Research classified by Journal of Economic Literature (JEL) codes

2024

• Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2024, "Decoding market reactions: The certification role of EU-wide stress tests," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106828.
• Xu, Zhiwei & Liu, Xuan & Zhang, Teng & Ren, Pengyue, 2024, "Do corporate managers glean information from their stock prices? New evidence from China's strategic emerging industries," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106874.
• Wan, Xiaoyuan & Zhang, Jiachen, 2024, "Systematic COVID risk, idiosyncratic COVID risk and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102004.
• Yang, Yaqing & Lou, Youcheng, 2024, "Information sharing in a perfectly competitive market," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102015.
• Li, Wanli & Lai, Yin & Zhong, Yufen, 2024, "The closer the better: Supplier geographic proximity and corporate information disclosure violation," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102024.
• Bales, Stephan & Burghof, Hans-Peter, 2024, "Public attention, sentiment and the default of Silicon Valley Bank," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102026.
• Wang, Xuetong & Fang, Fang & Ma, Shiqun & Xiang, Lijin & Xiao, Zumian, 2024, "Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102035.
• Huang, Bin & Wang, Bin & Chen, Zixuan, 2024, "Individual investment adaptations to COVID-19 lockdowns," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102071.
• Bian, Yuxiang & Hu, Tiantian & Liu, Haoran & Su, Wentao & Wang, Ren, 2024, "The JOBS Act and IPO underpricing," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2024.102080.
• Bouteska, Ahmed & Kabir Hassan, M. & Gider, Zeynullah & Bataineh, Hassan, 2024, "The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102084.
• Liu, Jianjian & Wang, Shuhan & Xiang, Lijin & Ma, Shiqun & Xiao, Zumian, 2024, "Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102090.
• Abdollahi, Hooman & Fjesme, Sturla L. & Sirnes, Espen, 2024, "Measuring market volatility connectedness to media sentiment," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102091.
• Ozcelebi, Oguzhan & Kang, Sang Hoon, 2024, "Extreme connectedness and network across financial assets and commodity futures markets," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102099.
• Zhou, Wei & Chen, Yan & Chen, Jin, 2024, "Dynamic volatility spillover and market emergency: Matching and forecasting," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102110.
• Jiang, Ying & Liu, Hong & Yang, Qingshan, 2024, "Asymmetric information correlation in financial markets," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102113.
• Blajer-Gołębiewska, Anna & Honecker, Lukas & Nowak, Sabina, 2024, "Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102121.
• Mella, Javier, 2024, "Corporate taxes, partisan politics, and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102119.
• Cai, Yi & Tang, Zhenpeng & Chen, Ying, 2024, "Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102147.
• Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin, 2024, "A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102159.
• Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S., 2024, "Stock market pattern recognition using symbol entropy analysis," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102161.
• Liu, Hao & Ye, Xiaofen & Zhang, Qun, 2024, "Foreign ownership and M&A activity: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102179.
• Li, Ningwei & Li, Zhihua & Liu, Hong & Yang, Qingshan, 2024, "Strategic information leakage with market supervision," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102180.
• Yang, Jinyu & Dong, Dayong & Cao, Jiawei, 2024, "Seemingly manipulated anomaly: Evidence from corporate site visits," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102185.
• Zhou, Donghai & Liu, Xiaoxing & Tang, Chun, 2024, "Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102192.
• Andrada-Félix, Julián & Fernández-Rodríguez, Fernando & Sosvilla-Rivero, Simón, 2024, "A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102194.
• Yin, Zhengnan & O’Sullivan, Niall & Sherman, Meadhbh, 2024, "The liquidity timing ability of mutual funds," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102201.
• Chen, Weihua & Mamon, Rogemar & Xiong, Heng & Zeng, Pingping, 2024, "Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102221.
• Tzeng, Kae-Yih & Su, Yi-Kai, 2024, "Can U.S. macroeconomic indicators forecast cryptocurrency volatility?," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102224.
• Hung, Jui-Cheng & Liu, Hung-Chun & Jimmy Yang, J., 2024, "The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102260.
• Li, Zhimin & Zhu, Weidong & Wu, Yong & Wu, Zihao, 2024, "Research on information fusion of security analysts’ stock recommendations based on two-dimensional D-S evidence theory," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102261.
