Research classified by Journal of Economic Literature (JEL) codes

2022

• Papathanasiou, Spyros & Koutsokostas, Drosos & Pergeris, Georgios, 2022, "Novel alternative assets within a transmission mechanism of volatility spillovers: The role of SPACs," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102602.
• Liang, Qing & Li, Zhaohua, 2022, "Debt enforcement and the cost of debt financing in M&As," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102620.
• Grobys, Klaus & Huynh, Toan Luu Duc, 2022, "When Tether says “JUMP!” Bitcoin asks “How low?”," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102644.
• Samitas, Aristeidis & Papathanasiou, Spyros & Koutsokostas, Drosos & Kampouris, Elias, 2022, "Are timber and water investments safe-havens? A volatility spillover approach and portfolio hedging strategies for investors," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2021.102657.
• Su, Hao & Ying, Chengwei & Zhu, Xiaoneng, 2022, "Disaster risk matters in the bond market," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102764.
• Pathak, Rajesh & Gupta, Ranjan Das, 2022, "Environmental, social and governance performance and earnings management – The moderating role of law code and creditor's rights," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102849.
• Hu, Yi & Jin, Shuchang & Gu, Qiankun & Tang, Ziling, 2022, "Can a not-for-profit minority institutional shareholder impede stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 47, issue PA, DOI: 10.1016/j.frl.2022.102961.
• Annaert, Jan & De Ceuster, Marc & Van Doninck, Freek, 2022, "Decomposing the idiosyncratic volatility anomaly among euro area stocks," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102672.
• Shahzad, Syed Jawad Hussain & Anas, Muhammad & Bouri, Elie, 2022, "Price explosiveness in cryptocurrencies and Elon Musk's tweets," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102695.
• Phin, Andrew & Prono, Todd & Reeves, Jonathan J. & Saxena, Konark, 2022, "Shifts in beta and the TARP announcement," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102704.
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2022, "How do financial and commodity markets volatility react to real economic activity?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102733.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2022, "Funding liquidity shocks and market liquidity providers," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102734.
• Ahn, Yongkil, 2022, "Asymmetric tail dependence in cryptocurrency markets: A Model-free approach," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102746.
• Li, Tongxia & Lu, Chun & Si, Ieong Cheng & Zhao, Zucheng, 2022, "Employment protection and the cost of equity capital: Evidence from wrongful discharge laws," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102765.
• Akron, Sagi & Taussig, Roi D., 2022, "Income statement leverage and expected stock returns," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102766.
• Wen, Fenghua & Zhang, Minzhi & Xiao, Jihong & Yue, Wei, 2022, "The impact of oil price shocks on the risk-return relation in the Chinese stock market," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102788.
• Ren, Boru & Lucey, Brian, 2022, "Do clean and dirty cryptocurrency markets herd differently?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102795.
• Indriawan, Ivan & Jiao, Feng & Tse, Yiuman, 2022, "Price discovery between forward-looking SOFR and LIBOR," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102797.
• Jin, Justin & Liu, Yi & Zhang, Zehua & Zhao, Ran, 2022, "Voluntary disclosure of pandemic exposure and stock price crash risk," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102799.
• Quiroga-Garcia, Raquel & Pariente-Martinez, Natalia & Arenas-Parra, Mar, 2022, "Evidence for round number effects in cryptocurrencies prices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102811.
• Cao, Zhiqi & Wu, Wenfeng, 2022, "Ownership breadth: Investor recognition or short-sale constraints?," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102847.
• Zhen, Fang & Chen, Jingnan, 2022, "A closed-form mean–variance–skewness portfolio strategy," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102933.
• Wu, Keping & Fu, Yumei & Kong, Dongmin, 2022, "Does the digital transformation of enterprises affect stock price crash risk?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102888.
• Lee, Kiryoung, 2022, "Which uncertainty measures matter for the cross-section of corporate bond returns? Evidence from the U.S. during 1973–2020," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102913.
• Dang, Man & Puwanenthiren, Premkanth & Nguyen, Manh Toan & Hoang, Viet Anh & Mazur, Mieszko & Henry, Darren, 2022, "Does managerial tone matter for stock liquidity? Evidence from textual disclosures," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102917.
• González-Pla, Francisco & Lovreta, Lidija, 2022, "Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102931.
