Research classified by Journal of Economic Literature (JEL) codes

2023

• Fang, Yi & Chen, Yuzhi & Ren, Hang, 2023, "A factor pricing model based on machine learning algorithm," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 280-297, DOI: 10.1016/j.iref.2023.06.012.
• Yang, Mingjing & Cheng, Xiaoke & Guan, Jenny Xinjiao & Gao, Shenghao & Liu, Jia, 2023, "On the marketing effect of financial analysts: Evidence from investor bids in SEO auctions," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 408-428, DOI: 10.1016/j.iref.2023.06.030.
• Zhang, Bing, 2023, "Betting against low nominal prices: Evidence from China," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 476-500, DOI: 10.1016/j.iref.2023.06.017.
• Lee, Kiryoung & Cho, Juik, 2023, "Measuring Chinese climate uncertainty," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 891-901, DOI: 10.1016/j.iref.2023.07.004.
• Shehadeh, Ali A. & Zheng, Min, 2023, "Calendar anomalies in stock market returns: Evidence from Middle East countries," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 962-980, DOI: 10.1016/j.iref.2023.07.013.
• Li, Bo & Liu, Zhenya & Teka, Hanen & Wang, Shixuan, 2023, "The evolvement of momentum effects in China: Evidence from functional data analysis," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101833.
• Zhang, Qun & Zhang, Peihui & Liu, Hao, 2023, "Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? Evidence from China," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101839.
• Karkowska, Renata & Palczewski, Andrzej, 2023, "Does high-frequency trading actually improve market liquidity? A comparative study for selected models and measures," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101872.
• Awijen, Haithem & Ben Zaied, Younes & Ben Lahouel, Béchir & Khlifi, Foued, 2023, "Machine learning for US cross-industry return predictability under information uncertainty," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101893.
• Liu, Yujun & Li, Zhongfei & Nekhili, Ramzi & Sultan, Jahangir, 2023, "Forecasting cryptocurrency returns with machine learning," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101905.
• Eom, Cheoljun & Park, Jong Won, 2023, "Price behavior of small-cap stocks and momentum: A study using principal component momentum," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101908.
• Xu, Ruihui & Zhang, Xuliang & Gozgor, Giray & Lau, Chi Keung Marco & Yan, Cheng, 2023, "Investor flow-chasing and price–performance puzzle: Evidence from global infrastructure funds," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101933.
• Umutlu, Mehmet & Yargı, Seher Gören & Zaremba, Adam, 2023, "Market segmentation and international diversification across country and industry portfolios," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101954.
• Hammouda, Amira & Saeed, Asif & Vidal, Marta & Vidal-García, Javier, 2023, "On the short-term persistence of mutual fund performance in Europe," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101963.
• Meng, Yongqiang & Shen, Dehua & Xiong, Xiong, 2023, "When stock price crash risk meets fundamentals," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101975.
• Cai, Wenwu & Lu, Jing & Zhao, Yuyang, 2023, "Do corporate site visits impact idiosyncratic volatility? Evidence from China," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.101992.
• Karagiorgis, Ariston & Drakos, Konstantinos, 2023, "A stochastic analysis of hedge funds’ higher moments," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102013.
• Antell, Jan & Vaihekoski, Mika, 2023, "Countercyclical and time-varying reward to risk and the equity premium," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102017.
• Grobys, Klaus, 2023, "A Fractal and Comparative View of the Memory of Bitcoin and S&P 500 Returns," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102021.
• Shanaev, Savva & Skorochodova, Arina & Vasenin, Mikhail, 2023, "LGBT CEOs and stock returns: Diagnosing rainbow ceilings and cliffs," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102063.
• Shi, Huai-Long & Chen, Huayi, 2023, "Revisiting asset co-movement: Does network topology really matter?," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102064.
• Yang, Baochen & Duan, Xianli & Ma, Yao, 2023, "Web search volume acceleration and cross-sectional returns," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102066.
• Aman, Hiroyuki & Kasuga, Norihiro & Moriyasu, Hiroshi, 2023, "Is soft information substitutive or complementary to hard news for investor attention? Evidence from corporate advertising in Japan," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102067.
• Ayoub, Mahmoud & Qadan, Mahmoud, 2023, "Does supporting Ukraine pay well? The performance of companies that suspended their business in Russia," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102071.
• Zhu, Zhaobo & Ding, Wenjie & Jin, Yi & Shen, Dehua, 2023, "Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102085.
• Tang, Yumei & Chen, Xihui Haviour & Sarker, Provash Kumer & Baroudi, Sarra, 2023, "Asymmetric effects of geopolitical risks and uncertainties on green bond markets," Technological Forecasting and Social Change, Elsevier, volume 189, issue C, DOI: 10.1016/j.techfore.2023.122348.
• Richard Mawulawoea Ahadzie & Dan Daugaard & Moses Kangogo & Faisal Khan & Joaquin Vespignani, 2023, "COVID-19, Mobility Restriction Policies and Stock Market Volatility: A Cross-Country Empirical Study," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-40, Aug.
• Tatsuyoshi Okimoto & Sumiko Takaoka, 2023, "Sustainability and Credit Spreads in Japan," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-44, Sep.

