Research classified by Journal of Economic Literature (JEL) codes

2021

• Yang, Jian & Tong, Meng & Yu, Ziliang, 2021, "Housing market spillovers through the lens of transaction volume: A new spillover index approach," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 351-378, DOI: 10.1016/j.jempfin.2021.10.003.
• Imes, Matthew & Anderson, Ronald, 2021, "Executive risk-taking and the agency cost of debt," Journal of Empirical Finance, Elsevier, volume 64, issue C, pages 78-94, DOI: 10.1016/j.jempfin.2021.08.005.
• Xie, Qichang & Wu, Haifeng & Ma, Yu, 2021, "Refining the asymctmetric impacts of oil price uncertainty on Chinese stock returns based on a semiparametric additive quantile regression analysis," Energy Economics, Elsevier, volume 102, issue C, DOI: 10.1016/j.eneco.2021.105495.
• Donadelli, Michael & Grüning, Patrick & Jüppner, Marcus & Kizys, Renatas, 2021, "Global temperature, R&D expenditure, and growth," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105608.
• Guo, Dong & Zhou, Peng, 2021, "Green bonds as hedging assets before and after COVID: A comparative study between the US and China," Energy Economics, Elsevier, volume 104, issue C, DOI: 10.1016/j.eneco.2021.105696.
• Zaremba, Adam & Mikutowski, Mateusz & Szczygielski, Jan Jakub & Karathanasopoulos, Andreas, 2021, "The alpha momentum effect in commodity markets," Energy Economics, Elsevier, volume 93, issue C, DOI: 10.1016/j.eneco.2019.06.006.
• Iyke, Bernard Njindan & Tran, Vuong Thao & Narayan, Paresh Kumar, 2021, "Can energy security predict energy stock returns?," Energy Economics, Elsevier, volume 94, issue C, DOI: 10.1016/j.eneco.2020.105052.
• Díaz, Antonio & Escribano, Ana, 2021, "Sustainability premium in energy bonds," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105113.
• Yahya, Muhammad & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah & Ghosh, Sajal, 2021, "Can clean energy stock price rule oil price? New evidences from a regime-switching model at first and second moments," Energy Economics, Elsevier, volume 95, issue C, DOI: 10.1016/j.eneco.2021.105116.
• Richter, Sylvia & Heyde, Frank & Horsch, Andreas & Wünsche, Andreas, 2021, "Determinants of project bond prices – Insights into infrastructure and energy capital markets," Energy Economics, Elsevier, volume 97, issue C, DOI: 10.1016/j.eneco.2021.105175.
• Chevallier, Julien & Goutte, Stéphane & Ji, Qiang & Guesmi, Khaled, 2021, "Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints," Energy Policy, Elsevier, volume 149, issue C, DOI: 10.1016/j.enpol.2020.112055.
• Ahelegbey, Daniel Felix & Giudici, Paolo & Mojtahedi, Fatemeh, 2021, "Tail risk measurement in crypto-asset markets," International Review of Financial Analysis, Elsevier, volume 73, issue C, DOI: 10.1016/j.irfa.2020.101604.
• Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2021, "Investor heterogeneity and momentum-based trading strategies in China," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2020.101654.
• Yin, Libo & Liao, Huiyi, 2021, "Big is brilliant: Understanding the Chinese size effect through profitability shocks," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101704.
• Liu, Hao & Zhang, Qun, 2021, "Firm age and realized idiosyncratic return volatility in China: The role of short-sales constraints," International Review of Financial Analysis, Elsevier, volume 75, issue C, DOI: 10.1016/j.irfa.2021.101745.
• Diaz-Rainey, Ivan & Gehricke, Sebastian A. & Roberts, Helen & Zhang, Renzhu, 2021, "Trump vs. Paris: The impact of climate policy on U.S. listed oil and gas firm returns and volatility," International Review of Financial Analysis, Elsevier, volume 76, issue C, DOI: 10.1016/j.irfa.2021.101746.
• Nonejad, Nima, 2021, "Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101818.
• Rouatbi, Wael & Demir, Ender & Kizys, Renatas & Zaremba, Adam, 2021, "Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101819.
• Bevilacqua, Mattia & Morelli, David & Uzan, Paola Sultana Renée, 2021, "Striking the implied volatility of US drone companies," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101832.
