Research classified by Journal of Economic Literature (JEL) codes

2021

• 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.
• Deuskar, Prachi & Johnson, Timothy C., 2021, "Funding liquidity and market liquidity in government bonds," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106165.
• Khomyn, Marta & Putniņš, Tālis J., 2021, "Algos gone wild: What drives the extreme order cancellation rates in modern markets?," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106170.
• Dupuy, Philippe, 2021, "Risk-adjusted return managed carry trade," Journal of Banking & Finance, Elsevier, volume 129, issue C, DOI: 10.1016/j.jbankfin.2021.106172.
• Landis, Conrad & Skouras, Spyros, 2021, "Guidelines for asset pricing research using international equity data from Thomson Reuters Datastream," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106128.
• Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2021, "Under-reaction in the sovereign CDS market," Journal of Banking & Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jbankfin.2021.106191.
• Chen, Honghui & Zheng, Minrong, 2021, "IPO underperformance and the idiosyncratic risk puzzle," Journal of Banking & Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jbankfin.2021.106190.
• Van Ness, Bonnie & Van Ness, Robert & Yildiz, Serhat, 2021, "Private information in trades, R2, and large stock price movements," Journal of Banking & Finance, Elsevier, volume 131, issue C, DOI: 10.1016/j.jbankfin.2021.106194.
• Joenväärä, Juha & Kauppila, Mikko & Kahra, Hannu, 2021, "Hedge fund portfolio selection with fund characteristics," Journal of Banking & Finance, Elsevier, volume 132, issue C, DOI: 10.1016/j.jbankfin.2021.106232.
• Nozawa, Yoshio & Qiu, Yancheng, 2021, "Corporate bond market reactions to quantitative easing during the COVID-19 pandemic," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106153.
• John, Kose & Li, Jingrui, 2021, "COVID-19, volatility dynamics, and sentiment trading," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106162.
• Zaremba, Adam & Bianchi, Robert J. & Mikutowski, Mateusz, 2021, "Long-run reversal in commodity returns: Insights from seven centuries of evidence," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106238.
• Chiah, Mardy & Zhong, Angel, 2021, "Tuesday Blues and the day-of-the-week effect in stock returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106243.
• Zhang, Wei & Li, Yi & Xiong, Xiong & Wang, Pengfei, 2021, "Downside risk and the cross-section of cryptocurrency returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106246.
• Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021, "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106250.
• Lin, Hai & Lo, Ingrid & Qiao, Rui, 2021, "Macroeconomic news announcements and market efficiency: Evidence from the U.S. Treasury market," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106252.
• Levy, Haim & Levy, Moshe, 2021, "Stocks versus bonds for the long run when a riskless asset is available," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106275.
• Wang, Qiao & Balvers, Ronald, 2021, "Determinants and predictability of commodity producer returns," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106278.
• Hansen, Anne Lundgaard, 2021, "Modeling persistent interest rates with double-autoregressive processes," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106302.
• Baule, Rainer & Shkel, David, 2021, "Model risk and model choice in the case of barrier options and bonus certificates," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106307.
• Nnadi, Modestus I. & Sorwar, Ghulam & Eskandari, Rasol & Chizema, Amon, 2021, "Political connections and seasoned equity offerings," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106312.

2020

• Min, Byoung-Kyu & Roh, Tai-Yong, 2020, "An investment-based explanation for the dispersion anomaly," Economics Letters, Elsevier, volume 186, issue C, DOI: 10.1016/j.econlet.2019.108832.
• Dotsis, George, 2020, "Investment under uncertainty with a zero lower bound on interest rates," Economics Letters, Elsevier, volume 188, issue C, DOI: 10.1016/j.econlet.2020.108954.
• Fausch, Jürg & Sigonius, Markus, 2020, "Are speculative bubbles welfare improving? A note on Wang and Wen (2012)," Economics Letters, Elsevier, volume 190, issue C, DOI: 10.1016/j.econlet.2020.109076.
• Conlon, Thomas & McGee, Richard J., 2020, "Betting on Bitcoin: Does gambling volume on the blockchain explain Bitcoin price changes?," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108727.
• Cretarola, Alessandra & Figà-Talamanca, Gianna, 2020, "Bubble regime identification in an attention-based model for Bitcoin and Ethereum price dynamics," Economics Letters, Elsevier, volume 191, issue C, DOI: 10.1016/j.econlet.2019.108831.
• Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2020, "Music sentiment and stock returns," Economics Letters, Elsevier, volume 192, issue C, DOI: 10.1016/j.econlet.2020.109260.
• Arouri, Mohamed & Pijourlet, Guillaume & Williams, Benjamin, 2020, "Unpleasant arithmetic of socially responsible investment," Economics Letters, Elsevier, volume 193, issue C, DOI: 10.1016/j.econlet.2020.109281.
