Research classified by Journal of Economic Literature (JEL) codes

2025

• Bouri, Elie & Benbachir, Soufiane & Alaoui, Marwane El, 2025, "How Bitcoin market trends affect major cryptocurrencies?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 668, issue C, DOI: 10.1016/j.physa.2025.130587.
• Neuenkirch, Matthias & Repko, Maria & Weber, Enzo, 2025, "Hawks and Doves: Financial market perception of Western support for Ukraine," European Journal of Political Economy, Elsevier, volume 89, issue C, DOI: 10.1016/j.ejpoleco.2025.102744.
• Couture, Cody & Smit, Abhiprerna, 2025, "Stock returns of federal reserve officials," European Journal of Political Economy, Elsevier, volume 90, issue PB, DOI: 10.1016/j.ejpoleco.2025.102739.
• Krettek, Jonas, 2025, "Market reactions to the Basel reforms: Implications for shareholders, creditors, and taxpayers," The Quarterly Review of Economics and Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.qref.2025.101990.
• Hu, Zinan & Borjigin, Sumuya, 2025, "Market downturns and asymmetric tail risk transmission speed in the US: Evaluating macroeconomic policy effectiveness during and after the COVID-19 pandemic," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.101993.
• Kim, Karam & Batten, Jonathan A. & Ryu, Doojin, 2025, "Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102007.
• Fernandes, Marcelo & Paye, Bradley & Roma, Carolina Magda da Silva, 2025, "The equity premium and the disconnect between uncertainty and volatility: A global perspective," The Quarterly Review of Economics and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.qref.2025.102010.
• Chen, Xiaohui & Choi, Paul Moon Sub & Kim, Sang-Joon & Lee, Jangwook & Kim, Seung-Hee, 2025, "Do influencers pay? Evidence from the Internet celebrity economy in China," The Quarterly Review of Economics and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.qref.2025.102030.
• Zhang, Jinlong & Zhang, Wei & E, Jiyue, 2025, "The impact of biodiversity regulation on audit pricing − A quasi-natural experiment based on the Green Shield Program," The Quarterly Review of Economics and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.qref.2025.102038.
• Bae, Kyoung-Hun & Dixon, Peter & Lee, Eun-Jung, 2025, "Large trade anticipation," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102066.
• Tabak, Benjamin Miranda & e Silva, Igor Bettanin Dalla Riva & Quintino, Derick David & Silva, Thiago Christiano, 2025, "Fuel prices connectedness across Brazilian capitals: The case of ethanol and gasoline," Renewable and Sustainable Energy Reviews, Elsevier, volume 210, issue C, DOI: 10.1016/j.rser.2024.115148.
• Fan, Jiani & Hua, Xiuping & Wang, Miao & Wang, Yong & Zhang, Huayi, 2025, "The impacts of U.S. Section 337 investigations on Chinese technology firms," Research Policy, Elsevier, volume 54, issue 5, DOI: 10.1016/j.respol.2025.105210.
• Qiu, Wenkang & Xiang, Cheng & Li, Chunhong & Chen, Yinong, 2025, "Institutional investor cliques and ESG performance: Evidence from Chinese firms," International Review of Economics & Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.iref.2025.104079.
• Gao, Xiang & Koedijk, Kees & Walther, Thomas & Wang, Zhan, 2025, "Relative investor sentiment," International Review of Economics & Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.iref.2025.104105.
• Zhou, Lei & Wei, Feng, 2025, "Equity pledge and controlling shareholders’ over-appointing of directors," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104085.
• Li, Zhihua & Liu, Hong & Yang, Qingshan, 2025, "Insider trading and government intervention," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104104.
• Bastías, Jaime & Ruiz, José L., 2025, "COVID-19 pension raids and sovereign risk," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104155.
• Ferri, Giovanni & Pesic, Valerio, 2025, "Can the banking union work without common deposit Guarantees? The initial market assessment and policy implications☆," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104159.
• Chen, Muzi & Li, Geng & Li, Nan & Yang, Xiaoguang & Trainor, William J., 2025, "Impact of regional digital economy on default recovery: Evidence from China," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104162.
• Nguyen, Van Ha & Dang, Tung Lam, 2025, "Corporate social responsibility and stock liquidity across the globe," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104182.
• Bashir, Hajam Abid & Kumar, Dilip, 2025, "Unveiling investor sentiment, attention, and speed of price adjustment in Indian market," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104189.
• Lei, Shuyan & zheng, Luman, 2025, "Green investors and stock price volatility in tourism enterprises: A perspective on information disclosure quality," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104243.
• Tang, Hongfei & Xie, Kangzhen & Xu, Xiaoqing Eleanor, 2025, "Cryptocurrency ETFs vs. nonredeemable investment trusts: An in-depth analysis," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104264.
• Yang, Ting, 2025, "Volatility characteristics of stock markets during the US-China trade war," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104335.
