Research classified by Journal of Economic Literature (JEL) codes

2025

• Ghulam, Yaseen, 2025, "A further examination of sovereign domestic and external debt defaults," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102322.
• Samarakoon, S.M.R.K. & Pradhan, Rudra P. & Tripathy, Sasikanta & Jayakumar, Manju, 2025, "Does the VIX act as the main transmitter of mispricing in index futures markets? Insights from European and American regions," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102341.
• Wang, Qiyu & Yang, Junhong & Chong, Terence Tai-Leung, 2025, "Creditable bonds’ multifunctional roles during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102348.
• Staněk Gyönyör, Lucie & Horváth, Matúš & Stašek, Daniel & Stachoň, Martin, 2025, "The role of ESG factor in stock clustering based on risk-return-liquidity dimensions," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102350.
• Liu, Shican & Li, Qing & Fan, Siqi, 2025, "The impact of volatility regime dynamics on option pricing," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102352.
• Ozocak, Onem, 2025, "Reaction of the U.S. Treasury market to economic news when intrapersonal uncertainty and interpersonal disagreement are high," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102357.
• Yamazaki, Akira, 2025, "Subjective probability distributions of nonlinear payoffs: Recovering option payoff, agent’s utility, and pricing kernel distributions," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102362.
• Han, SeungOh, 2025, "Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102380.
• Márquez-de-la-Cruz, Elena & Martínez-Cañete, Ana R. & Nieto, Belén, 2025, "Stock and corporate bond liquidity: When having the same issuer induces commonality," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102384.
• Covachev, Svetoslav & Martel, Jocelyn & Brito-Ramos, Sofia, 2025, "Are ESG factors truly unique?," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102386.
• Xu, Ziyao & Zhou, Deheng & Ma, Junfeng & Yuan, Jing, 2025, "The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102387.
• Naifar, Nader, 2025, "Monetary policy expectations and financial Markets: A Quantile-on-Quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102389.
• Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102407.
• Li, Mingnan & Manahov, Viktor & Ashton, John, 2025, "A note on the relationship between Bitcoin price and sentiment: New evidence obtained from a cryptocurrency heist," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102432.
• Yang, Mo & Cao, Jiawei & Meng, Yifan & Gong, Hao, 2025, "Managerial integrity and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102436.
• Vázquez, Jesús, 2025, "Misaligned expectations and bond term premium measures," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102442.
• Coën, Alain & Guardiola, Philippe, 2025, "Common risk factors in REIT Returns: New insights," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102447.
• McMillan, David G., 2025, "The FED model: Is it still with us?," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102448.
• Li, Yinan & Liu, Qiang & Guo, Shuxin, 2025, "Ambiguity and stock price crash risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102458.
• Lei, Ziqi & Li, Ping & Wang, Yujing, 2025, "The effect of compound heat-drought risk on municipal corporate bonds pricing: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102462.
• Lee, Wei-Ming & Wu, Shue-Jen, 2025, "Do oil price changes contain useful predictive information about the U.S. bear stock market?," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102464.
• Herger, Nils, 2025, "A runs test for stock-market prices with an unobserved trend," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102469.
• Grobys, Klaus, 2025, "Is energy risk scale Invariant? evidence from crude oil futures," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102476.
• Wu, Qiong & Guo, Ge & Li, Xiaogang & Singh, Rajesh & Zhang, Ting, 2025, "Bitcoin’s fundamental value and speculative behavior: A new framework for price dynamics," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102509.
• Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Saleh Al-Faryan, Mamdouh Abdulaziz, 2025, "Can we put green bonds in a single basket?," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102518.
• Wang, Hailong & Hu, Duni, 2025, "Heterogeneous beliefs with information processing constraints and asset pricing in presence of non-tradable goods," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102520.
• Xin, Wei & Grant, Lewis & Groom, Ben & Zhang, Chendi, 2025, "Noisy biodiversity: The impact of ESG biodiversity ratings on asset prices," Ecological Economics, Elsevier, volume 236, issue C, DOI: 10.1016/j.ecolecon.2025.108662.