• Hattori, Takahiro, 2020, "The impact of quantitative and qualitative easing on term structure: Evidence from micro-level data," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109347.
• Dong, Yingjie & Tse, Yiu-Kuen, 2020, "Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix," Economics Letters, Elsevier, volume 195, issue C, DOI: 10.1016/j.econlet.2020.109465.
• Chang, Seong Yeon, 2020, "A new test of asset return predictability with an unstable predictor," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109529.
• Jopp, Tobias A., 2020, "The determinants of sovereign bond liquidity during WWI," Economics Letters, Elsevier, volume 196, issue C, DOI: 10.1016/j.econlet.2020.109555.
• Almeida, Caio & Ardison, Kym & Garcia, René, 2020, "Nonparametric assessment of hedge fund performance," Journal of Econometrics, Elsevier, volume 214, issue 2, pages 349-378, DOI: 10.1016/j.jeconom.2019.08.002.
• Hollstein, Fabian & Wese Simen, Chardin, 2020, "Variance risk: A bird’s eye view," Journal of Econometrics, Elsevier, volume 215, issue 2, pages 517-535, DOI: 10.1016/j.jeconom.2019.09.006.
• Hansen, Lars Peter & Szőke, Bálint & Han, Lloyd S. & Sargent, Thomas J., 2020, "Twisted probabilities, uncertainty, and prices," Journal of Econometrics, Elsevier, volume 216, issue 1, pages 151-174, DOI: 10.1016/j.jeconom.2020.01.011.
• Li, Yong & Yu, Jun & Zeng, Tao, 2020, "Deviance information criterion for latent variable models and misspecified models," Journal of Econometrics, Elsevier, volume 216, issue 2, pages 450-493, DOI: 10.1016/j.jeconom.2019.11.002.
• Aït-Sahalia, Yacine & Brunetti, Celso, 2020, "High frequency traders and the price process," Journal of Econometrics, Elsevier, volume 217, issue 1, pages 20-45, DOI: 10.1016/j.jeconom.2019.11.005.
• Nguyen, Giang & Engle, Robert & Fleming, Michael & Ghysels, Eric, 2020, "Liquidity and volatility in the U.S. Treasury market," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 207-229, DOI: 10.1016/j.jeconom.2019.12.002.
• Han, Hyojin & Khrapov, Stanislav & Renault, Eric, 2020, "The leverage effect puzzle revisited: Identification in discrete time," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 230-258, DOI: 10.1016/j.jeconom.2019.12.003.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Dynamics of variance risk premia: A new model for disentangling the price of risk," Journal of Econometrics, Elsevier, volume 217, issue 2, pages 312-334, DOI: 10.1016/j.jeconom.2019.12.006.
• Lettau, Martin & Pelger, Markus, 2020, "Estimating latent asset-pricing factors," Journal of Econometrics, Elsevier, volume 218, issue 1, pages 1-31, DOI: 10.1016/j.jeconom.2019.08.012.
• Aït-Sahalia, Yacine & Karaman, Mustafa & Mancini, Loriano, 2020, "The term structure of equity and variance risk premia," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 204-230, DOI: 10.1016/j.jeconom.2020.03.002.
• Koo, Bonsoo & Anderson, Heather M. & Seo, Myung Hwan & Yao, Wenying, 2020, "High-dimensional predictive regression in the presence of cointegration," Journal of Econometrics, Elsevier, volume 219, issue 2, pages 456-477, DOI: 10.1016/j.jeconom.2020.03.011.
• Rombouts, Jeroen V.K. & Stentoft, Lars & Violante, Francesco, 2020, "Variance swap payoffs, risk premia and extreme market conditions," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 106-124, DOI: 10.1016/j.ecosta.2019.05.003.
• Hlouskova, Jaroslava & Sögner, Leopold, 2020, "GMM estimation of affine term structure models," Econometrics and Statistics, Elsevier, volume 13, issue C, pages 2-15, DOI: 10.1016/j.ecosta.2019.10.001.
• Mensi, Walid & Hammoudeh, Shawkat & Tiwari, Aviral Kumar & Al-Yahyaee, Khamis Hamed, 2020, "Impact of Islamic banking development and major macroeconomic variables on economic growth for Islamic countries: Evidence from panel smooth transition models," Economic Systems, Elsevier, volume 44, issue 1, DOI: 10.1016/j.ecosys.2019.100739.
• ter Ellen, Saskia & Jansen, Edvard & Midthjell, Nina Larsson, 2020, "ECB Spillovers and domestic monetary policy effectiveness in small open economies," European Economic Review, Elsevier, volume 121, issue C, DOI: 10.1016/j.euroecorev.2019.103338.