• Boubaker, Sabri & Goodell, John W. & Pandey, Dharen Kumar & Kumari, Vineeta, 2022, "Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102934.
• Li, Quan & Zhang, Kai & Wang, Li, 2022, "Where's the green bond premium? Evidence from China," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102950.
• Bae, Jaewan & Kang, Jangkoo, 2022, "Aggregate recruiting intensity and cross-sectional stock returns," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102947.
• Lu, Jing & Yang, Nien-Tzu & Ho, Keng-Yu & Ko, Kuan-Cheng, 2022, "Lottery demand and the asset growth anomaly," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102988.
• Božović, Miloš, 2022, "A common pattern across asset pricing anomalies," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103004.
• Mei, Dexiang & Xie, Yutang, 2022, "U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103028.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Pietraszewski, Piotr & Schabek, Tomasz, 2022, "Has the risk of socially responsible investments (SRI) companies stocks changed in the COVID-19 period? International evidence," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.102986.
• Yemba, Boniface P., 2022, "User cost of foreign monetary assets under dollarization," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103023.
• Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022, "The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103031.
• Cao, Guangxi & Xie, Wenhao, 2022, "Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103070.
• Scharnowski, Stefan, 2022, "Central bank speeches and digital currency competition," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103072.
• Burke, Matt & Fry, John & Kemp, Sean & Woodhouse, Drew, 2022, "Attention to Authority: The behavioural finance of Covid-19," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103081.
• Saggu, Aman, 2022, "The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103096.
• Tosun, Onur Kemal, 2022, "Do investors react differently? Evidence from hospitality sector during the covid-19 pandemic," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103099.
• Yao, Shouyu & Qin, Yuanyuan & Cheng, Feiyang & Wu, Ji(George) & Goodell, John.W., 2022, "Missing momentum in China: Considering individual investor preference," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103110.
• Long, Huaigang & Demir, Ender & Będowska-Sójka, Barbara & Zaremba, Adam & Shahzad, Syed Jawad Hussain, 2022, "Is geopolitical risk priced in the cross-section of cryptocurrency returns?," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103131.
• Hong, Sanghyun, 2022, "Transactions costs and the equity premium puzzle," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103145.
• Aloosh, Arash & Ouzan, Samuel & Shahzad, Syed Jawad Hussain, 2022, "Bubbles across Meme Stocks and Cryptocurrencies," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103155.
• Fan, Qingqian & Feng, Sixian, 2022, "An empirical study on the characterization of implied volatility and pricing in the Chinese option market," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103160.
• Smyth, William & Broby, Daniel, 2022, "An enhanced Gerber statistic for portfolio optimization," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103229.
• Umar, Zaghum & Abrar, Afsheen & Zaremba, Adam & Teplova, Tamara & Vo, Xuan Vinh, 2022, "Network connectedness of environmental attention—Green and dirty assets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103209.
• Neszveda, Gábor & Till, Gábor & Timár, Barnabás & Varga, Marcell, 2022, "Is short-term reversal driven by liquidity provision in emerging markets? Evidence from China," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103220.
• Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2022, "The announcement effects of a change in the Bank of Japan’s ETF purchase program: An event study," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103230.
• Bakas, Dimitrios & Magkonis, Georgios & Oh, Eun Young, 2022, "What drives volatility in Bitcoin market?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103237.
• Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2022, "Foreign institutions and the behavior of liquidity following macroeconomic announcements," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103239.
• Chu, Pyung Kun, 2022, "Semibeta asset pricing in the Korean stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103245.
• Chiou, Calvin J. & Zhou, Xiaozhou & Chan, Chang, 2022, "A taxonomy of individual liquidity provision: Evidence from the Taiwan stock exchange," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103246.
• Altman, Edward I. & Hu, Xiaolu & Yu, Jing, 2022, "Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103247.
• Bingler, Julia Anna & Colesanti Senni, Chiara & Monnin, Pierre, 2022, "Understand what you measure: Where climate transition risk metrics converge and why they diverge," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103265.
• Sim, Myounghwa & Kim, Hee-Eun, 2022, "Salience theory and enhancing momentum profits," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103274.
• Koziol, Christian & Proelss, Juliane & Roßmann, Philipp & Schweizer, Denis, 2022, "The price of being green," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103285.
