Research classified by Journal of Economic Literature (JEL) codes

2025

• 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.
• Yan, Guan & Li, Fanglin & Liu, Zhidong & Zhou, Lu Jolly, 2025, "Climate risk concern and green premium in the stock market: Evidence from China," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107741.
• Vashisht, Shailja & Mundi, Hardeep Singh, 2025, "Do well-connected bank CEOs mitigate the impact of geopolitical risk on bank stability? Evidence from an emerging market," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107777.
• Bonaparte, Yosef, 2025, "Global FOMO: The pulse of financial markets worldwide," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107920.
• Baur, Dirk G. & Dimpfl, Thomas & Pena, Javier, 2025, "A Safe Haven Index," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107922.
• Kaplanski, Guy, 2025, "The box office as a leading indicator of investor sentiment," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107990.
• Atanasova, Christina & Miao, Terrel & Segarra, Ignacio & Willeboordse, Frederick, 2025, "Aggregate illiquidity and crypto option returns," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108003.
• Wang, Peiwen & Huang, Guanglin & Lu, Wanbo, 2025, "Factor-based higher-order moment portfolio optimization," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108021.
• Becsky-Nagy, Patrícia & Száz, János & Vidovics-Dancs, Ágnes & Váradi, Kata, 2025, "Pricing of compound exchange options," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108029.
• Liu, Yanlin & Yang, Jiaxin & Pham, Thu Phuong, 2025, "The hidden cost of firm-level political risk: Impairing liquidity in corporate bond markets," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108058.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "Presidential elections and secretary appointment: an event study for us biotechnology and drugs," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108125.
• Zhang, Xueying & Bian, Haodong & Walker, Thomas & Barabanov, Sergey, 2025, "The impact of financial report comment letters on bond pricing: Evidence from China," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108140.
• Kaczmarek, Tomasz & Demir, Ender & Rouatbi, Wael & Zaremba, Adam, 2025, "Tariffs announcement as a global stress test: Early stock market reactions to U.S. protectionism," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108080.
• Vich-Llompart, M. Magdalena & Vitiello, Luiz, 2025, "Option pricing with a two-piece lognormal distribution," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108120.
• Sui, Yanjun & Tian, Xiao & Zhong, Angel & Chiah, Mardy, 2025, "Beyond the final whistle: AFL grand final and retail investor trading," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108137.
• Kim, Hyeonjun & Ryu, Doojin, 2025, "Short squeeze risk and price impact," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108147.
• Görgen, Maximilian & Jacob, Stefan & Rohleder, Martin & Wilkens, Marco, 2025, "The impact of ESG preferences on stock borrowing volumes and fees," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108167.
• Lee, Yu Kyung & Lee, Eun Jung & Kim, Ryumi, 2025, "Factor-loading uncertainty and expected return: Value vs. growth stocks," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108171.
• Malik, Ali K. & Colak, Gonul, 2025, "Twitter-based economic uncertainty and corporate bond credit spreads," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108267.
• Bonaparte, Yosef, 2025, "From innovation to valuation: The role of quantum technologies in asset pricing," Finance Research Letters, Elsevier, volume 85, issue PE, DOI: 10.1016/j.frl.2025.108281.
• Afik, Zvika & Lahav, Yaron & Zaguri, Bat-El, 2025, "Long-term market reactions to FDA Phase III clinical trials announcements," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108139.
• Nguyen, Duc Khuong & Paltalidis, Nikos, 2025, "Credit and financial cycle synchronization impact on sovereign credit risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108236.
• Conlon, Thomas & Corbet, Shaen, 2025, "Memecoin contagion: Irrationality, illicit behaviour, and Cryptocurrency risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108264.
• Berdiev, Urol, 2025, "Stock market reaction to green bond announcements: The role of firm sustainability," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108295.
• Tang, Iengchuo & Dias, Roshanthi & Mo, Di & Tian, Xiao, 2025, "When green turns brown: Green premium revisited," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108298.