• Doan, Minh Phuong & Sercu, Piet, 2021, "Modelling multiperiod patterns in stock-market reactions to events, with an application to serial acquisitions," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101854.
• Liu, Siqi & Yin, Chao & Zeng, Yeqin, 2021, "Abnormal investment and firm performance," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101886.
• Grobys, Klaus, 2021, "What do we know about the second moment of financial markets?," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101891.
• Ma, Feng & Wang, Ruoxin & Lu, Xinjie & Wahab, M.I.M., 2021, "A comprehensive look at stock return predictability by oil prices using economic constraint approaches," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101899.
• Zaremba, Adam & Bilgin, Mehmet Huseyin & Long, Huaigang & Mercik, Aleksander & Szczygielski, Jan J., 2021, "Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101908.
• Luo, Yan & Wang, Xiaohuan & Zhang, Chenyang & Huang, Wei, 2021, "Accounting-based downside risk and expected stock returns: Evidence from China," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101920.
• Bajzik, Josef, 2021, "Trading volume and stock returns: A meta-analysis," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101923.
• Ang, Tze Chuan 'Chewie' & Azad, A.S.M. Sohel & Pham, Thu A.T. & Zhong, Angel, 2021, "Firm efficiency and stock returns: Australian evidence," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101935.
• Cheng, Feiyang & Wang, Chunfeng & Cui, Xin & Wu, Ji & He, Feng, 2021, "Economic policy uncertainty exposure and stock price bubbles: Evidence from China," International Review of Financial Analysis, Elsevier, volume 78, issue C, DOI: 10.1016/j.irfa.2021.101961.
• Eom, Yunsung, 2021, "Kimchi premium and speculative trading in bitcoin," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101505.
• Giannikos, Christos I. & Koimisis, Georgios, 2021, "Habits, Wealth and Equity Risk Premium," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101518.
• Tripathi, Abhinava & Dixit, Alok & Vipul,, 2021, "Liquidity commonality in extreme quantiles: Indian evidence," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101448.
• Bouri, Elie & Gupta, Rangan, 2021, "Predicting Bitcoin returns: Comparing the roles of newspaper- and internet search-based measures of uncertainty," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101398.
• Xu, Qiuhua & Zhang, Yixuan & Zhang, Ziyang, 2021, "Tail-risk spillovers in cryptocurrency markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101453.
• Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2021, "Commodity financialisation and price co-movement: Lessons from two centuries of evidence," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101492.
• Schmitt, Noemi & Westerhoff, Frank, 2021, "Pricking asset market bubbles," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101441.
• Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021, "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101490.
• Fuhrer, Lucas Marc & Giese, Julia, 2021, "Gilt auctions and secondary market dynamics," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101400.
• Xiao, Yuewen & Zhao, Jing, 2021, "Price dynamics of individual stocks: Jumps and information," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101404.
• Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2021, "Investor sentiment and the pre-FOMC announcement drift," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101443.
• Scharnowski, Stefan, 2021, "Understanding Bitcoin liquidity," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101477.
• Ruan, Xinfeng & Zhang, Jin E., 2021, "Ambiguity on uncertainty and the equity premium," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101429.
• Klaus, Jürgen & Koser, Christoph, 2021, "Measuring Trump: The Volfefe Index and its impact on European financial markets," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101447.
• Guégan, Dominique & Renault, Thomas, 2021, "Does investor sentiment on social media provide robust information for Bitcoin returns predictability?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101494.
• Pham, Quynh Thi Thuy, 2021, "Stock Return Predictability: Evidence Across US Industries," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101531.
• Gronwald, Marc, 2021, "How explosive are cryptocurrency prices?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101603.
• Liu, Hao & Yi, Xingjian & Yin, Libo, 2021, "The impact of operating flexibility on firms’ performance during the COVID-19 outbreak: Evidence from China," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101808.
• Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2021, "Flight-to-quality between global stock and bond markets in the COVID era," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101852.
• Galvani, Valentina, 2021, "The value premium during flights," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101606.
• Choi, Hyungeun, 2021, "Investor attention and bitcoin liquidity: Evidence from bitcoin tweets," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101555.
• Nagy, Balint Zsolt & Benedek, Botond, 2021, "Higher co-moments and adjusted Sharpe ratios for cryptocurrencies," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101543.