• Adão, Bernardino & Silva, André C., 2020, "The effect of firm cash holdings on monetary policy," European Economic Review, Elsevier, volume 128, issue C, DOI: 10.1016/j.euroecorev.2020.103508.
• Hudson, Robert & Urquhart, Andrew & Zhang, Hanxiong, 2020, "Political uncertainty and sentiment: Evidence from the impact of Brexit on financial markets," European Economic Review, Elsevier, volume 129, issue C, DOI: 10.1016/j.euroecorev.2020.103523.
• Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2020, "Mildly explosive dynamics in U.S. fixed income markets," European Journal of Operational Research, Elsevier, volume 287, issue 2, pages 712-724, DOI: 10.1016/j.ejor.2020.03.053.
• Foye, James & Valentinčič, Aljoša, 2020, "Testing factor models in Indonesia," Emerging Markets Review, Elsevier, volume 42, issue C, DOI: 10.1016/j.ememar.2019.100628.
• Chen, Jun & Tian, Gaoliang & Yang, Fan, 2020, "Individual investors' propensity to speculate and A-share premiums in China's A-shares and H-shares," Emerging Markets Review, Elsevier, volume 43, issue C, DOI: 10.1016/j.ememar.2020.100689.
• Ho, Kin-Yip & An, Jiyoun, 2020, "Decomposing the value premium: The role of intangible information in the Chinese stock market," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100700.
• Ouyang, Liangyi & Cao, Bolong, 2020, "Selective pump-and-dump: The manipulation of their top holdings by Chinese mutual funds around quarter-ends," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100697.
• Yang, Jun & Lu, Jing & Xiang, Cheng, 2020, "Company visits and stock price crash risk: Evidence from China," Emerging Markets Review, Elsevier, volume 44, issue C, DOI: 10.1016/j.ememar.2020.100723.
• Bian, Jiangze & Chan, Kalok & Fong, Wai-Ming, 2020, "Investor participation and the volatility-volume relation: Evidence from an emerging market," Emerging Markets Review, Elsevier, volume 45, issue C, DOI: 10.1016/j.ememar.2020.100741.
• Wan, Xiaoyuan, 2020, "The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 104-118, DOI: 10.1016/j.jempfin.2019.11.003.
• Caglayan, Mustafa Onur & Xue, Wenjun & Zhang, Liwen, 2020, "Global investigation on the country-level idiosyncratic volatility and its determinants," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 143-160, DOI: 10.1016/j.jempfin.2019.11.006.
• Zaremba, Adam & Kizys, Renatas & Raza, Muhammad Wajid, 2020, "The long-run reversal in the long run: Insights from two centuries of international equity returns," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 177-199, DOI: 10.1016/j.jempfin.2019.11.007.
• Pan, Zhiyuan & Pettenuzzo, Davide & Wang, Yudong, 2020, "Forecasting stock returns: A predictor-constrained approach," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 200-217, DOI: 10.1016/j.jempfin.2019.11.008.
• Christiansen, Charlotte & Grønborg, Niels S. & Nielsen, Ole L., 2020, "Mutual fund selection for realistically short samples," Journal of Empirical Finance, Elsevier, volume 55, issue C, pages 218-240, DOI: 10.1016/j.jempfin.2019.12.001.
• Sy, Oumar & Zaman, Ashraf Al, 2020, "Is the presidential premium spurious?," Journal of Empirical Finance, Elsevier, volume 56, issue C, pages 94-104, DOI: 10.1016/j.jempfin.2020.01.001.
• Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2020, "Communication and financial supervision: How does disclosure affect market stability?," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 1-15, DOI: 10.1016/j.jempfin.2020.01.002.
• Tao, Ran & Brooks, Chris & Bell, Adrian R., 2020, "When is a MAX not the MAX? How news resolves information uncertainty," Journal of Empirical Finance, Elsevier, volume 57, issue C, pages 33-51, DOI: 10.1016/j.jempfin.2020.03.002.
• Ang, Tze Chuan ‘Chewie’ & Lam, F.Y. Eric C. & Wei, K.C. John, 2020, "Mispricing firm-level productivity," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 139-163, DOI: 10.1016/j.jempfin.2020.05.008.
• Pedersen, Thomas Quistgaard & Schütte, Erik Christian Montes, 2020, "Testing for explosive bubbles in the presence of autocorrelated innovations," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 207-225, DOI: 10.1016/j.jempfin.2020.06.002.
• Chen, Guodong & Lee, Minjoon & Nam, Tong-yob, 2020, "Forced retirement risk and portfolio choice," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 293-315, DOI: 10.1016/j.jempfin.2020.06.007.