• Zhang, Zehua & Zhao, Ran, 2022, "Carbon emission and credit default swaps," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103286.
• Yang, Liuyong & Long, Yijia & Long, Huaigang & Zaremba, Adam & Zhou, Wenyu, 2022, "Is tail risk priced in the cross-section of Chinese mutual fund returns?," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103298.
• Hong, Weiting, 2022, "Trade momentum for alpha," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103300.
• Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022, "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103302.
• Toraubally, Waseem A., 2022, "Price dispersion and vanilla options in a financial market game," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103305.
• Zhang, Zhiyuan & Sun, Qinglin & Ma, Yongfan, 2022, "The hedge and safe haven properties of non-fungible tokens (NFTs): Evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103315.
• Li, Yan & Liang, Chao & Huynh, Toan Luu Duc, 2022, "Forecasting US stock market returns by the aggressive stock-selection opportunity," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103323.
• Ahn, Jungkyu & Ahn, Yongkil, 2022, "Demystifying the US Treasury floating rate note puzzle: A swap market perspective," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103362.
• Huang, Tao & Li, Junye & Wu, Fei & Zhu, Ning, 2022, "R&D information quality and stock returns," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100599.
• Blocher, Jesse & Zhang, Chi, 2022, "Who is buying and (not) lending when shorts are selling?," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100615.
• Lu, Yan & Mortal, Sandra & Ray, Sugata, 2022, "Hedge fund hold ’em," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100616.
• Wang, Xinjie & Zhong, Zhaodong (Ken), 2022, "Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs," Journal of Financial Markets, Elsevier, volume 57, issue C, DOI: 10.1016/j.finmar.2020.100617.
• Zhou, Yi, 2022, "Option trading volume by moneyness, firm fundamentals, and expected stock returns," Journal of Financial Markets, Elsevier, volume 58, issue C, DOI: 10.1016/j.finmar.2021.100648.
• Kaeck, Andreas & van Kervel, Vincent & Seeger, Norman J., 2022, "Price impact versus bid–ask spreads in the index option market," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100675.
• Luque, Jaime, 2022, "The repo channel of cross-border lending in the European sovereign debt crisis," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100679.
• Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne, 2022, "Contagious margin calls: How COVID-19 threatened global stock market liquidity," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100689.
• Hauser, Shmuel & Kedar-Levy, Haim & Milo, Orit, 2022, "Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2022.100705.
• Borup, Daniel & Schütte, Erik Christian Montes, 2022, "Asset pricing with data revisions," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100620.
• Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya, 2022, "Recovery from fast crashes: Role of mutual funds," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100646.
• Han, Song & Huang, Alan Guoming & Kalimipalli, Madhu & Wang, Ke, 2022, "Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100655.
• Fang, Xuyun & Jiang, Zhiqian & Liu, Baixiao & McConnell, John J. & Zhou, Mingshan, 2022, "Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100656.
• Han, Lin & Cheng, Xiaoke & Chan, Kam C. & Gao, Shenghao, 2022, "Does air pollution affect seasoned equity offering pricing? Evidence from investor bids," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100657.
• Han, Chulwoo & Kang, Jangkoo & Kim, Sun Yung, 2022, "Betting against analyst target price," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100677.
• Guo, Xu & Lin, Hai & Wu, Chunchi & Zhou, Guofu, 2022, "Predictive information in corporate bond yields," Journal of Financial Markets, Elsevier, volume 59, issue PB, DOI: 10.1016/j.finmar.2021.100687.
• Bansal, Naresh & Stivers, Chris, 2022, "Bond risk’s role in the equity risk-return tradeoff," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2021.100701.
• Schneider, Andrés, 2022, "Who should buy stocks when volatility spikes?," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2021.100702.
• O’Donoghue, Shawn M., 2022, "Transaction fees: Impact on institutional order types, commissions, and execution quality," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100717.
• Ince, Baris, 2022, "Liquidity components: Commonality in liquidity, underreaction, and equity returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100730.
• Chen, Xi & Wang, Junbo & Wu, Chunchi, 2022, "Jump and volatility risk in the cross-section of corporate bond returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100733.
• Cornaggia, Kimberly & Hund, John & Nguyen, Giang, 2022, "Investor attention and municipal bond returns," Journal of Financial Markets, Elsevier, volume 60, issue C, DOI: 10.1016/j.finmar.2022.100738.
