Research classified by Journal of Economic Literature (JEL) codes

2023

• Li, Zhiyong & Wang, Haixu & Yu, Mei, 2023, "Beyond rocket science: A factor model for convertible bond returns," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111362.
• Jung, Woosung & Kim, Donghyun & Sul, Hong Kee, 2023, "Investment behavior of retail investors in response to COVID-19 economic impact payments," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111370.
• Guo, Huichao & Lou, Youcheng, 2023, "The impact of relative wealth concerns on wealth gap and welfare in a noisy rational expectations economy," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111376.
• Kyiu, Anthony & Tawiah, Bernard & Boamah, Evans Ofosu, 2023, "Employees’ reviews and stock price informativeness," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111406.
• De Vito, Antonio & Pancotto, Livia & Perdichizzi, Salvatore & Reghezza, Alessio, 2023, "Don’t go on holiday in August! Market reaction to an unexpected windfall tax on banks," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111407.
• Born, Benjamin & Dovern, Jonas & Enders, Zeno, 2023, "Expectation dispersion, uncertainty, and the reaction to news," European Economic Review, Elsevier, volume 154, issue C, DOI: 10.1016/j.euroecorev.2023.104440.
• Urom, Christian & Ndubuisi, Gideon & Del Lo, Gaye & Yuni, Denis, 2023, "Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2022.100948.
• Hanauer, Matthias X. & Kalsbach, Tobias, 2023, "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101022.
• Cheung, William Ming Yan & Im, Hyun Joong & Selvam, Srinivasan, 2023, "Stock liquidity and investment efficiency: Evidence from the split-share structure reform in China," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101046.
• Kim, Incheol & Lee, Suin & Sharma, Bina, 2023, "Competition law reform and firm performance: Evidence from developing countries," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101050.
• Lepori, Gabriele M., 2023, "Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 165-181, DOI: 10.1016/j.jempfin.2022.12.003.
• Han, Seung-Oh & Huh, Sahn-Wook & Park, Jeayoung, 2023, "Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 276-307, DOI: 10.1016/j.jempfin.2022.12.006.
• Stahl, Jörg R., 2023, "Changes in the electorate and firm values: Evidence from the introduction of female suffrage in Switzerland," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 386-402, DOI: 10.1016/j.jempfin.2022.12.009.
• Cao, Jie & Han, Bing & Song, Linjia & Zhan, Xintong, 2023, "Option price implied information and REIT returns," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 13-28, DOI: 10.1016/j.jempfin.2022.12.013.
• Liu, Xin & Qiu, Zhigang & Shen, Luyao & Zheng, Weinan, 2023, "Coreversal: The booms and busts of arbitrage activities in China," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 51-65, DOI: 10.1016/j.jempfin.2023.01.001.
• Blanco, Ivan & De Jesus, Miguel & Remesal, Alvaro, 2023, "Overlapping momentum portfolios," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 1-22, DOI: 10.1016/j.jempfin.2023.02.002.
• Wang, Jianqiu & Wu, Ke & Pan, Jiening & Jiang, Ying, 2023, "Disagreement, speculation, and the idiosyncratic volatility," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 232-250, DOI: 10.1016/j.jempfin.2023.03.011.
• Fuhrer, Adrian & Hock, Thorsten, 2023, "Uncertainty in the Black–Litterman model: Empirical estimation of the equilibrium," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 251-275, DOI: 10.1016/j.jempfin.2023.03.009.
• Brennan, M.J. & Taylor, Alex P., 2023, "Expected returns and risk in the stock market," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 276-300, DOI: 10.1016/j.jempfin.2023.03.002.
• Dodd, Olga & Frijns, Bart & Indriawan, Ivan & Pascual, Roberto, 2023, "US cross-listing and domestic high-frequency trading: Evidence from Canadian stocks," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 301-320, DOI: 10.1016/j.jempfin.2023.03.012.
• Akbulut, Mehmet E. & Ucar, Erdem, 2023, "Policy risk and insider trading," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 341-353, DOI: 10.1016/j.jempfin.2023.04.002.
• Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi, 2023, "Disseminating information across connected firms — Analyst site visits can help," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 510-531, DOI: 10.1016/j.jempfin.2023.04.010.
• Hasan, Iftekhar & Tunaru, Radu & Vioto, Davide, 2023, "Herding behavior and systemic risk in global stock markets," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 107-133, DOI: 10.1016/j.jempfin.2023.05.004.
• Chen, Haiqiang & Gu, Ming & Ni, Bo, 2023, "How price limit affects the market efficiency in a short-sale constrained market? Evidence from a quasi-natural experiment," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 22-39, DOI: 10.1016/j.jempfin.2023.05.003.
• Hsu, Yen-Ju & Wang, Yanzhi, 2023, "Technology spillover, corporate investment, and stock returns," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 238-250, DOI: 10.1016/j.jempfin.2023.07.001.
• Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei, 2023, "Macroeconomic news and price synchronicity," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 390-412, DOI: 10.1016/j.jempfin.2023.08.002.
• Bradrania, Reza & Wu, Winston, 2023, "Foreign institutions, local investors and momentum trading," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 40-64, DOI: 10.1016/j.jempfin.2023.05.005.
• Bui, Dien Giau & Chen, Yehning & Chen, Yan-Shing & Lin, Chih-Yung, 2023, "Managerial ability and financial statement disaggregation decisions," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101427.
• Soebhag, Amar, 2023, "Option gamma and stock returns," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101442.
• Ren, Boru & Lucey, Brian, 2023, "Herding in the Chinese renewable energy market: Evidence from a bootstrapping time-varying coefficient autoregressive model," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106526.
• Nekhili, Ramzi & Bouri, Elie, 2023, "Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106596.
• Millischer, Laurent & Evdokimova, Tatiana & Fernandez, Oscar, 2023, "The carrot and the stock: In search of stock-market incentives for decarbonization," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106615.
• Suleman, Muhammad Tahir & Rehman, Mobeen Ur & Sheikh, Umaid A. & Kang, Sang Hoon, 2023, "Dynamic time-frequency connectedness between European emissions trading system and sustainability markets," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106726.
• Liao, Ling & Diaz-Rainey, Ivan & Kuruppuarachchi, Duminda & Gehricke, Sebastian, 2023, "The role of fundamentals and policy in New Zealand's carbon prices," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106737.
• Tang, Ying & Wang, Biliang & Pan, Ningning & Li, Zhiyong, 2023, "The impact of environmental information disclosure on the cost of green bond: Evidence from China," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107008.
• Zhang, Teng & Xu, Zhiwei, 2023, "The informational feedback effect of stock prices on corporate investments: A comparison of new energy firms and traditional energy firms in China," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107086.
• Ali, Shoaib & Ijaz, Muhammad Shahzad & Yousaf, Imran & Li, Yanshuang, 2023, "Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107103.
• Hoque, Mohammad Enamul & Soo-Wah, Low & Billah, Mabruk, 2023, "Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107034.
• Wang, Cheng & Bouri, Elie & Xu, Yahua & Zhang, Dingsheng, 2023, "Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107121.
• Dragomirescu-Gaina, Catalin & Philippas, Dionisis & Goutte, Stéphane, 2023, "How to ‘Trump’ the energy market: Evidence from the WTI-Brent spread," Energy Policy, Elsevier, volume 179, issue C, DOI: 10.1016/j.enpol.2023.113654.
• Zhang, Teng & Xu, Zhiwei & Li, Jiaqi, 2023, "The asset pricing implications of global oil price uncertainty: Evidence from the cross-section of Chinese stock returns," Energy, Elsevier, volume 285, issue C, DOI: 10.1016/j.energy.2023.129407.
• Del Angel, Marco & Fohlin, Caroline & Weidenmier, Marc D., 2023, "Stock returns and the Spanish flu, 1918–1920," Explorations in Economic History, Elsevier, volume 90, issue C, DOI: 10.1016/j.eeh.2023.101543.
• Andrikopoulos, Athanasios & Zheng, Min, 2023, "A dynamic analysis of the neglected firm effect," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102429.