• Nguyen, Linh Hoang & Chevapatrakul, Thanaset & Yao, Kai, 2020, "Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 333-355, DOI: 10.1016/j.jempfin.2020.06.006.
• Fang, Tong & Lee, Tae-Hwy & Su, Zhi, 2020, "Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 36-49, DOI: 10.1016/j.jempfin.2020.05.007.
• Beetsma, Roel & Giuliodori, Massimo & Hanson, Jesper & de Jong, Frank, 2020, "Determinants of the bid-to-cover ratio in Eurozone sovereign debt auctions," Journal of Empirical Finance, Elsevier, volume 58, issue C, pages 96-120, DOI: 10.1016/j.jempfin.2020.05.005.
• Wang, Yudong & Pan, Zhiyuan & Wu, Chongfeng & Wu, Wenfeng, 2020, "Industry equi-correlation: A powerful predictor of stock returns," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 1-24, DOI: 10.1016/j.jempfin.2020.07.005.
• Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020, "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 109-132, DOI: 10.1016/j.jempfin.2020.09.005.
• Blocher, Jesse & Haslag, Peter & Zhang, Chi, 2020, "Short trading and short investing," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 154-171, DOI: 10.1016/j.jempfin.2020.09.007.
• Maio, Paulo & Xu, Danielle, 2020, "Cash-flow or return predictability at long horizons? The case of earnings yield," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 172-192, DOI: 10.1016/j.jempfin.2020.10.001.
• Chen, Linda H. & Jiang, George J. & Xu, Danielle D. & Yao, Tong, 2020, "Dissecting the idiosyncratic volatility anomaly," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 193-209, DOI: 10.1016/j.jempfin.2020.10.004.
• Li, Mingyi & Yin, Xiangkang & Zhao, Jing, 2020, "Does program trading contribute to excess comovement of stock returns?," Journal of Empirical Finance, Elsevier, volume 59, issue C, pages 257-277, DOI: 10.1016/j.jempfin.2020.11.001.
• Urom, Christian & Chevallier, Julien & Zhu, Bangzhu, 2020, "A dynamic conditional regime-switching GARCH CAPM for energy and financial markets," Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.eneco.2019.104577.
• Reboredo, Juan C. & Ugolini, Andrea & Aiube, Fernando Antonio Lucena, 2020, "Network connectedness of green bonds and asset classes," Energy Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.eneco.2019.104629.
• Liu, Xiaoran & Ronn, Ehud I., 2020, "Using the binomial model for the valuation of real options in computing optimal subsidies for Chinese renewable energy investments," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104692.
• Tzouvanas, Panagiotis & Kizys, Renatas & Chatziantoniou, Ioannis & Sagitova, Roza, 2020, "Environmental disclosure and idiosyncratic risk in the European manufacturing sector," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104715.
• Jiang, Yong & Zhou, Zhongbao & Liu, Qing & Lin, Ling & Xiao, Helu, 2020, "How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks," Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.eneco.2020.104737.
• Kang, Boda & Nikitopoulos, Christina Sklibosios & Prokopczuk, Marcel, 2020, "Economic determinants of oil futures volatility: A term structure perspective," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104743.
• Kanamura, Takashi, 2020, "Are green bonds environmentally friendly and good performing assets?," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104767.
• Demirer, Rıza & Ferrer, Román & Shahzad, Syed Jawad Hussain, 2020, "Oil price shocks, global financial markets and their connectedness," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104771.
• Steffen, Bjarne, 2020, "Estimating the cost of capital for renewable energy projects," Energy Economics, Elsevier, volume 88, issue C, DOI: 10.1016/j.eneco.2020.104783.
• Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & de Gracia, Fernando Perez, 2020, "Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104762.
• Wen, Fenghua & Zhao, Lili & He, Shaoyi & Yang, Guozheng, 2020, "Asymmetric relationship between carbon emission trading market and stock market: Evidences from China," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104850.
• Wang, Jiqian & Huang, Yisu & Ma, Feng & Chevallier, Julien, 2020, "Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence," Energy Economics, Elsevier, volume 91, issue C, DOI: 10.1016/j.eneco.2020.104897.
• Hammoudeh, Shawkat & Ajmi, Ahdi Noomen & Mokni, Khaled, 2020, "Relationship between green bonds and financial and environmental variables: A novel time-varying causality," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104941.
• Brown, D.P. & Tsai, C.H. & Woo, C.K. & Zarnikau, J. & Zhu, S., 2020, "Residential electricity pricing in Texas's competitive retail market," Energy Economics, Elsevier, volume 92, issue C, DOI: 10.1016/j.eneco.2020.104953.