• Ardia, David & Bluteau, Keven & Boudt, Kris, 2022, "Media abnormal tone, earnings announcements, and the stock market," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2021.100683.
• Montone, Maurizio, 2022, "Does the U.S. president affect the stock market?," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2021.100704.
• Poon, Percy & Yao, Tong & Zhang, Andrew (Jianzhong), 2022, "The alphas of beta and idiosyncratic volatility," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100720.
• Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2022, "Climate events and return comovement," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100731.
• Long, Huaigang & Zaremba, Adam & Zhou, Wenyu & Bouri, Elie, 2022, "Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns," Journal of Financial Markets, Elsevier, volume 61, issue C, DOI: 10.1016/j.finmar.2022.100736.
• Wang, F. Albert, 2022, "Double leverage cycle, interest rate, and financial crisis," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100959.
• Zaremba, Adam & Cakici, Nusret & Demir, Ender & Long, Huaigang, 2022, "When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns," Journal of Financial Stability, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfs.2021.100964.
• Chen, Hsuan-Chi & Chou, Robin K. & Lin, Chih-Yung & Lu, Chien-Lin, 2022, "Bank loans during the 2008 quantitative easing," Journal of Financial Stability, Elsevier, volume 59, issue C, DOI: 10.1016/j.jfs.2022.100974.
• Jarrow, Robert & Lamichhane, Sujan, 2022, "Risk premia, asset price bubbles, and monetary policy," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101005.
• Corvino, Raffaele & Fusai, Gianluca, 2022, "Default risk premium and asset prices," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101014.
• Chung, Chune Young & Hur, Seok-Kyun & Wang, Kainan, 2022, "A perfect storm in the financial market," Journal of Financial Stability, Elsevier, volume 61, issue C, DOI: 10.1016/j.jfs.2022.101034.
• Auer, Raphael & Tercero-Lucas, David, 2022, "Distrust or speculation? The socioeconomic drivers of U.S. cryptocurrency investments," Journal of Financial Stability, Elsevier, volume 62, issue C, DOI: 10.1016/j.jfs.2022.101066.
• Karydas, Christos & Xepapadeas, Anastasios, 2022, "Climate change financial risks: Implications for asset pricing and interest rates," Journal of Financial Stability, Elsevier, volume 63, issue C, DOI: 10.1016/j.jfs.2022.101061.
• Balli, Faruk & Chowdhury, Md Iftekhar Hasan & de Bruin, Anne, 2022, "Transition to Islamic equities: Systematic risk and Shari'ah compliance," Global Finance Journal, Elsevier, volume 51, issue C, DOI: 10.1016/j.gfj.2020.100552.
• Naumer, Hans-Jörg & Yurtoglu, Burcin, 2022, "It is not only what you say, but how you say it: ESG, corporate news, and the impact on CDS spreads," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100571.
• Lajili Jarjir, Souad & Nasreddine, Aya & Desban, Marc, 2022, "Corporate social responsibility as a common risk factor," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100577.
• Lei, Adrian C.H. & Song, Chen, 2022, "Economic policy uncertainty and stock market activity: Evidence from China," Global Finance Journal, Elsevier, volume 52, issue C, DOI: 10.1016/j.gfj.2020.100581.
• Jiao, Feng & Liu, Qingfu & Tse, Yiuman & Wang, Zhiqin, 2022, "Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential," Global Finance Journal, Elsevier, volume 53, issue C, DOI: 10.1016/j.gfj.2021.100619.
• Rutkowska-Ziarko, Anna & Markowski, Lesław & Pyke, Christopher & Amin, Saqib, 2022, "Conventional and downside CAPM: The case of London stock exchange," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2022.100759.
• Benigno, Pierpaolo & Schilling, Linda M. & Uhlig, Harald, 2022, "Cryptocurrencies, currency competition, and the impossible trinity," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103601.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2022, "Sovereign risk and financial risk," Journal of International Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.jinteco.2022.103603.
• Kang, Boda & Shen, Yang & Zhu, Dan & Ziveyi, Jonathan, 2022, "Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method," Insurance: Mathematics and Economics, Elsevier, volume 105, issue C, pages 96-127, DOI: 10.1016/j.insmatheco.2022.03.012.