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025, "Validity of CARA function under expected utility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112075.
• Bauer, Christian & Symann, Paul & Umlandt, Dennis, 2025, "The impact of heterogeneous consumption and productivity expectations on factor risk premia," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112119.
• Shi, Yu & Song, Dandan & Luo, Pengfei, 2025, "Corporation social responsibility and dynamic agency under jump risk," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112148.
• Huang, He & Qiu, Yancheng, 2025, "Does geopolitical risk raise or lower corporate credit spreads?," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112201.
• Liu, Bin & Prodromou, Tina & Suardi, Sandy & Xu, Caihong, 2025, "Ethereum's Merge: Market liquidity, efficiency and volatility in the Proof of Stake Era," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112202.
• Karahan, Cenk C., 2025, "Knight in shining armor: Ambiguity and gold prices," Economics Letters, Elsevier, volume 248, issue C, DOI: 10.1016/j.econlet.2025.112218.
• Zeng, Kailin & Kuang, Wen & Mills, Ebenezer Fiifi Emire Atta, 2025, "Cross-firm technological linkage and peer effects on investment efficiency," Economics Letters, Elsevier, volume 248, issue C, DOI: 10.1016/j.econlet.2025.112220.
• Hwang, Hyoseok David & Nam, Hocheol, 2025, "Political corruption and local mutual fund performance," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112258.
• Myeong, Jaeho & Kim, Donghoon, 2025, "Market reactions to Crypto-Specific announcements: Analyzing behaviors in coins and tokens," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112305.
• Zhang, Manling & Chen, Jing, 2025, "Spatial spillovers of media sentiment divergence in the stock market: A dynamic spatial Durbin approach," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112306.
• Heinlein, Reinhold & Mahadeo, Scott M.R., 2025, "Regime dependence in the oil-stock market relationship: The role of oil price uncertainty," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112291.
• Wang, Daoping & Li, Kangle & Shen, Xinyan, 2025, "Fear of war: Geopolitical risks and the potential impact on local government bonds, stock market and FDI in China," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112329.
• Golez, Benjamin & Kelly, Peter & Matthies, Ben, 2025, "What does the equity term structure tell us about Trump 2.0′s first 100 days in office?," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112460.
• Tang, Ning & Huang, Yin-Siang, 2025, "Geopolitical risk exposure and credit terms: Evidence from Global supply chains," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112478.
• Sun, Chuanping, 2025, "A correlation-robust shrinkage estimator: Oracle inequality and an application on out-of-sample factor selection," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112480.
• Lalwani, Vaibhav, 2025, "Finfluencer recommendations," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112511.
• Koh, Byungwan & Park, James L. & Kim, Jaehwan, 2025, "Music royalty shares: Investment or fandom?," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112526.
• Panetsidou, Styliani & Synapis, Angelos, 2025, "Do markets react to weather? Stock price reactions to weather alerts," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112551.
• Chen, Minghui & Hanauer, Matthias X. & Kalsbach, Tobias, 2025, "Model complexity and the performance of global versus regional models," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112641.
• Brigida, Matthew, 2025, "The surprising irrelevance of total-value-locked on cryptocurrency returns," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112673.
• Bian, Yuxiang & Tang, Can & Xiong, Xiong & Yang, Jinqiang & Zhang, Yuzhao, 2025, "Rare disasters and their impact on hedge fund valuation and leverage choice," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112693.
• Johnson, William C. & Scharnowski, Stefan, 2025, "Price discovery through wrapped tokens," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112703.
• Toda, Alexis Akira, 2025, "Land bubbles despite non-vanishing rents," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112708.
• Andreasen, Martin M. & Jørgensen, Kasper & Meldrum, Andrew, 2025, "Bond risk premiums at the zero lower bound," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105939.
• Roussellet, Guillaume, 2025, "The term structure of macroeconomic risks at the effective lower bound," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2023.01.005.