• Ding, Zhiguo & Qi, Ji & Tang, Yun & Zhao, Xuankai, 2025, "Unveiling low productivity premium: A tale from emerging market," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104399.
• Hanif, Waqas & El Khoury, Rim & Gubareva, Mariya & Teplova, Tamara, 2025, "Asymmetric connectedness among regional green economies, carbon markets, and oil shocks," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104416.
• Li, Zheng & Wang, Yixuan & Li, Haitong & Dai, Pengyi, 2025, "ICT innovation, information environment and stock price crash risk: Evidence from patent data," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104419.
• Qiao, Yankuo & Xu, Gaohan & Xu, Xian & Yin, Yifan, 2025, "CEO career experience and insurance innovation in China," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104466.
• Fu, Jinlin & Lu, Xiaomeng & Xie, Yuxin & Wang, Binxu, 2025, "Are active mutual fund managers skilled in picking stock concepts?," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104474.
• Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Corbet, Shaen, 2025, "News sentiment and DeFi coin returns: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104483.
• Ardakani, Omid M., 2025, "Informational efficiency and rational bubbles," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104486.
• Miwa, Kotaro, 2025, "Market participants' interests and earnings forecast updates: Evidence from discussion topics in investor meetings," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104500.
• Ballis, Antonis & Karagiorgis, Ariston & Anastasiou, Dimitrios & Kallandranis, Christos, 2025, "Cryptocurrency dynamics during global crises: Insights from Bitcoin’s interplay with traditional markets," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104512.
• You, Zhirun & Gao, Yachun & Hu, Jun, 2025, "Equity duration in China: A deep learning approach," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104551.
• Xiang, Youtao & Borjigin, Sumuya, 2025, "Network centrality and market information efficiency: Evidence from corporate site visits in China," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104585.
• Miwa, Kotaro, 2025, "Cross-firm information in analyst reports," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104499.
• Song, Zhirui & Zhang, Zehua & Zhao, Ran, 2025, "Illiquidity-driven bond return synchronicity and information environment," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104600.
• Yee, Chanho, 2025, "Trading pattern synchronization in multi-asset market," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104613.
• Wong, Wai-Yan & Tee, Chwee-Ming & Hooy, Chee-Wooi, 2025, "Are political connections valuable during a health pandemic crisis?," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104623.
• Hoang, Lai T., 2025, "Cryptocurrency price-based comovement," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104635.
• Wang, Congcong & Wang, Zhenxiao & Chiah, Mardy & Bai, Yang, 2025, "When insiders trade less: density and return predictability," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104641.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025, "Impact of elections on the cannabis market: An event study for the 2024 U.S. presidential election," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104683.
• Shi, Huiyi & Xia, Yufei & Cheng, Zihan & Zhang, Xinyu & Liu, Shutong, 2025, "Unleashing the effect of data asset information disclosure on corporate investment efficiency: Fresh evidence from double-debiased machine learning," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104698.
• Lee, Jaeyoon & Chung, Chune Young & Pham, Huy, 2025, "Antitrust deregulation and long-term performance of acquiring firms," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104737.
• Wang, Xiaohui & Ye, Wenwen & Xu, Guanglong, 2025, "Media tone disagreement and the cross-section of stock returns: Evidence from China," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104751.
• Simlai, Prodosh Eugene, 2025, "Financial environment, dry powder, and the dynamics of private equity valuations," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104761.

2024

• Bangsgaard, Christine & Kokholm, Thomas, 2024, "The lead–lag relation between VIX futures and SPX futures," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100851.
• Li, Keming, 2024, "Informed trading prior to financial misconduct: Evidence from option markets," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100855.
• Saunders, Anthony & Shao, Pei & Xiao, Yuchao, 2024, "Private information disclosure in the secondary loan market and its impact on equity market trading costs," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100867.
• Stivers, Chris & Sun, Licheng & Saha, Sounak, 2024, "Abnormal stock returns and shorting around securities class action lawsuits: The role of pre-filing news releases," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100868.
• Marks, Joseph M. & Shang, Chenguang, 2024, "Business seasonality and stock liquidity," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100869.
• Deng, Mengdie & Lin, Tse-Chun & Zhou, Jiayu, 2024, "Does better liquidity for large orders attract institutional investors and analysts? Evidence from the Tick Size Pilot Program," Journal of Financial Markets, Elsevier, volume 67, issue C, DOI: 10.1016/j.finmar.2023.100870.
• Ivashchenko, Alexey, 2024, "Corporate bond price reversals," Journal of Financial Markets, Elsevier, volume 68, issue C, DOI: 10.1016/j.finmar.2023.100880.
• Tian, Haoshu & Yan, Xuemin (Sterling) & Zheng, Lingling, 2024, "The price effect of temporary short-selling bans: Theory and evidence," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100890.
• Ashwin, Julian, 2024, "Financial news media and volatility: Is there more to newspapers than news?," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100896.