• Chatoro, Marian & Mitra, Sovan & Pantelous, Athanasios A. & Shao, Jia, 2023, "Catastrophe bond pricing in the primary market: The issuer effect and pricing factors," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102431.
• Liu, Jing & He, Qiubei & Li, Yan & Huynh, Luu Duc Toan & Liang, Chao, 2023, "The change in stock-selection risk and stock market returns," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102457.
• Sun, Nan & Kong, Dongmin & Tao, Yunqing, 2023, "Does broadband infrastructure affect corporate mergers and acquisitions? Quasi-natural experimental evidence from China," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102461.
• Fan, Rui & Talavera, Oleksandr & Tran, Vu, 2023, "Information flows and the law of one price," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102466.
• Zhu, Hongbing & Yang, Lihua & Xu, Changxin, 2023, "Tracking investor gambling intensity," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2022.102468.
• Adra, Samer & Hamadi, Malika & Yuan, Jiayi, 2023, "Top-tier advisors and the market feedback dynamics in cross-border M&As," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102495.
• Zhang, Chuanhai & Ma, Huan & Arkorful, Gideon Bruce & Peng, Zhe, 2023, "The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102497.
• Mansley, Nick & Wang, Zilong & Weng, Xiaoyu & Zhang, Wenjing, 2023, "Good growth, bad growth: Market reaction to capital raising for REIT expansion," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102499.
• González-Sánchez, Mariano & Nave Pineda, Juan M., 2023, "Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102512.
• Bazán-Palomino, Walter & Svogun, Daniel, 2023, "On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102516.
• Han, Yufeng & Hu, Ou & Huang, Zhaodan, 2023, "A tale of idiosyncratic volatility and illiquidity shocks: Their correlation and effects on stock returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102517.
• Grobys, Klaus, 2023, "Correlation versus co-fractality: Evidence from foreign-exchange-rate variances," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102531.
• Patel, Mayank & Madhavan, Vinodh & Gupta, Supratim Das & Kumar, Satish, 2023, "Performance persistence and style consistency of Indian fixed income mutual funds – A longitudinal study," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102535.
• Shi, Lisi & Ho, Kung-Cheng & Liu, Ming-Yu, 2023, "Does societal trust make managers more trustworthy?," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102537.
• Insana, Alessandra, 2023, "Betting against beta with intraday and overnight signals," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102542.
• de Castro, Jessica & Piccoli, Pedro, 2023, "Do online searches actually measure future retail investor trades?," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102552.
• Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia, 2023, "Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2022.102304.
• Kalaitzoglou, Iordanis Angelos & Ibrahim, Boulis Maher, 2023, "Market conditions and order-type preference," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102559.
• Ni, Juan & Jin, Shuchang & Hu, Yi & Zhang, Lei, 2023, "Informative or distracting: CSR disclosure of peer firms and analyst forecast accuracy," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102575.
• Agudelo, Diego A. & Múnera, Daimer J., 2023, "Who are the vectors of contagion? Evidence from emerging markets," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102599.
• del Río, Cristina & López-Arceiz, Francisco J. & Muga, Luis, 2023, "Do sustainability disclosure mechanisms reduce market myopia? Evidence from European sustainability companies," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102600.
• Xu, Liao & Xue, Mingqi & Zhang, Xuan & Zhao, Yang, 2023, "Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102608.
• Bao, Wei & Guo, Shijun & Peng, Diefeng & Rao, Yulei, 2023, "Trading gap in holidays and price transmission: Evidence from cross-listed stocks on the A-share and H-share markets," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102616.
• Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Alam, Masud & Abedin, Mohammad Zoynul & Shi, Baofeng, 2023, "NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102642.
• Abad, David & Nieto, Belén & Pascual, Roberto & Rubio, Gonzalo, 2023, "Market-wide illiquidity and the distribution of non-parametric stochastic discount factors," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102650.
• Aharon, David Y. & Butt, Hassan Anjum & Jaffri, Ali & Nichols, Brian, 2023, "Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102651.
• Liu, Chao & Wang, FeiFei & Xue, Wenjun, 2023, "The annual report tone and return Comovement—Evidence from China's stock market," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102610.
