Research classified by Journal of Economic Literature (JEL) codes

2024

• Villena, Marcelo J. & Araneda, Axel A., 2024, "On sectoral market efficiency," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104949.
• Switzer, Lorne N. & Tu, Qiao, 2024, "The impact of position limits on options trading," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104969.
• Shust, Efrat, 2024, "The ambiguous December," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.104990.
• Taussig, Roi D., 2024, "Pension expenses, risk, and implications for stock returns," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105016.
• Afik, Zvika & Dafna, Hofit Hamrani & Lahav, Yaron, 2024, "Winners and losers in investment competition – Experimental study," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105019.
• Kwak, Jun Hee, 2024, "Individual investor trading and stock returns after the Covid-19 pandemic: Evidence from Korea," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105027.
• Zareie, Mobina & Attig, Najah & El Ghoul, Sadok & Fooladi, Iraj, 2024, "Firm digital transformation and corporate performance: The moderating effect of organizational capital," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105032.
• Banerjee, Anirban & Nawn, Samarpan, 2024, "Proprietary algorithmic traders and liquidity supply during the pandemic," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105052.
• Dong, Xiuliang & Wang, Yiqun & Zhang, Jiaming & Liu, Jianing, 2024, "Sponsor Co-investment, inquiry divergence, and IPO pricing efficiency," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2023.104951.
• Chung, Min-Hsi & Chang, Ya-Kai, 2024, "Financial Reporting Complexity, Investor Sentiment, and Stock Prices," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105026.
• Mohammed, Kamel Si & Serret, Vanessa & Urom, Christian, 2024, "The effect of green bonds on climate risk amid economic and environmental policy uncertainties," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105099.
• Jiang, Ping & Wang, Xinyi & Yuan, Bozong & Zhao, Lu, 2024, "Do investors prefer multiple small bad news events or a single big one? Evidence from the Chinese stock market," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105103.
• Chen, Guanhua & Liu, Xiangli & Liu, Xiao & Zhao, Zhihua, 2024, "ETF ownership and stock pricing efficiency: The role of ETF arbitrage," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105108.
• Li, Pan & Chen, Kecai & Zhu, Xiaoneng, 2024, "Extreme Sentiment and Jumps in Analyst Forecast Dispersion," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105113.
• Wang, Renxuan & Wang, Xuewu & Yan, Zhipeng, 2024, "Sustainable success: How high ESG ratings affect stock market responses to earnings surprises," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105131.
• Albers, Stefan & Kestner, Lars N., 2024, "The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105186.
• Li, Hong-Quan & Yang, Yang, 2024, "Can the readability of an annual report forecast negative earnings surprises?," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105191.
• Lin, Anchor Y. & Lin, Hung-Yi & Huang, Lin-Hsiang & Lin, Yueh-Neng, 2024, "Overnight returns following large price movements," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105136.
• Chen, Jinyan & Nie, Chun-Xiao, 2024, "Impact of the collapse of silicon valley bank on the banking sector: An analysis based on nonlinear high-frequency networks," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105187.
• Jiang, George & Kenchington, David & McLemore, Ping & Yüksel, H.Zafer, 2024, "Disaggregation quality, stock returns, and institutional demand," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105202.
• Zhu, Weichao & Yun, Xiao & Yang, Huimei, 2024, "Financial frictions and inter-firm wage dispersion: A structural estimation," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105217.
• Kirtac, Kemal & Germano, Guido, 2024, "Sentiment trading with large language models," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105227.
• Xu, Wenhao & Chen, Taoqin, 2024, "Mutual fund value creation: Insights from the residual income model," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105254.
• Xia, Dehua & Shi, Junfeng, 2024, "Individual investors’ online voice and corporate environmental information disclosure," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105262.
• Beckmann, Lars & Hark, Paul F., 2024, "ChatGPT and the banking business: Insights from the US stock market on potential implications for banks," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105237.
