Research classified by Journal of Economic Literature (JEL) codes

2022

• 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.
• Coy, Jeffrey M. & Garcia-Feijoo, Luis, 2022, "Growth options, risk dynamics, and cost of capital: Evidence from U.S. corporate control transactions," The Quarterly Review of Economics and Finance, Elsevier, volume 84, issue C, pages 562-576, DOI: 10.1016/j.qref.2020.10.010.
• Hübel, Benjamin, 2022, "Do markets value ESG risks in sovereign credit curves?," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 134-148, DOI: 10.1016/j.qref.2020.11.003.
• Lysandrou, Photis & Shabani, Mimoza & D’Avino, Carmela, 2022, "The explosive growth of the US ABCP market between 2004 and 2007: An integrated empirical analysis," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 31-46, DOI: 10.1016/j.qref.2020.10.026.
• Mosoeu, Selebogo & Kodongo, Odongo, 2022, "The Fama-French five-factor model and emerging market equity returns," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 55-76, DOI: 10.1016/j.qref.2020.10.023.
• Haffar, Adlane & Le Fur, Éric, 2022, "Time-varying dependence of Bitcoin," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 211-220, DOI: 10.1016/j.qref.2022.07.008.
• Hasan, Md. Tanvir, 2022, "The sum of all SCARES COVID-19 sentiment and asset return," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 332-346, DOI: 10.1016/j.qref.2022.08.005.
• Sing, Tien Foo & Zou, Yiheng, 2022, "Mortgage payments and equity premium puzzle," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 376-388, DOI: 10.1016/j.qref.2022.08.004.
• Neururer, Thaddeus, 2022, "Meet-or-beat streak heterogeneity and equity prices," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 455-470, DOI: 10.1016/j.qref.2022.09.003.
• Qadan, Mahmoud & Nisani, Doron & Eichel, Ron, 2022, "Irregularities in forward-looking volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 489-501, DOI: 10.1016/j.qref.2022.05.003.
• Butt, Hilal Anwar & Demirer, Riza & Sadaqat, Mohsin & Suleman, Muhammad Tahir, 2022, "Do emerging stock markets offer an illiquidity premium for local or global investors?," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 502-515, DOI: 10.1016/j.qref.2022.05.002.
• Aggarwal, Divya & Kalia, Deepali, 2022, "Examining comovement and causality between producer price index for P&C insurance premium and uncertainty indices: Wavelet and non-parametric quantile causality approach," Research in Economics, Elsevier, volume 76, issue 2, pages 141-148, DOI: 10.1016/j.rie.2022.07.003.
• Gatchev, Vladimir A. & Pirinsky, Christo A. & Venugopal, Buvaneshwaran, 2022, "A language-based approach to measuring creative exploration," Research Policy, Elsevier, volume 51, issue 1, DOI: 10.1016/j.respol.2021.104426.
• Liu, Hao & Zhang, Hao & Gao, Ya-Chun & Chen, Xu-Dong, 2022, "Firm age and beta: Evidence from China," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 244-261, DOI: 10.1016/j.iref.2021.10.006.
• Liew, Ping-Xin & Lim, Kian-Ping & Goh, Kim-Leng, 2022, "The dynamics and determinants of liquidity connectedness across financial asset markets," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 341-358, DOI: 10.1016/j.iref.2021.10.003.
• Huang, Tao & Zhang, Xueyong, 2022, "Industry-level media tone and the cross-section of stock returns," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 59-77, DOI: 10.1016/j.iref.2021.09.002.
• Sensoy, Ahmet & Omole, John, 2022, "Information content of order imbalance in the index options market," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 418-432, DOI: 10.1016/j.iref.2021.11.006.
• Bozok, İhsan & Özyıldırım, Süheyla, 2022, "Firm centrality and limited attention," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 483-500, DOI: 10.1016/j.iref.2021.12.006.
• Richter, Thomas Julian, 2022, "Liquidity commonality in sovereign bond markets," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 501-518, DOI: 10.1016/j.iref.2021.12.001.