• Brauneis, Alexander & Mestel, Roland & Theissen, Erik, 2021, "What drives the liquidity of cryptocurrencies? A long-term analysis," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101537.
• Lachance, Marie-Eve, 2021, "The new ETF Rule: Rethinking intraday indicative values," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101557.
• Wang, Andong & Hudson, Robert & Rhodes, Mark & Zhang, Sijia & Gregoriou, Andros, 2021, "Stock liquidity and return distribution: Evidence from the London Stock Exchange," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101539.
• Beyene, Nardos & Huang, Peng & Hueng, C. James, 2021, "Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101571.
• Jia, Yuecheng & Liu, Yuzheng & Yan, Shu, 2021, "Higher moments, extreme returns, and cross–section of cryptocurrency returns," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101536.
• Uğurlu-Yıldırım, Ecenur & Şendeniz-Yüncü, İlkay, 2021, "Additional factor in asset-pricing: Institutional ownership," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101697.
• Demir, Ender & Simonyan, Serdar & García-Gómez, Conrado-Diego & Lau, Chi Keung Marco, 2021, "The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101754.
• Li, Zhaochu & Lytvynenko, Iryna P., 2021, "Currency fluctuations and the post-earnings announcement drift," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101742.
• Xia, Chuanxin & Yang, Nien-Tzu & Lin, Chaonan & Ko, Kuan-Cheng, 2021, "Multi-market trading, price delay, and return predictability," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101730.
• Bhatia, Vaneet & Basu, Sankarshan, 2021, "Causality-in-quantiles between crude oil and stock markets: Evidence from emerging economies," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101736.
• Lin, Anchor Y. & Lin, Yueh-Neng, 2021, "Market similarity and cross-border investment performance," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101751.
• Wu, Chunying & Xiong, Xiong & Gao, Ya, 2021, "Performance comparisons between ETFs and traditional index funds: Evidence from China," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101740.
• Lin, Zih-Ying, 2021, "Investor attention and cryptocurrency performance," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101702.
• Iyke, Bernard Njindan & Ho, Sin-Yu, 2021, "Stock return predictability over four centuries: The role of commodity returns," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101711.
• Yao, Juan & Wu, Bochen & Gao, Yang, 2021, "Death and the life hereafter: A study of the subsequent hedge funds," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101704.
• Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth, 2021, "Cokurtosis and the Ability of Mutual Fund Managers," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101777.
• Kim, JooMan & Yang, Insun & Yang, Taeyong & Koveos, Peter, 2021, "The impact of R&D intensity, financial constraints, and dividend payout policy on firm value," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101802.
• Shahzad, Syed Jawad Hussain & Bouri, Elie & Ahmad, Tanveer & Naeem, Muhammad Abubakr & Vo, Xuan Vinh, 2021, "The pricing of bad contagion in cryptocurrencies: A four-factor pricing model," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101797.
• Zhang, Junru & Zhang, Zhaoyong, 2021, "CSR, Media and Stock Illiquidity: Evidence from Chinese Listed Financial Firms," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101809.
• Hyun, Suk & Park, Donghyun & Tian, Shu, 2021, "Pricing of Green Labeling: A Comparison of Labeled and Unlabeled Green Bonds," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101816.
• Gubareva, Mariya, 2021, "The impact of Covid-19 on liquidity of emerging market bonds," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101826.
• Michaelides, Michael, 2021, "Large sample size bias in empirical finance," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101835.
• Azzone, Michele & Baviera, Roberto, 2021, "Synthetic forwards and cost of funding in the equity derivative market," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101841.
• Wen, Fenghua & Zou, Qian & Wang, Xiong, 2021, "The contrarian strategy of institutional investors in Chinese stock market," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101845.
• Ali, Fahad & Ülkü, Numan, 2021, "Quest for a parsimonious factor model in the wake of quality-minus-junk, misvaluation and Fama-French-six factors," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101847.
• Nazaire, Gregory & Pacurar, Maria & Sy, Oumar, 2021, "Factor Investing and Risk Management: Is Smart-Beta Diversification Smart?," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101854.
• Schadner, Wolfgang, 2021, "Ex-Ante Risk Factors and Required Structures of the Implied Correlation Matrix," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101855.
• Taussig, Roi D., 2021, "Competition risk and expected stock returns," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101860.