2022

• Jin, Hong-min & Su, Zhong-qin & Wang, Lu & Xiao, Zuoping, 2022, "Do academic independent directors matter? Evidence from stock price crash risk," Journal of Business Research, Elsevier, volume 144, issue C, pages 1129-1148, DOI: 10.1016/j.jbusres.2022.02.054.
• Anufriev, Mikhail & Chernulich, Aleksei & Tuinstra, Jan, 2022, "Asset price volatility and investment horizons: An experimental investigation," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 19-48, DOI: 10.1016/j.jebo.2021.11.019.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, volume 193, issue C, pages 443-472, DOI: 10.1016/j.jebo.2021.11.026.
• Klein, Tony, 2022, "Agree to disagree? Predictions of U.S. nonfarm payroll changes between 2008 and 2020 and the impact of the COVID19 labor shock," Journal of Economic Behavior & Organization, Elsevier, volume 194, issue C, pages 264-286, DOI: 10.1016/j.jebo.2021.11.028.
• Nishiwaki, Takashi, 2022, "Impact of different investment horizons in heterogeneous agent models: Do long-term traders bring market stability?," Journal of Economic Behavior & Organization, Elsevier, volume 196, issue C, pages 393-401, DOI: 10.1016/j.jebo.2022.02.005.
• Kraft, Holger & Meyer-Wehmann, André & Seifried, Frank Thomas, 2022, "Endogenous habits and equilibrium asset prices," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 279-300, DOI: 10.1016/j.jebo.2022.03.005.
• Cui, Xuegang & Feltovich, Nick & Zhang, Kun, 2022, "Incentive schemes, framing, and market behaviour: Evidence from an asset-market experiment," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 301-324, DOI: 10.1016/j.jebo.2022.03.007.
• Lansing, Kevin J. & LeRoy, Stephen F. & Ma, Jun, 2022, "Examining the sources of excess return predictability: Stochastic volatility or market inefficiency?," Journal of Economic Behavior & Organization, Elsevier, volume 197, issue C, pages 50-72, DOI: 10.1016/j.jebo.2022.01.028.
• Gardini, L. & Radi, D. & Schmitt, N. & Sushko, I. & Westerhoff, F., 2022, "Causes of fragile stock market stability," Journal of Economic Behavior & Organization, Elsevier, volume 200, issue C, pages 483-498, DOI: 10.1016/j.jebo.2022.06.009.
• Ben Cheikh, Nidhaleddine & Ben Zaied, Younes & Saidi, Sana & Sellami, Mohamed, 2022, "Global pandemic crisis and risk contagion in GCC stock markets," Journal of Economic Behavior & Organization, Elsevier, volume 202, issue C, pages 746-761, DOI: 10.1016/j.jebo.2022.08.036.
• He, Xue-Zhong & Li, Kai & Santi, Caterina & Shi, Lei, 2022, "Social interaction, volatility clustering, and momentum," Journal of Economic Behavior & Organization, Elsevier, volume 203, issue C, pages 125-149, DOI: 10.1016/j.jebo.2022.05.029.
• Sonenshine, Ralph & Kumari, Sapna, 2022, "The differential impact of political risk factors on emerging market bond spreads and credit rating outlooks," Journal of Economics and Business, Elsevier, volume 120, issue C, DOI: 10.1016/j.jeconbus.2022.106066.
• Wang, He & Yao, Yang & Zhou, Yue, 2022, "Markets price politicians: Evidence from China’s municipal bond markets," Journal of Economics and Business, Elsevier, volume 122, issue C, DOI: 10.1016/j.jeconbus.2022.106083.
• Werner, Jan, 2022, "Speculative trade under ambiguity," Journal of Economic Theory, Elsevier, volume 199, issue C, DOI: 10.1016/j.jet.2021.105200.
• Hansen, Peter G., 2022, "New formulations of ambiguous volatility with an application to optimal dynamic contracting," Journal of Economic Theory, Elsevier, volume 199, issue C, DOI: 10.1016/j.jet.2021.105205.
• Szőke, Bálint, 2022, "Estimating robustness," Journal of Economic Theory, Elsevier, volume 199, issue C, DOI: 10.1016/j.jet.2021.105225.
• Meissner, Thomas & Pfeiffer, Philipp, 2022, "Measuring preferences over the temporal resolution of consumption uncertainty," Journal of Economic Theory, Elsevier, volume 200, issue C, DOI: 10.1016/j.jet.2021.105379.
• Li, Qi, 2022, "Security design without verifiable retention," Journal of Economic Theory, Elsevier, volume 200, issue C, DOI: 10.1016/j.jet.2021.105381.
• Jiang, Julia & Liu, Jun & Tian, Weidong & Zeng, Xudong, 2022, "Portfolio concentration, portfolio inertia, and ambiguous correlation," Journal of Economic Theory, Elsevier, volume 203, issue C, DOI: 10.1016/j.jet.2022.105463.
• van Binsbergen, Jules H. & Diamond, William F. & Grotteria, Marco, 2022, "Risk-free interest rates," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 1-29, DOI: 10.1016/j.jfineco.2021.06.012.
• Clarke, Charles, 2022, "The level, slope, and curve factor model for stocks," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 159-187, DOI: 10.1016/j.jfineco.2021.08.008.