• Jiang, Fuwei & Ma, Tian & Zhu, Feifei, 2024, "Fundamental characteristics, machine learning, and stock price crash risk," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100908.
• Yuferova, Darya, 2024, "Algorithmic trading and market efficiency around the introduction of the NYSE Hybrid Market," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100909.
• Di Maggio, Marco & Franzoni, Francesco & Massa, Massimo & Tubaldi, Roberto, 2024, "Strategic trading as a response to short sellers," Journal of Financial Markets, Elsevier, volume 69, issue C, DOI: 10.1016/j.finmar.2024.100911.
• Hao, Xianfeng & Wang, Yudong & Wu, Chongfeng & Wu, Liangyu, 2024, "Oil information uncertainty and aggregate market returns: A natural experiment based on satellite data," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100913.
• Han, Bing & Huang, Xinming & Liu, Qi & Liu, Yu-Jane, 2024, "Firm visibility, liquidity, and valuation for thinly traded assets," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100914.
• Xu, Minggang & Zhang, Xueyong & Zhang, Yeqing, 2024, "Margin trading, short selling, and information asymmetry," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100926.
• Dichev, Ilia D. & Zheng, Xin, 2024, "The volatility of stock investor returns," Journal of Financial Markets, Elsevier, volume 70, issue C, DOI: 10.1016/j.finmar.2024.100927.
• Chava, Sudheer & Paradkar, Nikhil, 2024, "December doldrums, investor distraction, and the stock market reaction to unscheduled news events," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100928.
• Münster, Markus & Reichenbach, Felix & Walther, Martin, 2024, "Robinhood, Reddit, and the news: The impact of traditional and social media on retail investor trading," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100929.
• Chen, Chen & Liang, Qiqi & Stivers, Chris & Sun, Licheng, 2024, "Short selling and the pricing of PIN information risk," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100931.
• Wang, Jianqiu & Wu, Ke & Yang, Sijie & Zhou, Dexin, 2024, "Asymmetry and the Cross-section of Option Returns," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100932.
• Chen, Weihua & Huang, Jennifer & Shi, Donghui & Song, Zhongzhi, 2024, "Can stock trading suspension calm down investors during market crises?," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100934.
• Guo, Xiaodong & Pang, Caiji & Qiao, Zheng & Yao, Xiangkun, 2024, "Institutional investor cliques and stock price efficiency: Evidence from China," Journal of Financial Markets, Elsevier, volume 71, issue C, DOI: 10.1016/j.finmar.2024.100935.
• Ben-Nasr, Hamdi & Boubaker, Sabri, 2024, "Government debt and stock price crash risk: International Evidence," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101245.
• Liu, Desheng & Wang, Yiqing & Li, Mingsheng, 2024, "Comparable but is it informative?Accounting information comparability and price synchronicity," Journal of Financial Stability, Elsevier, volume 73, issue C, DOI: 10.1016/j.jfs.2024.101297.
• Kalimipalli, Madhu & Morohunfolu, Olaleye & Ramachandran, Shankar, 2024, "Do repeated government infusions help financial stability? Evidence from an emerging market," Journal of Financial Stability, Elsevier, volume 75, issue C, DOI: 10.1016/j.jfs.2024.101334.
• Chu, Yinxiao, 2024, "Ambiguity and informativeness of (non-)trading," Games and Economic Behavior, Elsevier, volume 148, issue C, pages 367-384, DOI: 10.1016/j.geb.2024.10.001.
• Tian, Yonggang & Ang, James S. & Fu, Panpan & Ma, Chaoqun & Wang, Xiuhua, 2024, "Does social trust mitigate insiders' opportunistic behaviors? Evidence from insider trading," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100907.
• Tuo, Ling & Rezaee, Zabihollah & Gao, Lei, 2024, "Is there a tradeoff between management earnings forecasts and sustainability reporting?," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100908.
• Chen, Jian & Haboub, Ahmad & Khan, Ali, 2024, "Limits of arbitrage and their impact on market efficiency: Evidence from China," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100916.
• Erhemjamts, Otgontsetseg & Huang, Kershen & Tehranian, Hassan, 2024, "Climate risk, ESG performance, and ESG sentiment in US commercial banks," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100924.
• Gao, Ya & Bradrania, Reza, 2024, "Property crime and lottery-related anomalies," Global Finance Journal, Elsevier, volume 59, issue C, DOI: 10.1016/j.gfj.2023.100927.
• El Ghoul, Sadok & Fu, Zhengwei & Guedhami, Omrane & Kim, Yongwon, 2024, "Do insiders profit from public environmental information? Evidence from insider trading," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100937.
• Clancey-Shang, Danjue & Fu, Chengbo, 2024, "CSR disclosure, political risk and market quality: Evidence from the Russia-Ukraine conflict," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100938.
• Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024, "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100955.
• Christopoulos, Andreas D. & Barratt, Joshua G. & Ilut, Daniel C., 2024, "Synthetic cap rate indices (1991-Covid era)," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100961.
• Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Tiwari, Aviral Kumar, 2024, "Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100964.
• Atilgan, Yigit & Demirtas, K. Ozgur & Gunaydin, A. Doruk & Oztekin, Mustafa, 2024, "Performance implications of hedging with industry ETFs," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100990.
• Assoe, Kodjovi & Attig, Najah & Sy, Oumar, 2024, "The battle of factors," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101004.
• Xiang, Youtao & Borjigin, Sumuya, 2024, "Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101006.
• Çağlayan-Gümüş, Ayşe & Karahan, Cenk C., 2024, "Information content of the limit order book: A cross-sectional analysis in Borsa Istanbul," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101020.
• Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2024, "Insider trading and climate disasters," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101024.
• Peng, Sanshao & Shams, Syed & Prentice, Catherine & Sarker, Tapan, 2024, "Consumer confidence and cryptocurrency excess returns: A three-factor model," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101029.
• Conlon, Thomas & Corbet, Shaen & Oxley, Les, 2024, "The influence of European MiCa regulation on cryptocurrencies," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101040.
• Chowdhury, Abu & Vaihekoski, Mika & Zaman, Mir, 2024, "Are Mondays different? Evidence from initial public offerings," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101043.
• Nigmonov, Asror & Shams, Syed & Urbonas, Povilas, 2024, "Estimating probability of default via delinquencies? Evidence from European P2P lending market," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101050.
• Mudalige, Priyantha & Kalev, Petko S., 2024, "Under the microscope: Trade initiation activities around earnings and takeover announcements in a market with continuous disclosure," Global Finance Journal, Elsevier, volume 63, issue C, DOI: 10.1016/j.gfj.2024.101054.
• Dominguez, Kathryn M.E. & Foschi, Andrea, 2024, "Whatever-it-takes policymaking during the pandemic," Journal of International Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.jinteco.2024.103915.
• Raza, Syed Ali & Shah, Nida & Suleman, Muhammed Tahir, 2024, "A multifractal detrended fluctuation analysis of Islamic and conventional financial markets efficiency during the COVID-19 pandemic," International Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.inteco.2023.100463.
• Abakah, Emmanuel Joel Aikins & Brahim, Mariem & Carlotti, Jean-Etienne & Tiwari, Aviral Kumar & Mensi, Walid, 2024, "Extreme downside risk connectedness and portfolio hedging among the G10 currencies," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100503.
• Mensi, Walid & Al-Yahyaee, Khamis Hamed & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies," International Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.inteco.2024.100554.
• Bastidon, Cécile & Jawadi, Fredj, 2024, "Trade fragmentation and volatility-of-volatility networks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101908.
• Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024, "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101910.
• Long, Huaigang & Chiah, Mardy & Cakici, Nusret & Zaremba, Adam & Bilgin, Mehmet Huseyin, 2024, "ESG investing in good and bad times: An international study," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101916.
• Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan, 2024, "Not all words are equal: Sentiment and jumps in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101920.
• Wang, Kedi & Wu, Chen, 2024, "Financial-judicial specialization and stock price crash risk: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2024.101941.
• Abdelsalam, Omneya & Chantziaras, Antonios & Joseph, Nathan Lael & Tsileponis, Nikolaos, 2024, "Trust matters: A global perspective on the influence of trust on bank market risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101959.
• Huang, Wenxuan & Xu, Weidong & Li, Donghui & Zhao, Ling & Yang, Shijie, 2024, "Does market misvaluation drive cross-border M&As?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101960.
• Luo, Di & Farag, Hisham, 2024, "ESG and aggregate disagreement," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101972.
• Li, Bo & Sun, Qian & Wei, Zhihua, 2024, "Implicit barriers, market integration and asset prices: Evidence from the inclusion of China A-shares in MSCI global indices," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.101998.
• Abdollahi, Hooman & Junttila, Juha-Pekka & Lehkonen, Heikki, 2024, "Clustering asset markets based on volatility connectedness to political news," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 93, issue C, DOI: 10.1016/j.intfin.2024.102004.
• Safiullah, Md & Phan, Dinh Hoang Bach & Nurul Kabir, Md., 2024, "Green innovation and corporate default risk," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 95, issue C, DOI: 10.1016/j.intfin.2024.102041.
• Akyildirim, Erdinc & Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg), 2024, "HACKED: Understanding the stock market response to cyberattacks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102082.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2024, "The profitability of lead–lag arbitrage at high frequency," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1002-1021, DOI: 10.1016/j.ijforecast.2023.09.001.
• Hao, Jinji, 2024, "Disclosure regulation, cost of capital, and firm values," Journal of Accounting and Economics, Elsevier, volume 77, issue 1, DOI: 10.1016/j.jacceco.2023.101605.
• Lang, Mark & Pinto, Jedson & Sul, Edward, 2024, "MiFID II unbundling and sell-side analyst research," Journal of Accounting and Economics, Elsevier, volume 77, issue 1, DOI: 10.1016/j.jacceco.2023.101617.
