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106590.
• Konstantinidi, Theodosia, 2022, "Firm life cycle, expectation errors and future stock returns," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106591.
• Cenesizoglu, Tolga, 2022, "Return decomposition over the business cycle," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106592.
• De Rossi, Giuliano & Steliaros, Michael, 2022, "The Shift from Active to Passive and its Effect on Intraday Stock Dynamics," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106595.
• Chue, Timothy K. & Xu, Jin Karen, 2022, "Profitability, asset investment, and aggregate stock returns," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106597.