• Ai, Hengjie & Han, Leyla Jianyu & Pan, Xuhui Nick & Xu, Lai, 2022, "The cross section of the monetary policy announcement premium," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 247-276, DOI: 10.1016/j.jfineco.2021.07.002.
• Jiang, Hao & Li, Yi & Sun, Zheng & Wang, Ashley, 2022, "Does mutual fund illiquidity introduce fragility into asset prices? Evidence from the corporate bond market," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 277-302, DOI: 10.1016/j.jfineco.2021.05.022.
• Anarkulova, Aizhan & Cederburg, Scott & O’Doherty, Michael S., 2022, "Stocks for the long run? Evidence from a broad sample of developed markets," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 409-433, DOI: 10.1016/j.jfineco.2021.06.040.
• Fan, Zhenzhen & Londono, Juan M. & Xiao, Xiao, 2022, "Equity tail risk and currency risk premiums," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 484-503, DOI: 10.1016/j.jfineco.2021.05.020.
• Ghaderi, Mohammad & Kilic, Mete & Seo, Sang Byung, 2022, "Learning, slowly unfolding disasters, and asset prices," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 527-549, DOI: 10.1016/j.jfineco.2021.05.030.
• Cereda, Fábio & Chague, Fernando & De-Losso, Rodrigo & Genaro, Alan & Giovannetti, Bruno, 2022, "Price transparency in OTC equity lending markets: Evidence from a loan fee benchmark," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 569-592, DOI: 10.1016/j.jfineco.2021.05.033.
• Novy-Marx, Robert & Velikov, Mihail, 2022, "Betting against betting against beta," Journal of Financial Economics, Elsevier, volume 143, issue 1, pages 80-106, DOI: 10.1016/j.jfineco.2021.05.023.
• Belo, Frederico & Gala, Vito D. & Salomao, Juliana & Vitorino, Maria Ana, 2022, "Decomposing firm value," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 619-639, DOI: 10.1016/j.jfineco.2021.08.007.
• Bai, Hang & Zhang, Lu, 2022, "Searching for the equity premium," Journal of Financial Economics, Elsevier, volume 143, issue 2, pages 897-926, DOI: 10.1016/j.jfineco.2021.05.024.
• Büchner, Matthias & Kelly, Bryan, 2022, "A factor model for option returns," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1140-1161, DOI: 10.1016/j.jfineco.2021.12.007.
• Akey, Pat & Grégoire, Vincent & Martineau, Charles, 2022, "Price revelation from insider trading: Evidence from hacked earnings news," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1162-1184, DOI: 10.1016/j.jfineco.2021.12.006.
• Białkowski, Jędrzej & Dang, Huong Dieu & Wei, Xiaopeng, 2022, "High policy uncertainty and low implied market volatility: An academic puzzle?," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1185-1208, DOI: 10.1016/j.jfineco.2021.05.011.
• Iachan, Felipe S. & Silva, Dejanir & Zi, Chao, 2022, "Under-diversification and idiosyncratic risk externalities," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1227-1250, DOI: 10.1016/j.jfineco.2021.05.001.
• Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G. & Tomio, Davide, 2022, "In sickness and in debt: The COVID-19 impact on sovereign credit risk," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1251-1274, DOI: 10.1016/j.jfineco.2021.05.009.
• Han, Yufeng & Huang, Dashan & Huang, Dayong & Zhou, Guofu, 2022, "Expected return, volume, and mispricing," Journal of Financial Economics, Elsevier, volume 143, issue 3, pages 1295-1315, DOI: 10.1016/j.jfineco.2021.05.014.
• Zhang, Shaojun, 2022, "Dissecting currency momentum," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 154-173, DOI: 10.1016/j.jfineco.2021.05.035.
• Almeida, Caio & Freire, Gustavo, 2022, "Pricing of index options in incomplete markets," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 174-205, DOI: 10.1016/j.jfineco.2021.05.041.
• Bollerslev, Tim & Patton, Andrew J. & Quaedvlieg, Rogier, 2022, "Realized semibetas: Disentangling “good” and “bad” downside risks," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 227-246, DOI: 10.1016/j.jfineco.2021.05.056.
• Ding, Yi & Xiong, Wei & Zhang, Jinfan, 2022, "Issuance overpricing of China's corporate debt securities," Journal of Financial Economics, Elsevier, volume 144, issue 1, pages 328-346, DOI: 10.1016/j.jfineco.2021.06.010.
• Gao, Lin & Hitzemann, Steffen & Shaliastovich, Ivan & Xu, Lai, 2022, "Oil volatility risk," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 456-491, DOI: 10.1016/j.jfineco.2021.08.016.
• Chaderina, Maria & Weiss, Patrick & Zechner, Josef, 2022, "The maturity premium," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 670-694, DOI: 10.1016/j.jfineco.2021.07.008.
• Chan, Kam Fong & Marsh, Terry, 2022, "Asset pricing on earnings announcement days," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 1022-1042, DOI: 10.1016/j.jfineco.2021.06.022.
• Boyarchenko, Nina & Kovner, Anna & Shachar, Or, 2022, "It’s what you say and what you buy: A holistic evaluation of the corporate credit facilities," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 695-731, DOI: 10.1016/j.jfineco.2022.03.001.