• Zarnikau, J. & Zhu, S. & Woo, C.K. & Tsai, C.H., 2020, "Texas's operating reserve demand curve's generation investment incentive," Energy Policy, Elsevier, volume 137, issue C, DOI: 10.1016/j.enpol.2019.111143.
• Yahya, Muhammad & Ghosh, Sajal & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah, 2020, "Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes," Energy, Elsevier, volume 202, issue C, DOI: 10.1016/j.energy.2020.117777.
• Cheang, Chi Wan & Olmo, Jose & Ma, Tiejun & Sung, Ming-Chien & McGroarty, Frank, 2020, "Optimal asset allocation using a combination of implied and historical information," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101419.
• Dang, Tung Lam & Dang, Man & Hoang, Luong & Nguyen, Lily & Phan, Hoang Long, 2020, "Media coverage and stock price synchronicity," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101430.
• Canepa, Alessandra & de la O. González, María & Skinner, Frank S., 2020, "Hedge fund strategies: A non-parametric analysis," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101436.
• Meng, Xiangtong & Zhang, Wei & Li, Youwei & Cao, Xing & Feng, Xu, 2020, "Social media effect, investor recognition and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101432.
• Bianchi, Robert J. & Fan, John Hua & Todorova, Neda, 2020, "Financialization and de-financialization of commodity futures: A quantile regression approach," International Review of Financial Analysis, Elsevier, volume 68, issue C, DOI: 10.1016/j.irfa.2019.101451.
• Anagnostidis, Panagiotis & Fontaine, Patrice, 2020, "Liquidity commonality and high frequency trading: Evidence from the French stock market," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2019.101428.
• Ibikunle, Gbenga & McGroarty, Frank & Rzayev, Khaladdin, 2020, "More heat than light: Investor attention and bitcoin price discovery," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101459.
• Ramos, Henrique Pinto & Righi, Marcelo Brutti, 2020, "Liquidity, implied volatility and tail risk: A comparison of liquidity measures," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101463.
• Nguyen, Minh, 2020, "Collateral haircuts and bond yields in the European government bond markets," International Review of Financial Analysis, Elsevier, volume 69, issue C, DOI: 10.1016/j.irfa.2020.101467.
• Tsuji, Chikashi, 2020, "Correlation and spillover effects between the US and international banking sectors: New evidence and implications for risk management," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2019.101392.
• Xu, Liao & Xu, Lu & Zhao, Jing & Zhao, Yang, 2020, "Information-based trading and information propagation: Evidence from the exchange traded fund market," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101495.
• Li, Bin & Yao, Yao & Shahab, Yasir & Li, Hai-Xia & Ntim, Collins G., 2020, "Parent-subsidiary dispersion and executive excess perks consumption," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101501.
• Berggrun, Luis & Cardona, Emilio & Lizarzaburu, Edmundo, 2020, "Profitability of momentum strategies in Latin America," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101502.
• Bergsma, Kelley & Tayal, Jitendra, 2020, "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101511.
• Liu, Sha & Han, Jingguang, 2020, "Media tone and expected stock returns," International Review of Financial Analysis, Elsevier, volume 70, issue C, DOI: 10.1016/j.irfa.2020.101522.
• Stereńczak, Szymon, 2020, "Stock liquidity premium with stochastic price impact and exogenous trading strategy," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2019.04.008.
• Loncan, Tiago, 2020, "Foreign institutional ownership and corporate cash holdings: Evidence from emerging economies," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2018.12.003.
• Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020, "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2018.11.008.
• Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth, 2020, "Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101452.
• Hudson, Yawen & Yan, Meilan & Zhang, Dalu, 2020, "Herd behaviour & investor sentiment: Evidence from UK mutual funds," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101494.
• Liang, Chao & Tang, Linchun & Li, Yan & Wei, Yu, 2020, "Which sentiment index is more informative to forecast stock market volatility? Evidence from China," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101552.
• Allard, Anne-Florence & Iania, Leonardo & Smedts, Kristien, 2020, "Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach," International Review of Financial Analysis, Elsevier, volume 71, issue C, DOI: 10.1016/j.irfa.2020.101557.
• Hasselgren, Anton & Peltomäki, Jarkko & Graham, Michael, 2020, "Speculator activity and the cross-asset predictability of FX returns," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101561.
• Hu, Yang & Hou, Yang Greg & Oxley, Les, 2020, "What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101569.
• Dong, Hang & Gil-Bazo, Javier, 2020, "Sentiment stocks," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101573.
• Umutlu, Mehmet & Bengitöz, Pelin, 2020, "The cross-section of industry equity returns and global tactical asset allocation across regions and industries," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101574.
