Research classified by Journal of Economic Literature (JEL) codes
Top JEL
/ G: Financial Economics
/ / G1: General Financial Markets
/ / / G14: Information and Market Efficiency; Event Studies; Insider Trading
2023
- Neuenkirch, Matthias & Repko, Maria & Weber, Enzo, 2023, "Hawks and Doves: Financial Market Perception of Western Support for Ukraine," IAB-Discussion Paper, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany], number 202301, Jan, DOI: 10.48720/IAB.DP.2301.
- James N. Mohs & Martin A. Goldberg & Rajendra Shrestha, 2023, "Current Trends In Corporate Tax Inversions," Accounting & Taxation, The Institute for Business and Finance Research, volume 15, issue 1, pages 43-54.
- Ooi Kok Loang, 2023, "Information Efficiency In The U.S. And Shariah-Complaint Stocks In Malaysia During Covid-19," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 9, issue 3, pages 465-490, September, DOI: https://doi.org/10.21098/jimf.v9i3..
- Oguzhan Cepni & Ahmet Faruk Aysan, 2023, "Coin Specific Sentiments Matter for the Non-Fungible Tokens Spillovers: How and When?," Bulletin of Monetary Economics and Banking, Bank Indonesia, volume 26, issue 4, pages 637-658, November, DOI: https://doi.org/10.59091/2460-9196..
- Martina Hengge & Ugo Panizza & Mr. Richard Varghese, 2023, "Carbon Policy and Stock Returns: Signals from Financial Markets," IMF Working Papers, International Monetary Fund, number 2023/013, Jan.
- Mr. Serhan Cevik, 2023, "The Dark Side of the Moon? Fintech and Financial Stability," IMF Working Papers, International Monetary Fund, number 2023/253, Dec.
- Joel Ede OWURU & Olabode Eric OLABISI, 2023, "Dynamic response of emerging market stock returns to exchange rate and oil price: a case of Nigeria," Romanian Journal of Economics, Institute of National Economy, volume 57, issue 2(66), pages 114-130, December.
- Andreas Barth & Valerie Laturnus & Sasan Mansouri & Alexander F. Wagner, 2023, "Conflicted Analysts and Initial Coin Offerings," Management Science, INFORMS, volume 69, issue 11, pages 6641-6666, November, DOI: 10.1287/mnsc.2021.02928.
- Eric M. Aldrich & Daniel Friedman, 2023, "Order Protection Through Delayed Messaging," Management Science, INFORMS, volume 69, issue 2, pages 774-790, February, DOI: 10.1287/mnsc.2022.4370.
- Jie Cao & Amit Goyal & Xiao Xiao & Xintong Zhan, 2023, "Implied Volatility Changes and Corporate Bond Returns," Management Science, INFORMS, volume 69, issue 3, pages 1375-1397, March, DOI: 10.1287/mnsc.2022.4379.
- Maria Teresa Garcia & João Pedro Vargues Simões, 2023, "O desempenho financeiro das empresas e o desdobramento de ações – o caso das empresas do Ãndice S&P500," Working Papers Department of Economics, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa, number 2023/01, Jan.
- Ilhan KUCUKKAPLAN & Emre KILIC & Sevket PAZARCI & Asım KAR, 2023, "Testing the Efficient Market Hypothesis in G8 Countries: New evidence from Unit Root Tests with Fourier Shifts," Journal of Economic Policy Researches, Istanbul University, Faculty of Economics, volume 10, issue 1, pages 1-18, January, DOI: 10.26650/JEPR1071070.
- Idowu Bosede Fasola & Oluseun Paseda, 2023, "Earnings Announcement and Stock Prices of Quoted Deposit Money Banks in Nigeria in the Era of COVID-19 Pandemic," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 4, pages 123-154, Octoberâ€.
- Peng Liang & Xingnan Xue & Nan Hu & Ling Liu, 2023, "The Determinants of Insider Trading in the Credit Default Swap Market—A Network Perspective," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 1, pages 29-53, Januaryâ€.