• Hyeon, Jiwon & Cho, Hyunkwon & Lee, Joonil, 2024, "Do Firms Strategically Use Non-Earnings Press Releases," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105258.
• Zhang, Chaolin & Yu, Fangbo, 2024, "Can local fintech development improve analysts’ earnings forecast accuracy? Evidence from China," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105291.
• Grobys, Klaus, 2024, "No reward—no effort: Will Bitcoin collapse near to the year 2140?," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105294.
• Blasco, Natividad & Casas, Luis & Ferreruela, Sandra, 2024, "Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105365.
• Dang, Viet Anh & Nguyen, Dinh Trung & Pham, Thu Phuong & Zurbruegg, Ralf, 2024, "The dynamics of informed trading around corporate bankruptcies," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105385.
• Chollete, Lorán & Hughen, Keener & Lu, Ching-Chih & Peng, Weijia, 2024, "Assessing the volatility of green firms," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105372.
• Ryan, Michael & Corbet, Shaen & Oxley, Les, 2024, "Is gold always a safe haven?," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105438.
• Nazari, Jamal A. & Poursoleyman, Ehsan, 2024, "Analysts’ recommendations on peer-relative comparable sustainability disclosure," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105486.
• Pampurini, Francesca & Pezzola, Annagiulia & Quaranta, Anna Grazia, 2024, "Lending business models and FinTechs efficiency," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105519.
• Olgun, Onur & Ekinci, Cumhur & Arıkan, Ramazan, 2024, "The performance of selected high-frequency trading proxies: An application on Turkish index futures market," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105523.
• Pigorsch, Uta & Schäfer, Sebastian, 2024, "Reversal of Monday returns: It is the afternoon that matters," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105525.
• Chen, Shirley (Shuo) & Meng, Chong, 2024, "Conscientiousness and IPO first-day underpricing," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105550.
• Gu, Ming & Sun, Minxing & Xiong, Zhitao & Xu, Weike, 2024, "Market volatility and the trend factor," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105595.
• Li, Scott & Ma, Judy, 2024, "The impact of sentiment and engagement of Twitter posts on cryptocurrency price movement," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105598.
• Fung, Scott & Loveland, Robert, 2024, "Option trading activity and capital reallocation efficiency: Evidence from corporate restructurings," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105537.
• Almeida, José & Gonçalves, Tiago Cruz, 2024, "The AI revolution: are crypto markets more efficient after ChatGPT 3?," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105608.
• Horn, Matthias & Schneider, Julian & Oehler, Andreas, 2024, "Do transactions on social trading platforms predict the stock market behavior of the aggregate private sector?," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105668.
• Qian, Binsheng & Tan, Yusen, 2024, "Firm-specific investor sentiment and stock price informativeness," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105680.
• Guan, Kaolei & Fu, Mengting & Zhu, Haining, 2024, "Opportunistic behaviour behind corporate digitalization disclosure: The moderating role of economic policy uncertainty," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105704.
• Askari, Abolfazl & Hajizadeh, Ehsan, 2024, "Exploring market efficiency levels: A powerful approach based on a gamma distribution," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105731.
• Wei, Wang Chun & Koutmos, Dimitrios & Zhu, Min, 2024, "Are Bitcoin option traders speculative or informed?," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105739.
• Liao, Yinchao & Wang, Jun & Liao, Lei & Shu, Xiaoyang & Peng, Tao, 2024, "Policy synergy on stock price crash risk: An intergovernmental perspective," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105744.
• Galati, Luca & Webb, Alexander & Webb, Robert I., 2024, "Financial contagion in cryptocurrency exchanges: Evidence from the FTT collapse," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105747.
• Kang, Le & Jiang, Han & Nie, Ziye Zoe & Zhou, Hui, 2024, "Can old sin make new shame? Stock market reactions to the release of movies re-exposing past corporate scandals," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105755.
• Wagner, Moritz & Wei, Xiaopeng, 2024, "Ambiguous investor sentiment," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105773.