• Christensen, Theodore E. & Fronk, Karson E. & Lee, Joshua A. & Nelson, Karen K., 2024, "Data visualization in 10-K filings," Journal of Accounting and Economics, Elsevier, volume 77, issue 2, DOI: 10.1016/j.jacceco.2023.101631.
• Pierce, Andrew T., 2024, "Capital-market effects of tipper-tippee insider trading law: Evidence from the Newman ruling," Journal of Accounting and Economics, Elsevier, volume 77, issue 2, DOI: 10.1016/j.jacceco.2023.101639.
• Kelley, Stacie O. & Lewellen, Christina M. & Lynch, Daniel P. & Samuel, David M.P., 2024, "“Just BEAT it” do firms reclassify costs to avoid the base erosion and anti-abuse tax (BEAT) of the TCJA?," Journal of Accounting and Economics, Elsevier, volume 77, issue 2, DOI: 10.1016/j.jacceco.2023.101648.
• Kang, Jung Koo, 2024, "Gone with the big data: Institutional lender demand for private information," Journal of Accounting and Economics, Elsevier, volume 77, issue 2, DOI: 10.1016/j.jacceco.2023.101663.
• Vanhaverbeke, Steven & Balsmeier, Benjamin & Doherr, Thorsten, 2024, "Mandatory financial information disclosure and credit ratings," Journal of Accounting and Economics, Elsevier, volume 78, issue 1, DOI: 10.1016/j.jacceco.2024.101676.
• Li, Qianqian & Watts, Edward M. & Zhu, Christina, 2024, "Retail investors and ESG news," Journal of Accounting and Economics, Elsevier, volume 78, issue 2, DOI: 10.1016/j.jacceco.2024.101719.
• Sloan, Richard G., 2024, "Retail investors and ESG news: A discussion," Journal of Accounting and Economics, Elsevier, volume 78, issue 2, DOI: 10.1016/j.jacceco.2024.101730.
• Call, Andrew C. & Hribar, Paul & Skinner, Douglas J. & Volant, David, 2024, "Corporate managers’ perspectives on forward-looking guidance: Survey evidence," Journal of Accounting and Economics, Elsevier, volume 78, issue 2, DOI: 10.1016/j.jacceco.2024.101731.
• Xiao, Xijuan & Yamamoto, Ryuichi, 2024, "Overnight earnings announcements and preopening price discovery," Japan and the World Economy, Elsevier, volume 70, issue C, DOI: 10.1016/j.japwor.2024.101249.
• Au Yong, Hue Hwa & Brown, Christine & Ho, Choy Yeing (Chloe) & Shekhar, Chander, 2024, "Equity in capital raising? Empirical evidence from structured private placements," Journal of Banking & Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jbankfin.2023.107074.
• Liu, Amanda & Shim, Ilhyock, 2024, "Shadow loans and regulatory arbitrage: Evidence from China," Journal of Banking & Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jbankfin.2024.107091.
• Bhagwat, Vineet & Shirley, Sara E. & Stark, Jeffrey R., 2024, "Task-oriented speech and information processing," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107095.
• Cheng, Hang & Guo, Hui & Shi, Yongdong, 2024, "Multifactor conditional equity premium model: Evidence from China's stock market," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107117.
• Hertel, Tobias & Kaya, Devrimi & Reichmann, Doron, 2024, "Corporate culture and M&A deals: Using text from crowdsourced employer reviews to measure cultural differences," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107118.
• Cumming, Douglas & Köchling, Gerrit & Neukirchen, Daniel & Posch, Peter N., 2024, "How does corporate culture affect IPO price formation?," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107158.
• Samdani, Taufique, 2024, "Disclosure rules, controlling shareholders, and trading activity in the new issues market," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107168.
• Wang, Xiaoxiao & Zhang, Xueyong, 2024, "Bank affiliation and timing ability of mutual funds: Evidence from China," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107165.
• Massoud, Nadia & Song, Keke & Tran, Nam, 2024, "Lender effects on gains from mergers and acquisitions," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107171.
• Khoo, Joye & Zheng, Chen & Pathan, Shams, 2024, "The beneficial effect of common ownership: Evidence from bank liquidity creation," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107172.
• Guo, Xu & Gu, Chen & Zebedee, Allan A. & Chiu, Li-ting, 2024, "The effect of institutional herding on stock prices: The differentiating role of credit ratings," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107186.
• Arikawa, Yasuhiro & Byoun, Soku & Han, Seung Hun & Pagano, Michael S. & Shin, Yoon S., 2024, "The role of Japanese corporate governance features in explaining rating differences between global and Japanese rating agencies," Journal of Banking & Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jbankfin.2024.107215.
• Bhurjee, Keerat & Saragur Ramanna, Vishwanatha, 2024, "Preopening auctions and price discovery in initial public offerings," Journal of Banking & Finance, Elsevier, volume 165, issue C, DOI: 10.1016/j.jbankfin.2024.107196.