• Kim, Jinyong & Kim, Yongsik & Lee, Seunghyun, 2025, "Industry-adjusted book-to-market ratio and value premium," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108347.
• Mugaloglu, Erhan & Kocak, Emrah & Bulut, Umit, 2025, "News intensity and volatility dynamics in large- and small-cap stocks: A non-gaussian SVAR approach," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108359.
• Luu, Thu Thanh & Tran, Minh Quang, 2025, "When the FED speaks their tone, do international financial markets respond?," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108418.
• Klimenko, Mikhail & Romanyuk, Kirill, 2025, "Investor perception of ESG-linked credit risk during the COVID-19 pandemic for U.S. and European firms," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108464.
• Francisco, Paulo Morais, 2025, "Labour intensity and systematic risk," Finance Research Letters, Elsevier, volume 86, issue PB, DOI: 10.1016/j.frl.2025.108475.
• Sifat, Imtiaz, 2025, "Ethereum’s proof-of-stake transition: Inflation dynamics and market structure changes," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108237.
• Bahcivan, Hulusi, 2025, "Day and night expected returns under overnight information shocks: New tug-of-war pattern," Finance Research Letters, Elsevier, volume 86, issue PC, DOI: 10.1016/j.frl.2025.108591.
• Zhang, Zhi Min & Jiang, Feng, 2025, "From financing to innovation: How green bond issuance promotes corporate green innovation in China," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108462.
• Feng, Chi & Zeng, Xudong, 2025, "Climate variability and catastrophe bond premiums," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108624.
• Song, Dandan & Wang, Wenwei & Luo, Pengfei, 2025, "Dynamic investment strategy and optimal capital structure under risk and ambiguity," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108643.
• Gordon, Kemar & Schneider, Mark & Strauss, Jack, 2025, "Stock market anomalies in the modern era," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108650.
• Kiss, Tamás & Ferreira Batista Martins, Igor, 2025, "Good volatility, bad volatility and the cross section of commodity returns," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108656.
• Iwanaga, Yasuhiro, 2025, "Auction timing anomaly in the Japanese bond futures market," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108675.
• Jo, Jaehee & Jung, Keumah & Park, Sohee, 2025, "Are borrowing costs affected by audit market structure? Evidence from market concentration," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108749.
• Kaczmarek, Tomasz & Zaremba, Adam, 2025, "Beyond the last surprise: Reviving PEAD with machine learning and historical earnings," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108751.
• Kim, Hyeonjun & Ryu, Doojin, 2025, "Decomposing momentum: Fundamentals versus persistent mispricing," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108752.
• Rumokoy, Lawren Julio & Lengkong, Victor & Chung, Richard & Liu, Benjamin, 2025, "Geopolitical risk and IPO underpricing: Evidence from China," Finance Research Letters, Elsevier, volume 86, issue PF, DOI: 10.1016/j.frl.2025.108784.
• Adebayo, Tomiwa Sunday, 2025, "Cryptocurrency– U.S. equity co-movements under uncertainty: A rolling-window kernel regularized partial correlation approach," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108845.
• Zhang, Hao & Zhang, Lu & Zhao, Hua, 2025, "Intraday variation of systematic risk in China," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108903.
• Galindo Gil, Hamilton & Lazo-Paz, Renato, 2025, "An ETF-based measure of stock price fragility," Journal of Financial Markets, Elsevier, volume 72, issue C, DOI: 10.1016/j.finmar.2024.100946.
• Katagiri, Mitsuru & Shino, Junnosuke & Takahashi, Koji, 2025, "Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation," Journal of Financial Markets, Elsevier, volume 73, issue C, DOI: 10.1016/j.finmar.2025.100961.
• Lachana, Ioanna & Schröder, David, 2025, "Investor sentiment and stock returns: Wisdom of crowds or power of words? Evidence from Seeking Alpha and Wall Street Journal," Journal of Financial Markets, Elsevier, volume 74, issue C, DOI: 10.1016/j.finmar.2025.100970.