• Wang, Xi & Gao, Chao & Wang, Tianfu, 2024, "The price of firm-level information uncertainty," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105782.
• Beckmann, Lars & Debener, Jörn & Hark, Paul F. & Pfingsten, Andreas, 2024, "CBDC and the shadow of bank disintermediation: US stock market insights on threats and remedies," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105868.
• Wei, Yu & Hu, Rui & Zhang, Jiahao & Wang, Qian, 2024, "Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? An analysis of quantile directional dependence," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105913.
• Li, Yifei & Wang, Anni & Wu, Qun, 2024, "Navigate the turbulence: CEO extraversion and the cost of debt," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105921.
• Lee, Deok-Hyeon & Min, Byoung-Kyu & Faff, Robert & Kim, Young-Mee, 2024, "Asymmetry, earnings announcements, and the beta-return relation," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105942.
• Jung, Taejin & Scarlat, Elvira, 2024, "The effect of ASC 842 leases on bond yields," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105944.
• Liu, Ting & Wang, Lihong, 2024, "Winning stakeholder support: Value creation through green-process innovation," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105945.
• Gabor, Michelle & Premti, Arjan & Jafarinejad, Mohammad, 2024, "Consumer protection and firm valuation: A study of overdraft protection and US banks," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105949.
• Alabbad, Amal & Schertler, Andrea, 2024, "Beyond borders: Interlocking directorships and stock price reactions of Islamic firms," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.105973.
• Kimura, Yosuke, 2024, "Market-based patent value of green transformation technologies," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.106004.
• Zhang, Lu & Li, Tianyu, 2024, "Seeking common ground: CSR conformity and stock liquidity," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.106014.
• Liu, Li, 2024, "Economic uncertainty and time-varying return predictability," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.106025.
• Ma, Yu & Liu, Hong & Yang, Qingshan, 2024, "Information acquisition, market professional and discretionary liquidity trading," Finance Research Letters, Elsevier, volume 68, issue C, DOI: 10.1016/j.frl.2024.106039.
• V.K., Anand Krishnan & Chalissery, Meera Davi & Thomas, Sony, 2024, "A bibliometric review of Market Microstructure literature: Current status, development, and future directions," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106086.
• Horky, Florian & Pasquali, Andrea & Magazzino, Cosimo, 2024, "ESG rating disagreement portfolios – Evidence from the EuroStoxx 600," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106117.
• Hou, Yang (Greg) & Xu, Danyang & Oxley, Les & Goodell, John W., 2024, "Price discovery of climate risk and green bonds: A dynamic information leadership share approach," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106098.
• Liu, Shiang & Yang, Changyu, 2024, "Spot cryptocurrency ETFs: Crypto investment products or stepping stones toward tokenization," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106150.
• Shi, Xuanyi & Lin, Yongjia & Wang, Yizhi, 2024, "Targeting poverty alleviation and stock price crash risk," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106159.
• Zhao, Le & Nguyen, Vinh Huy & Li, Chen, 2024, "The volatility-liquidity dynamics of single-stock ETFs," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106163.
• Chen, Yu-Lun & Yang, J. Jimmy, 2024, "Cryptocurrency hacking and trader behavior in bitcoin futures," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106182.
• Kreuzer, Christian & Laschinger, Ralf & Priberny, Christopher & Benninghoff, Sven, 2024, "Cryptocurrencies as a vehicle for capital exodus: Evidence from the Russian–Ukrainian crisis," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106191.
• Huang, Zhenxing & Liu, Jialiang & Zhang, Xiaojia & Li, WeiWei, 2024, "Does the online interaction between retail investors and firms affect stock price synchronicity?," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106201.
• Kinateder, Harald & Gurrib, Ikhlaas & Choudhury, Tonmoy, 2024, "Navigating crises: Gold's role as a safe haven for U.S. sectors," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106210.
• Tomtosov, Aleksandr, 2024, "Momentum on historical high," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106216.