• Qiao, Fang, 2024, "Do analysts disseminate anomaly information in China?," Journal of Banking & Finance, Elsevier, volume 165, issue C, DOI: 10.1016/j.jbankfin.2024.107221.
• Galati, Luca, 2024, "Exchange market share, market makers, and murky behavior: The impact of no-fee trading on cryptocurrency market quality," Journal of Banking & Finance, Elsevier, volume 165, issue C, DOI: 10.1016/j.jbankfin.2024.107222.
• Ni, Sophie Xiaoyan & Pan, Jun, 2024, "Trading options and CDS on stocks under the short sale ban," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107243.
• Breugem, Matthijs & Corvino, Raffaele & Marfè, Roberto & Schönleber, Lorenzo, 2024, "Pandemic tail risk," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107257.
• Chakrabarty, Bidisha & Cox, Justin & Upson, James E, 2024, "The information content of retail order flow: Evidence from fragmented markets," Journal of Banking & Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jbankfin.2024.107275.
• Ann Xing, Bingxin & Feunou, Bruno & Nongni-Donfack, Morvan & Sekkel, Rodrigo, 2024, "U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K," Journal of Banking & Finance, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbankfin.2024.107270.
• Fang, Jiali & Jacobsen, Ben, 2024, "Cross-country determinants of market efficiency: A technical analysis perspective," Journal of Banking & Finance, Elsevier, volume 169, issue C, DOI: 10.1016/j.jbankfin.2024.107297.
• Ahluwalia, Saurabh & Ferrell, Linda & Ferrell, O.C. & Gandhi, Priyank, 2024, "Does being ethical pay? Evidence from the implementation of SOX Section 406," Journal of Business Research, Elsevier, volume 183, issue C, DOI: 10.1016/j.jbusres.2024.114865.
• Liu, Xianda & Hou, Wenxuan & Main, Brian G.M., 2024, "Military experience and subsequent effectiveness as a director," Journal of Economic Behavior & Organization, Elsevier, volume 222, issue C, pages 144-176, DOI: 10.1016/j.jebo.2024.03.003.
• Klein, Tony, 2024, "Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks," Journal of Economic Behavior & Organization, Elsevier, volume 222, issue C, pages 294-313, DOI: 10.1016/j.jebo.2024.04.020.
• Radi, Sherrihan & Gebka, Bartosz & Kallinterakis, Vasileios, 2024, "The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation," Journal of Economic Behavior & Organization, Elsevier, volume 224, issue C, pages 966-995, DOI: 10.1016/j.jebo.2024.07.005.
• Jamal, Karim & Maier, Michael & Sunder, Shyam, 2024, "Emergence of information aggregation to rational expectations equilibria in markets populated by biased heuristic traders," Journal of Economic Behavior & Organization, Elsevier, volume 228, issue C, DOI: 10.1016/j.jebo.2024.106700.
• Barnes, Spencer & Mendez, Brandon & Schrowang, Andrew, 2024, "Analysts’ accuracy following an increase in uncertainty: Evidence from the art market," Journal of Economic Behavior & Organization, Elsevier, volume 228, issue C, DOI: 10.1016/j.jebo.2024.106761.
• Niinimäki, J.-P., 2024, "The incentive effects of the overlapping project structure in credit markets," Journal of Economics and Business, Elsevier, volume 128, issue C, DOI: 10.1016/j.jeconbus.2024.106159.
• Oesinghaus, Andreas, 2024, "Analysts’ extrapolative expectations in the cross-section," Journal of Economics and Business, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeconbus.2024.106174.
• Kaminskas, Rokas & Jurkšas, Linas, 2024, "ECB communication sentiments: How do they relate to the economic environment and financial markets?," Journal of Economics and Business, Elsevier, volume 131, issue C, DOI: 10.1016/j.jeconbus.2024.106198.
• Fink, Josef & Palan, Stefan & Theissen, Erik, 2024, "Trading frictions and the Post-earnings-announcement drift," Journal of Economics and Business, Elsevier, volume 132, issue C, DOI: 10.1016/j.jeconbus.2024.106216.
• Guimaraes, Bernardo & Pannella, Pierluca, 2024, "Short-covering bubbles," Journal of Economic Theory, Elsevier, volume 219, issue C, DOI: 10.1016/j.jet.2024.105846.
• Bayona, Anna & Manzano, Carolina, 2024, "Competition in schedules with cursed traders," Journal of Economic Theory, Elsevier, volume 222, issue C, DOI: 10.1016/j.jet.2024.105935.
• Huang, Chong & Lunawat, Radhika & Wang, Qiguang, 2024, "Disagreement about public information quality and informational price efficiency," Journal of Financial Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jfineco.2023.103762.
• Do, Quoc-Anh & Galbiati, Roberto & Marx, Benjamin & Ortiz Serrano, Miguel A., 2024, "J'Accuse! Antisemitism and financial markets in the time of the Dreyfus Affair," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103809.