• Aït-Sahalia, Yacine & Matthys, Felix & Osambela, Emilio & Sircar, Ronnie, 2025, "When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2023.105654.
• Kleibergen, Frank & Kong, Lingwei, 2025, "Identification robust inference for the risk premium in term structure models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105728.
• Bandi, Federico M. & Su, Yinan, 2025, "Conditional spectral methods," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105863.
• Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2025, "Identification-robust and simultaneous inference in multifactor asset pricing models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105915.
• Cheng, Xu & Renault, Eric & Sangrey, Paul, 2025, "Identifying the volatility risk price through the leverage effect," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105943.
• Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye, 2025, "Mind your language: Market responses to central bank speeches," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105921.
• Gao, Jiti & Peng, Bin & Yan, Yayi, 2025, "Time-varying vector error-correction models: Estimation and inference," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106035.
• Djogbenou, Antoine A. & Hounyo, Ulrich, 2025, "Misspecification-robust bootstrap t-test for irrelevant factor in linear stochastic discount factor models," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106097.
• Kleibergen, Frank & Zhan, Zhaoguo, 2025, "Risk premia from the cross-section of individual assets," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106108.
• Cai, Yifei & Zhang, Yahua & Zhang, Anming, 2025, "Oil price shocks and airlines stock return and volatility – A GFEVD analysis," Economics of Transportation, Elsevier, volume 41, issue C, DOI: 10.1016/j.ecotra.2025.100396.
• Boddin, Dominik & te Kaat, Daniel Marcel & Ma, Chang & Rebucci, Alessandro, 2025, "Portfolio flows and household portfolios," European Economic Review, Elsevier, volume 172, issue C, DOI: 10.1016/j.euroecorev.2024.104904.
• González, Ignacio & Montecino, Juan A. & Stiglitz, Joseph E., 2025, "Equity prices, market power, and optimal corporate tax policy," European Economic Review, Elsevier, volume 176, issue C, DOI: 10.1016/j.euroecorev.2025.105039.
• Guler, Bulent & Lugovskyy, Volodymyr & Puzzello, Daniela & Tucker, Steven, 2025, "Trading institutions in experimental asset markets: Theory and Evidence," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105148.
• Kaldorf, Matthias & Röttger, Joost, 2025, "Convenient but risky government bonds," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105152.
• Holzknecht, Armando & Huber, Jürgen & Kirchler, Michael & Neugebauer, Tibor, 2025, "Speculating in zero-value assets: The greater fool game experiment," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105180.
• Ouzan, Samuel & Six, Pierre, 2025, "The demand for hedging of oil producers: A tale of risk and regret," European Journal of Operational Research, Elsevier, volume 321, issue 1, pages 330-343, DOI: 10.1016/j.ejor.2024.09.036.
• Xu, Zhiwei & Hua, Xia & Zhang, Teng, 2025, "Does official media sentiment matter for the stock market? Evidence from China," Emerging Markets Review, Elsevier, volume 64, issue C, DOI: 10.1016/j.ememar.2024.101234.
• Jin, Xianzhe & Si, Haitao & Zhu, Dandan & Li, Yuyan, 2025, "Spillover effects of short selling on corporate bond financing costs: Evidence from Chinese listed firms," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101285.
• Chaudhry, Neeru & Dhawan, Priya, 2025, "Does firms' commitment towards CSR influence idiosyncratic volatility? Evidence from India," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101331.
• Schwarz, Patrick, 2025, "On the performance of volatility-managed equity factors — International and further evidence," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101560.
• Xu, Xia, 2025, "Market neutrality and beta crashes," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101577.
• Xu, Ke-Li, 2025, "A revisit to bias-adjusted predictive regression," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101578.
• Zhang, Renbin & Zhang, Tongbin, 2025, "The AH premium: A tale of “siamese twin” stocks," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101599.
• Chen, Chen & Cohen, Andrew & Liang, Qiqi & Sun, Licheng, 2025, "Maxing out short-term reversals in weekly stock returns," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101608.