• Back, Kerry & Crotty, Kevin & Kazempour, Seyed Mohammad, 2022, "Validity, tightness, and forecasting power of risk premium bounds," Journal of Financial Economics, Elsevier, volume 144, issue 3, pages 732-760, DOI: 10.1016/j.jfineco.2022.02.003.
• Ermolov, Andrey, 2022, "Time-varying risk of nominal bonds: How important are macroeconomic shocks?," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 1-28, DOI: 10.1016/j.jfineco.2022.04.003.
• Chabi-Yo, Fousseni & Huggenberger, Markus & Weigert, Florian, 2022, "Multivariate crash risk," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 129-153, DOI: 10.1016/j.jfineco.2021.07.016.
• Martin, Ian W.R. & Nagel, Stefan, 2022, "Market efficiency in the age of big data," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 154-177, DOI: 10.1016/j.jfineco.2021.10.006.
• Chang, Jeffery (Jinfan) & Du, Huancheng & Lou, Dong & Polk, Christopher, 2022, "Ripples into waves: Trade networks, economic activity, and asset prices," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 217-238, DOI: 10.1016/j.jfineco.2021.08.005.
• Haddad, Valentin & Ho, Paul & Loualiche, Erik, 2022, "Bubbles and the value of innovation," Journal of Financial Economics, Elsevier, volume 145, issue 1, pages 69-84, DOI: 10.1016/j.jfineco.2022.04.006.
• Di Maggio, Marco & Egan, Mark & Franzoni, Francesco, 2022, "The value of intermediation in the stock market," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 208-233, DOI: 10.1016/j.jfineco.2021.08.020.
• Edmans, Alex & Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2022, "Music sentiment and stock returns around the world," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 234-254, DOI: 10.1016/j.jfineco.2021.08.014.
• Jin, Lawrence J. & Sui, Pengfei, 2022, "Asset pricing with return extrapolation," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 273-295, DOI: 10.1016/j.jfineco.2021.10.009.
• Massa, Massimo & O'Donovan, James & Zhang, Hong, 2022, "International asset pricing with strategic business groups1," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 339-361, DOI: 10.1016/j.jfineco.2021.09.002.
• Chen, Hailiang & Hwang, Byoung-Hyoun, 2022, "Listening in on investors’ thoughts and conversations," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 426-444, DOI: 10.1016/j.jfineco.2021.09.004.
• Gao, Pengjie & Lee, Chang & Murphy, Dermot, 2022, "Good for your fiscal health? The effect of the affordable care act on healthcare borrowing costs," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 464-488, DOI: 10.1016/j.jfineco.2021.09.003.
• Smith, Simon C. & Timmermann, Allan, 2022, "Have risk premia vanished?," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 553-576, DOI: 10.1016/j.jfineco.2021.08.019.
• Li, Jiacui, 2022, "Endogenous inattention and risk-specific price underreaction in corporate bonds," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 595-615, DOI: 10.1016/j.jfineco.2021.09.025.
• Avramov, Doron & Cheng, Si & Lioui, Abraham & Tarelli, Andrea, 2022, "Sustainable investing with ESG rating uncertainty," Journal of Financial Economics, Elsevier, volume 145, issue 2, pages 642-664, DOI: 10.1016/j.jfineco.2021.09.009.
• Hirshleifer, David & Sheng, Jinfei, 2022, "Macro news and micro news: Complements or substitutes?," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 1006-1024, DOI: 10.1016/j.jfineco.2021.09.012.
• Coles, Jeffrey L. & Heath, Davidson & Ringgenberg, Matthew C., 2022, "On index investing," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 665-683, DOI: 10.1016/j.jfineco.2022.05.007.
• David, Joel M. & Schmid, Lukas & Zeke, David, 2022, "Risk-adjusted capital allocation and misallocation," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 684-705, DOI: 10.1016/j.jfineco.2022.06.001.
• Kilic, Mete & Yang, Louis & Zhang, Miao Ben, 2022, "The cross-section of investment and profitability: Implications for asset pricing," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 706-724, DOI: 10.1016/j.jfineco.2022.06.003.
• Titman, Sheridan & Wei, Chishen & Zhao, Bin, 2022, "Corporate actions and the manipulation of retail investors in China: An analysis of stock splits," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 762-787, DOI: 10.1016/j.jfineco.2021.09.018.
• Eisenbach, Thomas M. & Kovner, Anna & Lee, Michael Junho, 2022, "Cyber risk and the U.S. financial system: A pre-mortem analysis," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 802-826, DOI: 10.1016/j.jfineco.2021.10.007.
• Babus, Ana & Parlatore, Cecilia, 2022, "Strategic fragmented markets," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 876-908, DOI: 10.1016/j.jfineco.2021.08.022.
• Hu, Grace Xing & Pan, Jun & Wang, Jiang & Zhu, Haoxiang, 2022, "Premium for heightened uncertainty: Explaining pre-announcement market returns," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 909-936, DOI: 10.1016/j.jfineco.2021.09.015.