• Fan, Zhenzhen & Paseka, Alexander & Qi, Zhen & Zhang, Qi, 2022, "Currency carry trade: The decline in performance after the 2008 Global Financial Crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101460.
• Lin, Qi, 2022, "Understanding idiosyncratic momentum in the Chinese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101469.
• Dong, Liang & Kot, Hung Wan & Lam, Keith S.K. & Liu, Ming, 2022, "Co-skewness and expected return: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101479.
• Jin, Xiaoye, 2022, "Performance of intraday technical trading in China’s gold market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101481.
• Ur Rehman, Mobeen & Al Rababa'a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Vo, Xuan Vinh, 2022, "Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 76, issue C, DOI: 10.1016/j.intfin.2021.101495.
• Dong, Dayong & Wu, Keke & Fang, Jianchun & Gozgor, Giray & Yan, Cheng, 2022, "Investor attention factors and stock returns: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2021.101499.
• Grobys, Klaus & Dufitinema, Josephine & Sapkota, Niranjan & Kolari, James W., 2022, "What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101534.
• Luo, Di, 2022, "ESG, liquidity, and stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101526.
• Cho, Sungjun & Hyde, Stuart & Liu, Liu, 2022, "The yen–dollar risk premium: A story of regime shifts in bond markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101531.
• Qin, Weiping & Cho, Sungjun & Hyde, Stuart, 2022, "Measuring market integration during crisis periods," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101555.
• Wang, Ling, 2022, "The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101593.
• Cohen, Lior, 2022, "Examining QE’s bang for the Buck: Does Quantitative easing reduce credit and liquidity risks and stimulate real economic activity?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101596.
• Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2022, "The role of non-critical business and telework propensity in international stock markets during the COVID-19 pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101598.
• Chen, Rongxin & Lepori, Gabriele M. & Tai, Chung-Ching & Sung, Ming-Chien, 2022, "Explaining cryptocurrency returns: A prospect theory perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101599.
• Kolari, James W. & Huang, Jianhua Z. & Butt, Hilal Anwar & Liao, Huiling, 2022, "International tests of the ZCAPM asset pricing model," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101607.
• Bonaparte, Yosef, 2022, "Time horizon and cryptocurrency ownership: Is crypto not speculative?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101609.
• Bessler, Wolfgang & Vendrasco, Marco, 2022, "Short-selling restrictions and financial stability in Europe: Evidence from the Covid-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101612.
• Shi, Huai-Long & Zhou, Wei-Xing, 2022, "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101631.
• Karagiorgis, Ariston & Drakos, Konstantinos, 2022, "The Skewness-Kurtosis plane for non-Gaussian systems: The case of hedge fund returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101639.
• Fu, Chengbo & Huang, Qiping & Tang, Hongfei, 2022, "Do ETFs affect ADRs and U.S. domestic stocks differently?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101643.
• Tang, Chun & Liu, Xiaoxing & Zhou, Donghai, 2022, "Financial market resilience and financial development: A global perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 80, issue C, DOI: 10.1016/j.intfin.2022.101650.
• Wei, Xin & Liu, Xi & Zhang, Xueyong, 2022, "Shadow banking and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101645.
• Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent, 2022, "Retail vs institutional investor attention in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101674.
• He, Mengxi & Zhang, Yaojie, 2022, "Climate policy uncertainty and the stock return predictability of the oil industry," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101675.
• Gong, Xu & Fu, Chengbo & Huang, Qiping & Lin, Meimei, 2022, "International political uncertainty and climate risk in the stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101683.
• Boulton, Thomas J., 2022, "Economic policy uncertainty and international IPO underpricing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101689.
• Benkraiem, Ramzi & Goutte, Stéphane & Saadi, Samir & Zhu, Hui & Zhu, Steven, 2022, "Investor heterogeneity and negative skewness in stock returns: Evidence from institutional investors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 81, issue C, DOI: 10.1016/j.intfin.2022.101690.
• Ball, Ray & Nikolaev, Valeri V., 2022, "On earnings and cash flows as predictors of future cash flows," Journal of Accounting and Economics, Elsevier, volume 73, issue 1, DOI: 10.1016/j.jacceco.2021.101430.
• Hsu, Charles & Wang, Rencheng & Whipple, Benjamin C., 2022, "Non-GAAP earnings and stock price crash risk," Journal of Accounting and Economics, Elsevier, volume 73, issue 2, DOI: 10.1016/j.jacceco.2021.101473.
