Research classified by Journal of Economic Literature (JEL) codes

2022

• Alain Chateauneuf & Bernard Cornet, 2022, "Submodular financial markets with frictions," Post-Print, HAL, number hal-03722920, DOI: 10.1007/s00199-022-01415-7.
• Alain Chateauneuf & Bernard Cornet, 2022, "The risk-neutral non-additive probability with market frictions," Post-Print, HAL, number hal-03722945, DOI: 10.1007/s40505-022-00216-4.
• Tuyen Tiet & Nguyen To-The & Tuan Nguyen-Anh, 2022, "Farmers’ behaviors and attitudes toward climate change adaptation: evidence from Vietnamese smallholder farmers," Post-Print, HAL, number hal-03729414, DOI: 10.1007/s10668-021-02030-7.
• Khalid Kisswani & Amine Lahiani & Salma Mefteh-Wali, 2022, "An analysis of OPEC oil production reaction to non-OPEC oil supply," Post-Print, HAL, number hal-03810092, Aug, DOI: 10.1016/j.resourpol.2022.102653.
• Matthieu Picault & Julien Pinter & Thomas Renault, 2022, "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Post-Print, HAL, number hal-03810447, Jun, DOI: 10.1016/j.jimonfin.2022.102626.
• Christian Gourieroux & Alain Monfort & Jean-Paul Renne, 2022, "Required Capital for Long-Run Risks," Post-Print, HAL, number hal-03865173, Nov, DOI: 10.1016/j.jedc.2022.104502.
• Hossein Rad & Rand Kwong Yew Low & Joelle Miffre & Robert Faff, 2022, "The Strategic Allocation to Style-Integrated Portfolios of Commodity Futures," Post-Print, HAL, number hal-03881976, Dec.
• Radu Burlacu & Patrice Fontaine & Sonia Jimenez-Garcès, 2023, "Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective," Post-Print, HAL, number hal-03884990, DOI: 10.3917/fina.pr.016.
• Zhiyang Shen & Jingyun Li & Michael Vardanyan & Bo Wang, 2022, "Nonparametric shadow pricing of non-performing loans: a study of the Chinese banking sector," Post-Print, HAL, number hal-03974915, Dec, DOI: 10.1007/s10479-022-05088-2.
• Elisa Luciano & Jean-Charles Rochet, 2022, "The Fluctuations of Insurers’ Risk Appetite," Post-Print, HAL, number hal-04052327, Nov, DOI: 10.1016/j.jedc.2022.104543.
• M. Vidal & J. Vidal-Garcia & S. Boubaker & S. Bekiros, 2022, "Short-Term Volatility Timing: A Cross-Country Study," Post-Print, HAL, number hal-04445062, DOI: 10.1007/s10479-022-04998-5.
• S. Boubaker & J.W. Goodell & D.K. Pandey & V. Kumari, 2022, "Heterogeneous Impacts of Wars on Global Equity Markets: Evidence from the Invasion of Ukraine," Post-Print, HAL, number hal-04452667, DOI: 10.1016/j.frl.2022.102934.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2022, "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," Post-Print, HAL, number halshs-02993656, Feb, DOI: 10.1016/j.jmateco.2022.102651.
• Antoine Parent & Pierre-Charles Pradier, 2022, "A la Recherche du Temps Perdu : Legal and Quantitative analysis of the First Documented Option Market - Paris 1844-1939," Post-Print, HAL, number halshs-03815575, Oct.
• Stefano Bosi & Cuong Le Van & Ngoc-Sang Pham, 2022, "Real indeterminacy and dynamics of asset price bubbles in general equilibrium," PSE-Ecole d'économie de Paris (Postprint), HAL, number halshs-02993656, Feb, DOI: 10.1016/j.jmateco.2022.102651.
• Michele Fioretti & Alexander Vostroknutov & Giorgio Coricelli, 2022, "Dynamic Regret Avoidance," Sciences Po Economics Publications (main), HAL, number hal-03562318, Feb, DOI: 10.1257/mic.20180260.
• Antoine Parent & Pierre-Charles Pradier, 2022, "A la Recherche du Temps Perdu : Legal and Quantitative analysis of the First Documented Option Market - Paris 1844-1939," Sciences Po Economics Publications (main), HAL, number halshs-03815575, Oct.
• Ivan Jaccard & Gauthier Vermandel & Ghassane Benmir, 2022, "Green asset pricing," Working Papers, HAL, number hal-03510811, Jan.
• Ahmet Faruk Aysan & Ali Polat & Hasan Tekin & Ahmet Tunali, 2022, "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," Working Papers, HAL, number hal-03638273, Apr.
• Tomáš Buus & Miroslava Vlčková, 2022, "Critical Review Of Models Of Earnings Mean Reversion," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 73, issue 1, pages 131-154, DOI: 10.32910/ep.73.1.6.