• Shahzad, Farrukh & Ahmad, Munir & Fareed, Zeeshan & Wang, Zhenkun, 2022, "Innovation decisions through firm life cycle: A new evidence from emerging markets," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 51-67, DOI: 10.1016/j.iref.2021.11.009.
• Chen, Zhenxi & Zheng, Huanhuan, 2022, "Herding in the Chinese and US stock markets: Evidence from a micro-founded approach," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 597-604, DOI: 10.1016/j.iref.2021.11.015.
• Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 629-642, DOI: 10.1016/j.iref.2022.01.009.
• Ali, Heba & Hegazy, Aya Yasser, 2022, "Dividend policy, risk and the cross-section of stock returns: Evidence from India," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 169-192, DOI: 10.1016/j.iref.2022.02.002.
• Umar, Zaghum & Riaz, Yasir & Aharon, David Y., 2022, "Network connectedness dynamics of the yield curve of G7 countries," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 275-288, DOI: 10.1016/j.iref.2022.02.052.
• Wang, Qingxia & Faff, Robert & Zhu, Min, 2022, "Realized moments and the cross-sectional stock returns around earnings announcements," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 408-427, DOI: 10.1016/j.iref.2022.02.036.
• Cao, Shijiao & Wang, Jianqiong & Zhou, Jianan, 2022, "Pricing like things alike: The role of financial statement comparability in bond pricing," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 428-447, DOI: 10.1016/j.iref.2022.02.059.
• Xiong, Haifang & Yang, Gaofei & Wang, Zhiqiang, 2022, "Factor portfolio and target volatility management: An analysis of portfolio performance in the U.S. and China," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 493-517, DOI: 10.1016/j.iref.2022.02.011.
• Tan, Yuanyue & Wang, Zhiqiang & Xiong, Haifang & Liu, Yue, 2022, "Fundamental momentum and enhanced fundamental momentum: Evidence from the Chinese stock market," International Review of Economics & Finance, Elsevier, volume 79, issue C, pages 680-693, DOI: 10.1016/j.iref.2022.02.012.
• Lee, Jong Hwa & Sung, Taeyoon & Seo, Sung Won, 2022, "Investor sentiment, credit rating, and stock returns," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 1076-1092, DOI: 10.1016/j.iref.2022.04.002.
• Díaz, Antonio & Escribano, Ana, 2022, "Liquidity dimensions in the U.S. corporate bond market," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 1163-1179, DOI: 10.1016/j.iref.2022.04.008.
• Li, Rui & Li, Chenchen & Yuan, Jinjian, 2022, "Short-sale constraints and cross-predictability: Evidence from Chinese market," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 166-176, DOI: 10.1016/j.iref.2022.02.038.
• Wu, Chunying & Xiong, Xiong & Gao, Ya, 2022, "The role of different information sources in information spread: Evidence from three media channels in China," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 327-341, DOI: 10.1016/j.iref.2022.02.072.
• Qiu, Yue & Ren, Yu & Xie, Tian, 2022, "Global factors and stock market integration," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 526-551, DOI: 10.1016/j.iref.2022.02.031.
• Cepni, Oguzhan & Gupta, Rangan & Karahan, Cenk C. & Lucey, Brian, 2022, "Oil price shocks and yield curve dynamics in emerging markets," International Review of Economics & Finance, Elsevier, volume 80, issue C, pages 613-623, DOI: 10.1016/j.iref.2022.02.065.
• Costa, Antonio & da Silva, Cristiano & Matos, Paulo, 2022, "The Brazilian financial market reaction to COVID-19: A wavelet analysis," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 13-29, DOI: 10.1016/j.iref.2022.05.010.
• Qadan, Mahmoud & Jacob, Maram, 2022, "The value premium and investors' appetite for risk," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 194-219, DOI: 10.1016/j.iref.2022.06.014.
• Su, Tong & Lin, Boqiang, 2022, "The liquidity impact of Chinese green bonds spreads," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 318-334, DOI: 10.1016/j.iref.2022.06.019.
• Gurdgiev, Constantin & Henrichsen, Aaron & Mulhair, Andrew, 2022, "The budgets of wars: Analysis of the U.S. defense stocks in the Post-Cold War era," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 335-346, DOI: 10.1016/j.iref.2022.06.023.