• Tseng, Kevin, 2022, "Learning from the Joneses: Technology spillover, innovation externality, and stock returns," Journal of Accounting and Economics, Elsevier, volume 73, issue 2, DOI: 10.1016/j.jacceco.2022.101478.
• Dichev, Ilia D. & Qian, Jingyi, 2022, "The benefits of transaction-level data: The case of NielsenIQ scanner data," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101495.
• Neilson, Jed J., 2022, "Investor information gathering and the resolution of uncertainty," Journal of Accounting and Economics, Elsevier, volume 74, issue 1, DOI: 10.1016/j.jacceco.2022.101513.
• Chen, Chun-Da & Su, Ching-Hui (Joan) & Chen, Ming-Hsiang, 2022, "Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns," Journal of Air Transport Management, Elsevier, volume 102, issue C, DOI: 10.1016/j.jairtraman.2022.102229.
• Berardi, Andrea & Plazzi, Alberto, 2022, "Dissecting the yield curve: The international evidence," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106286.
• Kemme, David M. & McInish, Thomas H. & Zhang, Jiang, 2022, "Market fairness and efficiency: Evidence from the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106309.
• Spilker, Harold D., 2022, "Hedge fund family ties," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106326.
• Borochin, Paul & Rush, Stephen, 2022, "Information networks in the financial sector and systemic risk," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106327.
• Du, Qianqian & Liang, Dawei & Chen, Zilin & Tu, Jun, 2022, "Concept links and return momentum," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106329.
• Christensen, Jens H.E. & Gillan, James M., 2022, "Does quantitative easing affect market liquidity?," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106349.
• Rohleder, Martin & Wilkens, Marco & Zink, Jonas, 2022, "The effects of mutual fund decarbonization on stock prices and carbon emissions," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106352.
• Gao, Yang & Leung, Henry & Satchell, Stephen, 2022, "Partial moment momentum," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106361.
• Mao, Mike Qinghao & Wong, Ching Hin, 2022, "Why have target-date funds performed better in the COVID-19 selloff than the 2008 selloff?," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106367.
• Jacobs, Kris & Li, Yu & Pirrong, Craig, 2022, "Supply, demand, and risk premiums in electricity markets," Journal of Banking & Finance, Elsevier, volume 135, issue C, DOI: 10.1016/j.jbankfin.2021.106390.
• Shackleton, Mark & Yan, Jiali & Yao, Yaqiong, 2022, "What drives a firm's ES performance? Evidence from stock returns," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106304.
• Park, Sunjin, 2022, "Heterogeneous beliefs in macroeconomic growth prospects and the carry risk premium," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106393.
• Faria, Gonçalo & Kosowski, Robert & Wang, Tianyu, 2022, "The Correlation Risk Premium: International Evidence," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2021.106399.
• Bordo, Michael D. & Duca, John V., 2022, "How new Fed corporate bond programs cushioned the Covid-19 recession," Journal of Banking & Finance, Elsevier, volume 136, issue C, DOI: 10.1016/j.jbankfin.2022.106413.
• Flögel, Volker & Schlag, Christian & Zunft, Claudia, 2022, "Momentum-Managed Equity Factors," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2021.106251.
• van Zundert, Jeroen & Driessen, Joost, 2022, "Stocks versus corporate bonds: A cross-sectional puzzle," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106447.
• Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert, 2022, "What can we learn from firm-level jump-induced tail risk around earnings announcements?," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106409.
• Nezafat, Mahdi & Shen, Tao & Wang, Qinghai & Wu, Julie, 2022, "Longs, shorts, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106410.
• Ye, Xiaoxia & Yu, Fan & Zhao, Ran, 2022, "Credit derivatives and corporate default prediction," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106418.
• Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2022, "The conditional impact of investor sentiment in global stock markets: A two-channel examination," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106458.
• Gkougkousi, Xanthi & John, Kose & Radhakrishnan, Suresh & Sadka, Gil & Saunders, Anthony, 2022, "Cross-sectional dispersion and bank performance," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106461.
• Bianchi, Daniele & Babiak, Mykola, 2022, "On the performance of cryptocurrency funds," Journal of Banking & Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jbankfin.2022.106467.