• Ekanayake, Deelaka & Smales, Lee A. & Wen, Yuanji, 2024, "The relevance of dark trading for information acquisition in the German stock market," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106245.
• French, Joseph J. & Gurdgiev, Constantin & Shin, Seungho, 2024, "The profits vs protests: Corporate value dynamics amidst activist uproar," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106263.
• Houston, Caleb M. & Roskelley, Kenneth D., 2024, "The American Inventors Protection Act and the staggered market reaction to patent grants," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106334.
• Jiang, Qi & Fan, Yawen, 2024, "Hedging downside risk in agricultural commodities: A novel nonparametric kernel method," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106340.
• Dimic, Nebojsa & Tinoco, Mario Hernandez & Piljak, Vanja & Vulanovic, Milos, 2024, "Carbon VIX: A case of decarbonized SPACs," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106360.
• Hartwell, Christopher A. & Hubschmid-Vierheilig, Elena, 2024, "Do markets pay attention to political disinformation?," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106366.
• 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.
• Cuong Nguyen Thanh & Hai Phan Thanh, 2024, "The Impact of Market Liquidity on The Stock Returns During the COVID-19 Outbreak: New Evidence from Vietnam," Advances in Decision Sciences, Asia University, Taiwan, volume 28, issue 1, pages 75-95, March.
• Ayça Kaya & Santanu Roy, 2024, "Repeated Trading: Transparency and Market Structure," American Economic Review, American Economic Association, volume 114, issue 8, pages 2388-2435, August, DOI: 10.1257/aer.20230114.
• Nathan Foley-Fisher & Gary Gorton & Stéphane Verani, 2024, "Adverse Selection Dynamics in Privately Produced Safe Debt Markets," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 1, pages 441-468, January, DOI: 10.1257/mac.20210383.
• Lorenzo Burlon & Manuel A. Muñoz & Frank Smets, 2024, "The Optimal Quantity of CBDC in a Bank-Based Economy," American Economic Journal: Macroeconomics, American Economic Association, volume 16, issue 4, pages 172-217, October, DOI: 10.1257/mac.20220152.
• Asger Lau Andersen & Niels Johannesen & Adam Sheridan, 2024, "Dynamic Spending Responses to Wealth Shocks: Evidence from Quasi Lotteries on the Stock Market," American Economic Review: Insights, American Economic Association, volume 6, issue 3, pages 434-452, September, DOI: 10.1257/aeri.20230382.
• Zeliha Can Ergün, 2024, "Calendar Anomalies in NFT Coins," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 1, pages 43-60, DOI: 10.30784/epfad.1393529.
• Ersin Kanat, 2024, "Faiz Oranı Politika Değişimlerinin BIST Banka Endeksi Üzerindeki Etkileri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 3, pages 598-609, DOI: 10.30784/epfad.1527099.
• Hafner, Christian & Linton, Oliver & Wang, Linqi, 2024, "The effect of stock splits on liquidity in a dynamic model," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024007, Mar.
• Sonal Sahu, 2024, "Eficiencia del mercado y anomalías de calendario pos-COVID: perspectivas de bitcoin y ethereum," The Anahuac Journal, Business and Economics School. Anahuac University (Mexico)., volume 24, issue 1, pages 12-37, June, DOI: https://doi.org/10.36105/theanahuac.
• Еселева-Пионка М. // Yesseleva-Pionka М. & Кенжегаранова М. // Kenzhegaranova М. & Азимбекова А. // Azimbekova А. & Кусниева А. // Kusniyeva А. & Байбекова А. // Baibekova А., 2024, "Противодействие финансовым мошенничествам, в частности пирамидам, интернет и телефонным мошенничествам // Combating Fnancial Fraud, in Particular Pyramid, Internet and Telephone Fraud," Economic Review(National Bank of Kazakhstan), National Bank of Kazakhstan, issue 2 Special, pages 86-89.
• Degui Li & Oliver Linton & Haoxuan Zhang, 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Papers, arXiv.org, number 2403.06246, Mar.