• Ben Ammar, Imen & Hellara, Slaheddine, 2021, "Intraday interactions between high-frequency trading and price efficiency," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101862.
• Tripathi, Abhinava & Dixit, Alok & Vipul,, 2021, "Information content of order imbalance in an order-driven market: Indian Evidence," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101863.
• Kanamura, Takashi, 2021, "Risk Mitigation and Return Resilience for High Yield Bond ETFs with ESG Components," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101866.
• Bassen, Alexander & Kaspereit, Thomas & Buchholz, Daniel, 2021, "The Capital Market Impact of Blackrock’s Thermal Coal Divestment Announcement," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101874.
• Akhtaruzzaman, Md & Boubaker, Sabri & Chiah, Mardy & Zhong, Angel, 2021, "COVID−19 and oil price risk exposure," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101882.
• Bessler, Wolfgang & Vendrasco, Marco, 2021, "The 2020 European short-selling ban and the effects on market quality," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101886.
• Bian, Timothy Yang & Wang, Tianyi & Zhou, Zipeng, 2021, "Measuring investors’ risk aversion in China’s stock market," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101891.
• Contessi, Silvio & De Pace, Pierangelo, 2021, "The international spread of COVID-19 stock market collapses," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101894.
• Guo, Rui & Jiang, Ying & Li, Ao & Qiu, Zhigang & Wang, Hefei, 2021, "A model of delegation with a VaR constraint," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101895.
• Lei, Jian, 2021, "Curve momentum in currency markets," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101903.
• Chang, Danting, 2021, "Fundamental anomalies and the size puzzle in China: A data mining approach," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101907.
• Bank, Matthias & Insam, Franz, 2021, "Corporate aging and changes in the pricing of stock characteristics," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101908.
• Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021, "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101924.
• Boubaker, Sabri & Liu, Zhenya & Lu, Shanglin & Zhang, Yifan, 2021, "Trading signal, functional data analysis and time series momentum," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101933.
• Farzami, Yasmine & Gregory-Allen, Russell & Molchanov, Alexander & Sehrish, Saba, 2021, "COVID-19 and the liquidity network," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101937.
• Li, Yong & Mu, Yuandong & Qin, Tianyu, 2021, "Economic uncertainty: A key factor to understanding idiosyncratic volatility puzzle," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101938.
• Brzeszczyński, Janusz & Gajdka, Jerzy & Schabek, Tomasz, 2021, "How risky are the socially responsible investment (SRI) stocks? Evidence from the Central and Eastern European (CEE) companies," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101939.
• Tiniç, Murat & Tanyeri, Başak & Bodur, Mehmet, 2021, "Who to trust? Reactions to analyst recommendations of domestic versus foreign brokerage houses in a developing stock market," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101950.
• Hu, Maggie R. & Lee, Adrian D. & Zou, Dihan, 2021, "COVID-19 and Housing Prices: Australian Evidence with Daily Hedonic Returns," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101960.
• Contreras, Harold & Marcet, Francisco, 2021, "Arbitrageurs and overreaction to earnings surprises," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101994.
• Kwon, Kyung Yoon & Kang, Jangkoo & Yun, Jaesun, 2021, "Basis-momentum strategies and ranking periods," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101997.
• Pham, Anh Viet & Adrian, Christofer & Garg, Mukesh & Phang, Soon-Yeow & Truong, Cameron, 2021, "State-level COVID-19 outbreak and stock returns," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102002.
• Kim, Karam & Ryu, Doojin, 2021, "Term structure of sentiment effect on investor trading behavior," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102005.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y., 2021, "Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102011.
• Zhao, Yuqian, 2021, "Validating intra-day risk premium in cross-sectional return curves," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102020.
• Huang, Hong-Gia & Tsai, Wei-Che & Weng, Pei-Shih & Wu, Ming-Hung, 2021, "Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100546.
• Ruan, Xinfeng & Zhang, Jin E., 2021, "The economics of the financial market for volatility trading," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100556.
• Lin, Qi & Lin, Xi, 2021, "Cash conversion cycle and aggregate stock returns," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100560.
• Liu, Xin & Yin, Chengxi & Zheng, Weinan, 2021, "The invisible burden," Journal of Financial Markets, Elsevier, volume 52, issue C, DOI: 10.1016/j.finmar.2020.100561.