• Ammari, Aymen & Chebbi, Kaouther & Ben Arfa, Nouha, 2023, "How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102633.
• Wang, Xiaoxiao, 2023, "Bank affiliation and mutual funds’ trading strategy distinctiveness," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102640.
• Rudkin, Wanling & Cai, Charlie X., 2023, "Information content of sustainability index recomposition: A synthetic portfolio approach," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102676.
• Cai, Wenwu & Quan, Xiaofeng & Zhu, Zhenmei (Judy), 2023, "Rumors in the sky: Corporate rumors and stock price synchronicity," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102683.
• Fiordelisi, Franco & Ricci, Ornella & Santilli, Gianluca, 2023, "Environmental engagement and stock price crash risk: Evidence from the European banking industry," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102689.
• Birindelli, Giuliana & Miazza, Aline & Paimanova, Viktoriia & Palea, Vera, 2023, "Just “blah blah blah”? Stock market expectations and reactions to COP26," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102699.
• Gao, Jun & Gao, Xiang & Gu, Chen, 2023, "Forecasting European stock volatility: The role of the UK," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102728.
• Zhang, Zeyu & Ibikunle, Gbenga, 2023, "The market quality effects of sub-second frequent batch auctions: Evidence from dark trading restrictions," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102737.
• Hsin, Chin-Wen & Peng, Shu-Cing, 2023, "The role of social capital in price efficiency: International evidence," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102740.
• Tang, Siyuan, 2023, "Price limit performance: New evidence from a quasi-natural experiment in China's ChiNext market," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102747.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2023, "International high-frequency arbitrage for cross-listed stocks," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102777.
• Benchimol, Jonathan & Saadon, Yossi & Segev, Nimrod, 2023, "Stock market reactions to monetary policy surprises under uncertainty," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102783.
• Grobys, Klaus, 2023, "A finite-time singularity in the dynamics of the US equity market: Will the US equity market eventually collapse?," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102787.
• Zhang, Qiyu & Ding, Rong & Chen, Ding & Zhang, Xiaoxiang, 2023, "The effects of mandatory ESG disclosure on price discovery efficiency around the world," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102811.
• Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023, "Price discovery in carbon exchange traded fund markets," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102814.
• Zhang, Liguang & Li, Zhuohao & Liao, Yunxiang & Wang, Yunchen & Hu, Ning, 2023, "Foreign investment and information quality – A quasi-experiment from China," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102796.
• Chen, Yu-Lun, 2023, "The crucial role of the five-year Treasury in the US yield curve," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102828.
• Clancey-Shang, Danjue, 2023, "COVID lockdown, Robinhood traders, and liquidity in stock and option markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102837.
• Ayed, Sabrine & Waxin, Timothée, 2023, "LGBT discrimination and harassment, firm value, and reputation repair," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102842.
• Xu, Ke & Chen, Yu-Lun & Yang, J. Jimmy, 2023, "Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102896.
• Zhao, Wandi & Gao, Yang, 2023, "Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102907.
• Wang, Meng & Goodell, John W. & Huang, Wei & Jiang, Ying, 2023, "Trade credit provision and stock price crash risk," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102908.
• Hong, Ziyang & Liu, Qingfu & Tse, Yiuman & Wang, Zilu, 2023, "Black mouth, investor attention, and stock return," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102921.
• Procasky, William J. & Yin, Anwen, 2023, "The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102926.
• Yousefi, Hamed & Yung, Kenneth & Najand, Mohammad, 2023, "From low resource slack to inflexibility: The share price effect of operational efficiency," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102927.
• Agapova, Anna & Kaprielyan, Margarita, 2023, "Diversification measures: Mutual fund family case," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102932.
• Kristoufek, Ladislav & Bouri, Elie, 2023, "Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103332.
• Tee, Chwee-Ming & Hooy, Chee-Wooi, 2023, "Political connections and economic policy uncertainty: A global evidence," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103340.
• Brolley, Michael & Zoican, Marius, 2023, "On-demand fast trading on decentralized exchanges," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103350.