• Cerruti, Gianluca & Lombardini, Simone, 2022, "Financial bubbles as a recursive process lead by short-term strategies," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 555-568, DOI: 10.1016/j.iref.2022.07.011.
• Park, Beum-Jo, 2022, "The COVID-19 pandemic, volatility, and trading behavior in the bitcoin futures market," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101519.
• Dunbar, Kwamie, 2022, "Impact of the COVID-19 event on U.S. banks’ financial soundness," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101520.
• Chu, Gang & Li, Xiao & Zhang, Yongjie, 2022, "Information demand and net selling around earnings announcement," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101522.
• Dharani, Munusamy & Hassan, M. Kabir & Rabbani, Mustafa Raza & Huq, Tahsin, 2022, "Does the Covid-19 pandemic affect faith-based investments? Evidence from global sectoral indices," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101537.
• Dobrynskaya, Victoria & Kishilova, Julia, 2022, "Lego: The Toy Of Smart Investors," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101539.
• Aharon, David Y. & Demir, Ender & Lau, Chi Keung Marco & Zaremba, Adam, 2022, "Twitter-Based uncertainty and cryptocurrency returns," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101546.
• Hatemi-J, Abdulnasser & Hajji, Mohamed Ali & El-Khatib, Youssef, 2022, "Exact solution for the portfolio diversification problem based on maximizing the risk adjusted return," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101548.
• Yarovaya, Larisa & Zięba, Damian, 2022, "Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101592.
• González-Sánchez, Mariano, 2022, "Factorial asset pricing models using statistical anomalies," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101595.
• Aharon, David Y. & Baig, Ahmed S. & Delisle, R. Jared, 2022, "The impact of Robinhood traders on the volatility of cross-listed securities," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2022.101619.
• Chen, Zhenhua & Liu, Zhenya & Teka, Hanen & Zhang, Yifan, 2022, "Smart money in China's A-share market: Evidence from big data," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101663.
• Rababa’a, Abdel Razzaq Al & Alomari, Mohammad & Rehman, Mobeen Ur & McMillan, David & Hendawi, Raed, 2022, "Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101664.
• Cevheroğlu-Açar, Merve G. & Karahan, Cenk C. & Yılmaz, Neslihan, 2022, "Is there an analyst (un)coverage premium?," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101665.
• Plastun, Alex & Bouri, Elie & Havrylina, Ahniia & Ji, Qiang, 2022, "Calendar anomalies in passion investments: Price patterns and profit opportunities," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101678.
• Wang, Yaqi & Wang, Chunfeng & Sensoy, Ahmet & Yao, Shouyu & Cheng, Feiyang, 2022, "Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101683.
• Charfeddine, Lanouar & Benlagha, Noureddine & Khediri, Karim Ben, 2022, "An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101699.
• Zhang, Si Ying, 2022, "Are investors sensitive to climate-related transition and physical risks? Evidence from global stock markets," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101710.
• Ma, Chaoqun & Tian, Yonggang & Hsiao, Shisong & Deng, Liurui, 2022, "Monetary policy shocks and Bitcoin prices," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101711.
• Su, Yuandong & Lu, Xinjie & Zeng, Qing & Huang, Dengshi, 2022, "Good air quality and stock market returns," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101723.
• Guo, Chunying & Yang, Baochen & Fan, Ying, 2022, "Does mandatory CSR disclosure improve stock price informativeness? Evidence from China," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101733.
• Wang, Ping & Han, Wei & Huang, Chengcheng & Duong, Duy, 2022, "Forecasting realised volatility from search volume and overnight sentiment: Evidence from China," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101734.
• Aharon, David Y. & Demir, Ender & Siev, Smadar, 2022, "Real returns from unreal world? Market reaction to Metaverse disclosures," Research in International Business and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.ribaf.2022.101778.
• Caravaggio, Nicola & Carnazza, Giovanni, 2022, "The Italian nominal interest rate conundrum: A problem of growth or public finance?," Structural Change and Economic Dynamics, Elsevier, volume 62, issue C, pages 313-326, DOI: 10.1016/j.strueco.2022.05.014.