- Rabson Magweva & Mabutho Sibanda, 2023, "Infrastructure Investments and Inflation in Emerging Markets – ARDL Approach," Journal of Developing Areas, Tennessee State University, College of Business, volume 57, issue 2, pages 181-188, April–J.
- Jochen Güntner & Benjamin Karner, 2023, "The bond agio premium," Economics working papers, Department of Economics, Johannes Kepler University Linz, Austria, number 2023-13, Sep.
- Khushboo Aggarwal & Mithilesh Kumar Jha, 2023, "Stock returns seasonality in emerging asian markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 1, pages 109-130, March, DOI: 10.1007/s10690-022-09370-y.
- Kin Ming Wong & Kwok Ping Tsang, 2023, "Inclusions and Exclusions of Stocks in Cross-Border Investments: The Case of Stock Connect," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 30, issue 4, pages 701-727, December, DOI: 10.1007/s10690-022-09395-3.
- Dimitri Vayanos & Paul Woolley, 2023, "Asset Management as Creator of Market Inefficiency," Atlantic Economic Journal, Springer;International Atlantic Economic Society, volume 51, issue 1, pages 1-11, March, DOI: 10.1007/s11293-023-09769-6.
- Ruzhen Yan & Ding Yue & Xu Wu & Wei Gao, 2023, "Multiscale Multifractal Detrended Fluctuation Analysis and Trend Identification of Liquidity in the China's Stock Markets," Computational Economics, Springer;Society for Computational Economics, volume 61, issue 2, pages 487-511, February, DOI: 10.1007/s10614-021-10215-5.
- Suk Hyun & Donghyun Park & Shu Tian, 2023, "The price of frequent issuance: the value of information in the green bond market," Economic Change and Restructuring, Springer, volume 56, issue 5, pages 3041-3063, October, DOI: 10.1007/s10644-022-09417-0.
- Yaxue Yan & Weijuan Liang & Banban Wang & Xiaoling Zhang, 2023, "Spillover effect among independent carbon markets: evidence from China’s carbon markets," Economic Change and Restructuring, Springer, volume 56, issue 5, pages 3065-3093, October, DOI: 10.1007/s10644-022-09431-2.
- Sang Jun Cho & Chune Young Chung & Daniel Sungyeon Kim, 2023, "Do antitrust laws erode shareholder returns? Evidence from the Chinese market," European Journal of Law and Economics, Springer, volume 55, issue 2, pages 349-376, April, DOI: 10.1007/s10657-023-09763-y.
- Idil Uz Akdogan, 2023, "Monetary policy responses to COVID-19 in emerging European economies: measuring the QE announcement effects on foreign exchange markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 50, issue 3, pages 625-655, August, DOI: 10.1007/s10663-023-09578-9.
- C. Ciocirlan & M. Nițoi, 2023, "Sovereign risk connectedness: the impact of ECB’s policy announcements in Central and Eastern Europe," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, volume 50, issue 4, pages 1025-1054, November, DOI: 10.1007/s10663-023-09583-y.
- Joshua Traut, 2023, "What we know about the low-risk anomaly: a literature review," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 3, pages 297-324, September, DOI: 10.1007/s11408-023-00427-0.
- Paulo Pereira Silva, 2023, "Securities transaction taxes and stock price informativeness: evidence for France and Italy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 3, pages 325-345, September, DOI: 10.1007/s11408-023-00430-5.
- Kevin Rink, 2023, "The predictive ability of technical trading rules: an empirical analysis of developed and emerging equity markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, volume 37, issue 4, pages 403-456, December, DOI: 10.1007/s11408-023-00433-2.
- Clement Moyo & Izunna Anyikwa & Andrew Phiri, 2023, "The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 1, pages 118-127, January.