• Imran Yousaf & Seyed Alireza Athari & Dervis Kirikkaleli & Arshad Hassan & Shoaib Ali, 2022, "The Role Of Family Control In Determining The Capital Structure: Evidence From Nonfinancial Listed Firms," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 73, issue 3, pages 459-481, DOI: 10.32910/ep.73.3.6.
• Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas, 2022, "Incorporating ESG into optimal stock portfolios for the global timber & forestry industry," Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies, number 490, Feb.
• Nguyen, Hoang & Virbickaite, Audrone, 2022, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Working Papers, Örebro University, School of Business, number 2022:5, May.
• Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022, "Trading volume and liquidity provision in cryptocurrency markets," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 413, May.
• Victoria Dobrynskaya & Mikhail Dubrovskiy, 2022, "Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships," HSE Working papers, National Research University Higher School of Economics, number WP BRP 86/FE/2022.
• Adam Lai & Lan Liu, California, 2022, "Seasonal Variations In Treasury Notes Yields," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, volume 16, issue 1, pages 47-58.
• Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar, 2022, "Risk Spillovers between Global Corporations and Latin American Sovereigns: Global Factors Matter," IDB Publications (Working Papers), Inter-American Development Bank, number 12236, May, DOI: http://dx.doi.org/10.18235/0004266.
• Nur Hidayah & Putri Swastika, 2022, "Performance Of Conventional, Islamic, And Social Responsible Investment (Sri) Indices During Covid-19: A Study Of Indonesian Stock Market," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 8, issue 4, pages 517-534, December, DOI: https://doi.org/10.21098/jimf.v8i4..
• Iman Gunadi & Aryo Sasongko & Dian Fitriarni Sari, 2022, "Analyzing Collateral Repo Haircuts in Asian Countries," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 25, issue 4, pages 495-530, January, DOI: https://doi.org/10.21098/bemp.v25i4.
• Retno Subekti & Abdurakhman Abdurakhman & Dedi Rosadi, 2022, "Can Zakat And Purification Be Employed In Portfolio Modelling?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue Special I, pages 1-16, December, DOI: https://doi.org/10.21098/jimf.v8i0..
• Retno Subekti & Abdurakhman Abdurakhman & Dedi Rosadi, 2022, "Can Zakat And Purification Be Employed In Portfolio Modelling?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 8, issue Special I, pages 1-16, December, DOI: https://doi.org/10.21098/jimf.v8i0..
• Eli Remolona & James Yetman, 2022, "De jure Benchmark Bonds," International Journal of Central Banking, International Journal of Central Banking, volume 18, issue 3, pages 89-124, September.
• Laurent Millischer & Tatiana Evdokimova & Oscar Fernandez, 2022, "The Carrot and the Stock: In Search of Stock-Market Incentives for Decarbonization," IMF Working Papers, International Monetary Fund, number 2022/231, Nov.
• Mr. Serhan Cevik & Sadhna Naik, 2022, "Don't Look Up: House Prices in Emerging Europe," IMF Working Papers, International Monetary Fund, number 2022/236, Dec.
• Luis Manuel Tovar Rocha & Julio Téllez Pérez & Gabriel Alberto Agudelo Torres, 2022, "The Relationship Between Share Prices and DUPONT Model Components: Evidence from Mexican Stock Market," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 17, issue 1, pages 1-13, Enero - M.
• Josh Davis & Alan M. Taylor, 2022, "The Leverage Factor: Credit Cycles and Asset Returns," Management Science, INFORMS, volume 68, issue 10, pages 7350-7361, October, DOI: 10.1287/mnsc.2022.4508.
• Jens H. E. Christensen & Jose A. Lopez & Paul L. Mussche, 2022, "Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement," Management Science, INFORMS, volume 68, issue 11, pages 8286-8300, November, DOI: 10.1287/mnsc.2021.4215.
• Bruno Feunou & Jean-Sébastien Fontaine & Anh Le & Christian Lundblad, 2022, "Tractable Term Structure Models," Management Science, INFORMS, volume 68, issue 11, pages 8411-8429, November, DOI: 10.1287/mnsc.2021.4214.
• Doron Israeli & Ron Kaniel & Suhas A. Sridharan, 2022, "The Real Side of the High-Volume Return Premium," Management Science, INFORMS, volume 68, issue 2, pages 1426-1449, February, DOI: 10.1287/mnsc.2020.3886.
• Geert Bekaert & Eric C. Engstrom & Nancy R. Xu, 2022, "The Time Variation in Risk Appetite and Uncertainty," Management Science, INFORMS, volume 68, issue 6, pages 3975-4004, June, DOI: 10.1287/mnsc.2021.4068.