• Chaudhry, Sajid M. & Ahmed, Rizwan & Huynh, Toan Luu Duc & Benjasak, Chonlakan, 2022, "Tail risk and systemic risk of finance and technology (FinTech) firms," Technological Forecasting and Social Change, Elsevier, volume 174, issue C, DOI: 10.1016/j.techfore.2021.121191.
• Ha, Le Thanh & Nham, Nguyen Thi Hong, 2022, "An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis," Technological Forecasting and Social Change, Elsevier, volume 183, issue C, DOI: 10.1016/j.techfore.2022.121909.
• Bouteska, Ahmed & Mefteh-Wali, Salma & Dang, Trung, 2022, "Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, volume 184, issue C, DOI: 10.1016/j.techfore.2022.121999.
• Lin Qi, 2022, "Investor Sentiment, Volatility and Cross-Market Illiquidity Dynamics: A Threshold Vector Autoregression Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-24, Mar.
• Karel Janda & Anna Kortusova & Binyi Zhang, 2022, "Estimation of Green Bond Premiums in the Chinese Secondary Market," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-38, May.
• Jesus Fernandez-Villaverde & Federico Mandelman & Yang Yu & Francesco Zanetti, 2022, "Search Complementarities, Aggregate Fluctuations and Fiscal Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-40, May.
• Dimitrios Kanelis & Pierre L. Siklos, 2022, "Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2022-75, Dec, revised Jun 2024.
• Hilscher, Jens & Raviv, Alon & Reis, Ricardo, 2022, "Inflating away the public debt? An empirical assessment," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107543, Mar.
• Lou, Dong & Polk, Christopher, 2022, "Comomentum: inferring arbitrage activity from return correlations," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 109318, Jul.
• Chang, Jeffery (Jinfan) & Du, Huancheng & Lou, Dong & Polk, Christopher, 2022, "Ripples into waves: trade networks, economic activity, and asset prices," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 110838, Jul.
• Amiraslani, Hami & Lins, Karl V. & Servaes, Henri & Tamayo, Ane, 2022, "Trust, social capital, and the bond market benefits of ESG performance," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 112448, Apr.
• Martin, Ian & Papadimitriou, Dimitris, 2022, "Sentiment and speculation in a market with heterogeneous beliefs," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 114340, Aug.
• Hanson, Samuel & Malkhozov, Aytek & Venter, Gyuri, 2022, "Demand-supply imbalance risk and long-term swap spreads," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 118868, Apr.
• Henide, Karim, 2022, "Cross-currency credit spreads: harvesting the idiosyncratic basis as a source of ARP," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 124686, Apr.
• Alonso Conde, Ana B. & Rojo Suárez, Javier, 2022, "Trends in the explanatory power of factor-based asset pricing models in determining the cost of capital," Cuadernos de Gestión, Universidad del País Vasco - Instituto de Economía Aplicada a la Empresa (IEAE).
• Takahiro Hattori & Jiro Yoshida, 2022, "The Bank of Japan as a real estate tycoon: large-scale REIT purchases," Chapters, Edward Elgar Publishing, chapter 2, in: Charles K.Y. Leung, "Handbook of Real Estate and Macroeconomics".
• Alessandro Rebucci & Jonathan S. Hartley & Daniel Jiménez, 2022, "An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling", DOI: 10.1108/S0731-90532021000043A014.
• Karim M. Abadir & Christina Atanasova, 2022, "Where (and by How Much) Does a Theory Break Down? With an Application to the Expectation Hypothesis," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of M. Hashem Pesaran: Panel Modeling, Micro Applications, and Econometric Methodology", DOI: 10.1108/S0731-90532021000043B011.
• Johan Maharjan & Suresh B. Mani & Zenu Sharma & An Yan, 2022, "Stock Liquidity and Cost of Private Debt," Advances in Financial Economics, Emerald Group Publishing Limited, "Empirical Research in Banking and Corporate Finance", DOI: 10.1108/S1569-373220220000021005.
• Dharen Kumar Pandey & Vineeta Kumari & Brajesh Kumar Tiwari, 2022, "Impacts of corporate announcements on stock returns during the global pandemic: evidence from the Indian stock market," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 7, issue 2, pages 208-226, February, DOI: 10.1108/AJAR-06-2021-0097.