• He, Xue-Zhong & Kang, Junqing, 2025, "Speed competition and strategic trading," Journal of Financial Markets, Elsevier, volume 74, issue C, DOI: 10.1016/j.finmar.2025.100972.
• Garriott, Corey & van Kervel, Vincent & Zoican, Marius, 2025, "Queuing and inventories in limit order markets," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100982.
• Qin, Lu & Autore, Don M. & Jiang, Danling & Zhu, Hongquan, 2025, "Faster than flying: High-speed rail, investors, and firms," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100984.
• Fan, Yinghua & Feng, Guanhao & Qiao, Xiao & Baronyan, Sayad, 2025, "Institutional granular impact is benign on asset sales and price efficiency," Journal of Financial Markets, Elsevier, volume 75, issue C, DOI: 10.1016/j.finmar.2025.100987.
• Jiang, Danling & Liu, Baixiao & Xiao, Steven Chong, 2025, "Social norms and stock lending," Journal of Financial Markets, Elsevier, volume 76, issue C, DOI: 10.1016/j.finmar.2025.100991.
• Amihud, Yakov & Huh, Sahn-Wook & Subrahmanyam, Avanidhar, 2025, "Liquidity spillovers: Evidence from two-step spinoffs," Journal of Financial Markets, Elsevier, volume 76, issue C, DOI: 10.1016/j.finmar.2025.101000.
• Kirti, Divya, 2025, "Lending standards and output growth," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101351.
• Kiosses, Nikolaos & Leventis, Stergios & Subeniotis, Demetres & Tampakoudis, Ioannis, 2025, "The impact of policy uncertainty on shareholder wealth: Evidence from bank M&A," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101361.
• Shim, Jae Hun, 2025, "Bubbles, banking and monetary policy," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101362.
• Coppola, Anna & Urga, Giovanni & Varaldo, Alessandro, 2025, "Asset class liquidity risk indicators. Timing the risk in the European and US equity and bond markets," Journal of Financial Stability, Elsevier, volume 76, issue C, DOI: 10.1016/j.jfs.2024.101369.
• Kanda, Joana F. & Pinto, João M. & Silva, Beatriz P., 2025, "The ECB’s APP’s impact on non-financial firms’ cost of borrowing and debt choice," Journal of Financial Stability, Elsevier, volume 77, issue C, DOI: 10.1016/j.jfs.2025.101387.
• Chen, William & Phelan, Gregory, 2025, "Digital currency and banking-sector stability," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101414.
• Chatziantoniou, Ioannis & Colak, Gonul & Filippidis, Michail & Filis, George & Tzouvanas, Panagiotis, 2025, "Systemic risk and oil price volatility shocks," Journal of Financial Stability, Elsevier, volume 79, issue C, DOI: 10.1016/j.jfs.2025.101432.
• Zhang, Zehua & Zhao, Ran & Zhu, Lu & Chamberlain, Trevor, 2025, "ESG performance and bond return volatility," Journal of Financial Stability, Elsevier, volume 79, issue C, DOI: 10.1016/j.jfs.2025.101434.
• Neugebauer, Tibor & Sadrieh, Abdolkarim & Selten, Reinhard, 2025, "Taming selten's horse with impulse response," Games and Economic Behavior, Elsevier, volume 150, issue C, pages 71-92, DOI: 10.1016/j.geb.2024.11.014.
• Nguyen, Harvey & Pham, Anh Viet & Pham, Man Duy (Marty) & Pham, Mia Hang, 2025, "Climate change and corporate credit worthiness: International evidence," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2024.101073.
• Shi, Huai-Long & Chen, Huayi, 2025, "Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2025.101079.
• Ma, Gaoping & Bouri, Elie & Xu, Yahua & Zhou, Z. Ivy, 2025, "The “night effect” of intraday trading: Evidence from Chinese gold and silver futures markets," Global Finance Journal, Elsevier, volume 64, issue C, DOI: 10.1016/j.gfj.2025.101084.