• Ho, Thang & Kagkadis, Anastasios & Wang, George, 2025, "Bear factor and hedge fund performance," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101611.
• Ross, Sharon Y., 2025, "Credit distortions in Japanese momentum," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101615.
• Del Giudice, Alfonso & Rigamonti, Silvia & Signori, Andrea, 2025, "Climate change risk and green bond pricing," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101616.
• Borochin, Paul & Zhao, Yanhui, 2025, "The economic value of equity implied volatility forecasting with machine learning," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101618.
• Bulkley, George & Harris, Richard D.F. & Nawosah, Vivekanand, 2025, "Behavioral biases, information frictions and interest rate expectations," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101637.
• Yu, Deshui & Huang, Difang & Zhou, Mingtao, 2025, "Option-implied idiosyncratic skewness and expected returns: Mind the long run," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101642.
• Yuan, Ying & Qu, Yong & Wang, Tianyang, 2025, "Predicting risk premiums: A constraint-based model," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101647.
• Chen, Yangyang & Ng, Jeffrey & Ofosu, Emmanuel & Yang, Xin, 2025, "Tick size and firm financing decisions: Evidence from a natural experiment," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101651.
• Chen, Shan & Li, Tao, 2025, "A unified duration-based explanation of the value, profitability, and investment anomalies," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101645.
• Zhang, Han & Xiong, Xiong & Guo, Bin, 2025, "The stock return predictability of treasury bond yield in China," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101654.
• Gu, Ariel & Yoo, Hong Il, 2025, "Mutual fund performance and flow-performance relationship under ambiguity," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101655.
• Bartolini, Nicola & Romagnoli, Silvia & Santini, Amia, 2025, "Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets?," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101672.
• Nguyen, Minh Nhat & Liu, Ruipeng & Li, Youwei, 2025, "Performance of energy ETFs and climate risks," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108031.
• Liu, Liping & Lü, Zheng & Yoon, Seong-Min, 2025, "Impact of policy uncertainty on stock market volatility in the China’s low-carbon economy," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108056.
• Siddiki, Jalal & Singh, Prakash, 2025, "The cost of uncertainty: Analysing the influence of coal price changes, the Russia-Ukraine war and geopolitical risk on risk premiums in the Indian electricity spot market," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108129.
• Simshauser, Paul, 2025, "Competition vs. coordination: Optimising wind, solar and batteries in renewable energy zones," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108279.
• Tripathi, Abhinava & Jha, Ravi Raushan & Vadhava, Charu, 2025, "A critique of the inappropriate interpretation of the quantile connectedness approach by Ando et al. (2022)," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108291.
• Dutta, Sunil & Hwang, Jinsung & Patatoukas, Panos N., 2025, "Fundamentals of carbon emissions scaling: Implications for sector peer comparisons and carbon efficient indexing," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108300.
• Akhtaruzzaman, Md & Banerjee, Ameet Kumar & Boubaker, Sabri, 2025, "Government intervention and green innovation in renewable energy," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108185.
• Xu, Zhiwei & Gou, Xinyi & Zhang, Teng, 2025, "Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108409.
• Maneejuk, Paravee & Huang, Wucaihong & Yamaka, Woraphon, 2025, "Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108430.
• Dimic, Nebojsa & Tinoco, Mario Hernandez & Piljak, Vanja & Vulanovic, Milos, 2025, "Energy SPACs performance and governance," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108478.
• Lashkaripour, Mohammadhossein & Hosseini, Seyedmehdi & Basirian, Elnaz & Bouri, Elie, 2025, "The path to sustainable Bitcoin mining: Challenges and barriers," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108503.
• Huang, Binghua & Li, Rui, 2025, "ESG ratings and ESG mutual fund management compensation," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108511.
• Wu, Bangzheng, 2025, "The global supply pressure and oil supply–demand shocks: A time-scale and quantile analysis," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108555.