• A.T.M. Adnan, 2022, "Asian perspective of capital market performance amid the COVID 19 pandemic," Asian Journal of Accounting Research, Emerald Group Publishing Limited, volume 8, issue 3, pages 210-235, June, DOI: 10.1108/AJAR-10-2021-0223.
• Turan G. Bali & Stephen J. Brown & Yi Tang, 2022, "Disagreement in economic forecasts and equity returns: risk or mispricing?," China Finance Review International, Emerald Group Publishing Limited, volume 13, issue 3, pages 309-341, August, DOI: 10.1108/CFRI-05-2022-0075.
• Hilal Anwar Butt & Mohsin Sadaqat & Muhammad Tahir, 2022, "Revisiting the performance of the scaled momentum strategies," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 3, pages 519-539, January, DOI: 10.1108/CFRI-06-2021-0103.
• Kai Li & Chenjie Xu, 2022, "Regime shifts in a long-run risks model of stock and treasury bond markets," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 4, pages 541-570, August, DOI: 10.1108/CFRI-06-2022-0106.
• Song Cao & Ziran Li & Kees G. Koedijk & Xiang Gao, 2022, "The emotional cost-of-carry: Chinese investor sentiment and equity index futures basis," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 3, pages 451-476, January, DOI: 10.1108/CFRI-07-2021-0144.
• Danling Jiang & Liu Shuying & Feiyu Li & Hongquan Zhu, 2022, "Urban vibrancy, human capital and firm valuation in China," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 3, pages 415-432, January, DOI: 10.1108/CFRI-08-2021-0173.
• Thomas C. Chiang, 2022, "Can gold or silver be used as a hedge against policy uncertainty and COVID-19 in the Chinese market?," China Finance Review International, Emerald Group Publishing Limited, volume 12, issue 4, pages 571-600, June, DOI: 10.1108/CFRI-12-2021-0232.

2021

• Staccioli, Jacopo & Napoletano, Mauro, 2021, "An agent-based model of intra-day financial markets dynamics," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 331-348, DOI: 10.1016/j.jebo.2020.05.018.
• Barnett, William A. & Han, Qing & Zhang, Jianbo, 2021, "Monetary services aggregation under uncertainty: A behavioral economics extension using Choquet expectation," Journal of Economic Behavior & Organization, Elsevier, volume 182, issue C, pages 437-447, DOI: 10.1016/j.jebo.2019.03.026.
• Coppock, Lee A. & Harper, Daniel Q. & Holt, Charles A., 2021, "Capital constraints and asset bubbles: An experimental study," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 75-88, DOI: 10.1016/j.jebo.2020.10.024.
• Beckmann, Joscha, 2021, "Measurement and effects of euro/dollar exchange rate uncertainty," Journal of Economic Behavior & Organization, Elsevier, volume 183, issue C, pages 773-790, DOI: 10.1016/j.jebo.2020.06.021.
• Hong, Jieying & Moinas, Sophie & Pouget, Sébastien, 2021, "Learning in speculative bubbles: Theory and experiment," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 1-26, DOI: 10.1016/j.jebo.2021.01.009.
• Noussair, Charles N. & Popescu, Andreea Victoria, 2021, "Comovement and return predictability in asset markets: An experiment with two Lucas trees," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 671-687, DOI: 10.1016/j.jebo.2021.03.012.
• ter Ellen, Saskia & Hommes, Cars H. & Zwinkels, Remco C.J., 2021, "Comparing behavioural heterogeneity across asset classes," Journal of Economic Behavior & Organization, Elsevier, volume 185, issue C, pages 747-769, DOI: 10.1016/j.jebo.2019.12.013.
• Montone, Maurizio, 2021, "Optimal pricing in the online betting market," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 344-363, DOI: 10.1016/j.jebo.2021.04.007.
• Omar, Ayman M.A. & Lambe, Brendan J & Wisniewski, Tomasz Piotr, 2021, "Perceptions of the threat to national security and the stock market," Journal of Economic Behavior & Organization, Elsevier, volume 186, issue C, pages 504-522, DOI: 10.1016/j.jebo.2021.04.010.