• Xiong, Xiong & Meng, Yongqiang & Joseph, Nathan Lael & Shen, Dehua, 2020, "Stock mispricing, hard-to-value stocks and the influence of internet stock message boards," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101576.
• David-Pur, Lior & Galil, Koresh & Rosenboim, Mosi, 2020, "The dynamics of sovereign yields over swap rates in the Eurozone market," International Review of Financial Analysis, Elsevier, volume 72, issue C, DOI: 10.1016/j.irfa.2020.101578.
• Bellu, Mirko & Conversano, Claudio, 2020, "Protected Adaptive Asset Allocation," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.007.
• Hammami, Yacine & Zhu, Jie, 2020, "Understanding time-varying short-horizon predictability✰," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.01.009.
• Kim, Kyung Soon & Chung, Chune Young & Liu, Chang, 2020, "Is institutional monitoring time-varying? Evidence from the Korean market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.10.021.
• Khuntia, Sashikanta & Pattanayak, J.K., 2020, "Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.025.
• Lee, Hwang Hee & Oh, Frederick Dongchuhl, 2020, "Corporate innovation and credit default swap spreads," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2018.12.030.
• Caporale, Guglielmo Maria & Gil-Alana, Luis A. & Tripathy, Trilochan, 2020, "Volatility persistence in the Russian stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.06.014.
• Li, Huan, 2020, "Asset pricing with long-run durable expenditure risk," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.032.
• Chen, Tsung-Yu & Chou, Pin-Huang & Yang, Nien-Tzu, 2020, "Momentum and reversals: Are they really separate phenomena?," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.02.002.
• Carmichael, Benoît & Coën, Alain, 2020, "Real estate as a common risk factor in the financial sector: International evidence," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.029.
• Chen, Zilin & Gao, Kang & Huang, Weiwei, 2020, "Stock liquidity and excess leverage," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.04.034.
• Jiang, Fuwei & Jin, Fujing & Tang, Guohao, 2020, "Dissecting the effectiveness of firm financial strength in predicting Chinese stock market," Finance Research Letters, Elsevier, volume 32, issue C, DOI: 10.1016/j.frl.2019.101332.
• Aloosh, Arash & Ouzan, Samuel, 2020, "The psychology of cryptocurrency prices," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.010.
• Verdickt, Gertjan, 2020, "Is fertility a leading indicator for stock returns?," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.001.
• Nguyen, Anh Duy, 2020, "Alternative reversal variable," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.025.
• Cheng, Feiyang & Chiao, Chaoshin & Fang, Zhenming & Wang, Chunfeng & Yao, Shouyu, 2020, "Raising short-term debt for long-term investment and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.05.018.
• Sebastião, Helder & Godinho, Pedro, 2020, "Bitcoin futures: An effective tool for hedging cryptocurrencies," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.07.003.
• Iyer, Subramanian R. & Simkins, Betty J. & Wang, Heng, 2020, "Cyberattacks and impact on bond valuation," Finance Research Letters, Elsevier, volume 33, issue C, DOI: 10.1016/j.frl.2019.06.013.
• Çepni, Oğguzhan & Demirer, Riza & Gupta, Rangan & Pierdzioch, Christian, 2020, "Time-varying risk aversion and the predictability of bond premia," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.014.
• Reus, Lorenzo & Carrasco, José A. & Pincheira, Pablo, 2020, "Do it with a smile: Forecasting volatility with currency options," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.024.
• Shen, Dehua & Urquhart, Andrew & Wang, Pengfei, 2020, "A three-factor pricing model for cryptocurrencies," Finance Research Letters, Elsevier, volume 34, issue C, DOI: 10.1016/j.frl.2019.07.021.
• Kim, Soonho & Na, Haejung, 2020, "Earnings information, arbitrage constraints, and the forecast dispersion anomaly," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101311.
• Borochin, Paul & Kopeliovich, Yaacov & Shea, Kevin, 2020, "A general method for valuing complex capital structures," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.101304.
• Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2020, "Does intraday time-series momentum exist in Chinese stock index futures market?," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.007.
• Hong, Yun & Li, Yi, 2020, "Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.015.
• Kim, Jae H. & Shamsuddin, Abul, 2020, "A bootstrap test for predictability of asset returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2019.09.004.
• Long, Huaigang & Zaremba, Adam & Demir, Ender & Szczygielski, Jan Jakub & Vasenin, Mikhail, 2020, "Seasonality in the Cross-Section of Cryptocurrency Returns," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101566.
• Zaremba, Adam & Kizys, Renatas & Aharon, David Y. & Demir, Ender, 2020, "Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe," Finance Research Letters, Elsevier, volume 35, issue C, DOI: 10.1016/j.frl.2020.101597.