• Matteo Bizzarri & Daniele d'Arienzo, 2024, "The social value of overreaction to information," Papers, arXiv.org, number 2403.08532, Mar.
• Aman Saggu & Lennart Ante & Ender Demir, 2024, "Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup," Papers, arXiv.org, number 2403.15810, Mar.
• Jinzhi Lu & Pingyang Gao, 2024, "A Theory of Investors' Disclosure," Papers, arXiv.org, number 2404.07630, Apr, revised Nov 2025.
• Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang, 2024, "ChatGPT and Corporate Policies," Papers, arXiv.org, number 2409.17933, Sep, revised Feb 2025.
• Laura Gardini & Davide Radi & Noemi Schmitt & Iryna Sushko & Frank Westerhoff, 2024, "On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model," Papers, arXiv.org, number 2410.21198, Oct.
• Aman Saggu & Lennart Ante & Kaja Kopiec, 2024, "Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets," Papers, arXiv.org, number 2412.02452, Dec.
• Kemal Kirtac & Guido Germano, 2024, "Sentiment trading with large language models," Papers, arXiv.org, number 2412.19245, Dec.
• Olayemi O Adu & Blessing O Idakwoji, 2024, "Commodity Market Efficiency - New Evidence From the Russia-Ukraine War," Energy RESEARCH LETTERS, Asia-Pacific Applied Economics Association, volume 5, issue 2, pages 1-6, DOI: 2024/07/10.
• Ivan Bodniia & Ivan Kerezvas & Vasyl Syvochka, 2024, "Keys To Creating An Effective Regional Innovation Infrastructure," Three Seas Economic Journal, Publishing house "Baltija Publishing", volume 5, issue 1, DOI: 10.30525/2661-5150/2024-5-5.
• Lis Sintha Oppusunggu & Ika Pratiwi Simbolon, 2024, "Analysis of Return on Asset for BUKU IV: Jakarta Interbank Spot Dollar Rate, Capital Adequacy Ratio and Loan To Deposit Ratio," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 166-182.
• Hayk Sargsyan & Ruben Gevorgyan, 2024, "Efficiency of Electronic Government Systems," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 19-34.
• Fabian Alex, 2024, "Project risk neutrality in the context of asymmetric information," Working Papers, Bavarian Graduate Program in Economics (BGPE), number 235, May.
• Bingxin Ann Xing & Bruno Feunou & Morvan Nongni-Donfack & Rodrigo Sekkel, 2024, "U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields," Staff Working Papers, Bank of Canada, number 24-12, Apr, DOI: 10.34989/swp-2024-12.
• Jabir Sandhu & Rishi Vala, 2024, "Could all-to-all trading improve liquidity in the Government of Canada bond market?," Staff Analytical Notes, Bank of Canada, number 2024-17, Jul, DOI: 10.34989/san-2024-17.
• Jabir Sandhu & Rishi Vala, 2024, "La négociation ouverte à tous les acteurs pourrait-elle améliorer la liquidité du marché des obligations du gouvernement du Canada?," Staff Analytical Notes, Bank of Canada, number 2024-17fr, Jul, DOI: 10.34989/san-2024-17.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024, "BoC–BoE Sovereign Default Database: What’s new in 2024?," Staff Analytical Notes, Bank of Canada, number 2024-19, Jul, DOI: 10.34989/san-2024-19.
• David Beers & Obiageri Ndukwe & Alex Charron, 2024, "Base de données de la Banque du Canada et de la Banque d’Angleterre sur les défauts souverains : quoi de neuf en 2024?," Staff Analytical Notes, Bank of Canada, number 2024-19fr, Jul, DOI: 10.34989/san-2024-19.
• Patrick Aldridge & Stephane Gignac & Rishi Vala & Adrian Walton, 2024, "Comment les sociétés d’assurance vie canadiennes gèrent leurs risques de liquidité," Staff Analytical Notes, Bank of Canada, number 2024-7fr, Apr, DOI: 10.34989/san-2024-7.