• Duan, Lini & Li, Lingyi & Park, Kyung-Hye & Wu, Di, 2023, "Muddy the waters to conceal information? Evidence from firms' inconsistent answers during Q&As," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103415.
• Das, Kuntal K. & Yaghoubi, Mona, 2023, "Stock liquidity and firm-level political risk," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103419.
• Liu, Sha, 2023, "Do investors and managers of active ETFs react to social media activities?," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103454.
• Wang, Jin & Li, Rui, 2023, "Asymmetric information in peer-to-peer lending: empirical evidence from China," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103452.
• Wang, Bo & Zheng, Suli, 2023, "Public information manipulation in the financial market," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103463.
• Anselmi, Giulio & Petrella, Giovanni, 2023, "Non-fungible token artworks: More crypto than art?," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103473.
• Curi, Claudia & Murgia, Lucia Milena, 2023, "Forecast Targeting and Financial Stability: Evidence from the European Central Bank and Bank of England," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103486.
• Zhao, Jing & Huang, Jingchang & Dou, Huan, 2023, "Internet searching and investment sensitivity to stock price: Evidence from a quasi-natural experiment," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103492.
• Goodell, John W. & Li, Mingsheng & Liu, Desheng, 2023, "Causes and consequences of flocked resignations of independent directors: Inferences from firm impacts following Kangmei Pharmaceutical's scandal," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103496.
• D’Augusta, Carlo & Grossetti, Francesco, 2023, "How did Covid-19 affect investors’ interpretation of earnings news? The role of accounting conservatism," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103504.
• Contreras, Alfredo, 2023, "Learning specialists and market resilience," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103516.
• Feng, Lixuan & Xiang, Cheng, 2023, "Short-selling and mutual fund herding: The Chinese evidence," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103517.
• Liu, Lei & Jacoby, Gady & Song, Xiaoping & Zheng, Steven Xiaofan, 2023, "Cash shortfalls in IPO firms," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103520.
• Sepúlveda Velásquez, Jorge & Tapia Griñen, Pablo & Pastén Henríquez, Boris, 2023, "Mandatory dividends and economic policy uncertainty: A challenge for investment opportunities," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103523.
• Baranowski, Pawel & Bennani, Hamza & Doryń, Wirginia, 2023, "Stock price reaction to ECB communication: Introductory Statements vs. Questions & Answers," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103528.
• Kong, Dongmin & Yang, Yiwei & Wang, Qin, 2023, "Innovative efficiency and firm value: Evidence from China," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103557.
• Pan, Zhiyuan & Huang, Xiao & Liu, Li & Huang, Juan, 2023, "Geopolitical uncertainty and crude oil volatility: Evidence from oil-importing and oil-exporting countries," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103565.
• Wang, Jiazhen & Hu, Xiaolu & Zhong, Angel, 2023, "Stock market reaction to mandatory ESG disclosure," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103402.
• Yousaf, Imran & Abrar, Afsheen & Goodell, John W., 2023, "Connectedness between travel & tourism tokens, tourism equity, and other assets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103595.
• Frömel, Pascal & Kolmeder, Severin & Wagner, Dominik, 2023, "Where prices are not lazy: Evidence from REITs and the financial sector," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103601.
• Soria, Jorge & Moya, Jorge & Mohazab, Amin, 2023, "Optimal mining in proof-of-work blockchain protocols," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103610.
• Li, Changgui & Liu, Xiaowen & Hou, Zhiping & Li, Yongyi, 2023, "Retail investor attention and equity mispricing: The mediating role of earnings management," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103621.
• Perote, Javier & Vicente-Lorente, José D. & Zuñiga-Vicente, Jose Angel, 2023, "How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103638.
• Xu, Weijun & Pan, Shiliang & Ji, Yucheng & Zhao, Qi, 2023, "Public disclosure with information sharing in financial market," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103652.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W, 2023, "What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103661.
• Wang, Liang & Qi, Jiahan & Zhuang, Hongyu, 2023, "Monitoring or Collusion? Multiple Large Shareholders and Corporate ESG Performance: Evidence from China," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103673.