• Peng, Juan & Yang, Jinqiang & Zhao, Pengxiang, 2025, "Investment, Tobin’s q, and the stochastic price of fossil fuel," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108553.
• Goswami, Alankrita & Karali, Berna, 2025, "Effects of growing-season weather on the dynamic price relationships between biofuel feedstocks," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108581.
• Gaies, Brahim & Chaâbane, Najeh & Adeosun, Opeoluwa Adeniyi & Sahut, Jean-Michel, 2025, "Climate transition risks, ESG sentiment and market value: Insights from the European stock market," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108605.
• Li, Yi & Li, Yang & Wang, Zhaohua, 2025, "Counting the carbon burden: Evidence from municipal bonds in China," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108690.
• Gohdes, Nicholas, 2025, "On spot revenues, capital structure and trade off theory: Analysing investment risk for contracted renewables," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108703.
• DeCoste, Joseph, 2025, "Does excess futures market demand affect the spot price of oil?," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108621.
• Bartolini, Nicola & Romagnoli, Silvia & Santini, Amia, 2025, "A climate risk hedge? Investigating the exposure of green and non-green corporate bonds to climate risk," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108664.
• Smimou, K. & Abrokwah, M. & Drougas, A., 2025, "Corporate investment decisions and related commodities: International evidence from energy and mining industries," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108766.
• Zhang, Yaojie & Tian, Linxing & Zhang, Zhikai, 2025, "Petroleum volatility spillover index and stock return predictability," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108850.
• Das, Debojyoti & Saurav, Sumit & Dutta, Anupam, 2025, "Modelling for insight: Does oil price uncertainty have directional predictability for travel and leisure firms?," Energy Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.eneco.2025.108887.
• Zou, Jin & Gao, Li & Yan, Jingzhou & Liu, Yuan, 2025, "ESG report tone and bond spreads," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108955.
• Ahn, Byung Hyun & Dutta, Sunil & Patatoukas, Panos N., 2025, "Corporate carbon overhang: Valuing corporate exposure to future carbon costs," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.109022.
• Choi, Bongseok & Kim, Jinsoo & Yang, Minyoung, 2025, "Drivers of offtake contract adoption in project financing deals: The case of solar and wind power plants," Energy Policy, Elsevier, volume 198, issue C, DOI: 10.1016/j.enpol.2024.114491.
• Simshauser, Paul & Gohdes, Nicholas, 2025, "Incomplete markets, pumped hydro storage and the role of policy in Australia's national electricity market," Energy Policy, Elsevier, volume 204, issue C, DOI: 10.1016/j.enpol.2025.114657.
• Saif-Alyousfi, Abdulazeez Y.H., 2025, "Energy shocks and stock market returns under COVID-19: New insights from the United States," Energy, Elsevier, volume 316, issue C, DOI: 10.1016/j.energy.2025.134546.
• Hua, Xia & Dong, Dairui & Xu, Zhiwei & Huang, Wentao, 2025, "Official media sentiments toward energy and equity returns: Evidence from China," Energy, Elsevier, volume 340, issue C, DOI: 10.1016/j.energy.2025.139126.
• Wang, Chuyu & Zhang, Guanglong, 2025, "In the shadows of opacity: Firm information quality and latent factor model performance," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103970.
• Bao, Kun & Chen, Denghui & Gu, Chen & Papakroni, Erlina & Stan, Raluca & Wang, Muhan, 2025, "The informational role of forex option volume," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103978.
• Hambel, Christoph & van der Sanden, Floor, 2025, "Reevaluating the carbon premium: Evidence of green outperformance," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104042.
• Fiorillo, Paolo & Meles, Antonio & Ricciardi, Antonio & Verdoliva, Vincenzo, 2025, "ESG performance and the cost of debt. Evidence from the corporate bond market," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104097.
• Shimauchi, Takuto & Fukui, Masaki & Yamamoto, Daiki & Taura, Yuto & Kameda, Keigo, 2025, "Sustainability bond, sustainability-linked bond, and firms' environmental performance," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104127.