• Murat KARAKAYA & Sadiye OKTAY, 2024, "Investigating the Relationship Between the Banking Sector and Capital Market Variables in Turkiye Using Toda-Yamamoto Causality Analysis," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 18, issue 1, pages 19-36.
• Stefano Nobili & Mattia Persico & Rosario Romeo, 2024, "How Important Are Esg Factors For Banks’ Cost Of Debt? An Empirical Investigation," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems), Bank of Italy, Directorate General for Markets and Payment System, number 52, Oct.
• Rachel Soloveichik, 2024, "Studies on the Value of Data," BEA Papers, Bureau of Economic Analysis, number 0124, Apr.
• Rachel Soloveichik, 2024, "Private Funding of “Free” Data: A Theoretical Framework," BEA Papers, Bureau of Economic Analysis, number 0125, Apr.
• Fernando Teixeira & Susana Pescada & Filipos Ruxho, 2024, "The Efficacy Of Technical Analysis In The Foreign Exchange Market: A Case Study Of The Usd/Jpy Pair," Sustainable Regional Development Scientific Journal, Sustainable Regional Development Scientific Journal, volume 0, issue 2, pages 57-64, October.
• Laurent Clerc & Elisabeth Fonteny & Delphine Irac & Aliette Dequet & Laudine Goumet, 2024, "Les assureurs français face aux risques liés à la perte de biodiversité : Enjeux et enseignements pour les organismes et leur supervision," Analyse et synthèse, Banque de France, number 159.
• Rohit Rahi & Burcu Kapar & Giulia Iori & Eva Camacho & Simone Alfarano & Albert Banal-Estañol, 2024, "Centralized vs Decentralized Markets: The Role of Connectivity," Working Papers, Barcelona School of Economics, number 1420, Jan.
• Trịnh Hữu Lực & Lê Huỳnh Như, 2024, "Vai trò trung gian của kế toán quản trị môi trường trong mối quan hệ giữa chiến lược và thành quả môi trường," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 7, pages 61-71, DOI: 10.46223/HCMCOUJS.econ.vi.19.7.3053.
• Phạm Đình Hân & Lê Thị Diệu Huyên & Vũ Quốc Quý, 2024, "Áp dụng mở rộng lý thuyết hành vi có kế hoạch để dự đoán ý định mua căn hộ chung cư của người tiêu dùng," TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE, HO CHI MINH CITY OPEN UNIVERSITY, volume 19, issue 8, pages 94-111, DOI: 10.46223/HCMCOUJS.econ.vi.19.8.2986.
• Karl Whelan, 2024, "Risk aversion and favourite–longshot bias in a competitive fixed‐odds betting market," Economica, London School of Economics and Political Science, volume 91, issue 361, pages 188-209, January, DOI: 10.1111/ecca.12500.
• Donato Masciandaro & Oana Peia & Davide Romelli, 2024, "Central bank communication and social media: From silence to Twitter," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 2, pages 365-388, April, DOI: 10.1111/joes.12550.
• Laure de Batz & Evžen Kočenda, 2024, "Financial crime and punishment: A meta‐analysis," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 4, pages 1338-1398, September, DOI: 10.1111/joes.12580.
• Lin William Cong & Yizhou Xiao, 2024, "Information Cascades and Threshold Implementation: Theory and an Application to Crowdfunding," Journal of Finance, American Finance Association, volume 79, issue 1, pages 579-629, February, DOI: 10.1111/jofi.13294.
• Olivier Dessaint & Thierry Foucault & Laurent Fresard, 2024, "Does Alternative Data Improve Financial Forecasting? The Horizon Effect," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2237-2287, June, DOI: 10.1111/jofi.13323.
• Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
• Thummim Cho & Christopher Polk, 2024, "Putting the Price in Asset Pricing," Journal of Finance, American Finance Association, volume 79, issue 6, pages 3943-3984, December, DOI: 10.1111/jofi.13391.
• GIUGLEA Antonia Cosmina, 2024, "Impact Of Ifrs Adoption On Financial Statements Comparability. A Study Of Eastern Vs. Western European Countries," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 1, pages 34-44, March, DOI: 10.56043/reveco-2024-0004.