• Benkraiem, Ramzi & Ben-Nasr, Hamdi & Nechi, Salem & Rjiba, Hatem, 2023, "Stock price crash risk and leverage dynamics: Evidence from the GCC countries," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103688.
• Liu, Jiatong, 2023, "Time-frequency correlations and extreme spillover effects between carbon markets and NFTs: The roles of EPU and COVID-19," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103690.
• D’Augusta, Carlo & De Vito, Antonio & Grossetti, Francesco, 2023, "Words and numbers: A disagreement story from post-earnings announcement return and volume patterns," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103694.
• Yousaf, Imran & Goodell, John W., 2023, "Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103704.
• Guettler, Andre & Hable, Patrick & Launhardt, Patrick & Miebs, Felix, 2023, "Aggregate insider trading in the S&P 500 and the predictability of international equity premia," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103725.
• Karim, Sitara & Naeem, Muhammad Abubakr & Shafiullah, Muhammad & Lucey, Brian M. & Ashraf, Sania, 2023, "Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103728.
• Wilson, Linus, 2023, "Profitable timing of the stock market with the senior loan officer survey," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103733.
• Lu, Jing & Ho, Keng-Yu & Ho, Po-Hsin & Ko, Kuan-Cheng, 2023, "CEO overconfidence, lottery preference and the cross-section of stock returns," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103749.
• Bang, Jeongseok & Ryu, Doojin & Yu, Jinyoung, 2023, "ESG controversies and investor trading behavior in the Korean market," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103750.
• Nie, Chun-Xiao, 2023, "Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103771.
• Shrestha, Keshab & Naysary, Babak & Philip, Sheena Sara Suresh, 2023, "Fintech market efficiency: A multifractal detrended fluctuation analysis," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103775.
• Ham, Hyuna & Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2023, "How do investors react to overnight returns? Evidence from Korea," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103779.
• Allen, Kyle D. & Baig, Ahmed & Winters, Drew B., 2023, "The response of money market funds to the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103790.
• Mbengue, Mohamed Lamine & Ndiaye, Bara & Sy, Oumar, 2023, "Which factors explain African stock returns?," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103805.
• Anderson, Warwick & Białkowski, Jędrzej & Wagner, Moritz, 2023, "Midterm elections and stock returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103825.
• Mueller, Lukas & Bartel, Merlin & Schiereck, Dirk, 2023, "Europe's gone “right” – A comparative study of stock market reactions to populist success in Sweden and Italy," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103829.
• Xu, Lingling & Huang, Xiaodi & Liu, Guanchun & Liu, Yuanyuan, 2023, "Tax authority enforcement and stock price crash risk: Evidence from China," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103831.
• Du, Zhihui & Zheng, Xiaojia & Zhang, Chenye & Zhou, Rongxi, 2023, "Does the online interaction between retail investors and firm management affect capital structure?," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103835.
• Ryu, Doojin & Ryu, Doowon & Yang, Heejin, 2023, "Whose sentiment explains implied volatility change and smile?," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103838.
• Bouri, Elie & Nekhili, Ramzi & Kinateder, Harald & Choudhury, Tonmoy, 2023, "Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103845.
• Bai, Fan & Zhang, Yaqi & Chen, Zhonglu & Li, Yan, 2023, "The volatility of daily tug-of-war intensity and stock market returns," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103867.
• Li, Jianhua & Xu, Jianxiang, 2023, "Does the introduction of market maker improve market quality? Evidence from China's Sci-Tech innovation board," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103909.
• Yousaf, Imran & Goodell, John W., 2023, "Responses of US equity market sectors to the Silicon Valley Bank implosion," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103934.
• Mo, Kyoungwon & Ha, Wonsuk & Park, Kyung-Jin, 2023, "Market reaction to analyst forecasts by analysts with familyship: Evidence from South Korea," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103943.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W., 2023, "The impact of the SVB collapse on global financial markets: Substantial but narrow," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103948.
• Yadav, Miklesh Prasad & Rao, Amar & Abedin, Mohammad Zoynul & Tabassum, Sabia & Lucey, Brian, 2023, "The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103952.