• Harasheh, Murad & Bouteska, Ahmed & Manita, Riadh, 2024, "Investors' preferences for sustainable investments: Evidence from the U.S. using an experimental approach," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111428.
• Gordon, Matthew V. & Lunsford, Kurt G., 2024, "The effects of the Federal Reserve Chair’s testimony on interest rates and stock prices," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111537.
• Klimsa, Drahomir & Rieger, Mario & Ullmann, Robert, 2024, "Unexpected tax refunds and capital market efficiency: Evidence from the German nuclear fuel tax," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111553.
• Boungou, Whelsy & Gupta, Praveen & Wahyono, Budi, 2024, "Coup d'état in Africa and stock market returns: The case of French companies," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111654.
• Allee, Kristian D. & Speitmann, Raffael & Stenzel, Arthur & Wu, Yuchen, 2024, "Market-based oil spill(overs): Market reactions to the energy windfall tax announcements and disclosures in the United Kingdom," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111670.
• Han, Han & Wang, Zhibin & Zhao, Xueqing, 2024, "Information interruption and hedge fund performance: Evidence from lockdown," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111695.
• Huang, Xiaohong & Xu, Yue & Ni, Jian, 2024, "Operational decisions of public firms and feedback mechanism from stock market," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111696.
• Gigante, Gimede & Guarniero, Pieralberto & Pasini, Simona, 2024, "Markovian analysis of U.S. Treasury volatility: Asymmetric responses to macroeconomic announcements," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111723.
• Liu, Xiao & Wang, Ziyu & Zhu, Minxing, 2024, "Asset prices’ responses to public information manipulation: The role of market feedback," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111734.
• Fiesenig, Bruno & Grebe, Leonard & Schiereck, Dirk, 2024, "Financial center expertise, investors’ expectations and the new European anti-money laundering authority," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111738.
• Chen, Yu-Fen & Lin, Fu-Lai & Yeh, Wen-Hung, 2024, "Intra- and inter-sector spillover effects within a supply chain: Evidence from Taiwan electric motorcycle industry," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111767.
• Wu, Yaqi & Liu, Long & Shen, Si, 2024, "Did subsidiary's participation in paycheck protection program affect public parent company? Evidence from short selling," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111791.
• Yao, Shouyu & Li, Keyao & Wang, Chunfeng & Fang, Zhenming & Li, Tong, 2024, "The dark side of “flight-to-safety”: Evidence from macroeconomic tail risk beta," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111795.
• Lasantha, Ruwan & Tawiah, Vincent & Atif, Muhammad & Puwanenthiren, Prem & Nadarajah, Sivathaasan, 2024, "Unveiling the impact of foreign competition on the bond market: Insights from S&P debt ratings," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111797.
• Machokoto, Michael & Sikochi, Anywhere, 2024, "Not a one-trick pony: Price impact of rating agency information," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111837.
• Lawal, Rodiat & Sakariyahu, Rilwan, 2024, "Investor heterogeneity and global stock market participation," Economics Letters, Elsevier, volume 242, issue C, DOI: 10.1016/j.econlet.2024.111882.
• Hu, Lei & Zhu, Ziyan & Dong, Liang, 2024, "Can financial technology enhance corporate investment efficiency? Evidence from the COVID-19 pandemic," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111911.
• Joliet, Robert & Titova, Yulia, 2024, "Who is greener, more social and better-governed? Dual ownership by SRI mutual funds stands out," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111934.
• Lan, Yuan & Xian, Jinkun & Bai, Nannan, 2024, "Digital technology adoption and investment sensitivity to stock price," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111935.
• Conlon, John R. & Liu, Feng, 2024, "Too good to be true: A theory," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111970.
• Mestel, Roland & Steffen, Viktoria & Theissen, Erik, 2024, "Algorithmic trading and mini flash crashes: Evidence from Austria," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111982.
• Koh, Kyungyeon (Rachel), 2024, "New findings on the asset growth anomaly: The joint effect of profitability and financing constraints," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112016.
• Carta, Nicola & Carta, Matteo & Rigoni, Ugo, 2024, "The countdown to carbon neutrality: Implications for passive investors," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112024.