• Boudoukh, Jacob & Israel, Ronen & Richardson, Matthew, 2022, "Biases in long-horizon predictive regressions," Journal of Financial Economics, Elsevier, volume 145, issue 3, pages 937-969, DOI: 10.1016/j.jfineco.2021.09.013.
• Benmelech, Efraim & Kumar, Nitish & Rajan, Raghuram, 2022, "The secured credit premium and the issuance of secured debt," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 143-171, DOI: 10.1016/j.jfineco.2022.06.005.
• Bender, Svetlana & Choi, James J. & Dyson, Danielle & Robertson, Adriana Z., 2022, "Millionaires speak: What drives their personal investment decisions?," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 305-330, DOI: 10.1016/j.jfineco.2021.09.016.
• Karnaukh, Nina & Vokata, Petra, 2022, "Growth forecasts and news about monetary policy," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 55-70, DOI: 10.1016/j.jfineco.2022.07.001.
• Pflueger, Carolin & Rinaldi, Gianluca, 2022, "Why does the Fed move markets so much? A model of monetary policy and time-varying risk aversion," Journal of Financial Economics, Elsevier, volume 146, issue 1, pages 71-89, DOI: 10.1016/j.jfineco.2022.06.002.
• Benzoni, Luca & Garlappi, Lorenzo & Goldstein, Robert S. & Ying, Chao, 2022, "Debt dynamics with fixed issuance costs," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 385-402, DOI: 10.1016/j.jfineco.2022.07.006.
• Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2022, "Dissecting green returns," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 403-424, DOI: 10.1016/j.jfineco.2022.07.007.
• Reichenbacher, Michael & Schuster, Philipp, 2022, "Size-adapted bond liquidity measures and their asset pricing implications," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 425-443, DOI: 10.1016/j.jfineco.2022.07.010.
• Bessembinder, Hendrik & Jacobsen, Stacey & Maxwell, William & Venkataraman, Kumar, 2022, "Overallocation and secondary market outcomes in corporate bond offerings," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 444-474, DOI: 10.1016/j.jfineco.2022.08.001.
• Eaton, Gregory W. & Green, T. Clifton & Roseman, Brian S. & Wu, Yanbin, 2022, "Retail trader sophistication and stock market quality: Evidence from brokerage outages," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 502-528, DOI: 10.1016/j.jfineco.2022.08.002.
• Gormley, Todd A. & Kaplan, Zachary & Verma, Aadhaar, 2022, "More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 665-688, DOI: 10.1016/j.jfineco.2021.10.004.
• Cakici, Nusret & Zaremba, Adam, 2022, "Salience theory and the cross-section of stock returns: International and further evidence," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 689-725, DOI: 10.1016/j.jfineco.2021.10.010.
• Li, Teng & Qian, Wenlan & Xiong, Wei A. & Zou, Xin, 2022, "Employee output response to stock market wealth shocks," Journal of Financial Economics, Elsevier, volume 146, issue 2, pages 779-796, DOI: 10.1016/j.jfineco.2021.11.005.
• Moench, Emanuel & Soofi-Siavash, Soroosh, 2022, "What moves treasury yields?," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 1016-1043, DOI: 10.1016/j.jfineco.2022.04.001.
• Pedersen, Lasse Heje, 2022, "Game on: Social networks and markets," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 1097-1119, DOI: 10.1016/j.jfineco.2022.05.002.
• Birru, Justin & Young, Trevor, 2022, "Sentiment and uncertainty," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 1148-1169, DOI: 10.1016/j.jfineco.2022.05.005.
• Schmeling, Maik & Schrimpf, Andreas & Steffensen, Sigurd A.M., 2022, "Monetary policy expectation errors," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 841-858, DOI: 10.1016/j.jfineco.2022.09.005.
• Ranaldo, Angelo & de Magistris, Paolo Santucci, 2022, "Liquidity in the global currency market," Journal of Financial Economics, Elsevier, volume 146, issue 3, pages 859-883, DOI: 10.1016/j.jfineco.2022.09.004.
• James, Robert & Jarnecic, Elvis & Leung, Henry, 2022, "Who Values Economist Forecasts? Evidence From Trading in Treasury Markets," Journal of Financial Intermediation, Elsevier, volume 49, issue C, DOI: 10.1016/j.jfi.2021.100934.
• Voith, Richard & Liu, Jing & Zielenbach, Sean & Jakabovics, Andrew & An, Brian & Rodnyansky, Seva & Orlando, Anthony W. & Bostic, Raphael W., 2022, "Effects of concentrated LIHTC development on surrounding house prices," Journal of Housing Economics, Elsevier, volume 56, issue C, DOI: 10.1016/j.jhe.2022.101838.
• Candelon, Bertrand & Luisi, Angelo & Roccazzella, Francesco, 2022, "Fragmentation in the European Monetary Union: Is it really over?," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102545.
• Ferreira, Eurico & Serra, Ana Paula, 2022, "Price effects of unconventional monetary policy announcements on European securities markets," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102558.
• Alcock, Jamie & Sinagl, Petra, 2022, "International determinants of asymmetric dependence in investment returns," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102576.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2022, "The credit spread curve distribution and economic fluctuations in Japan," Journal of International Money and Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jimonfin.2021.102582.
• Picault, Matthieu & Pinter, Julien & Renault, Thomas, 2022, "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102626.