• Lee, Charles M.C. & Shi, Terrence Tianshuo & Sun, Stephen Teng & Zhang, Ran, 2024, "Production complementarity and information transmission across industries," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103812.
• Goldman, Eitan & Gupta, Nandini & Israelsen, Ryan, 2024, "Political polarization in financial news," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103816.
• Li, Xiongshi & Ye, Mao & Zheng, Miles, 2024, "Price ceilings, market structure, and payout policies," Journal of Financial Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jfineco.2024.103818.
• Ying, Jie, 2024, "Gradual information diffusion across commonly owned firms," Journal of Financial Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.jfineco.2024.103852.
• Bartlett, Robert P. & McCrary, Justin & O'Hara, Maureen, 2024, "Tiny trades, big questions: Fractional shares," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103836.
• Hendershott, Terrence & Li, Dan & Livdan, Dmitry & Schürhoff, Norman, 2024, "When failure is an option: Fragile liquidity in over-the-counter markets," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103859.
• Chinco, Alex & Sammon, Marco, 2024, "The passive ownership share is double what you think it is," Journal of Financial Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jfineco.2024.103860.
• Cookson, J. Anthony & Lu, Runjing & Mullins, William & Niessner, Marina, 2024, "The social signal," Journal of Financial Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jfineco.2024.103870.
• Dow, James & Han, Jungsuk & Sangiorgi, Francesco, 2024, "The short-termism trap: Catering to informed investors with limited horizons," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103884.
• Kogan, Shimon & Makarov, Igor & Niessner, Marina & Schoar, Antoinette, 2024, "Are cryptos different? Evidence from retail trading," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103897.
• Nimalendran, Mahendrarajah & Rzayev, Khaladdin & Sagade, Satchit, 2024, "High-frequency trading in the stock market and the costs of options market making," Journal of Financial Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jfineco.2024.103900.
• Baldauf, Markus & Frei, Christoph & Mollner, Joshua, 2024, "Block trade contracting," Journal of Financial Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jfineco.2024.103901.
• Cao, Sean & Jiang, Wei & Wang, Junbo & Yang, Baozhong, 2024, "From Man vs. Machine to Man + Machine: The art and AI of stock analyses," Journal of Financial Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jfineco.2024.103910.
• Deng, Jun & Pan, Huifeng & Yan, Hongjun & Yang, Liyan, 2024, "Disclosing and cooling-off: An analysis of insider trading rules," Journal of Financial Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.jfineco.2024.103913.
• Peress, Joël & Schmidt, Daniel, 2024, "Uncertainty about what is in the price," Journal of Financial Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jfineco.2024.103915.
• Belo, Frederico & Deng, Yao & Salomao, Juliana, 2024, "Estimating and testing investment-based asset pricing models," Journal of Financial Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jfineco.2024.103945.
• Tobe, Reiko & Uno, Jun, 2024, "Central bank asset purchases and lending: Impact on search frictions," Journal of Financial Intermediation, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfi.2024.101075.
• Bassi, Claudio & Behn, Markus & Grill, Michael & Waibel, Martin, 2024, "Window dressing of regulatory metrics: Evidence from repo markets," Journal of Financial Intermediation, Elsevier, volume 58, issue C, DOI: 10.1016/j.jfi.2024.101086.
• Biktimirov, Ernest N. & Sokolyk, Tatyana & Ayanso, Anteneh, 2024, "Unpacking the relation between media sentiment and house prices: A topic modeling approach," Journal of Housing Economics, Elsevier, volume 66, issue C, DOI: 10.1016/j.jhe.2024.102025.
• Blotevogel, Robert & Hudecz, Gergely & Vangelista, Elisabetta, 2024, "Asset purchases and sovereign bond spreads in the euro area during the pandemic," Journal of International Money and Finance, Elsevier, volume 140, issue C, DOI: 10.1016/j.jimonfin.2023.102978.
• Qiao, Tongshuai & Ding, Wenjie & Han, Liyan & Li, Donghui, 2024, "RMB exchange rate volatility and the cross-section of Chinese A-share returns," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103024.
• Neugebauer, Frederik & Russnak, Jan & Zimmermann, Lilli & Camarero Garcia, Sebastian, 2024, "Effects of the ECB’s communication on government bond spreads," Journal of International Money and Finance, Elsevier, volume 142, issue C, DOI: 10.1016/j.jimonfin.2024.103041.
• de Boer, Jantke & Eichler, Stefan & Rövekamp, Ingmar, 2024, "Protectionism, bilateral integration, and the cross section of exchange rate returns in US presidential debates," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103134.
• Jiang, Fuwei & Liu, Hongkui & Tang, Guohao & Yu, Jiasheng, 2024, "Global mispricing matters," Journal of International Money and Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jimonfin.2024.103136.
• Tang, Guohao & Wu, Yiyong & Lou, Guanyu, 2024, "Extrapolation beyond peers: An asset pricing perspective," Journal of International Money and Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jimonfin.2024.103153.