• Park, Cheolbeom & Park, Suyeon, 2020, "Rare disaster risk and exchange rates: An empirical investigation of South Korean exchange rates under tension between the two Koreas," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101314.
• Blitz, David & Huisman, Rob & Swinkels, Laurens & van Vliet, Pim, 2020, "Media attention and the volatility effect," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101317.
• Sabah, Nasim, 2020, "Cryptocurrency accepting venues, investor attention, and volatility," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2019.101339.
• Choi, Paul Moon Sub & Choi, Joung Hwa & Chung, Chune Young, 2020, "Do individual traders undermine firm valuation?," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101567.
• Li, Yan & Liang, Chao & Ma, Feng & Wang, Jiqian, 2020, "The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 36, issue C, DOI: 10.1016/j.frl.2020.101749.
• Wang, Wenzhao, 2020, "Institutional investor sentiment, beta, and stock returns," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101374.
• Li, You & Zhang, Jian, 2020, "Stakeholder orientation and stock price crash risk," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101370.
• Schadner, Wolfgang, 2020, "An idea of risk-neutral momentum and market fear," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101347.
• Ishii, Hokuto, 2020, "Arbitrage-free relative Nelson–Siegel model," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101377.
• Choi, Jae Yong & Yi, Junesuh & Yoon, Sun-Joong, 2020, "A better criterion for forced selling in bond markets: Credit ratings versus credit spreads," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101437.
• Buigut, Steven & Kapar, Burcu, 2020, "Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101352.
• Akhtaruzzaman, Md & Sensoy, Ahmet & Corbet, Shaen, 2020, "The influence of Bitcoin on portfolio diversification and design," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101344.
• Cao, Jiling & Kim, Jeong-Hoon & Kim, See-Woo & Zhang, Wenjun, 2020, "Rough stochastic elasticity of variance and option pricing," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2019.101381.
• Ortmann, Regina & Pelster, Matthias & Wengerek, Sascha Tobias, 2020, "COVID-19 and investor behavior," Finance Research Letters, Elsevier, volume 37, issue C, DOI: 10.1016/j.frl.2020.101717.
• Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp, 2020, "The memory of stock return volatility: Asset pricing implications," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.01.002.
• Ters, Kristyna & Urban, Jörg, 2020, "Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model," Journal of Financial Markets, Elsevier, volume 47, issue C, DOI: 10.1016/j.finmar.2019.07.002.
• Ruan, Xinfeng, 2020, "Volatility-of-volatility and the cross-section of option returns," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.03.002.
• Bicu-Lieb, Andreea & Chen, Louisa & Elliott, David, 2020, "The leverage ratio and liquidity in the gilt and gilt repo markets," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.100510.
• Buis, Boyd & Pieterse-Bloem, Mary & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2020, "Expected issuance fees and market liquidity," Journal of Financial Markets, Elsevier, volume 48, issue C, DOI: 10.1016/j.finmar.2019.100514.
• von Beschwitz, Bastian & Massa, Massimo, 2020, "Biased short: Short sellers' disposition effect and limits to arbitrage," Journal of Financial Markets, Elsevier, volume 49, issue C, DOI: 10.1016/j.finmar.2019.100512.
• Ding, Rong & Zhou, Hang & Li, Yifan, 2020, "Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100511.
• Faria, Gonçalo & Verona, Fabio, 2020, "The yield curve and the stock market: Mind the long run," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100508.
• Borochin, Paul, 2020, "The information content of real operating performance measures from the airline industry," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2019.100528.
• Qiao, Kenan & Dam, Lammertjan, 2020, "The overnight return puzzle and the “T+1” trading rule in Chinese stock markets," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100534.
• Pham, Mia Hang, 2020, "In law we trust: Lawyer CEOs and stock liquidity," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100548.
• Adrian, Tobias & Capponi, Agostino & Fleming, Michael & Vogt, Erik & Zhang, Hongzhong, 2020, "Intraday market making with overnight inventory costs," Journal of Financial Markets, Elsevier, volume 50, issue C, DOI: 10.1016/j.finmar.2020.100564.
• Cao, Charles & Simin, Timothy & Xiao, Han, 2020, "Predicting the equity premium with the implied volatility spread," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2019.100531.
• Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E., 2020, "The role of an aligned investor sentiment index in predicting bond risk premia of the U.S," Journal of Financial Markets, Elsevier, volume 51, issue C, DOI: 10.1016/j.finmar.2020.100541.
• Valseth, Siri, 2020, "Informed trading in hybrid bond markets," Global Finance Journal, Elsevier, volume 44, issue C, DOI: 10.1016/j.gfj.2018.07.003.