• Huisman, Ronald & Van der Sar, Nico L. & Zwinkels, Remco C.J., 2021, "Volatility expectations and disagreement," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 379-393, DOI: 10.1016/j.jebo.2021.05.020.
• Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021, "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 674-696, DOI: 10.1016/j.jebo.2021.06.003.
• Stöckl, Sebastian & Rode, Martin, 2021, "The price of populism: Financial market outcomes of populist electoral success," Journal of Economic Behavior & Organization, Elsevier, volume 189, issue C, pages 51-83, DOI: 10.1016/j.jebo.2021.06.037.
• Bierbaumer, Daniel & Rieth, Malte & Velinov, Anton, 2021, "The state-dependent trading behavior of banks in the oil futures market," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 1011-1024, DOI: 10.1016/j.jebo.2021.09.031.
• Kim, Jeong Ho (John) & Kim, Byung-Cheol, 2021, "A welfare criterion with endogenous welfare weights for belief disagreement models," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 312-333, DOI: 10.1016/j.jebo.2021.09.006.
• Wang, Wenzhao & Duxbury, Darren, 2021, "Institutional investor sentiment and the mean-variance relationship: Global evidence," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 415-441, DOI: 10.1016/j.jebo.2021.08.029.
• Filippou, Ilias & Taylor, Mark P., 2021, "Pricing ethics in the foreign exchange market: Environmental, Social and Governance ratings and currency premia," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 66-77, DOI: 10.1016/j.jebo.2021.08.037.
• Baars, Maren & Mohrschladt, Hannes, 2021, "An alternative behavioral explanation for the MAX effect," Journal of Economic Behavior & Organization, Elsevier, volume 191, issue C, pages 868-886, DOI: 10.1016/j.jebo.2021.09.027.
• Akhtaruzzaman, Md & Chiah, Mardy & Docherty, Paul & Zhong, Angel, 2021, "Betting against bank profitability," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 304-323, DOI: 10.1016/j.jebo.2021.10.012.
• Rossi, Stefano & Tinn, Katrin, 2021, "Rational quantitative trading in efficient markets," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105127.
• Heumann, Tibor, 2021, "Efficiency in trading markets with multi-dimensional signals," Journal of Economic Theory, Elsevier, volume 191, issue C, DOI: 10.1016/j.jet.2020.105156.
• Gabrovski, Miroslav & Kospentaris, Ioannis, 2021, "Intermediation in over-the-counter markets with price transparency," Journal of Economic Theory, Elsevier, volume 198, issue C, DOI: 10.1016/j.jet.2021.105364.
• Keloharju, Matti & Linnainmaa, Juhani T. & Nyberg, Peter, 2021, "Are return seasonalities due to risk or mispricing?," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 138-161, DOI: 10.1016/j.jfineco.2020.07.009.
• Xu, Nancy R., 2021, "Procyclicality of the comovement between dividend growth and consumption growth," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 288-312, DOI: 10.1016/j.jfineco.2020.07.013.
• Ben-Rephael, Azi & Choi, Jaewon & Goldstein, Itay, 2021, "Mutual fund flows and fluctuations in credit and business cycles," Journal of Financial Economics, Elsevier, volume 139, issue 1, pages 84-108, DOI: 10.1016/j.jfineco.2020.07.004.
• Ghent, Andra C., 2021, "What’s wrong with Pittsburgh? Delegated investors and liquidity concentration," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 337-358, DOI: 10.1016/j.jfineco.2020.08.015.
• Barroso, Pedro & Boons, Martijn & Karehnke, Paul, 2021, "Time-varying state variable risk premia in the ICAPM," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 428-451, DOI: 10.1016/j.jfineco.2020.07.016.
• Barahona, Ricardo & Driessen, Joost & Frehen, Rik, 2021, "Can unpredictable risk exposure be priced?," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 522-544, DOI: 10.1016/j.jfineco.2020.08.006.
• Wang, Xinjie & Wu, Yangru & Yan, Hongjun & Zhong, Zhaodong (Ken), 2021, "Funding liquidity shocks in a quasi-experiment: Evidence from the CDS Big Bang," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 545-560, DOI: 10.1016/j.jfineco.2020.08.004.