• Chen, Yu-Lun & Chang, Yung Ting & Yang, J. Jimmy, 2023, "Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103955.
• Shan, Yimin & Chen, Yang & Xiao, Yajun, 2023, "Monetary policy as market stabilizer in the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103960.
• Zhu, Ying & Huang, Ke, 2023, "Customers’ litigation risk and suppliers’ cash holding decision: From the perspective of risk contagion," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103973.
• Liu, Huan & Tao, Yunqing & Zeng, Lin & Chen, Dong, 2023, "Investor-enterprise interactions and shadow banking of non-financial enterprises in China," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103979.
• Zhang, Yaojie & He, Mengxi & Liao, Cunfei & Wang, Yudong, 2023, "Climate risk exposure and the cross-section of Chinese stock returns," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103987.
• Chang, Danting & Li, Feng, 2023, "Uncovering the information content in abnormal institutional visits," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103988.
• Nguyen, Thu Ha & Lan, Yihui & Treepongkaruna, Sirimon & Zhong, Rui, 2023, "Credit rating downgrades and stock price crash risk: International evidence," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103989.
• Deng, Jing & Zheng, Huike & Xing, Xiaoyun, 2023, "Dynamic spillover and systemic importance analysis of global clean energy companies: A tail risk network perspective," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103990.
• Switzer, Lorne N., 2023, "Circumventing SEC Rule 201 short sale restrictions with options," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103991.
• Saggu, Aman & Ante, Lennart, 2023, "The influence of ChatGPT on artificial intelligence related crypto assets: Evidence from a synthetic control analysis," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103993.
• Bouri, Elie & Nekhili, Ramzi & Todorova, Neda, 2023, "Dynamic co-movement in major commodity markets during crisis periods: A wavelet local multiple correlation analysis," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103996.
• Chen, Yongming & Li, Hui, 2023, "The dual purpose of insider trading: Signaling quality and battling shorts," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.104011.
• Okoroafor, Ugochi C. & Leirvik, Thomas, 2023, "Time-varying market efficiency of safe-haven assets," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104024.
• Stephens, John & Mehdian, Seyed & Gherghina, Ștefan Cristian & Stoica, Ovidiu, 2023, "The reaction of the financial market to the January 6 United States Capitol attack: An intraday study," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104048.
• Bazzana, Davide & Colturato, Michele & Savona, Roberto, 2023, "Learning about unprecedented events: Agent-based modelling and the stock market impact of COVID-19," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104085.
• Cho, Hyunkwon & Choi, Ga-Young & Lee, Joonil, 2023, "The impact of internet articles on investor trading decisions by investor types: Evidence from Korean stock market," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104110.
• Zhang, Xiaoqing, 2023, "The value of online investor relations under COVID-19: Evidence from investor interactive platforms in China," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104146.
• Nguyen, Khanh Quoc & Nguyen, Thanh Huong & Do, Bao Linh, 2023, "Narrative attention and related cryptocurrency returns," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104174.
• Ahn, Minkwan & Jung, Doowon & Kim, Jeong-Taek & Lee, Woo-Jong & Sunwoo, Hee-Yeon, 2023, "Do more readable sustainability reports provide more value-relevant information to shareholders?," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104154.
• Hou, Yunfei & Hu, Changsheng, 2023, "Understanding the role of aggregate analyst attention in resolving stock market uncertainty," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104183.
• Ferretti, Riccardo & Venturelli, Valeria & Azzaretto, Alessandro, 2023, "Does individual SREP results reveal real news?," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104184.
• Wen, Fenghua & Lin, Diyue & Hu, Lei & He, Shaoyi & Cao, Zhiling, 2023, "The spillover effect of corporate frauds and stock price crash risk," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104185.
• Bouteska, Ahmed & Cardillo, Giovanni & Harasheh, Murad, 2023, "Is it all about noise? Investor sentiment and risk nexus: evidence from China," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104197.
• Ok, Hyunmin & Kim, Jinyong & Kim, Yongsik, 2023, "Is the Kimchi premium a speculative bubble?," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104207.