• Cabrera, Juan & Gousgounis, Eleni, 2021, "The dynamics of short sales constraints and market quality: An experimental approach," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100549.
• Liu, Ming-Yu & Chuang, Wen-I & Lo, Chien-Ling, 2021, "Options-implied information and the momentum cycle," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100565.
• Hoang, Khoa & Cannavan, Damien & Huang, Ronghong & Peng, Xiaowen, 2021, "Predicting stock returns with implied cost of capital: A partial least squares approach," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100576.
• Hu, Conghui & Liu, Yu-Jane & Zhu, Ning, 2021, "Deleveraging commonality," Journal of Financial Markets, Elsevier, volume 53, issue C, DOI: 10.1016/j.finmar.2020.100582.
• Procasky, William J., 2021, "Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2020.100581.
• Scherrer, Cristina Mabel, 2021, "Information processing on equity prices and exchange rate for cross-listed stocks," Journal of Financial Markets, Elsevier, volume 54, issue C, DOI: 10.1016/j.finmar.2021.100634.
• An, Li & Argyle, Bronson, 2021, "Overselling winners and losers: How mutual fund managers' trading behavior affects asset prices," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100580.
• Nadarajah, Sivathaasan & Duong, Huu Nhan & Ali, Searat & Liu, Benjamin & Huang, Allen, 2021, "Stock liquidity and default risk around the world," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100597.
• Massa, Massimo & Zhang, Lei, 2021, "Bank credit tightening, debt market frictions, and corporate yield spreads," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100603.
• Park, Heewoo & Kim, Tong Suk & Park, Yuen Jung, 2021, "Asymmetric information in the equity market and information flow from the equity market to the CDS market," Journal of Financial Markets, Elsevier, volume 55, issue C, DOI: 10.1016/j.finmar.2020.100607.
• Tobek, Ondrej & Hronec, Martin, 2021, "Does it pay to follow anomalies research? Machine learning approach with international evidence," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100588.
• Kang, Kee-Youn, 2021, "Optimal contract for asset trades: Collateralizing or selling?," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100590.
• Vincent, Kendro & Hsu, Yu-Chin & Lin, Hsiou-Wei, 2021, "Investment styles and the multiple testing of cross-sectional stock return predictability," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100598.
• Amihud, Yakov & Noh, Joonki, 2021, "The pricing of the illiquidity factor’s conditional risk with time-varying premium," Journal of Financial Markets, Elsevier, volume 56, issue C, DOI: 10.1016/j.finmar.2020.100605.
• Lara, José Luis & López-Gallo, Fabrizio & Lord, Stefano & Romero, Alberto, 2021, "Effects of the international regulatory reforms over market liquidity of Mexican sovereign debt," Journal of Financial Stability, Elsevier, volume 52, issue C, DOI: 10.1016/j.jfs.2020.100807.
• Delis, Manthos D. & Savva, Christos S. & Theodossiou, Panayiotis, 2021, "The impact of the coronavirus crisis on the market price of risk," Journal of Financial Stability, Elsevier, volume 53, issue C, DOI: 10.1016/j.jfs.2020.100840.
• Alessi, Lucia & Ossola, Elisa & Panzica, Roberto, 2021, "What greenium matters in the stock market? The role of greenhouse gas emissions and environmental disclosures," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100869.
• Fatica, Serena & Panzica, Roberto & Rancan, Michela, 2021, "The pricing of green bonds: Are financial institutions special?," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100873.
• Choi, Chi-Young & Hansz, J. Andrew, 2021, "From banking integration to housing market integration - Evidence from the comovement of U.S. Metropolitan House Prices," Journal of Financial Stability, Elsevier, volume 54, issue C, DOI: 10.1016/j.jfs.2021.100883.
• Del Viva, Luca & Kasanen, Eero & Saunders, Anthony & Trigeorgis, Lenos, 2021, "Is bailout insurance and tail risk priced in bank equities?," Journal of Financial Stability, Elsevier, volume 55, issue C, DOI: 10.1016/j.jfs.2021.100909.
• Peterburgsky, Stanley, 2021, "Aggregate volatility risk: International evidence," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2019.100494.
• Baker, H. Kent & Kumar, Satish & Pandey, Nitesh, 2021, "Thirty years of the Global Finance Journal: A bibliometric analysis," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2019.100492.