• Wu, Zhenshu & Pownall, Rachel & Shih, Yi-Cheng & Zhang, Chendi, 2025, "State ownership and the value of sustainability: Evidence from China," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104142.
• Vidal, Marta & Vidal-García, Javier & Bekiros, Stelios & Trinidad-Segovia, Juan E., 2025, "Global mutual fund flows," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104156.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Tosun, Aynur Dilan, 2025, "Regret in global equity markets," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104198.
• Balietti, Stefano & Celebi, Can & Tercero-Lucas, David, 2025, "From crypto to NFTs: Identifying the new wave of digital investors," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104172.
• Orpiszewski, Tomasz & Thompson, Mark, 2025, "Beyond borders: Asset price reaction to ESG incidents at home and abroad," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104246.
• Zhou, Mingtao & Ma, Yong, 2025, "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104266.
• Dragotto, Massimo & Dufour, Alfonso & Varotto, Simone, 2025, "Greenium fluctuations and climate awareness in the corporate bond market," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104281.
• Sobti, Neharika, 2025, "What triggers intraday price jumps and co-jumps in gold?," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104380.
• Fahmy, Hany, 2025, "Empty pledges and powerless conventions: How transition climate risks are disrupting financial markets?," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104384.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "2024 U.S. presidential elections: An event study for U.S. and non-U.S. fossil fuel and renewable listed firms," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104430.
• Jia, Qinmin & Song, Zhihui & Huang, Xiaohong & Xuan, Quansheng, 2025, "The stock price crash risk of central firms in business groups," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104433.
• Li, Luyang & Yin, Ximing & Yu, Deshui, 2025, "On the time-varying relation between monetary policy uncertainty and bond risk premia," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104465.
• Wu, Yuhui & Tian, Yanan & Han, Jie & Zhang, Zhilun, 2025, "Information or power? Financial infrastructure and carbon information disclosure," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104535.
• Yin, Wei & Wu, Fan & Zhou, Peng & Kirkulak-Uludag, Berna, 2025, "Exploring resilience in the cryptocurrency market: Risk transmission and network robustness," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104546.
• Oehler, Andreas & Neuss, Charlotte, 2025, "ESG disclosure vs. ESG ratings: Consistent information value?," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104623.
• Nechvátalová, Lenka, 2025, "Autoencoder asset pricing models and economic restrictions — international evidence," International Review of Financial Analysis, Elsevier, volume 107, issue C, DOI: 10.1016/j.irfa.2025.104642.
• Wang, Jiqian & Chen, Chuang & Dai, Xingyu, 2025, "News topic attention and crude oil price predictability," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104696.
• Hearn, Bruce & Tauringana, Venancio & Ntim, Collins & Malagila, John K. & Mishra, Tapas, 2025, "Asset pricing in African frontier equity markets," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103752.
• Rudkin, Wanling & Cai, Charlie X. & Zhou, You, 2025, "Can we enhance investment with ESG?," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103776.
• Mercik, Aleksander & Będowska-Sójka, Barbara & Karim, Sitara & Zaremba, Adam, 2025, "Cross-sectional interactions in cryptocurrency returns," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103809.
• Kanamura, Takashi, 2025, "Stochastic behavior of green bond premiums," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103836.
• Díaz, Juan D. & Hansen, Erwin, 2025, "Price effects of asset forced sales during massive pension funds withdrawals," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103869.
• Guo, Weiwei & Intini, Silvia & Jahanshahloo, Hossein, 2025, "Bitcoin arbitrage and exchange default risk," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106364.
• Alemany, Nuria & Aragó, Vicent & Salvador, Enrique, 2025, "Uncovering the risk-return trade-off through ridge regressions," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106420.
• Tapia-Griñen, Pablo & Pastén-Henríquez, Boris & Sepúlveda-Velásquez, Jorge, 2025, "Earthquakes in Chile and Peru: How are they reflected in the copper financial market?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106429.
• Liu, Fengming & Song, Yingda, 2025, "Analysis of credit ABS based on Markov chain approaches," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106432.