• Han, Song & Nikolaou, Kleopatra & Tase, Manjola, 2022, "Trading relationships in secured markets: Evidence from triparty repos," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106486.
• Paudel, Shishir & Silveri, Sabatino (Dino) & Wu, Mark, 2022, "Investor sentiment and asset prices: Evidence from the ex-day," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106492.
• Lioui, Abraham & Tarelli, Andrea, 2022, "Chasing the ESG factor," Journal of Banking & Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jbankfin.2022.106498.
• Barro, Diana & Consigli, Giorgio & Varun, Vivek, 2022, "A stochastic programming model for dynamic portfolio management with financial derivatives," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106445.
• Eisl, Alexander & Ochs, Christian & Staghøj, Jonas & Subrahmanyam, Marti G., 2022, "Sovereign issuers, incentives and liquidity: The case of the Danish sovereign bond market," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106485.
• Lyu, Huaili & Wang, Wenming & Xu, Si & Zhou, Jingting, 2022, "Individual investment bankers’ reputation concerns and bond yield spreads: Evidence from China," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106508.
• Chen, Catherine Huirong & Choy, Siu Kai & Tan, Yongxian, 2022, "The cash conversion cycle spread: International evidence," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106517.
• Adams, John & Hayunga, Darren & Mansi, Sattar, 2022, "Index fund trading costs are inversely related to fund and family size," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106527.
• McKeever, Daniel & Rydqvist, Kristian, 2022, "Tax-loss harvesting under uncertainty," Journal of Banking & Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jbankfin.2022.106528.
• Hung, Weifeng & Lin, Ching-Ting & Yang, J. Jimmy, 2022, "Aggregate 52-week high, limited attention, and time-varying momentum profits," Journal of Banking & Finance, Elsevier, volume 141, issue C, DOI: 10.1016/j.jbankfin.2022.106531.
• Filardo, Andrew & Hubert, Paul & Rungcharoenkitkul, Phurichai, 2022, "Monetary policy reaction function and the financial cycle," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106536.
• Bianchi, Daniele & Babiak, Mykola & Dickerson, Alexander, 2022, "Trading volume and liquidity provision in cryptocurrency markets," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106547.
• Dang, Thuy Duong & Hollstein, Fabian & Prokopczuk, Marcel, 2022, "How do corporate bond investors measure performance? Evidence from mutual fund flows," Journal of Banking & Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jbankfin.2022.106553.
• Elfers, Ferdinand & Koenraadt, Jeroen, 2022, "What you don’t know won’t hurt you: Market monitoring and bank supervisors’ preference for private information," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106572.
• Tran, Nhu & Uzmanoglu, Cihan, 2022, "COVID-19, lockdowns, and the municipal bond market," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106590.
• Konstantinidi, Theodosia, 2022, "Firm life cycle, expectation errors and future stock returns," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106591.
• Cenesizoglu, Tolga, 2022, "Return decomposition over the business cycle," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106592.
• De Rossi, Giuliano & Steliaros, Michael, 2022, "The Shift from Active to Passive and its Effect on Intraday Stock Dynamics," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106595.
• Chue, Timothy K. & Xu, Jin Karen, 2022, "Profitability, asset investment, and aggregate stock returns," Journal of Banking & Finance, Elsevier, volume 143, issue C, DOI: 10.1016/j.jbankfin.2022.106597.
• Hoang, Lai T. & Baur, Dirk G., 2022, "Loaded for bear: Bitcoin private wallets, exchange reserves and prices," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106622.
• Wagner, Moritz & Lee, John Byong-Tek & Margaritis, Dimitris, 2022, "Mutual fund flows and seasonalities in stock returns," Journal of Banking & Finance, Elsevier, volume 144, issue C, DOI: 10.1016/j.jbankfin.2022.106623.
• Hollstein, Fabian & Prokopczuk, Marcel, 2022, "Testing Factor Models in the Cross-Section," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106626.
• Backwell, Alex & Hayes, Joshua, 2022, "Expected and Unexpected Jumps in the Overnight Rate: Consistent Management of the Libor Transition," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106669.
• Gruenthaler, Thomas & Lorenz, Friedrich & Meyerhof, Paul, 2022, "Option-based intermediary leverage," Journal of Banking & Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jbankfin.2022.106670.
• 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.