• Xie, Qichang & Luo, Chao & Cong, Xiaoping & Wang, Xu, 2024, "Volatility connectedness and its determinants of global energy stock markets," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101193.
• Xiang, Xin, 2024, "Does stock liquidity affect expropriation behavior by controlling shareholders? Evidence from China," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101217.
• Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024, "Machine learning in bank merger prediction: A text-based approach," European Journal of Operational Research, Elsevier, volume 312, issue 2, pages 783-797, DOI: 10.1016/j.ejor.2023.07.039.
• Nigmonov, Asror & Shams, Syed & Alam, Khorshed, 2024, "Liquidity risk in FinTech lending: Early impact of the COVID-19 pandemic on the P2P lending market," Emerging Markets Review, Elsevier, volume 58, issue C, DOI: 10.1016/j.ememar.2023.101084.
• Guo, Mengmeng & Su, Yun & Zhao, Rui, 2024, "The effect of expanded audit report on IPO underpricing: Evidence from China," Emerging Markets Review, Elsevier, volume 58, issue C, DOI: 10.1016/j.ememar.2023.101092.
• Parra-Polanía, Julián & Sánchez-Jabba, Andrés & Sarmiento, Miguel, 2024, "Are FX communications effective? Evidence from emerging markets," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2023.101091.
• Zhao, Lu & Wang, Liang & Luo, Ronghua, 2024, "Mutual fund tournaments: State-dependent risk taking with transaction costs," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101119.
• Vyshnevskyi, Iegor & Jombo, Wytone & Sohn, Wook, 2024, "The clarity of monetary policy communication and financial market volatility in developing economies," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101121.
• Ji, Xu & Wu, Shanhui & Dong, Yan & Yang, Xiaoqi, 2024, "Learning by doing or catering: Firm-specific experience and analyst forecast accuracy," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101133.
• Kim, Karam & Ryu, Doojin & Yu, Jinyoung, 2024, "Star analyst activities and stock price synchronicity: Korean equity market reforms," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101148.
• Hong, Tongtong & Pyun, Ju Hyun, 2024, "FDI and import competition and domestic firm's capital structure: Evidence from Chinese firm-level data," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101161.
• Saona, Paolo & San-Martin, Pablo & Vallelado, Eleuterio, 2024, "The zero-debt puzzle in BRICS countries: Disentangling the financial flexibility and financial constraints hypotheses," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101163.
• Zhang, Teng & Li, Jiaqi & Xu, Zhiwei, 2024, "Speculative trading, stock returns and asset pricing anomalies," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101165.
• Kersting, Erasmus & Kilby, Christopher, 2024, "How do stock markets in emerging economies respond to World Bank loan approvals?," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101207.
• Ma, Tian & Liao, Cunfei & Jiang, Fuwei, 2024, "Factor momentum in the Chinese stock market," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101458.
• Gao, Xin & An, Zhe & Li, Donghui & Xu, Weidong, 2024, "Does media affect the rival response to acquisition targets?," Journal of Empirical Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jempfin.2024.101475.
• Wan, Xiaoyuan, 2024, "Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?," Journal of Empirical Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jempfin.2024.101476.
• Chichernea, Doina & Huang, Kershen & Petkevich, Alex & Teterin, Pavel, 2024, "Options trading imbalance, cash-flow news, and discount-rate news," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101491.
• Fung, Scott & Obaid, Khaled & Tsai, Shih-Chuan, 2024, "Information acquisition and processing skills of institutions and retail investors around information shocks," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101495.
• Jiang, Fuwei & Kang, Jie & Meng, Lingchao, 2024, "Certainty of uncertainty for asset pricing," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101501.
• Cotelioglu, Efe, 2024, "Do mutual funds and ETFs affect the commonality in liquidity of corporate bonds?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101520.
• Chen, Keqi & Wang, Yuehan & Zhu, Xiaoquan, 2024, "The value of information in China’s connected market," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101526.
• Xu, Guang & Zhang, Xiaoyan, 2024, "The aftermath of covenant violations: Evidence from China's corporate debt securities," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101528.
• Bartl, Jonas & Bostandzic, Denefa & Irresberger, Felix & Weiß, Gregor & Yang, Ruomei, 2024, "The 2008 short-selling ban’s impact on tail risk," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101532.