• Assamoi, Vincent K. & Ekponon, Adelphe & Guo, Zihan, 2025, "Are cryptocurrencies priced in the cross-section? A portfolio approach," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106437.
• Wellalage, Nirosha & Wallace, Damien & Reddy, Krishna, 2025, "Access to finance: The role of production level technology," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106460.
• Han, Laura & Han, Yufeng & Tian, Shirley, 2025, "The disappearing turn-of-month effect," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106461.
• Zhu, Steven X. & Cai, Kelly & Zhu, Hui, 2025, "Is corporate social responsibility priced into Yankee bonds?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106474.
• Saggu, Aman & Ante, Lennart & Kopiec, Kaja, 2025, "Uncertain Regulations, Definite Impacts: The Impact of the U.S. Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106413.
• Han, SeungOh, 2025, "Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106425.
• Farrell, Hugh & O'Connor, Fergal, 2025, "The CNN Fear and Greed Index as a predictor of US equity index returns: Static and time-varying Granger causality," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106492.
• Albuquerque, Bruno & Martins, António Miguel & Moutinho, Nuno, 2025, "Stock market effects of corporate malpractices and misconduct: Evidence from the short-seller Hindenburg," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106495.
• Oenschläger, Eike & Möllenhoff, Steffen, 2025, "Insider filings as trading signals — Does it pay to be fast?," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106514.
• Box, Travis & Davis, Ryan, 2025, "Human vs. machine: The impact of information processing on trading in OTC markets," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106516.
• Choi, Sun-Yong & Hadad, Elroi, 2025, "The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106532.
• Zeng, Qingduo & Xu, Yang & Hao, Mengshu & Gao, Meiqi, 2025, "ESG rating disagreement, volatility, and stock returns," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106602.
• Vidal, Marta & Vidal-García, Javier & Bekiros, Stelios & Segovia, Juan Evangelista Trinidad, 2025, "A comparison of international mutual funds efficiency," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106608.
• Louchez, Aniss, 2025, "How fake news effects spread in an oligopolistic market — Evidence from the insulin market," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106644.
• Takino, Kazuhiro, 2025, "Participants’ preferences for settlement netting of derivatives contracts," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106669.
• Singh, Vikram & Jain, Sonali & Singh, Shveta, 2025, "Identification and pricing of labelled green bonds," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106691.
• Sharma, Rajat & Chawla, Sonia & Dagar, Vishal & Dagher, Leila, 2025, "Corporate SDG adoption, share price synchronicity, and the role of incentive-compatible contracts in India," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106739.
• Corazza, Marco & di Tollo, Giacomo & Filograsso, Gianni, 2025, "The impact of rating announcements on stock returns: A nonlinear assessment," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106738.
• Yan, Yu & Tong, Yan & Wang, Yiming, 2025, "Is faster information transmission always better?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106751.
• Zhang, Zhilin, 2025, "The impact of SOE defaults on municipal corporate bond spreads in China," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106819.
• Wan, Runqing & Xing, Bingxin Ann, 2025, "Can switching between predictive models and the historical average improve bond return predictability?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106874.
• Parija, Arpit Kumar, 2025, "Does credit growth predict lower returns for large banks?," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106881.
• Er, Selahattin Tolga & Kantorowicz, Jaroslaw, 2025, "Financial market reaction to the end of the right-wing populist government: The case of Poland," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106906.
• Cai, Kelly & Zhu, Steven X. & Zhu, Hui, 2025, "Does corporate social responsibility facilitate credit ratings: Evidence from Rule 144A bonds," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106954.
• Wang, Zongjun & Wang, Peng & Du, Yao & Lin, Chih-Yung, 2025, "The effect of CEO extraversion on private debt," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106962.
• Garg, Vipul Kumar & Subramaniam, Sowmya, 2025, "Do convertible bond issuances increase the firm value in China? – Evidence from domestic and offshore issuances," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106989.