• DeCoste, Joseph, 2025, "Comovement and S&P 500 membership," Global Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.gfj.2025.101110.
• Li, Yulin & Wald, John K. & Wang, Zijun, 2025, "Not just the news: Higher moments of macroeconomic variables and sovereign bond returns," Global Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.gfj.2025.101113.
• Garcia, John, 2025, "Beyond the headlines: Sentiment divergence and financial distress," Global Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.gfj.2025.101126.
• Lalwani, Vaibhav, 2025, "Mean-variance optimization and the cross-section of stock returns," Global Finance Journal, Elsevier, volume 66, issue C, DOI: 10.1016/j.gfj.2025.101130.
• Kang, Sang Baum & Sinha, Satwik & Eom, Jiyong, 2025, "Green dreams, risky assets? A study of high-yield green bonds," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101158.
• Papathanasiou, Spyros & Syriopoulos, Theodore & Kenourgios, Dimitris & Koutsokostas, Drosos, 2025, "Sailing through uncertainty: Shipping's role in financial shock transmission and hedging strategies," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101159.
• Garcia, John, 2025, "The power of attention: examining the roles of institutional investor and macroeconomic news attention in shaping share liquidity," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101160.
• Liu, Dan, 2025, "Seeing is believing: Forecasting oil market returns with artificial intelligence-powered visual climate change perception," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101174.
• Vasconcelos, Lucas N.C. & Schiozer, Rafael, 2025, "Sovereign fiscal capacity, implicit subsidies, and bank value," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101197.
• Yuan, Ying & Qu, Yong & Qiao, Sijia, 2025, "Equity premium prediction: A constraint-based predictor decomposition approach," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101199.
• Solís, Pavel, 2025, "Term premia and credit risk in emerging markets: The role of U.S. monetary policy," Journal of International Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jinteco.2025.104045.
• Christensen, Jens H.E. & Mirkov, Nikola N. & Zhang, Xin, 2025, "Quantitative easing and the supply of safe assets: Evidence from international bond safety premia," Journal of International Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jinteco.2025.104146.
• Albanese, Marina & Caporale, Guglielmo Maria & Colella, Ida & Spagnolo, Nicola, 2025, "The effects of physical and transition climate risk on stock markets: Some multi-Country evidence," International Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.inteco.2024.100571.
• Nguyen, Xuan Thang & Phuong Nguyen, Thi Ngoc, 2025, "The impact of state-level economic policy uncertainty on loan pricing," International Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.inteco.2025.100629.
• Atilgan, Yigit & Ozgur Demirtas, K. & Doruk Gunaydin, A. & Dilan Tosun, Aynur & Zirek, Duygu, 2025, "Aggregate earnings and global equity returns," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 100, issue C, DOI: 10.1016/j.intfin.2025.102125.
• Zhou, Mingtao & Ma, Yong, 2025, "Climate risk and predictability of global stock market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102135.
• Zhang, Zhongxia, 2025, "Does inflation targeting track record matter for asset prices? Evidence from stock, bond, and foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102141.
• Kaourma, Theofilia & Milidonis, Andreas & Nishiotis, George & Panayides, Marios, 2025, "News and intraday retail investor order flow in foreign exchange markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102146.
• Jacoby, Gady & Liao, Rose C. & Wang, Yan & Wu, Zhenyu, 2025, "An intertemporal international asset pricing model: Theory and evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 102, issue C, DOI: 10.1016/j.intfin.2025.102162.
• Kwak, Jun Hee & Han, Bada & Lee, Jae Young, 2025, "The causal effects of equity flows: Evidence from Korea," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 102, issue C, DOI: 10.1016/j.intfin.2025.102175.
• Cotugno, Matteo & Fiorillo, Paolo & Monferrà, Stefano & Severini, Sabrina, 2025, "ESG incidents and corporate green bond market reaction," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 102, issue C, DOI: 10.1016/j.intfin.2025.102178.