• Anderegg, Benjamin & Ulmann, Florian & Sornette, Didier, 2022, "The impact of option hedging on the spot market volatility," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102627.
• Chen, Meichen & Qin, Cong & Zhang, Xiaoyu, 2022, "Cryptocurrency price discrepancies under uncertainty: Evidence from COVID-19 and lockdown nexus," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102633.
• Wallmeier, Martin & Iseli, Christoph, 2022, "Home bias and expected returns: A structural approach," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102634.
• Byrne, Joseph P. & Ibrahim, Boulis Maher & Sakemoto, Ryuta, 2022, "The time-varying risk price of currency portfolios," Journal of International Money and Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jimonfin.2022.102636.
• Xu, Zhongxiang & Li, Xiafei & Chevapatrakul, Thanaset & Gao, Ning, 2022, "Default risk, macroeconomic conditions, and the market skewness risk premium," Journal of International Money and Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jimonfin.2022.102683.
• Ho, Edmund Ho Cheung, 2022, "Foreign participation in local currency government bond markets in emerging Asia: Benefits and pitfalls to market stability," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102699.
• Chen, Shiu-Sheng & Huang, Shiangtsz & Lin, Tzu-Yu, 2022, "How do oil prices affect emerging market sovereign bond spreads?," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102700.
• Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2022, "The Fed and the stock market: A tale of sentiment states," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102707.
• Hayo, Bernd & Henseler, Kai & Steffen Rapp, Marc & Zahner, Johannes, 2022, "Complexity of ECB communication and financial market trading," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102709.
• Hollstein, Fabian, 2022, "The world of anomalies: Smaller than we think?," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102741.
• Ehrmann, Michael & Jansen, David-Jan, 2022, "Stock return comovement when investors are distracted: More, and more homogeneous," Journal of International Money and Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jimonfin.2022.102742.
• Peng, Yulei & Zervou, Anastasia, 2022, "Monetary policy rules and the equity premium in a segmented markets model," Journal of Macroeconomics, Elsevier, volume 73, issue C, DOI: 10.1016/j.jmacro.2022.103448.
• Nguyen, Hang Thu & Alphonse, Pascal & Nguyen, Hiep Manh, 2022, "Financial distress and the accrual anomaly," Journal of Contemporary Accounting and Economics, Elsevier, volume 18, issue 3, DOI: 10.1016/j.jcae.2022.100319.
• Jia, Jian & Kang, Sang Baum, 2022, "Do the basis and other predictors of futures return also predict spot return with the same signs and magnitudes? Evidence from the LME," Journal of Commodity Markets, Elsevier, volume 25, issue C, DOI: 10.1016/j.jcomm.2021.100187.
• Ronn, Ehud I., 2022, "Commodity market indicators of a 2023 Texas winter freeze," Journal of Commodity Markets, Elsevier, volume 27, issue C, DOI: 10.1016/j.jcomm.2022.100269.
• Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M., 2022, "Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100258.
• Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2022, "The strategic allocation to style-integrated portfolios of commodity futures," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100259.
• Baur, Dirk G. & Trench, Allan, 2022, "Not all gold shines in crisis times — Gold firms, gold bullion and the COVID-19 shock," Journal of Commodity Markets, Elsevier, volume 28, issue C, DOI: 10.1016/j.jcomm.2022.100260.
• Heo, Ye Jin, 2022, "Population aging and house prices: Who are we calling old?," The Journal of the Economics of Ageing, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeoa.2022.100417.
• Roy, Rudra Prosad & Sinha Roy, Saikat, 2022, "Commodity futures prices pass-through and monetary policy in India: Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2021.e00229.
• Nusair, Salah A. & Al-Khasawneh, Jamal A., 2022, "Impact of economic policy uncertainty on the stock markets of the G7 Countries:A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00251.
• Bossman, Ahmed & Umar, Zaghum & Teplova, Tamara, 2022, "Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00257.
• Dou, Yue & Li, Yiying & Dong, Kangyin & Ren, Xiaohang, 2022, "Dynamic linkages between economic policy uncertainty and the carbon futures market: Does Covid-19 pandemic matter?," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102455.
• Ziadat, Salem Adel & McMillan, David G. & Herbst, Patrick, 2022, "Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102461.
• Sadeghi, Abdorasoul & Roudari, Soheil, 2022, "Heterogeneous effects of oil structure and oil shocks on stock prices in different regimes: Evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102596.
• Shaikh, Imlak & Vallabh, Priyanka, 2022, "Monetary policy uncertainty and gold price in India: Evidence from Reserve Bank of India's Monetary Policy Committee (MPC) review," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102642.
• Kisswani, Khalid M. & Lahiani, Amine & Mefteh-Wali, Salma, 2022, "An analysis of OPEC oil production reaction to non-OPEC oil supply," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102653.
• Azimli, Asil, 2022, "Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102679.
• Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2022, "Oil shocks and volatility of green investments: GARCH-MIDAS analyses," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102789.
• Lazzarino, Marco & Berrill, Jenny & Šević, Aleksandar, 2022, "The importance of distinguishing between precious and industrial metals when investing in mining stocks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102802.