• Bali, Turan G. & Subrahmanyam, Avanidhar & Wen, Quan, 2021, "Long-term reversals in the corporate bond market," Journal of Financial Economics, Elsevier, volume 139, issue 2, pages 656-677, DOI: 10.1016/j.jfineco.2020.08.007.
• Liu, Yan, 2021, "Index option returns and generalized entropy bounds," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 1015-1036, DOI: 10.1016/j.jfineco.2020.08.011.
• Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2021, "The real value of China’s stock market," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 679-696, DOI: 10.1016/j.jfineco.2020.08.012.
• Barro, Robert J. & Liao, Gordon Y., 2021, "Rare disaster probability and options pricing," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 750-769, DOI: 10.1016/j.jfineco.2020.10.001.
• Chen, Hui & Xu, Yu & Yang, Jun, 2021, "Systematic risk, debt maturity, and the term structure of credit spreads," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 770-799, DOI: 10.1016/j.jfineco.2020.09.002.
• Corte, Pasquale Della & Kozhan, Roman & Neuberger, Anthony, 2021, "The cross-section of currency volatility premia," Journal of Financial Economics, Elsevier, volume 139, issue 3, pages 950-970, DOI: 10.1016/j.jfineco.2020.08.010.
• Koijen, Ralph S.J. & Koulischer, François & Nguyen, Benoît & Yogo, Motohiro, 2021, "Inspecting the mechanism of quantitative easing in the euro area," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 1-20, DOI: 10.1016/j.jfineco.2020.11.006.
• Schlag, Christian & Thimme, Julian & Weber, Rüdiger, 2021, "Implied volatility duration: A measure for the timing of uncertainty resolution," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 127-144, DOI: 10.1016/j.jfineco.2020.11.003.
• Da, Zhi & Huang, Xing & Jin, Lawrence J., 2021, "Extrapolative beliefs in the cross-section: What can we learn from the crowds?," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 175-196, DOI: 10.1016/j.jfineco.2020.10.003.
• Aghamolla, Cyrus & An, Byeong-Je, 2021, "Voluntary disclosure with evolving news," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 21-53, DOI: 10.1016/j.jfineco.2020.11.004.
• Bongaerts, Dion & Achter, Mark Van, 2021, "Competition among liquidity providers with access to high-frequency trading technology," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 220-249, DOI: 10.1016/j.jfineco.2020.11.002.
• Gospodinov, Nikolay & Robotti, Cesare, 2021, "Common pricing across asset classes: Empirical evidence revisited," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 292-324, DOI: 10.1016/j.jfineco.2020.12.001.
• Wang, Zijun, 2021, "The high volume return premium and economic fundamentals," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 325-345, DOI: 10.1016/j.jfineco.2020.10.006.
• Gârleanu, Nicolae & Panageas, Stavros, 2021, "What to expect when everyone is expecting: Self-fulfilling expectations and asset-pricing puzzles," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 54-73, DOI: 10.1016/j.jfineco.2020.10.007.
• Augustin, P. & Chernov, M. & Schmid, L. & Song, D., 2021, "Benchmark interest rates when the government is risky," Journal of Financial Economics, Elsevier, volume 140, issue 1, pages 74-100, DOI: 10.1016/j.jfineco.2020.10.009.
• Ranaldo, Angelo & Somogyi, Fabricius, 2021, "Asymmetric information risk in FX markets," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 391-411, DOI: 10.1016/j.jfineco.2020.12.007.
• Cremers, Martijn & Fleckenstein, Matthias & Gandhi, Priyank, 2021, "Treasury yield implied volatility and real activity," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 412-435, DOI: 10.1016/j.jfineco.2020.12.009.
• Cosemans, Mathijs & Frehen, Rik, 2021, "Salience theory and stock prices: Empirical evidence," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 460-483, DOI: 10.1016/j.jfineco.2020.12.012.
• Dixon, Peter N. & Fox, Corbin A. & Kelley, Eric K., 2021, "To own or not to own: Stock loans around dividend payments," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 539-559, DOI: 10.1016/j.jfineco.2020.12.010.