• Ekinci, Cumhur & Bulut, Ali Eray, 2021, "Google search and stock returns: A study on BIST 100 stocks," Global Finance Journal, Elsevier, volume 47, issue C, DOI: 10.1016/j.gfj.2020.100518.
• Salisu, Afees A. & Gupta, Rangan, 2021, "Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100546.
• Abdoh, Hussein & Varela, Oscar, 2021, "What lies behind the asset growth effect?," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100541.
• Smales, L.A., 2021, "Macroeconomic news and treasury futures return volatility: Do treasury auctions matter?," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100537.
• Nejadmalayeri, Ali, 2021, "Asset liquidity, business risk, and beta," Global Finance Journal, Elsevier, volume 48, issue C, DOI: 10.1016/j.gfj.2020.100560.
• Vogt, Jan, 2021, "Managerial market timing: What is the pot size for long-term shareholders assuming firm management acts in their best interest and does have an informational advantage?," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2020.100583.
• Goel, Garima & Ahluwalia, Eshan, 2021, "Do pricing efficiencies in Indian equity ETF market impact its performance?," Global Finance Journal, Elsevier, volume 49, issue C, DOI: 10.1016/j.gfj.2021.100654.
• Fendel, Ralf & Neumann, Christian, 2021, "Tail risk in the European sovereign bond market during the financial crises: Detecting the influence of the European Central Bank," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2019.100505.
• Mukherji, Sandip & Jeong, Jin-Gil, 2021, "Long-term international diversification of equities," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2020.100584.
• Naqvi, Bushra & Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Porada-Rochoń, Małgorzata & Itani, Rania, 2021, "Is there a green fund premium? Evidence from twenty seven emerging markets," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100656.
• Nejad, Ali Ebrahim & Hoseinzade, Saeid, 2021, "Idiosyncratic return volatility and the role of firm fundamentals: A cross-country analysis," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100667.
• Park, Jin Suk & Newaz, Mohammad Khaleq, 2021, "Liquidity and short-run predictability: Evidence from international stock markets," Global Finance Journal, Elsevier, volume 50, issue C, DOI: 10.1016/j.gfj.2021.100673.
• Bacchetta, Philippe & van Wincoop, Eric, 2021, "Puzzling exchange rate dynamics and delayed portfolio adjustment," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103460.
• Asis, Gonzalo & Chari, Anusha & Haas, Adam, 2021, "In search of distress risk in emerging markets," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103463.
• Galli, Carlo, 2021, "Self-fulfilling debt crises, fiscal policy and investment," Journal of International Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.jinteco.2021.103475.
• Lakdawala, Aeimit & Moreland, Timothy & Schaffer, Matthew, 2021, "The international spillover effects of US monetary policy uncertainty," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103525.
• Fraiberger, Samuel P. & Lee, Do & Puy, Damien & Ranciere, Romain, 2021, "Media sentiment and international asset prices," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103526.
• Reitz, Stefan & Umlandt, Dennis, 2021, "Currency returns and FX dealer balance sheets," Journal of International Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.jinteco.2021.103541.
• Ballotta, Laura & Eberlein, Ernst & Schmidt, Thorsten & Zeineddine, Raghid, 2021, "Fourier based methods for the management of complex life insurance products," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 320-341, DOI: 10.1016/j.insmatheco.2021.08.009.
• Ignatieva, Katja & Landsman, Zinoviy, 2021, "A class of generalised hyper-elliptical distributions and their applications in computing conditional tail risk measures," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 437-465, DOI: 10.1016/j.insmatheco.2021.08.011.
• Colaneri, Katia & Frey, Rüdiger, 2021, "Classical solutions of the backward PIDE for Markov modulated marked point processes and applications to CAT bonds," Insurance: Mathematics and Economics, Elsevier, volume 101, issue PB, pages 498-507, DOI: 10.1016/j.insmatheco.2021.09.003.
• Bravo, Jorge M. & Nunes, João Pedro Vidal, 2021, "Pricing longevity derivatives via Fourier transforms," Insurance: Mathematics and Economics, Elsevier, volume 96, issue C, pages 81-97, DOI: 10.1016/j.insmatheco.2020.10.008.