• MOGILDEA Daniela & CARP Mihai, 2024, "Exploratory Study On The Implications Of Financial Reporting On Return Of Shares," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 3, pages 102-112, September, DOI: 10.56043/reveco-2024-0029.
• SIDOROV Andrei, 2024, "The Impact Of Announcements On Cryptocurrency Prices," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 4, pages 69-94, December, DOI: 10.56043/reveco-2024-0035.
• Thomas J. Chemmanur & Jiekun Huang & Jing Xie & Yuyuan (Anthony) Zhu, 2024, "The Geography of Institutional Investors, Information Sharing among Institutions, and Initial Public Offerings," Working Papers, University of Macau, Faculty of Business Administration, number 202409, Jun.
• Kristina Bluwstein & Alba Patozi, 2024, "The effects of macroprudential policy announcements on systemic risk," Bank of England working papers, Bank of England, number 1080, Aug.
• Gabor Pinter & Emil Siriwardane & Danny Walker, 2024, "Fire sales of safe assets," Bank of England working papers, Bank of England, number 1089, Aug.
• Michael Joyce & Andras Lengyel, 2024, "The yield curve impact of government debt issuance surprises and the implications for QT," Bank of England working papers, Bank of England, number 1097, Nov.
• Ari Kutai & Daniel Nathan & Milena Wittwer, 2024, "Exchanges for government bonds? Evidence during COVID-19," Bank of Israel Working Papers, Bank of Israel, number 2024.03, Mar.
• Liyan Han & Lei Li & Huiyi Liao & Libo Yin, 2024, "Hedging Along the Global Value Chain: Trade War and Firm Value," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_531, Apr.
• Christian Bittner & Falko Fecht & Melissa Pala & Farzad Saidi, 2024, "Strategic Communication Among Banks," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_587, Aug.
• Wang Huan, 2024, "Media Tone and Earnings Management before the Earnings Announcement: Evidence from China," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 18, issue 1, pages 1-23, DOI: 10.1515/econ-2022-0129.
• Alesmaiel Abdullah & Fifield Suzanne G. M. & Hof Justin, 2024, "The Predictive Ability and Profitability of Moving Average Rules in the Saudi Stock Market," Review of Middle East Economics and Finance, De Gruyter, volume 20, issue 2, pages 203-238, DOI: 10.1515/rmeef-2024-0014.
• Mohamed Riyath Mohamed Ismail & Aldabbous Nagham, 2024, "Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGARCH Models," Review of Middle East Economics and Finance, De Gruyter, volume 20, issue 3, pages 299-329, DOI: 10.1515/rmeef-2024-0018.
• Misev, Marina A. & Balles, Patrick, 2024, "Natural Disasters, Investor Attention, and Non-Fundamental Green Asset Demand," Working papers, Faculty of Business and Economics - University of Basel, number 2024/07, Jul.
• Hafner, C. M. & Linton, O. B. & Wang, L., 2024, "The Permanent and Temporary Effects of Stock Splits on Liquidity in a Dynamic Semiparametric Model," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2410, Mar.
• Zhao, X. & Hong, S. Y. & Linton, O. B., 2024, "Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2449, Sep.
• Li, D. & Linton, O. B. & Zhang, H., 2024, "Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2454, Sep.
• Matthijs Breugem & Raffaele Corvino & Roberto Marfe & Lorenzo Schonleber, 2024, "Pandemic Tail Risk," Carlo Alberto Notebooks, Collegio Carlo Alberto, number 714 JEL Classification: C.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024, "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2024/15, Jul.
• Yu Awaya & Kohei Iwasaki & Makoto Watanabe, 2024, "Money Is the Root of Asset Bubbles," CESifo Working Paper Series, CESifo, number 10923.
• Marc Gronwald & Sania Wadud & Kingsley Dogah, 2024, "Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence," CESifo Working Paper Series, CESifo, number 10995.