• Han, Yufeng & Lu, Yueliang (Jacques) & Xu, Weike & Zhou, Guofu, 2024, "Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101537.
• Chen, Chen & Stivers, Chris & Sun, Licheng, 2024, "Short-term momentum and reversals, turnover, and a stock’s price-to-52-week-high ratio," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101556.
• Jain, Pankaj K. & Mishra, Suchismita & O'Donoghue, Shawn M. & Zhao, Le, 2024, "Trading volume shares and market quality: Pre- and post- zero commissions," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101564.
• Wang, Haijun & Jiao, Shuaipeng & Ge, Chen & Sun, Guanglin, 2024, "Corporate ESG rating divergence and excess stock returns," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107276.
• Cepni, Oguzhan & Şensoy, Ahmet & Yılmaz, Muhammed Hasan, 2024, "Climate change exposure and cost of equity," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107288.
• Lei, Heng & Xue, Minggao & Ye, Jing, 2024, "The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107456.
• Miralles-Quirós, José Luis & Miralles-Quirós, María Mar, 2024, "Factor models and investment strategies in the renewable energy sector," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107483.
• Karahan, Cenk C. & Odabaşı, Attila & Tiryaki, C. Sani, 2024, "Wired together: Integration and efficiency in European electricity markets," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107505.
• Hu, Xin & Zhu, Bo & Lin, Renda & Li, Xiru & Zeng, Lidan & Zhou, Sitong, 2024, "How does greenness translate into greenium? Evidence from China's green bonds," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107511.
• Iqbal, Najaf & Bouri, Elie & Shahzad, Syed Jawad Hussain & Alsagr, Naif, 2024, "Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107518.
• Pan, Zhiyuan & Zhong, Hao & Wang, Yudong & Huang, Juan, 2024, "Forecasting oil futures returns with news," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107606.
• Nygaard, Knut & Sørensen, Lars Qvigstad, 2024, "Betting on war? Oil prices, stock returns, and extreme geopolitical events," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107659.
• Ahmed, Walid M.A., 2024, "Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107696.
• Xu, Yongdeng & Guan, Bo & Lu, Wenna & Heravi, Saeed, 2024, "Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107750.
• Alekseev, Oleg & Janda, Karel & Petit, Mathieu & Zilberman, David, 2024, "Return and volatility spillovers between the raw material and electric vehicles markets," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107808.
• Wang, Jying-Nan & Vigne, Samuel A. & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107847.
• Fields, Micah & Lindequist, David, 2024, "Global spillovers of US climate policy risk: Evidence from EU carbon emissions futures," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107931.
• Yang, Kun & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024, "Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107952.
• Singh, Vipul Kumar & Kumar, Pawan, 2024, "Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107953.
• Apergis, Nicholas & Fahmy, Hany, 2024, "Geopolitical risk and energy price crash risk," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107975.
• Chi, Yeguang & El-Jahel, Lina & Vu, Thanh, 2024, "Novel and old news sentiment in commodity futures markets," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108006.
• Ozcelebi, Oguzhan & El Khoury, Rim & Yoon, Seong-Min, 2024, "Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108012.
• Xu, Zhiwei & Li, Jiaqi & Hua, Xia & Ren, Pengyue, 2024, "Is the tone of the government-controlled media valuable for capital market? Evidence from China's new energy industry," Energy Policy, Elsevier, volume 184, issue C, DOI: 10.1016/j.enpol.2023.113917.
• Khurshid, Adnan & Khan, Khalid & Cifuentes-Faura, Javier & Chen, Yufeng, 2024, "Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches," Energy, Elsevier, volume 289, issue C, DOI: 10.1016/j.energy.2023.130106.
• Ziadat, Salem Adel & Mensi, Walid & Kang, Sang Hoon, 2024, "Frequency spillovers between oil shocks and stock markets of top oil-producing and -consuming economies," Energy, Elsevier, volume 291, issue C, DOI: 10.1016/j.energy.2024.130239.
• Alomari, Mohammed & Khoury, Rim El & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "Extreme downside risk connectedness between green energy and stock markets," Energy, Elsevier, volume 312, issue C, DOI: 10.1016/j.energy.2024.133477.
• Abakah, Emmanuel Joel Aikins & Shao, David Xuefeng & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2024, "Asymmetric relationship between carbon market and energy markets," Energy, Elsevier, volume 313, issue C, DOI: 10.1016/j.energy.2024.133656.