- Shafa Guliyeva, 2023, "Analysis of the effect of Energy Prices on Stock Indexes During the Epidemic Crisis," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 2, pages 526-536, March.
- Imangulu Muradzada & Nurkhodza Akbulev, 2023, "Empirical Analysis of the Relationship between Basic Energy Sources and the Tourism Sector Index," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 4, pages 513-521, July.
- Nurkhodzha Akbulaev & Imangulu Muradzada & Ziyadhan Hasanov, 2023, "Relationship between Oil Prices and Russia Exchange Indices: Analysis of Frequency Causality," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 13, issue 5, pages 607-615, September.
- Ecem ARIK & Fela OZBEY & Serkan Yilmaz KANDIR, 2023, "Borsa Istanbul’da Islem Goren Yenilenebilir Enerji Sirketlerinin Pay Fiyat Etkinliginin Fourier Birim Kok Testleri ile Sinanmasi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 11, issue 2, pages 114-126.
- Zhang, Qiuyue & Que, Jiangjing & Qin, Xiuting, 2023, "Regional financial technology and shadow banking activities of non-financial firms: Evidence from China," Journal of Asian Economics, Elsevier, volume 86, issue C, DOI: 10.1016/j.asieco.2023.101606.
- Makridis, Christos A. & Schloetzer, Jason D., 2023, "Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100710.
- Han, Chen & Wu, Chengliang & Wei, Lu, 2023, "The impact of the disclosure characteristics of the application material on the successful listing of companies on China’s Science and Technology Innovation Board," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100733.
- Arumugam, Devika & Prasanna, P. Krishna & Marathe, Rahul R., 2023, "Do algorithmic traders exploit volatility?," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2022.100778.
- Kumari, Vineeta & Kumar, Gaurav & Pandey, Dharen Kumar, 2023, "Are the European Union stock markets vulnerable to the Russia–Ukraine war?," Journal of Behavioral and Experimental Finance, Elsevier, volume 37, issue C, DOI: 10.1016/j.jbef.2023.100793.
- Steffen, Viktoria, 2023, "A literature review on extreme price movements with reversal," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100806.
- Filip, Angela Maria & Pochea, Maria Miruna, 2023, "Intentional and spurious herding behavior: A sentiment driven analysis," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100810.
- Montone, Maurizio & van den Assem, Martijn J. & Zwinkels, Remco C.J., 2023, "Company name fluency and stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100819.
- Chen, Zhongdong & Craig, Karen Ann, 2023, "Active attention, retail investor base, and stock returns," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100820.
- Durand, Robert B. & Khuu, Joyce & Smales, Lee A., 2023, "Lost in translation. When sentiment metrics for one market are derived from two different languages," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100825.
- Sadaqat, Mohsin & Butt, Hilal Anwar, 2023, "Stop-loss rules and momentum payoffs in cryptocurrencies," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100833.
- Montone, Maurizio, 2023, "Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100834.
- Chen, Wen & Wu, Weili & Zhang, Tonghui, 2023, "Fintech development, firm digitalization, and bank loan pricing," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100838.
- Saengchote, Kanis & Putniņš, Talis & Samphantharak, Krislert, 2023, "Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending," Journal of Behavioral and Experimental Finance, Elsevier, volume 40, issue C, DOI: 10.1016/j.jbef.2023.100858.
- Zheng, Jiayi & Zhu, Yushu, 2023, "Algorithmic trading and block ownership initiation: An information perspective," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2022.101146.
- Li, Yi & Wang, Pengfei & Zhang, Wei, 2023, "Does online interaction between firms and investors reduce stock price crash risk?," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2022.101168.
- Ibikunle, Gbenga & Rzayev, Khaladdin, 2023, "Volatility and dark trading: Evidence from the Covid-19 pandemic," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2022.101171.
- Luu, Ellie & Xu, Fangming & Zheng, Liyi, 2023, "Short-selling activities in the time of COVID-19," The British Accounting Review, Elsevier, volume 55, issue 4, DOI: 10.1016/j.bar.2023.101216.