• Li, Zheng-Zheng & Su, Chi-Wei & Chang, Tsangyao & Lobonţ, Oana-Ramona, 2022, "Policy-driven or market-driven? Evidence from steam coal price bubbles in China," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102878.
• Haykir, Ozkan & Yagli, Ibrahim & Aktekin Gok, Emine Dilara & Budak, Hilal, 2022, "Oil price explosivity and stock return: Do sector and firm size matter?," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102892.
• Ha, Le Thanh, 2022, "Storm after the Gloomy days: Influences of COVID-19 pandemic on volatility of the energy market," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102921.
• Valadkhani, Abbas & Nguyen, Jeremy & Chiah, Mardy, 2022, "When is gold an effective hedge against inflation?," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103009.
• Liu, Guangqiang & Zeng, Qing & Lei, Juan, 2022, "Dynamic risks from climate policy uncertainty: A case study for the natural gas market," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103014.
• Chhabra, Damini & Gupta, Mohit, 2022, "Calendar anomalies in commodity markets for natural resources: Evidence from India," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103019.
• Zhao, Jing, 2022, "Exploring the influence of the main factors on the crude oil price volatility: An analysis based on GARCH-MIDAS model with Lasso approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103031.
• Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Oluwaseun A. & Alobaloke, Kafayat A. & Vo, Xuan Vinh, 2022, "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103036.
• Caporale, Guglielmo Maria & Çatık, Abdurrahman Nazif & Huyuguzel Kısla, Gul Serife & Helmi, Mohamad Husam & Akdeniz, Coşkun, 2022, "Oil prices and sectoral stock returns in the BRICS-T countries: A time-varying approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103044.
• Yii, Kwang-Jing & Tan, Chai-Thing & Ho, Wing-Ken & Kwan, Xiao-Hui & Nerissa, Feng-Ting Shim & Tan, Yan-Yi & Wong, Kar-Horn, 2022, "Land availability and housing price in China: Empirical evidence from nonlinear autoregressive distributed lag (NARDL)," Land Use Policy, Elsevier, volume 113, issue C, DOI: 10.1016/j.landusepol.2021.105888.
• Bosi, Stefano & Le Van, Cuong & Pham, Ngoc-Sang, 2022, "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," Journal of Mathematical Economics, Elsevier, volume 100, issue C, DOI: 10.1016/j.jmateco.2022.102651.
• Kozak, Serhiy, 2022, "Dynamics of bond and stock returns," Journal of Monetary Economics, Elsevier, volume 126, issue C, pages 188-209, DOI: 10.1016/j.jmoneco.2021.12.004.
• Li, Erica X.N. & Zha, Tao & Zhang, Ji & Zhou, Hao, 2022, "Does fiscal policy matter for stock-bond return correlation?," Journal of Monetary Economics, Elsevier, volume 128, issue C, pages 20-34, DOI: 10.1016/j.jmoneco.2022.03.003.
• Palazzo, Berardino & Yamarthy, Ram, 2022, "Credit risk and the transmission of interest rate shocks," Journal of Monetary Economics, Elsevier, volume 130, issue C, pages 120-136, DOI: 10.1016/j.jmoneco.2022.06.004.
• Anagnostopoulos, Alexios & Atesagaoglu, Orhan Erem & Faraglia, Elisa & Giannitsarou, Chryssi, 2022, "Cross country stock market comovement: A macro perspective," Journal of Monetary Economics, Elsevier, volume 130, issue C, pages 34-48, DOI: 10.1016/j.jmoneco.2022.05.005.
• Augustin, Patrick & Sokolovski, Valeri & Subrahmanyam, Marti G. & Tomio, Davide, 2022, "How sovereign is sovereign credit risk? Global prices, local quantities," Journal of Monetary Economics, Elsevier, volume 131, issue C, pages 92-111, DOI: 10.1016/j.jmoneco.2022.07.005.
• Killins, Robert N. & Ngo, Thanh & Wang, Hongxia, 2022, "Politics and equity markets: Evidence from Canada," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100726.
• Tang, Tao & Wang, Yanchen, 2022, "Liquidity Shocks, Price Volatilities, and Risk-managed Strategy: Evidence from Bitcoin and Beyond," Journal of Multinational Financial Management, Elsevier, volume 64, issue C, DOI: 10.1016/j.mulfin.2022.100729.
• Fareed, Zeeshan & Wang, Nianyong & Shahzad, Farrukh & Meran Shah, Syed Ghulam & Iqbal, Najaf & Zulfiqar, Bushra, 2022, "Does good board governance reduce idiosyncratic risk in emerging markets? Evidence from China," Journal of Multinational Financial Management, Elsevier, volume 65, issue C, DOI: 10.1016/j.mulfin.2022.100749.
• Jurdi, Doureige J., 2022, "Predicting the Australian equity risk premium," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101683.
• Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2022, "How is the change in left-tail risk priced in China?," Pacific-Basin Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.pacfin.2021.101703.
• Hiroki, Takashi & Iwatsubo, Kentaro & Watkins, Clinton, 2022, "Does firm-level productivity predict stock returns?," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101710.
• Umar, Zaghum & Yousaf, Imran & Gubareva, Mariya & Vo, Xuan Vinh, 2022, "Spillover and risk transmission between the term structure of the US interest rates and Islamic equities," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101712.