• Kedar-Levy, Haim & Kim, Joon-Seok & Yoo, Sean Sehyun, 2025, "Predictable liquidity properties in a Segmented, inelastic stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 103, issue C, DOI: 10.1016/j.intfin.2025.102181.
• Cakici, Nusret & Zaremba, Adam, 2025, "Accounting vs technical information: what matters more for stock return predictability?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 104, issue C, DOI: 10.1016/j.intfin.2025.102207.
• Pietsch, Allegra & Salakhova, Dilyara, 2025, "Pricing of green bonds: Greenium dynamics and the role of retail investors," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 104, issue C, DOI: 10.1016/j.intfin.2025.102211.
• Mao, Yang-Rong & Shi, Huai-Long & Chen, Huayi & Wan, Yu-Lei, 2025, "Detecting cross-firm momentum effects via shared analyst coverage: The role of leaders," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 105, issue C, DOI: 10.1016/j.intfin.2025.102237.
• Xu, Dezhong & Li, Bin & Singh, Tarlok & Chen, Xiaoyue & Li, Jinze, 2025, "Cross-market overnight time-series momentum," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 105, issue C, DOI: 10.1016/j.intfin.2025.102239.
• Dima, Bogdan & Dima, Ştefana Maria & Ioan, Roxana, 2025, "The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 98, issue C, DOI: 10.1016/j.intfin.2024.102084.
• Sapkota, Niranjan, 2025, "The crypto collapse chronicles: Decoding cryptocurrency exchange defaults," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2024.102093.
• Perras, Patrizia & Wagner, Niklas, 2025, "Give me a break: What does the equity premium compensate for?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2024.102103.
• Vasconcelos, Lucas N.C. & Schiozer, Rafael, 2025, "Extractive institutions and banks’ implicit subsidies," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2025.102119.
• Gomez-Gonzalez, Jose E. & Uribe, Jorge M. & Valencia, Oscar M., 2025, "Sovereign debt cost and economic complexity," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2025.102121.
• Cuny, Christine & Li, Ken & Nakhmurina, Anya & Watts, Edward M., 2025, "Muni Disclosure: All talk and no trade?," Journal of Accounting and Economics, Elsevier, volume 80, issue 1, DOI: 10.1016/j.jacceco.2025.101797.
• Iwanaga, Yasuhiro, 2025, "Decomposing the reversal effect: Exploring low-to-price and other indicators," Japan and the World Economy, Elsevier, volume 76, issue C, DOI: 10.1016/j.japwor.2025.101334.
• Herb, Patrick, 2025, "The treasury auction risk premium," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107316.
• Liu, Haibo & Tang, Qihe, 2025, "Modeling and pricing credit risk with a focus on recovery risk," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107317.
• Lin, Yiping & Swan, Peter L. & Harris, Frederick H.de B., 2025, "Does maker-taker limit order subsidy improve market outcomes? Quasi-natural experimental evidence," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107330.
• Cakici, Nusret & Fieberg, Christian & Metko, Daniel & Zaremba, Adam, 2025, "Factor momentum versus price momentum: Insights from international markets," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107332.
• Bassen, Alexander & Kordsachia, Othar & Lopatta, Kerstin & Tan, Weiqiang, 2025, "Revenue alignment with the EU taxonomy regulation in developed markets," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107339.
• Black, Jeffrey R. & Das, Nirmol & Leal, Diego, 2025, "Economic policy uncertainty and corporate bond liquidity," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107340.
• Dumitru, Ana Maria H. & Hizmeri, Rodrigo & Izzeldin, Marwan, 2025, "Forecasting the realized variance in the presence of intraday periodicity," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107342.
• Liu, Yunting & Zhu, Yandi, 2025, "Good idiosyncratic volatility, bad idiosyncratic volatility, and the cross-section of stock returns," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107343.