- Ye, Qiaozhi & Huang, Ronghong & Tan, Kelvin Jui Keng, 2023, "Missing the boat: Regulatory approval delay and investment project outcomes," The British Accounting Review, Elsevier, volume 55, issue 6, DOI: 10.1016/j.bar.2023.101186.
- Chen, Shuo & Lin, Zhuoer & Wang, Xuanyi & Xu, Xian, 2023, "Pandemic and insurance purchase: How do people respond to unprecedented risk and uncertainty?," China Economic Review, Elsevier, volume 79, issue C, DOI: 10.1016/j.chieco.2023.101946.
- Vogl, Markus, 2023, "Hurst exponent dynamics of S&P 500 returns: Implications for market efficiency, long memory, multifractality and financial crises predictability by application of a nonlinear dynamics analysis framework," Chaos, Solitons & Fractals, Elsevier, volume 166, issue C, DOI: 10.1016/j.chaos.2022.112884.
- Saâdaoui, Foued, 2023, "Skewed multifractal scaling of stock markets during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, volume 170, issue C, DOI: 10.1016/j.chaos.2023.113372.
- Adra, Samer & Barbopoulos, Leonidas G., 2023, "The informational consequences of good and bad mergers," Journal of Corporate Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jcorpfin.2022.102310.
- Dittmann, Ingolf & Montone, Maurizio & Zhu, Yuhao, 2023, "Wage gap and stock returns: Do investors dislike pay inequality?," Journal of Corporate Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jcorpfin.2022.102322.
- Igan, Deniz & Mirzaei, Ali & Moore, Tomoe, 2023, "A shot in the arm: Economic support packages and firm performance during COVID-19," Journal of Corporate Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jcorpfin.2022.102340.
- Li, Zhuo & Wen, Fenghua & Huang, Zhijian James, 2023, "Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance," Journal of Corporate Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jcorpfin.2022.102343.
- Lawrence, Edward R. & Raithatha, Mehul, 2023, "Gender bias, board diversity, and firm value: Evidence from a natural experiment," Journal of Corporate Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jcorpfin.2022.102349.
- Forte, Santiago & Lovreta, Lidija, 2023, "Credit default swaps, the leverage effect, and cross-sectional predictability of equity and firm asset volatility," Journal of Corporate Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jcorpfin.2022.102347.
- Hou, Chenxue & Wang, Qijian, 2023, "CSRC oral communication and corporate disclosure," Journal of Corporate Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jcorpfin.2022.102351.
- Chen, Shenglan & Ma, Hui & Wu, Qiang & Zhang, Hao, 2023, "Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102389.
- Elsas, Ralf & Schoch, Daniela Stephanie, 2023, "Robust inference in single firm/single event analyses," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102391.
- Fjesme, Sturla Lyngnes & Lv, Jin Roc & Shekhar, Chander, 2023, "The world cup in football and the US IPO market," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102410.
- Sun, Qian & Cheng, Xiaoke & Gao, Shenghao & Chen, Tao & Liu, Jia, 2023, "Sunshine-induced mood and SEO pricing: Evidence from detailed investor bids in SEO auctions," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102411.
- Brownen-Trinh, Ruby & Orujov, Ayan, 2023, "Corporate socio-political activism and retail investors: Evidence from the Black Lives Matter campaign," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102417.
- Cheng, Lin & Jin, Qinglu & Ma, Hui, 2023, "Tone emphasis and insider trading," Journal of Corporate Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jcorpfin.2023.102419.
- Brockman, Paul & He, Xianjie & Sun, Shuwei & Zou, Huan, 2023, "The role of individual investment bankers in IPO pricing: Evidence from investor bidding behavior," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102431.
- Hu, Xiaolu & Luo, Haoyi, 2023, "Like a duck to water: Do credit rating analysts outperform in bond fund management," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102434.