• Vafai, Nima & Rakowski, David, 2024, "The sources of portfolio volatility and mutual fund performance," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102985.
• Mangee, Nicholas, 2024, "Stock price swings and fundamentals: The role of Knightian uncertainty," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102987.
• Galati, Luca & Capalbo, Francesco, 2024, "Silicon Valley Bank bankruptcy and Stablecoins stability," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103001.
• Liu, Xiaotong & Wang, Jingda & Cao, Chang, 2024, "Mutual fund cliques, fund flow-performance sensitivity, and stock price crash risk," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103032.
• Wang, Jianli & Wang, Shaolin & Dong, Minghua & Wang, Hongxia, 2024, "ESG rating disagreement and stock returns: Evidence from China," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103043.
• Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024, "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103045.
• Mercik, Aleksander & Słoński, Tomasz & Karaś, Marta, 2024, "Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103070.
• Simpson, Marc W. & Grossmann, Axel, 2024, "The resurrected size effect still sleeps in the (monetary) winter," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103081.
• Armanious, Amir & Zhao, Ruoyun, 2024, "Stock liquidity effect on leverage: The role of debt security, financial constraint, and risk around the global financial crisis and Covid-19 pandemic," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103093.
• Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024, "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103098.
• Davis, Frederick & Khadivar, Hamed, 2024, "Accrual and real earnings management by rumored takeover targets," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103105.
• Zhang, Junru & Zheng, Chen & Shan, Yuan George, 2024, "What accounts for the effect of sustainability engagement on stock price crash risk during the COVID-19 pandemic—Agency theory or legitimacy theory?," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103167.
• Carlini, Federico & Farina, Vincenzo & Gufler, Ivan & Previtali, Daniele, 2024, "Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103178.
• Su, Fei & Guan, Mengyao & Liu, Yujie & Liu, Jia, 2024, "ESG performance and corporate fraudulence: Evidence from China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103180.
• Hossain, Md Miran & Mammadov, Babak & Vakilzadeh, Hamid, 2024, "Friends in media: Implications of media connections for analyst forecast optimism," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103182.
• Iwanaga, Yasuhiro, 2024, "Revisiting the residual momentum in Japan," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103190.
• Cui, Yueting & Gavriilidis, Konstantinos & Gebka, Bartosz & Kallinterakis, Vasileios, 2024, "Numerological superstitions and market-wide herding: Evidence from China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103199.
• Tang, Zhenpeng & Lin, Qiaofeng & Cai, Yi & Chen, Kaijie & Liu, Dinggao, 2024, "Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103210.
• Meng, Yongqiang & Li, Xiao & Xiong, Xiong, 2024, "Information shocks and short-term market overreaction: The role of investor attention," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103219.
• Zhang, Shengpeng & Li, Yaokuang & He, Yu & Liang, Ruixin, 2024, "Do vocal cues matter in information disclosure? Evidence from IPO online roadshows in the SSE STAR market," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103229.
• Fieberg, Christian & Liedtke, Gerrit & Zaremba, Adam, 2024, "Cryptocurrency anomalies and economic constraints," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103218.
• Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024, "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103237.
• Zhang, Huiming & Qian, Siji & Ma, Zhen, 2024, "An analysis of the market efficiency of the Chinese copper futures based on intertemporal and intermarket arbitrages," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103243.
• Dong, Yunhe & Luo, Haoyi & Xu, Zijin & Yang, Xing, 2024, "Investing while lending: Do index funds improve managerial information disclosure?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103247.
• Guo, Yongzhen & Wang, Yinghuan, 2024, "It is a small world: The effect of analyst-media school ties on analyst performance," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103250.
• Apostolakis, George N., 2024, "Bitcoin price volatility transmission between spot and futures markets," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103251.
• Zhang, Yaojie & Song, Bingheng & He, Mengxi & Wang, Yudong, 2024, "Abnormal temperature and the cross-section of stock returns in China," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103274.
• He, Guanming & Li, April Zhichao, 2024, "Does media coverage of firms' environment, social, and governance (ESG) incidents affect analyst coverage and forecasts? A risk perspective," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103289.