• Gomez-Gonzalez, Jose E. & Hirs-Garzón, Jorge & Sanín-Restrepo, Sebastián, 2021, "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, Elsevier, volume 165, issue C, pages 37-50, DOI: 10.1016/j.inteco.2020.11.004.
• Urom, Christian & Ndubuisi, Gideon & Ozor, Jude, 2021, "Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes," International Economics, Elsevier, volume 165, issue C, pages 51-66, DOI: 10.1016/j.inteco.2020.11.005.
• Rizi, Majid Haghani, 2021, "What moves housing markets: A state-space approach of the price-income ratio," International Economics, Elsevier, volume 167, issue C, pages 96-107, DOI: 10.1016/j.inteco.2021.06.003.
• Koziol, Christian & Proelss, Juliane, 2021, "An explanation for momentum with a rational model under symmetric information – Evidence from cross country equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101258.
• Fooladi, Iraj J. & Jacoby, Gady & Jin, Lynn, 2021, "Real duration and inflation duration: A cross country perspective on a multidimensional hedging strategy," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 70, issue C, DOI: 10.1016/j.intfin.2020.101265.
• Baviera, Roberto & Nassigh, Aldo & Nastasi, Emanuele, 2021, "A closed formula for illiquid corporate bonds and an application to the European market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101283.
• Grobys, Klaus & Junttila, Juha, 2021, "Speculation and lottery-like demand in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101289.
• Hsu, Ching-Chi & Chen, Miao-Ling, 2021, "Currency momentum strategies based on the Chinese Yuan: Timing of foreign exchange volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101315.
• Gregory, Richard P., 2021, "The pricing of global temperature shocks in the cost of equity capital," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101319.
• Morita, Hiroshi & Okimoto, Tatsuyoshi, 2021, "The interest rate determination when economic variables are partially observable," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101323.
• Nguyen, Linh Hoang & Lambe, Brendan John, 2021, "International tail risk connectedness: Network and determinants," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101332.
• Cakici, Nusret & Zaremba, Adam, 2021, "Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101333.
• Hearn, Bruce & Li, Jing & Mykhayliv, Dariya & Waqas, Muhammad, 2021, "Asset pricing in the Middle East’s equity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 72, issue C, DOI: 10.1016/j.intfin.2021.101337.
• Belke, Ansgar & Gros, Daniel, 2021, "QE in the euro area: Has the PSPP benefited peripheral bonds?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101350.
• Liu, Haiyue & Wang, Yile & Huang, Ling & Zhang, Xueyong, 2021, "Outward FDI and stock price crash risk---Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 73, issue C, DOI: 10.1016/j.intfin.2021.101366.
• Abudy, Menachem (Meni) & Mugerman, Yevgeny & Wiener, Zvi, 2021, "Stock markets and female participation in the labor force," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101297.
• Ding, Yi & Kambouroudis, Dimos & McMillan, David G., 2021, "Forecasting realised volatility: Does the LASSO approach outperform HAR?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101386.
• Sapkota, Niranjan & Grobys, Klaus, 2021, "Asset market equilibria in cryptocurrency markets: Evidence from a study of privacy and non-privacy coins," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101402.
• Borochin, Paul & Wu, Zekun & Zhao, Yanhui, 2021, "The effect of option-implied skewness on delta- and vega-hedged option returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101408.
• Asgharian, Hossein & Christiansen, Charlotte & Hou, Ai Jun & Wang, Weining, 2021, "Long- and short-run components of factor betas: Implications for stock pricing," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101412.
• Venmans, Frank, 2021, "The leverage anomaly in U.S. bank stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101425.
• Ligot, Stephanie & Gillet, Roland & Veryzhenko, Iryna, 2021, "Intraday volatility smile: Effects of fragmentation and high frequency trading on price efficiency," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101437.
• Juhro, Solikin M. & Iyke, Bernard Njindan & Narayan, Paresh Kumar, 2021, "Interdependence between monetary policy and asset prices in ASEAN-5 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 75, issue C, DOI: 10.1016/j.intfin.2021.101448.
• Reiter, Nayana, 2021, "Investor communication and the benefits of cross-listing," Journal of Accounting and Economics, Elsevier, volume 71, issue 1, DOI: 10.1016/j.jacceco.2020.101356.