- Lattanzio, Gabriele & Ma, Yue, 2023, "Cybersecurity risk and corporate innovation," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102445.
- Jakob, Sascha & Valta, Philip, 2023, "What do market participants learn from share repurchases? Evidence from a return decomposition," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102451.
- Li, Conggang & Xu, Rong & Zhou, Yifan, 2023, "Star academicians: Gimmicks or game-changers?," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102452.
- Lof, Matthijs & van Bommel, Jos, 2023, "Asymmetric information and the distribution of trading volume," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102464.
- Cao, Yang & Kiesel, Florian & Leung, Henry, 2023, "The information value of M&A press releases," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102465.
- Liu, Yini & Nguyen, Ca, 2023, "The role of financial covenants in pricing private investments in public equity," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102466.
- Liu, Junhao & Hope, Ole-Kristian & Hu, Danqi, 2023, "Earnings announcements in China: Overnight-intraday disparity," Journal of Corporate Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jcorpfin.2023.102471.
- Andriosopoulos, Dimitris & Czarnowski, Pawel & Marshall, Andrew, 2023, "Do corporate lawyers matter? Evidence from patents," Journal of Corporate Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jcorpfin.2023.102473.
- Liu, Yurou, 2023, "Judicial independence and crash risk: Evidence from a natural experiment in China," Journal of Corporate Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jcorpfin.2023.102490.
- Wang, Sumingyue & Wang, Xinlu & Xu, Liang, 2023, "Debt maturity structure and the quality of risk disclosures," Journal of Corporate Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jcorpfin.2023.102503.
- Duong, Huu Nhan & Kalev, Petko S. & Tian, Xiao, 2023, "Short selling, divergence of opinion and volatility in the corporate bond market," Journal of Economic Dynamics and Control, Elsevier, volume 147, issue C, DOI: 10.1016/j.jedc.2022.104592.
- Guo, Mng, 2023, "Dampening effect and market efficiency," Journal of Economic Dynamics and Control, Elsevier, volume 148, issue C, DOI: 10.1016/j.jedc.2023.104604.
- Chiah, Mardy & Long, Huaigang & Zaremba, Adam & Umar, Zaghum, 2023, "Trade competitiveness and the aggregate returns in global stock markets," Journal of Economic Dynamics and Control, Elsevier, volume 148, issue C, DOI: 10.1016/j.jedc.2023.104618.
- Lou, Youcheng & Yang, Yaqing, 2023, "Information linkages in a financial market with imperfect competition," Journal of Economic Dynamics and Control, Elsevier, volume 150, issue C, DOI: 10.1016/j.jedc.2023.104643.
- Kaufmann, Mattheo & Schiereck, Dirk, 2023, "Acquiring for innovation: Evidence from the U.S. technology industry," Journal of Economic Dynamics and Control, Elsevier, volume 152, issue C, DOI: 10.1016/j.jedc.2023.104673.
- Zhou, Xuan & Kang, Junqing, 2023, "Searching for ESG Information: Heterogeneous Preferences and Information Acquisition," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104693.
- Carbonari, Lorenzo & Maurici, Filippo, 2023, "Firm heterogeneity, financial frictions and ambiguity," Journal of Economic Dynamics and Control, Elsevier, volume 155, issue C, DOI: 10.1016/j.jedc.2023.104736.
- Mensi, Walid & Vo, Xuan Vinh & Ko, Hee-Un & Kang, Sang Hoon, 2023, "Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 558-580, DOI: 10.1016/j.eap.2022.12.010.
- Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2023, "Quantile spillovers and connectedness analysis between oil and African stock markets," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 60-83, DOI: 10.1016/j.eap.2023.02.002.
- Hoover, Gary A. & Smimou, K., 2023, "Socially conscious investment funds and home country institutions," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 395-417, DOI: 10.1016/j.eap.2023.06.008.
- Zhang, Pengcheng & Xu, Kunpeng & Qi, Jiayin, 2023, "The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 222-246, DOI: 10.1016/j.eap.2023.08.015.