• Kamal, Md Rajib & Wahlstrøm, Ranik Raaen, 2023, "Cryptocurrencies and the threat versus the act event of geopolitical risk," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104224.
• Chancharat, Surachai & Sinlapates, Parichat, 2023, "Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104249.
• Dunbar, Kwamie & Treku, Daniel & Sarnie, Robert & Hoover, Jack, 2023, "What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104262.
• Zhang, Lu & Hsieh, Pei-lin & Chen, Haiqiang, 2023, "COVID-19 and commodity pricing premium: Evidence from the Chinese market," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.103899.
• Bae, Jihun & Joo, Jeong Hwan & Yu, Jaeyoon, 2023, "CEO succession planning and market reactions to CEO turnover announcements," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.103946.
• Long, Suwan(Cheng) & Lucey, Brian & Zhang, Dayong & Zhang, Zhiwei, 2023, "Negative elements of cryptocurrencies: Exploring the drivers of Bitcoin carbon footprints," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104031.
• Mercik, Aleksander & Cupriak, Daniel & Zaremba, Adam, 2023, "Factor seasonalities: International and further evidence," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104293.
• Granát, Marcell P. & Lehmann, Kristóf & Nagy, Olivér & Neszveda, Gábor, 2023, "Expect the unexpected: Did the equity markets anticipate the Russo-Ukrainian war?," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104301.
• Dai, Yiming & Jiang, Yuexiang & Long, Huaigang & Wang, Hui & Zaremba, Adam, 2023, "Does realized skewness predict the cross-section of Chinese stock returns?," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104363.
• Tee, Chwee-Ming & Wong, Wai-Yan & Hooy, Chee-Wooi, 2023, "Financial sanctions and global stock market reaction: Evidence from the Russia-Ukraine conflict," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104398.
• Chung, Hanyong, 2023, "The differential effects of product market competition on individual analysts," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104455.
• Guo, Xueting & Ma, Weichun & Liu, Xiaotong & Mo, Yan, 2023, "Fund investor cliques and flow sensitivity—evidence from China," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104463.
• Ao, Zhiming & Ji, Xinru & Liang, Xinxin, 2023, "Can prospect theory explain anomalies in the Chinese stock market?," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104466.
• Liu, Jie & Wu, Chonglin & Zheng, Wanqing & Lin, Gengyan, 2023, "Monitor or manipulator? The effect of institutional ownership on market manipulation," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104471.
• Luo, Deqing & Yan, Jingzhou & Yan, Qianhui, 2023, "The duality of ESG: Impact of ratings and disagreement on stock crash risk in China," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104479.
• Bazrafshan, Ebrahim, 2023, "The role of ESG ranking in retail and institutional investors' attention and trading behavior," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104462.
• Wang, Bo & Hu, Tiantian & Zheng, Suli, 2023, "Earning inflation, real investment and self-fulfilling uncertainty," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104488.
• Jain, Archana & Jain, Chinmay & Krystyniak, Karolina, 2023, "Blockchain transaction fee and Ethereum Merge," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104507.
• Bajzik, Josef, 2023, "Is the role of shareholder activism in corporate governance overestimated?," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104508.
• Smales, Lee A., 2023, "Classification of RBA monetary policy announcements using ChatGPT," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104514.
• Kilic, Emre & Yavuz, Ersin & Pazarci, Sevket & Kar, Asim, 2023, "Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies: Insights from the Fourier non-linear quantile unit root approach," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104528.
• Ryu, Doojin & Ryu, Doowon & Yang, Heejin, 2023, "Investor sentiment and futures market mispricing," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104559.
• Wahyono, Budi & Rapih, Subroto & Boungou, Whelsy, 2023, "Unleashing the wordsmith: Analysing the stock market reactions to the launch of ChatGPT in the US Education sector," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104576.
• Yang, Jie & Feng, Yun, 2023, "Market inefficiency spillover network across different regimes," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104577.
• Lu, Jing & Chen, Rongze, 2023, "Do individual investors pay attention to the information acquisition activities of institutional investors?," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104579.