• Kim, Kenneth A. & Xie, Hongjun & Zheng, Xiaojia, 2024, "Are R&D-intensive firms more resilient to trade shocks? Evidence from the U.S.–China trade war," Journal of International Money and Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jimonfin.2024.103208.
• Yu, Xiaoxiao & Zhao, Lei, 2024, "Textual disclosure complexity and analysts’ weighting of information," Journal of Contemporary Accounting and Economics, Elsevier, volume 20, issue 1, DOI: 10.1016/j.jcae.2023.100395.
• Xue, Wenjun & He, Zhongzhi & Wang, FeiFei, 2024, "MD&A tone and stock returns," Journal of Contemporary Accounting and Economics, Elsevier, volume 20, issue 3, DOI: 10.1016/j.jcae.2024.100440.
• Huang, Wenxuan & Xu, Weidong & Li, Donghui & (Duncan) Liu, Jiancheng, 2024, "Expanded auditor’s reports and voluntary disclosure," Journal of Contemporary Accounting and Economics, Elsevier, volume 20, issue 3, DOI: 10.1016/j.jcae.2024.100443.
• Hanif, Waqas & Hadhri, Sinda & El Khoury, Rim, 2024, "Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers," Journal of Commodity Markets, Elsevier, volume 34, issue C, DOI: 10.1016/j.jcomm.2024.100404.
• Carter, Colin A. & Steinbach, Sandro, 2024, "Did grain futures prices overreact to the Russia–Ukraine war due to herding?," Journal of Commodity Markets, Elsevier, volume 35, issue C, DOI: 10.1016/j.jcomm.2024.100422.
• Fan, John Hua & Fernandez-Perez, Adrian & Indriawan, Ivan & Todorova, Neda, 2024, "When Chinese mania meets global frenzy: Commodity price bubbles," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100437.
• Karkowska, Renata & Urjasz, Szczepan, 2024, "Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100440.
• Kurov, Alexander & Olson, Eric & Wolfe, Marketa Halova, 2024, "Have the causal effects between equities, oil prices, and monetary policy changed over time?," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100446.
• Kakran, Shubham & Kumari, Vineeta & Bajaj, Parminder Kaur & Sidhu, Arpit, 2024, "Exploring crisis-driven return spillovers in APEC stock markets: A frequency dynamics analysis," The Journal of Economic Asymmetries, Elsevier, volume 29, issue C, DOI: 10.1016/j.jeca.2023.e00342.
• Mensi, Walid & Selmi, Refk & Al-Kharusi, Sami & Belghouthi, Houssem Eddine & Kang, Sang Hoon, 2024, "Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios," Resources Policy, Elsevier, volume 91, issue C, DOI: 10.1016/j.resourpol.2024.104888.
• Belhoula, Mohamed Malek & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2024, "Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105362.
• Bizzarri, Matteo & d’Arienzo, Daniele, 2024, "The social value of overreaction to information," Journal of Mathematical Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.jmateco.2024.103067.
• Kerssenfischer, Mark & Schmeling, Maik, 2024, "What moves markets?," Journal of Monetary Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.jmoneco.2024.103560.
• Gilchrist, Simon & Wei, Bin & Yue, Vivian Z. & Zakrajšek, Egon, 2024, "The Fed takes on corporate credit risk: An analysis of the efficacy of the SMCCF," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103573.
• Mäkinen, Taneli & Palazzo, Francesco, 2024, "Adverse selection and search congestion in over-the-counter markets," Journal of Monetary Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.jmoneco.2024.103577.
• Jiang, Christine & Zhang, Xiaori & Hu, Bill, 2024, "Government reporting credibility as immunity: Evidence from a public health event," Journal of Multinational Financial Management, Elsevier, volume 73, issue C, DOI: 10.1016/j.mulfin.2024.100847.
• Ferretti, Riccardo & Pattitoni, Pierpaolo & Pedrazzoli, Alessia, 2024, "Do cultural differences affect the share price puzzle?," Journal of Multinational Financial Management, Elsevier, volume 75, issue C, DOI: 10.1016/j.mulfin.2024.100873.
• Tian, Zongtao & Chen, Zhibin & Chang, Xinxue, 2024, "Directors appointed by non-state shareholders and stock price synchronicity: Evidence from Chinese SOEs," Journal of Multinational Financial Management, Elsevier, volume 76, issue C, DOI: 10.1016/j.mulfin.2024.100884.
• Cheng, Teng Yuan & Lee, Chun I. & Lin, Chao Hsien, 2024, "Dissecting the links among profitability, the disposition effect, and trading activity," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102197.
• Zhao, Gang & Liang, Shangkun & Zhang, Jindan & Zhang, Joseph H., 2024, "High-Speed Rail Launch: A Natural Experiment on Geographic Location and Cash Dividends," Pacific-Basin Finance Journal, Elsevier, volume 83, issue C, DOI: 10.1016/j.pacfin.2023.102214.