- Feng, Ying & Wang, Hong & Sha, Yezhou, 2023, "Delamination of information disclosure and stock price synchronicity — Evidence from China’s NEEQ market," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 614-623, DOI: 10.1016/j.eap.2023.09.009.
- Zhang, Chuanhai & Zhang, Zhengjun & Xu, Mengyu & Peng, Zhe, 2023, "Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106124.
- Chen, An & Li, Hong & Schultze, Mark B., 2023, "Optimal longevity risk transfer under asymmetric information," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106179.
- Erragragui, Elias & Peillex, Jonathan & Benlemlih, Mohammed & Bitar, Mohammad, 2023, "Stock market reactions to corporate misconduct: The moderating role of legal origin," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106197.
- Du, Qianqian & Su, Wanxuan & Liang, Dawei & Wang, Luying, 2023, "How does green preference impact sustainability-based investment strategy? Evidence from the Chinese stock market," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106292.
- Bertrand, Jérémie & Delanghe, Marieke & Klein, Paul-Olivier, 2023, "Does relationship lending help firms to ask for credit? European cross-country evidence," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106303.
- Czapkiewicz, Anna & Wójtowicz, Tomasz & Zaremba, Adam, 2023, "Idiosyncratic risk and cross-section of stock returns in emerging European markets," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106322.
- Tan, Xilong & Tao, Yubo, 2023, "Trend-based forecast of cryptocurrency returns," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106323.
- Ling, Aifan & Li, Junxue & Wen, Limin & Zhang, Yi, 2023, "When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106346.
- Bayona, Anna & Dumitrescu, Ariadna & Manzano, Carolina, 2023, "Information and optimal trading strategies with dark pools," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106376.
- Kumar Kulbhaskar, Anamika & Subramaniam, Sowmya, 2023, "Breaking news headlines: Impact on trading activity in the cryptocurrency market," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106397.
- Chen, Jilong & Xu, Liao, 2023, "Do exchange-traded fund activities destabilize the stock market? Evidence from the China securities index 300 stocks," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106450.
- Barka, Zeineb & Hamza, Taher & Mrad, Senda, 2023, "Corporate ESG scores and equity market misvaluation: Toward ethical investor behavior," Economic Modelling, Elsevier, volume 127, issue C, DOI: 10.1016/j.econmod.2023.106467.
- Arumugam, Devika, 2023, "Algorithmic trading: Intraday profitability and trading behavior," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106521.
- Zhou, Dong-hai & Liu, Xiao-xing & Tang, Chun & Yang, Guang-yi, 2023, "Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101870.
- Procasky, William J. & Yin, Anwen, 2023, "Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101877.
- Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Hsu, Yuan-Teng, 2023, "Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101892.
- Mensi, Walid & Gubareva, Mariya & Teplova, Tamara & Kang, Sang Hoon, 2023, "Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101919.
- Wang, Zi-Mei & Lien, Donald, 2023, "Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101904.
- Zhang, Xuetong & Zhang, Weiguo, 2023, "Information asymmetry, sentiment interactions, and asset price," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101920.
- Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023, "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101924.
- Mensi, Walid & Hanif, Waqas & Vo, Xuan Vinh & Choi, Ki-Hong & Yoon, Seong-Min, 2023, "Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101925.
- Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023, "The effect of interconnectivity on stock returns during the Global Financial Crisis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101940.
- Seo, Sung Won & Lee, Jong Hwa, 2023, "Peer effect on dividends and return comovement," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101942.
- Alexakis, Christos & Chantziaras, Antonios & Economou, Fotini & Eleftheriou, Konstantinos & Grose, Christos, 2023, "Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101946.
- Ouyang, Zisheng & Zhou, Xuewei & Lai, Yongzeng, 2023, "Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101973.
- Shimizu, Makoto, 2023, "Pecking order of convertible security financing for start-up ventures and overinvestment," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101975.