• Chung, Chune Young & Kim, Hyeik & Wang, Kainan, 2022, "Do domestic or foreign institutional investors matter? The case of firm information asymmetry in Korea," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101727.
• Lin, Chaonan & Ko, Kuan-Cheng & Yang, Nien-Tzu, 2022, "Does the momentum gap explain momentum in Taiwan?," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101732.
• Wang, Qijian & Zhou, Kaiguo, 2022, "Common ownership and the spillover effect of market reaction: Evidence from stock exchange comment letters," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101729.
• Han, Chunmao & Shi, Yongdong, 2022, "Chinese stock anomalies and investor sentiment," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101739.
• Yu, Bin & Shen, Yifan & Jin, Xuejun & Xu, Qi, 2022, "Does prospect theory explain mutual fund performance? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101766.
• Chen, Xin & Zheng, Gaoping & Chai, Daniel, 2022, "The cash conversion cycle spread in China," Pacific-Basin Finance Journal, Elsevier, volume 73, issue C, DOI: 10.1016/j.pacfin.2022.101769.
• Wang, Xiaoxiao & Liu, Haiming, 2022, "The impact of rollover restriction on stock price crash risk," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101796.
• Ali, Sara & Badshah, Ihsan & Demirer, Riza & Hegde, Prasad, 2022, "Economic policy uncertainty and institutional investment returns: The case of New Zealand," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101797.
• Zhang, Chunqiang & Gao, Lu & Gao, Xi & Chan, Kam C., 2022, "Do underwriters with foreign shareholders help protect bond investors? Evidence from bond covenants in China," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101799.
• Simkus, Matthew & Truong, Helen & Hoang, Khoa & Huang, Ronghong, 2022, "Economic uncertainty and cross section of stock returns: Australian evidence," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101808.
• Cheema, Muhammad A. & Chiah, Mardy & Man, Yimei, 2022, "Overnight returns, daytime reversals, and future stock returns: Is China different?," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101809.
• Kitajima, Kiichi, 2022, "Passive investors and concentration of intraday liquidity: Evidence from the Tokyo Stock Exchange," Pacific-Basin Finance Journal, Elsevier, volume 74, issue C, DOI: 10.1016/j.pacfin.2022.101812.
• Jiang, Yuexiang & Fu, Tao & Long, Huaigang & Zaremba, Adam & Zhou, Wenyu, 2022, "Real estate climate index and aggregate stock returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101841.
• Ghaffar, Hamza & Azmat, Saad & Hassan, M. Kabir, 2022, "Domestic liquidity of cross-listed stocks: Evidence from the ADR market," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101843.
• Iwanaga, Yasuhiro & Hirose, Takehide, 2022, "Liquidity shock and stock returns in the Japanese equity market," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101849.
• Bi, Jia & Gui, Pingshu & Zhu, Yifeng, 2022, "Large transactions and the MAX effect: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101852.
• Tang, Liang & Wan, Xiangyu, 2022, "Economic policy uncertainty and stock price informativeness," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101856.
• Hong, Xin & Pang, Ningjing & Wang, Zhibin, 2022, "Stop-loss early termination clause and hedge fund performance," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101860.
• Su, Zhi & Lyu, Tongtong & Yin, Libo, 2022, "China's illiquidity premium: Due to risk-taking or mispricing?," Pacific-Basin Finance Journal, Elsevier, volume 76, issue C, DOI: 10.1016/j.pacfin.2022.101861.
• Yao, Haixiang & Xia, Shenghao & Liu, Hao, 2022, "Six-factor asset pricing and portfolio investment via deep learning: Evidence from Chinese stock market," Pacific-Basin Finance Journal, Elsevier, volume 76, issue C, DOI: 10.1016/j.pacfin.2022.101886.
• Bui, Quynh & Ślepaczuk, Robert, 2022, "Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 592, issue C, DOI: 10.1016/j.physa.2021.126784.
• Asif, Raheel & Frömmel, Michael, 2022, "Testing Long memory in exchange rates and its implications for the adaptive market hypothesis," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 593, issue C, DOI: 10.1016/j.physa.2022.126871.
• Ahelegbey, Daniel Felix & Giudici, Paolo, 2022, "NetVIX — A network volatility index of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 594, issue C, DOI: 10.1016/j.physa.2022.127017.
• Butler, Alexander W. & Yi, Hanyi, 2022, "Aging and public financing costs: Evidence from U.S. municipal bond markets," Journal of Public Economics, Elsevier, volume 211, issue C, DOI: 10.1016/j.jpubeco.2022.104665.
• Nguyen, Tien-Trung & Wu, Yang-Che & Ke, Mei-Chu & Liao, Tung Liang, 2022, "Can direct government intervention save the stock market?," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 271-284, DOI: 10.1016/j.qref.2022.02.001.
• Ben Ammar, Imen & Hellara, Slaheddine, 2022, "High-frequency trading, stock volatility, and intraday crashes," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 337-344, DOI: 10.1016/j.qref.2022.03.004.
• Fischer, Max & Krause, Marko & Lahmann, Alexander & Stimper, Franziska, 2022, "Firm valuation with state dependent COD taxation," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 550-561, DOI: 10.1016/j.qref.2020.10.012.