• Augustyniak, Maciej & Badescu, Alexandru & Bégin, Jean-François & Jayaraman, Sarath Kumar, 2025, "A general option pricing framework for affine fractionally integrated models," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107346.
• Ni, Xiaoran & Wang, Ye & Yin, David, 2025, "The market for corporate control and firm information environment: Evidence from five decades of data," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107350.
• Hansen, Jorge Wolfgang, 2025, "Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107354.
• Ge, Shuyi & Li, Shaoran & Zheng, Hanyu, 2025, "Diamond cuts diamond: News co-mention momentum spillover prevails in China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107356.
• Lin, Jianhao & Fan, Jiacheng & Zhang, Yifan, 2025, "Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107371.
• Feng, Guanhao & He, Xin & Wang, Yanchu & Wu, Chunchi, 2025, "Predicting individual corporate bond returns," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107372.
• Fieberg, Christian & Liedtke, Gerrit & Zaremba, Adam & Cakici, Nusret, 2025, "A factor model for the cross-section of country equity risk premia," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107373.
• Deschamps, Bruno & Fei, Tianlun & Jiang, Ying & Liu, Xiaoquan, 2025, "Uncertainty and cross-sectional stock returns: Evidence from China," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107374.
• Bro, Jeppe & Eriksen, Jonas N., 2025, "Subjective expectations and house prices," Journal of Banking & Finance, Elsevier, volume 172, issue C, DOI: 10.1016/j.jbankfin.2024.107377.
• Cheng, Tzu-Chang Forrest & Huang, Hsuan-Hua & Lin, Tse-Chun & Yang, Tzu-Ting & Zhu, Jian-Da, 2025, "Windfall gains and stock market participation: Evidence from shopping receipt lottery," Journal of Banking & Finance, Elsevier, volume 172, issue C, DOI: 10.1016/j.jbankfin.2024.107378.
• Chan, Kam C. & Chen, Liangyin & Huang, Jun & Li, Ya, 2025, "Does FinTech coverage improve the pricing efficiency of capital market? Evidence from China," Journal of Banking & Finance, Elsevier, volume 172, issue C, DOI: 10.1016/j.jbankfin.2025.107396.
• Lu, Zhongjin & Pyun, Chaehyun, 2025, "Dissecting the return-predicting power of risk-neutral variance," Journal of Banking & Finance, Elsevier, volume 173, issue C, DOI: 10.1016/j.jbankfin.2025.107409.
• Sun, Yulong & Wang, Kai & Zhou, Zhiping, 2025, "Fear propagation and return dynamics," Journal of Banking & Finance, Elsevier, volume 173, issue C, DOI: 10.1016/j.jbankfin.2025.107410.
• Correa, Ricardo & DeMarco, Laurie, 2025, "Dealer leverage and exchange rates: Heterogeneity across intermediaries," Journal of Banking & Finance, Elsevier, volume 174, issue C, DOI: 10.1016/j.jbankfin.2025.107400.
• Li, Ying & Huang, Qianqian & Yuan, Tao, 2025, "Corporate voluntary disclosure via WeChat," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107393.
• Allen, Franklin & Haas, Marlene & Pirovano, Matteo & Tengulov, Angel, 2025, "How prevalent are short squeezes? Evidence from the US and Europe," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107436.
• Wang, Yuansheng & Yang, Haoxi & Chen, Zhizhen & Feng, Yun, 2025, "Demographic trends, the rent-to-price ratio, and housing market returns," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107437.
• Orlando, Anthony W. & Welke, Gerd, 2025, "Borrowing on the wrong side of the tracks: Evidence from mortgage loan discontinuities," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107438.
• Beckmeyer, Heiner & Meyerhof, Paul, 2025, "The short-duration premium and news announcements," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107445.
• Fragkiskos, Apollon & Krasotkina, Olga & Spilker, Harold D. & Wermers, Russ, 2025, "Private Equity Fund Performance: A Time-Series Approach," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107470.