• Wang, Congcong & Wang, Chong & Long, Huaigang & Zaremba, Adam & Zhou, Wenyu, 2024, "Green bond credit spreads and bank loans in China," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103300.
• Zhang, Shengpeng & Li, Yaokuang & Liang, Ruixin & He, Yu, 2024, "Does management tone matter in information disclosure? Evidence from IPO online roadshows in the SSE STAR market," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103307.
• Zhang, Sijia & Gregoriou, Andros & Wu, He, 2024, "Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103316.
• Huang, Hong-Gia & Tsai, Wei-Che & Yang, J. Jimmy, 2024, "Trading activity of VIX futures and options around FOMC announcements," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103321.
• Chatjuthamard, Pattanaporn & Singh, Simran & Jiraporn, Pornsit & Lee, Sang Mook, 2024, "Climate change exposure, shareholder wealth, and the adoption of the Paris agreement: A text-based approach," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103327.
• Ge, Xiaowen & Xue, Minggao & Cao, Ruiyi, 2024, "Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103334.
• Hoang, Lai T. & Tan, Eric K.M. & Yang, Joey W., 2024, "The investment behavior of China-connected mutual funds in the pandemic: Information advantage through operational link," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103309.
• Valadkhani, Abbas & O'Mahony, Barry, 2024, "Sector-specific calendar anomalies in the US equity market," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103347.
• Klein, Olga & Klein, Daniel, 2024, "Institutional consensus after earnings announcements: Information or crowding?," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103355.
• Nielsen, Ole Linnemann & Posselt, Anders Merrild, 2024, "Betting on mean reversion in the VIX? Evidence from ETP flows," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103421.
• Aharon, David Y. & Ali, Shoaib & Brahim, Mariem, 2024, "Connectedness at extremes between real estate tokens and real estate stocks," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103425.
• Haghighi, Afshin & Faff, Robert & Oliver, Barry, 2024, "Retail traders and co-movement: Evidence from Robinhood trading activity," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103431.
• Wu, Di & Bu, Danlu, 2024, "Sentiment and information: How ‘over-optimistic’ investors influence differences of opinion and IPO pricing?," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103436.
• Boubaker, Sabri & Eshraghi, Arman & Liu, Yifan, 2024, "Stock Liquidity Sidedness and Share Repurchase," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103468.
• Peng, Yaohao & de Moraes Souza, João Gabriel, 2024, "Chaos, overfitting and equilibrium: To what extent can machine learning beat the financial market?," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103474.
• Awartani, Basel & Hussain, Syed Mujahid & Virk, Nader, 2024, "How do the gold intra-day returns and volatility react to monetary policy shocks?," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103486.
• Dulak, Thomas & Gnabo, Jean-Yves, 2024, "Climate litigation and financial markets: A disciplinary effect?," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103496.
• Wu, Di & Sun, Qian & Zhang, Wenyu & Xu, Guanghua & Chan, Kam C. & Qin, Jie, 2024, "Does information content of a corporate social responsibility report matter for stock mispricing? Evidence from China," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103507.
• Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P. & Nguyen, Thach V.H. & Truong, Cameron, 2024, "When Hollywood movies steal the show, stock returns dance more with the market!," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103501.
• Wu, Zhenshu & Pownall, Rachel & Shih, Yi-Cheng & Wang, Yao, 2024, "Industry effects of corporate environmental and social scandals: Evidence from China," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103504.
• Cakici, Nusret & Zaremba, Adam, 2024, "What drives stock returns across countries? Insights from machine learning models," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103569.
• Duan, Jiaxin & Kou, Fangyuan & Wang, Zining & Wei, Yixin, 2024, "When echoes surpass voices: Market reaction to forwarded news," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103579.
• Dong, Wenyi & Gao, Xin & Li, Donghui & Yang, Shijie, 2024, "Information centralization and stock price crash risk: Cross-country evidence," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103585.
• Chang, Sea-Jin & Oh, Ji Yeol Jimmy & Park, Kwangwoo, 2024, "Crowd-sourced CEO approval and turnover," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103587.
• Yue, Tian & Li, Lu-Lu & Ruan, Xinfeng & Zhang, Jin E., 2024, "Smirking in the energy market: Evidence from the Chinese crude oil options market," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103637.