- Ai, Yongfang & Chi, Zheng & Sun, Guanglin & Zhou, Han & Kong, Tao, 2023, "The research on non-linear relationship between enterprise digital transformation and stock price crash risk," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101984.
- Claassen, Bart & Dam, Lammertjan & Heijnen, Pim, 2023, "Corporate financing policies, financial leverage, and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101992.
- Copestake, Alexander & Furceri, Davide & Gonzalez-Dominguez, Pablo, 2023, "Crypto market responses to digital asset policies," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110949.
- Wang, Liang, 2023, "Mitigating firm-level political risk in China: The role of multiple large shareholders," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110960.
- Theissen, Erik & Westheide, Christian, 2023, "One for the money, two for the show? The number of designated market makers and liquidity," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.110992.
- Peng, Jin & Zhang, Haofei & Mao, Juan & Xu, Shouhuai, 2023, "Repeated data breaches and firm value," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111001.
- Bugshan, Abdullah & Elsayih, Jibriel, 2023, "Oil price uncertainty and carbon management system quality," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111010.
- Fajnzylber, Eduardo & Gabrielli, M. Florencia & Willington, Manuel, 2023, "Can transparency increase adverse selection? Evidence from an electronic platform for annuities," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111135.
- Auh, Jun Kyung & Cho, Wonho, 2023, "Factor-based portfolio optimization," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111137.
- Sakariyahu, Rilwan & Lawal, Rodiat & Oyekola, Olayinka & Dosumu, Oluwatoyin Esther & Adigun, Rasheed, 2023, "Natural disasters, investor sentiments and stock market reactions: Evidence from Turkey–Syria earthquakes," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111153.
- Caylor, Marcus & Hong, Duanping & Park, Hyungshin & Qu, Hong, 2023, "Do analysts anchor on public signals in forecasting the target price of disruptive technology firms?," Economics Letters, Elsevier, volume 228, issue C, DOI: 10.1016/j.econlet.2023.111183.
- Zhao, Zhiming & Liu, Yuyao & Pan, Qiong, 2023, "Cash holdings, ambiguity aversion, and investment puzzles," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111192.
- Drummond, Philip A., 2023, "Variable trading hours and market reactions to earnings announcements," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111199.
- El Kalak, Izidin & Tosun, Onur Kemal & Yamada, Kazuo, 2023, "The Bank of Japan’s equity purchases and stock price crash risk," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111214.
- Liu, Linqing & Yang, Lisi & Yan, Kai, 2023, "The power of clans: How social capital sheltered firms during the COVID-19 pandemic," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111224.
- Perdichizzi, Salvatore & Reghezza, Alessio, 2023, "Non-significant in life but significant in death: Spillover effects to euro area banks from the SVB fallout," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111231.
- Graziano, Elvira Anna & Fattobene, Lucrezia & Ricci, Ornella & Scimone, Xenia, 2023, "Market reactions to Recovery Fund press releases during COVID-19: An event-study analysis," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111242.
- Bo, Wang & Suli, Zheng, 2023, "Optimal overconfidence in the presence of information manipulation," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111280.
- Sakariyahu, Rilwan & Lawal, Rodiat & Yusuf, Abdulmueez & Olatunji, Abdulganiyu, 2023, "Mass shootings, investors’ panic, and market anomalies," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111284.
- Fan, Ruixin & Xiong, Xiong & Li, Youwei & Gao, Ya, 2023, "Do green bonds affect stock returns and corporate environmental performance? Evidence from China," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111322.
- Jung, Sumi & Kwack, So Yean, 2023, "Early career experience of executives and stock price informativeness," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111326.
- Topaloğlu-Bozkurt, Ayça & Tanyeri-Günsür, Başak, 2023, "Pricing the net benefits of a public loan guarantee scheme in a developing market," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111353.
- 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.
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