• Wu, Yanran & Meng, Lili, 2025, "The “Betting” behavior of mutual fund families," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.106981.
• Zhang, Ruichen & Wen, Lei & Xu, Ling, 2025, "Answering without being asked: The effect of voluntary disclosure of digital strategy on stock price synchronicity," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107023.
• Fan, Siyu & Wu, Yifei & Yang, Ruochen, 2025, "Measuring firm-level supply chain risk using a generative large language model," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107111.
• Isogai, Akifumi & Nozaki, Masatoshi & Yamamoto, Rei, 2025, "ESG business diversification and investment performance," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107132.
• Costa, João & Cró, Susana & Moutinho, Nuno & Martins, António Miguel, 2025, "Airline stock market reaction to CrowdStrike IT outage: An event study analysis," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107145.
• Bonaparte, Yosef & Mikhailitchenko, Andrey & Fabozzi, Frank J., 2025, "How leadership turnover influences global financial markets," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.106980.
• Wang, Zhan & Chow, K. Victor & Gu, Jiahao, 2025, "Implied equity premium and market beta," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107095.
• Coën, Alain & Guardiola, Philippe, 2025, "Leverage risk and REIT returns," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107133.
• Biktimirov, Ernest N. & Babalola, Moyosore J., 2025, "From headlines to pipelines: Unpacking the impact of the Russia-Ukraine conflict through sentiment and topics," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107136.
• Taussig, Roi D., 2025, "Cash duration, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.106787.
• Kang, Hyoung-Goo & Ryu, Doojin, 2025, "A complementary valuation model and exit multiples," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107182.
• Gao, Tao & Cui, Xiaolei & Xu, Longbing, 2025, "Does investor short-horizon affect stock mispricing? An empirical study based on higher order expectation theory," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107202.
• Shang, Zili & Yu, Bo & Lam, Keith S.K., 2025, "Does ESG explain stock returns? Evidence from Chinese stock markets," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107214.
• Merladet, Jorge & Lumbreras, Sara & Ramos, Andrés, 2025, "The resilient power of CSR: Sustained risk reduction despite widespread ESG adoption," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107240.
• Bai, Ruxue & Li, Ying & Liu, Zhengwen & Yin, Libo, 2025, "Globalization, product specialization, and firm value," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107201.
• Boungou, Whelsy & Dufau, Bastien, 2025, "Shareholder wealth effects of corporate sustainability reporting regulations," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107404.
• Koo, Kang Mo & Song, Jeongseop, 2025, "Terrorism and acquisition decision: Evidence from real estate investment trusts," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107406.
• Wang, Daoping & Ji, Zhanghanyu & Shen, Xinyan, 2025, "Carbon neutrality policies and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107432.
• Liu, Bin & Zhou, Xuemei, 2025, "CEO spin and the stock price crash," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107449.
• Wei, Haitian & Ooi, Chai-Aun & Mohd-Rashid, Rasidah, 2025, "Market responses to ESG amid signs of ESG De-institutionalization: evidence from the 2024 economic shock and Trump’s election victory," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107457.
• Shin, Jungcheol & Kim, Daehwan, 2025, "Active style drift and mutual fund performance," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107498.
• Sun, Chentong & Pan, Chu & Xu, Nuo, 2025, "Industry-level climate policy risk exposure and corporate ESG performance," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107542.
• Shen, Zhuyi & Wang, Shibo & Yang, Jinqiang & Zhao, Siqi, 2025, "A note on ambiguity, network adoption and crypto pricing," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107500.
• Huang, Yin-Siang, 2025, "When geopolitical risks hit the supply chain: Impacts on credit default swap market," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107622.
• Zhou, Zhong-Qiang & Huang, Ping & Hooy, Chee-Wooi, 2025, "A simple model for government intervention in China’s stock market," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107643.
• Reichenbach, Felix, 2025, "Skin in the game: The returns of digital assets from computer games," Finance Research Letters, Elsevier, volume 83, issue C, DOI: 10.1016/j.frl.2025.107670.