• Pasquale Della Corte & Lucio Sarno & Maik Schmeling & Christian Wagner, 2022, "Exchange Rates and Sovereign Risk," Management Science, INFORMS, volume 68, issue 8, pages 5591-5617, August, DOI: 10.1287/mnsc.2021.4115.
• Senay Agca & Volodymyr Babich & John R. Birge & Jing Wu, 2022, "Credit Shock Propagation Along Supply Chains: Evidence from the CDS Market," Management Science, INFORMS, volume 68, issue 9, pages 6506-6538, September, DOI: 10.1287/mnsc.2021.4174.
• Sirio Aramonte & Mohammad R. Jahan-Parvar & Samuel Rosen & John W. Schindler, 2022, "Firm-Specific Risk-Neutral Distributions with Options and CDS," Management Science, INFORMS, volume 68, issue 9, pages 7018-7033, September, DOI: 10.1287/mnsc.2021.4170.
• Marta Gómez-Puig & Mary Pieterse-Bloem & Simón Sosvilla-Rivero, 2022, ""Dynamic connectedness between credit and liquidity risks in EMU sovereign debt markets"," IREA Working Papers, University of Barcelona, Research Institute of Applied Economics, number 202217, Oct, revised Oct 2022.
• Elmar Lang & Ferdinand Mager & Kerstin Hennig, 2022, "Office Property Pricing and Macroeconomic Shocks: European Regions through the Real Estate Cycle," International Real Estate Review, Global Social Science Institute, volume 25, issue 2, pages 217-236.
• Kubra Saka Ilgin, 2022, "Examining the Relationship Between National Economic Policy Uncertainty and Stock Market Indices: An Empirical Analysis for Selected European Countries," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 9, issue 2, pages 455-474, July, DOI: 10.26650/JEPR1074582.
• Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022, "How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?," IZA Discussion Papers, IZA Network @ LISER, number 15296, May.
• Heiniger, Sandro & Koeniger, Winfried & Lechner, Michael, 2022, "The Heterogeneous Response of Real Estate Asset Prices to a Global Shock," IZA Discussion Papers, IZA Network @ LISER, number 15699, Nov.
• Md. Bokhtiar Hasan & Md. Abdur Rashed Kabir & Md. Ruhul Amin & Masnun Mahi, 2022, "Effect of Macroeconomic Variables on Islamic and Conventional Stock Indices - Fresh Evidence from Bangladesh," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 2, pages 197-220, April–Jun.
• Adefemi A. Obalade & Rethabile Nhlapho & Paul-Francois Muzindutsi, 2022, "Cyclical Efficiency vis-à-vis Market Conditions: A Case of Casablanca Stock Exchange," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 1-15, July–Sept.
• Sunday Adewale Olaleye & Olayemi Olawumi & Richard Agjei & Ismaila Temitayo Sanusi, 2022, "Mobile Banking App as a Medium of Engagement For Customers in a Developing Country," Journal of Developing Areas, Tennessee State University, College of Business, volume 56, issue 3, pages 309-339, July–Sept.
• Alessi, Lucia & Hirschbuhl, Dominik & Rossi, Alessandro, 2022, "A sustainability transition on the move? Evidence based on the disconnect from market fundamentals," JRC Working Papers in Economics and Finance, Joint Research Centre, European Commission, number 2022-10, Jul.
• Zongwu Cai & Seong Yeon Chang, 2022, "A New Test on Asset Return Predictability with Structural Breaks," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202206, Feb, revised Feb 2202.
• Katsushi Nakajima, 2022, "Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield," Annals of Finance, Springer, volume 18, issue 1, pages 35-80, March, DOI: 10.1007/s10436-021-00402-7.
• Michele Bufalo & Antonio Di Bari & Giovanni Villani, 2022, "Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate," Annals of Finance, Springer, volume 18, issue 2, pages 247-266, June, DOI: 10.1007/s10436-021-00403-6.
• Weidong Tian & Zimu Zhu, 2022, "A portfolio choice problem under risk capacity constraint," Annals of Finance, Springer, volume 18, issue 3, pages 285-326, September, DOI: 10.1007/s10436-021-00404-5.
• Dilip B. Madan & King Wang, 2022, "Two sided efficient frontiers at multiple time horizons," Annals of Finance, Springer, volume 18, issue 3, pages 327-353, September, DOI: 10.1007/s10436-022-00411-0.
• Max Schreder & Pawel Bilinski, 2022, "Information Quality and the Expected Rate of Return: A Structural Equation Modelling Approach," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 2, pages 139-170, June, DOI: 10.1007/s10690-021-09342-8.
• Sanjay Kumar Rout & Hrushikesh Mallick, 2022, "Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 29, issue 4, pages 697-734, December, DOI: 10.1007/s10690-022-09371-x.
• 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.