• Dicle, Mehmet F. & Levendis, John, 2020, "Historic risk and implied volatility," Global Finance Journal, Elsevier, volume 45, issue C, DOI: 10.1016/j.gfj.2019.100475.
• Malmendier, Ulrike & Pouzo, Demian & Vanasco, Victoria, 2020, "Investor experiences and international capital flows," Journal of International Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.jinteco.2020.103302.
• Glazyrina, Anna & Melnikov, Alexander, 2020, "Bachelier model with stopping time and its insurance application," Insurance: Mathematics and Economics, Elsevier, volume 93, issue C, pages 156-167, DOI: 10.1016/j.insmatheco.2020.04.012.
• Giaccotto, Carmelo & Lin, Xiao & Zhao, Yanhui, 2020, "Term structure of discount rates for firms in the insurance industry," Insurance: Mathematics and Economics, Elsevier, volume 95, issue C, pages 147-158, DOI: 10.1016/j.insmatheco.2020.09.004.
• Plastun, Alex & Sibande, Xolani & Gupta, Rangan & Wohar, Mark E., 2020, "Halloween Effect in developed stock markets: A historical perspective," International Economics, Elsevier, volume 161, issue C, pages 130-138, DOI: 10.1016/j.inteco.2019.11.009.
• Dachraoui, Hajer & Smida, Mounir & Sebri, Maamar, 2020, "Role of capital flight as a driver of sovereign bond spreads in Latin American countries," International Economics, Elsevier, volume 162, issue C, pages 15-33, DOI: 10.1016/j.inteco.2020.04.002.
• Jareño, Francisco & González, María de la O & Escolástico, Alba M., 2020, "Extension of the Fama and French model: A study of the largest European financial institutions," International Economics, Elsevier, volume 164, issue C, pages 115-139, DOI: 10.1016/j.inteco.2020.09.001.
• Okimoto, Tatsuyoshi & Takaoka, Sumiko, 2020, "No-arbitrage determinants of credit spread curves under the unconventional monetary policy regime in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101143.
• Xiong, Xiong & Meng, Yongqiang & Li, Xiao & Shen, Dehua, 2020, "Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 64, issue C, DOI: 10.1016/j.intfin.2019.101173.
• Kobinger, Sonja & Bornholt, Graham & Malin, Mirela, 2020, "Long-term time series reversal: International evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101185.
• Li, Huijing & Li, Hong & Lu, Lei & Theocharides, George & Xiong, Xiong, 2020, "Macro disagreement and international options markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101187.
• Borgards, Oliver & Czudaj, Robert L., 2020, "The prevalence of price overreactions in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101194.
• Mugerman, Yevgeny & Yidov, Orr & Wiener, Zvi, 2020, "By the light of day: The effect of the switch to winter time on stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 65, issue C, DOI: 10.1016/j.intfin.2020.101197.
• Leal, Diego & Stanhouse, Bryan & Stock, Duane, 2020, "Estimating the term structure of corporate bond liquidity premiums: An analysis of default free bank bonds," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101217.
• Amini, Shima & Buchner, Axel & Cai, Charlie X. & Mohamed, Abdulkadir, 2020, "Why do firms manage their stock price levels?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 67, issue C, DOI: 10.1016/j.intfin.2020.101220.
• Abad, Pilar & Ferreras, Rodrigo & Robles, M.-Dolores, 2020, "Information opacity and corporate bond returns: The dynamics of split ratings," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 68, issue C, DOI: 10.1016/j.intfin.2020.101239.
• Baldwin, Kenneth & Alhalboni, Maryam, 2020, "The impact of profit-sharing investment accounts on shareholders’ wealth," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 69, issue C, DOI: 10.1016/j.intfin.2020.101253.
• Penman, Stephen & Zhang, Xiao-Jun, 2020, "A theoretical analysis connecting conservative accounting to the cost of capital," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101236.
• Beaver, William H. & McNichols, Maureen F. & Wang, Zach Z., 2020, "Increased market response to earnings announcements in the 21st century: An Empirical Investigation," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101244.
• Bonsall, Samuel B. & Green, Jeremiah & Muller, Karl A., 2020, "Market uncertainty and the importance of media coverage at earnings announcements," Journal of Accounting and Economics, Elsevier, volume 69, issue 1, DOI: 10.1016/j.jacceco.2019.101264.
• Larcker, David F. & Watts, Edward M., 2020, "Where's the greenium?," Journal of Accounting and Economics, Elsevier, volume 69, issue 2, DOI: 10.1016/j.jacceco.2020.101312.
• Bhojraj, Sanjeev & Mohanram, Partha & Zhang, Suning, 2020, "ETFs and information transfer across firms," Journal of Accounting and Economics, Elsevier, volume 70, issue 2, DOI: 10.1016/j.jacceco.2020.101336.