• Dou, Winston Wei & Ji, Yan & Wu, Wei, 2021, "Competition, profitability, and discount rates," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 582-620, DOI: 10.1016/j.jfineco.2020.12.013.
• Neuhierl, Andreas & Varneskov, Rasmus T., 2021, "Frequency dependent risk," Journal of Financial Economics, Elsevier, volume 140, issue 2, pages 644-675, DOI: 10.1016/j.jfineco.2021.01.007.
• Kelly, Bryan T. & Moskowitz, Tobias J. & Pruitt, Seth, 2021, "Understanding momentum and reversal," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 726-743, DOI: 10.1016/j.jfineco.2020.06.024.
• Barroso, Pedro & Detzel, Andrew, 2021, "Do limits to arbitrage explain the benefits of volatility-managed portfolios?," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 744-767, DOI: 10.1016/j.jfineco.2021.02.009.
• Noh, Suzie & So, Eric C. & Verdi, Rodrigo S., 2021, "Calendar rotations: A new approach for studying the impact of timing using earnings announcements," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 865-893, DOI: 10.1016/j.jfineco.2021.01.009.
• Armstrong, Will J. & Cardella, Laura & Sabah, Nasim, 2021, "Information shocks, disagreement, and drift," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 916-940, DOI: 10.1016/j.jfineco.2021.02.002.
• Pohl, Walter & Schmedders, Karl & Wilms, Ole, 2021, "Asset pricing with heterogeneous agents and long-run risk," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 941-964, DOI: 10.1016/j.jfineco.2021.01.005.
• Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021, "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, volume 140, issue 3, pages 965-986, DOI: 10.1016/j.jfineco.2021.02.003.
• Bogousslavsky, Vincent, 2021, "The cross-section of intraday and overnight returns," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 172-194, DOI: 10.1016/j.jfineco.2020.07.020.
• Chabakauri, Georgy & Rytchkov, Oleg, 2021, "Asset pricing with index investing," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 195-216, DOI: 10.1016/j.jfineco.2020.06.023.
• Xu, Yongxin & Xuan, Yuhao & Zheng, Gaoping, 2021, "Internet searching and stock price crash risk: Evidence from a quasi-natural experiment," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 255-275, DOI: 10.1016/j.jfineco.2021.03.003.
• Ramachandran, Lakshmi Shankar & Tayal, Jitendra, 2021, "Mispricing, short-sale constraints, and the cross-section of option returns," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 297-321, DOI: 10.1016/j.jfineco.2021.03.006.
• Huang, Dashan & Li, Jiangyuan & Wang, Liyao, 2021, "Are disagreements agreeable? Evidence from information aggregation," Journal of Financial Economics, Elsevier, volume 141, issue 1, pages 83-101, DOI: 10.1016/j.jfineco.2021.02.006.
• Bekaert, Geert & Engstrom, Eric & Ermolov, Andrey, 2021, "Macro risks and the term structure of interest rates," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 479-504, DOI: 10.1016/j.jfineco.2021.03.011.
• Kargar, Mahyar, 2021, "Heterogeneous intermediary asset pricing," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 505-532, DOI: 10.1016/j.jfineco.2021.04.012.
• Huang, Shiyang & Hwang, Byoung-Hyoun & Lou, Dong, 2021, "The rate of communication," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 533-550, DOI: 10.1016/j.jfineco.2021.03.013.
• Chaieb, Ines & Langlois, Hugues & Scaillet, Olivier, 2021, "Factors and risk premia in individual international stock returns," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 669-692, DOI: 10.1016/j.jfineco.2021.04.007.
• Klingler, Sven & Syrstad, Olav, 2021, "Life after LIBOR," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 783-801, DOI: 10.1016/j.jfineco.2021.04.017.
• Ding, Wenzhi & Levine, Ross & Lin, Chen & Xie, Wensi, 2021, "Corporate immunity to the COVID-19 pandemic," Journal of Financial Economics, Elsevier, volume 141, issue 2, pages 802-830, DOI: 10.1016/j.jfineco.2021.03.005.