• Dyer, Travis A., 2021, "The demand for public information by local and nonlocal investors: Evidence from investor-level data," Journal of Accounting and Economics, Elsevier, volume 72, issue 1, DOI: 10.1016/j.jacceco.2021.101417.
• Jain, Pawan & Upadhyay, Arun, 2021, "Are REITs more resilient than non-REITs? Evidence from natural experiments," Japan and the World Economy, Elsevier, volume 58, issue C, DOI: 10.1016/j.japwor.2021.101069.
• Shimada, Junji & Tsukuda, Yoshihiko & Miyakoshi, Tatsuyoshi, 2021, "Who is the center of local currency Asian government bond markets?," Japan and the World Economy, Elsevier, volume 59, issue C, DOI: 10.1016/j.japwor.2021.101075.
• Backwell, Alex, 2021, "Unspanned stochastic volatility from an empirical and practical perspective," Journal of Banking & Finance, Elsevier, volume 122, issue C, DOI: 10.1016/j.jbankfin.2020.105993.
• Jiao, Yuhan & Liu, Qiang & Guo, Shuxin, 2021, "Pricing kernel monotonicity and term structure: Evidence from China," Journal of Banking & Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jbankfin.2020.106037.
• Becker, Janis & Hollstein, Fabian & Prokopczuk, Marcel & Sibbertsen, Philipp, 2021, "The memory of beta," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106026.
• Koosakul, Jakree & Shim, Ilhyock, 2021, "The effects of asset price volatility on market participation: Evidence from the Thai foreign exchange market," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106036.
• Brauneis, Alexander & Mestel, Roland & Riordan, Ryan & Theissen, Erik, 2021, "How to measure the liquidity of cryptocurrency markets?," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2020.106041.
• Brubakk, Leif & ter Ellen, Saskia & Xu, Hong, 2021, "Central bank communication through interest rate projections," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106044.
• Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021, "Return signal momentum," Journal of Banking & Finance, Elsevier, volume 124, issue C, DOI: 10.1016/j.jbankfin.2021.106063.
• Griffin, Jim & Oberoi, Jaideep & Oduro, Samuel D., 2021, "Estimating the probability of informed trading: A Bayesian approach," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106045.
• Mohrschladt, Hannes, 2021, "The ordering of historical returns and the cross-section of subsequent returns," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106064.
• DeLisle, R. Jared & Ferguson, Michael F. & Kassa, Haimanot & Zaynutdinova, Gulnara R., 2021, "Hazard stocks and expected returns," Journal of Banking & Finance, Elsevier, volume 125, issue C, DOI: 10.1016/j.jbankfin.2021.106094.
• Liu, Clark & Wang, Shujing & Wei, K.C. John, 2021, "Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program," Journal of Banking & Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jbankfin.2021.106102.
• Lin, Qi, 2021, "The q5 model and its consistency with the intertemporal CAPM," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106096.
• Chen, Tsung-Yu & Chou, Pin-Huang & Hsieh, Chia-Hsun & Ghon Rhee, S., 2021, "Momentum life cycle, revisited," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106119.
• Cakici, Nusret & Zaremba, Adam, 2021, "Liquidity and the cross-section of international stock returns," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106123.
• Bergbrant, Mikael & Kassa, Haimanot, 2021, "Is idiosyncratic volatility related to returns? Evidence from a subset of firms with quality idiosyncratic volatility estimates," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106126.
• Hu, Jiafei & Yuan, Haishan, 2021, "Interest arbitrage under capital controls: Evidence from reported entrepôt trades," Journal of Banking & Finance, Elsevier, volume 127, issue C, DOI: 10.1016/j.jbankfin.2021.106129.
• Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S., 2021, "Positive stock information in out-of-the-money option prices," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106112.
• Broer, Tobias & Kero, Afroditi, 2021, "Collateralization and asset price bubbles when investors disagree about risk," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106137.
• Ji, Qiong & Quan, Xiaofeng & Yin, Hongying & Yuan, Qingbo, 2021, "Gambling preferences and stock price crash risk: Evidence from China," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106158.
• Bodilsen, Simon & Eriksen, Jonas N. & Grønborg, Niels S., 2021, "Asset pricing and FOMC press conferences," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106163.
• Atanasov, Victoria, 2021, "Unemployment and aggregate stock returns," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106159.
• Meng, Bo & Vijh, Anand M., 2021, "Stock merger activity and industry performance," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106160.