• Tang, Ning & Xu, Xiaodong & Hsu, Yuan-Teng & Lin, Chih-Yung, 2024, "The impact of ESG distance on mergers and acquisitions," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103677.
• Prokop, Jörg & Walting, Matthias & Kahlen, Franziska, 2024, "Are more analysts better? The case of convertible bond announcement effects," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103696.
• Yousaf, Imran & Bejaoui, Azza & Ali, Shoaib & Li, Yanshuang, 2024, "Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103698.
• Schlosky, Minh Tam Tammy & Karadas, Serkan & Stivers, Adam, 2024, "Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103707.
• Karkowska, Renata & Urjasz, Szczepan, 2024, "Volatility transmission and hedging strategies across green and conventional stocks in global markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103727.
• Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W. & Mahapatra, Biplab, 2024, "Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104658.
• Song, Huimin & Tao, Xuedan & Wang, Huabing (Barbara) & Zhang, Jinkang & Zhang, Linlin, 2024, "Does mandatory tax disclosure mitigate tax expense anomaly? Evidence from FIN 48," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104686.
• Xia, Jingjing, 2024, "Stealing the show: The negative effects of media coverage on peers’ stock liquidity," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104691.
• Wong, Jin Boon & Zhang, Qin, 2024, "ESG reputation risks, cash holdings, and payout policies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104695.
• Dang, Man & Puwanenthiren, Premkanth & Jones, Edward & Bui, Nguyen & Le, Thuy Dung, 2024, "Does corporate culture shape “Tone at the Top”? Evidence from earnings calls," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104698.
• Tian, Ye & Chen, Songbo & Dai, Li, 2024, "How climate risk drives corporate green innovation: Evidence from China," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104762.
• Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104763.
• Kueschnig, Michael & Schertler, Andrea, 2024, "Fusing futures: Financial institutions’ stock price response to fintech acquisitions," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104779.
• Pelster, Matthias & Val, Joel, 2024, "Can ChatGPT assist in picking stocks?," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104786.
• Zhan, Baoqiang & Wu, Chong, 2024, "Star power: A quasi-natural experiment on how analyst status affects recommendation performance," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104792.
• Liu, Eping & Qin, Haoyuan, 2024, "Can managers’ facial expressions predict future company performance and risk? Evidence from China," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104794.
• Alonso, Irma & Serrano, Pedro & Vaello-Sebastià, Antoni, 2024, "The global spillovers of unconventional monetary policies on tail risks," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104820.
• Ji, Xu & Dong, Yan & Vagnani, Gianluca & Yang, Xiaoqi, 2024, "Stock market reactions and optimism bias in analysts’ earnings forecasts: An analysis of China's stock markets," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104822.
• Aharon, David Y. & Ali, Shoaib, 2024, "A high-frequency data dive into SVB collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104823.
• Mehdian, Seyed & Gherghina, Ștefan Cristian & Stoica, Ovidiu, 2024, "Intraday financial markets’ response to U.S. bank failures," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104862.
• Huang, Lingyu & Mao, Ruoyu, 2024, "Cryptic excitement: unveiling market reactions to Facebook's Metaverse and potential manipulation in China's stock market," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104886.
• Oehler, Andreas & Horn, Matthias, 2024, "Does ChatGPT provide better advice than robo-advisors?," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104898.
• Li, Jianjun & Wu, Zhouyi & Yu, Kaijia & Zhao, Wei, 2024, "The effect of industrial robot adoption on firm value: Evidence from China," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104907.
• Vu, Thanh Nam & Junttila, Juha-Pekka & Lehkonen, Heikki, 2024, "ESG news and long-run stock returns," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104915.
• Altendorfer, Andreas, 2024, "Evidence on the incremental information content of concurrent financial and non-financial corporate disclosures," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104940.
• Biktimirov, Ernest N. & Sokolyk, Tatyana & Ayanso, Anteneh, 2024, "What is behind housing sentiment?," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104966.
• Felföldi-Szűcs, Nóra & Králik, Balázs & Váradi, Kata, 2024, "Put–call parity in a crypto option market — Evidence from Binance," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104874.
• Natashekara, Karthik & Sampath, Aravind, 2024, "Informed trading and cryptocurrencies. New evidence using tick-by-tick data," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104909.
• 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.